doc/examples/TutorialLinAlgSetThreshold.cpp

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

int main()
{
   Eigen::Matrix2d A;
   A << 2, 1,
        2, 0.9999999999;
   Eigen::FullPivLU<Eigen::Matrix2d> lu(A);
   std::cout << "By default, the rank of A is found to be " << lu.rank() << std::endl;
   lu.setThreshold(1e-5);
   std::cout << "With threshold 1e-5, the rank of A is found to be " << lu.rank() << std::endl;
}