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The code is finally working. The result is shown below:

I find this project is very challenging because I can't visualize the sparse matrix in Eigen as I used to in MATLAB where I can check the sparsity pattern of the matrix. Lacking this tool makes debugging very difficult for me. I have no idea what my sparse matrix looks like, and I got really stuck when I was constructing D matrix. In despair, I sneaked a peek on the last year's closed issues/discussions and AdamSturges code and wrote this part of my code based on his work. I feel I am obliged to give the credit to Adam and this is why I write this note.