Installing and testing Eigen3 linear algebra C++ library.

HelloEigen.cpp

#include <iostream>
#include <Eigen/Dense>

using Eigen::MatrixXd; // m by n double matrix

int main() 
{
  // Example from Eigen3 doc
  MatrixXd m(2,2);
  // Comma initialization, row major order
  m << 3, 2.5, -1, m(1,0) + m(0,1);
  std::cout << m << std::endl;

  /* Equivalent to: 
  m(0,0) = 3;
  m(1,0) = 2.5;
  m(0,1) = -1;
  m(1,1) = m(1,0) + m(0,1);
  */

  // vertcat( m, m)
  MatrixXd m2(4,2);
  m2 << m,  m;
  std::cout << std::endl << m2 << std::endl;
 
  // horzcat( m, m)
  MatrixXd m3(2,4);
  m3 << m,  m;
  std::cout << std::endl << m3 << std::endl;

  return 0; 
}

Makefile

all: HelloEigen

HelloEigen: HelloEigen.cpp
	clang++ -std=c++0x -I /usr/include/eigen3 -o HelloEigen HelloEigen.cpp

# Install eigen3:
# sudo apt-get install libeigen3-dev libeigen3-doc