| #include <iostream> | |
| #include <Eigen/Dense> | |
| using Eigen::MatrixXd; | |
| int main() | |
| { | |
| MatrixXd A = MatrixXd::Random(100,100); | |
| MatrixXd b = MatrixXd::Random(100,50); | |
| MatrixXd x = A.fullPivLu().solve(b); | |
| double relative_error = (A*x - b).norm() / b.norm(); // norm() is L2 norm | |
| std::cout << "The relative error is:\n" << relative_error << std::endl; | |
| } |