Eigen is a popular C++ library for linear algebra and matrix operations. Here are some basic tutorials for getting started with Eigen:

  1. Installing Eigen:
  • Eigen is a header-only library, which means that you don’t need to compile anything to use it. To install Eigen, you just need to download the latest version from the website (https://eigen.tuxfamily.org/) and unzip it to a directory on your computer.
  • To use Eigen in your C++ program, you will need to include the relevant header files. You can do this by adding the following line to your code:
#include <Eigen/Dense>
  1. Creating and manipulating matrices:
  • Eigen provides several classes for representing matrices, including Matrix, MatrixXd, and Array. The MatrixXd class is a convenient way to represent a matrix with dynamically sized elements.
  • To create a matrix with MatrixXd, you can use the following syntax:
MatrixXd A(rows, cols);

This creates an rows x cols matrix with uninitialized elements. You can also create a matrix with initialized elements using the following syntax:

MatrixXd A(rows, cols);
A << 1, 2, 3,
     4, 5, 6;

This creates a 2 x 3 matrix with the elements 1, 2, 3, 4, 5, 6.

  • You can access the elements of a matrix using the () operator:
double element = A(i, j);

This gets the element at row i and column j of the matrix A.

  • You can also use the .row(i) and .col(j) methods to get the ith row or jth column of a matrix as a vector
VectorXd row = A.row(i);
VectorXd col = A.col(j);

3. Matrix operations:

  • Eigen provides many functions for performing operations on matrices, such as matrix multiplication, transpose, and inversion. Here are some examples:
// Matrix multiplication
MatrixXd C = A * B;

// Transpose
MatrixXd A_transpose = A.transpose();

// Inverse
MatrixXd A_inverse = A.inverse();

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