MatrixXd X = MatrixXd::Random(5,5); MatrixXd A = X + X.transpose(); cout << "Here is a random symmetric 5x5 matrix, A:" << endl << A << endl << endl; SelfAdjointEigenSolver es(A); cout << "The eigenvalues of A are:" << endl << es.eigenvalues() << endl; cout << "The matrix of eigenvectors, V, is:" << endl << es.eigenvectors() << endl << endl; double lambda = es.eigenvalues()[0]; cout << "Consider the first eigenvalue, lambda = " << lambda << endl; VectorXd v = es.eigenvectors().col(0); cout << "If v is the corresponding eigenvector, then lambda * v = " << endl << lambda * v << endl; cout << "... and A * v = " << endl << A * v << endl << endl; MatrixXd D = es.eigenvalues().asDiagonal(); MatrixXd V = es.eigenvectors(); cout << "Finally, V * D * V^(-1) = " << endl << V * D * V.inverse() << endl;