LLT_solve.cpp

typedef Matrix<float, Dynamic, 2> DataMatrix;
// let's generate some samples on the 3D plane of equation z = 2x+3y (with some
// noise)
DataMatrix samples = DataMatrix::Random(12, 2);
VectorXf elevations =
    2 * samples.col(0) + 3 * samples.col(1) + VectorXf::Random(12) * 0.1;
// and let's solve samples * [x y]^T = elevations in least square sense:
Matrix<float, 2, 1> xy =
    (samples.adjoint() * samples).llt().solve((samples.adjoint() * elevations));
cout << xy << endl;