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1 | #include <Eigen/Dense>
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2 | #include <iostream>
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3 |
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4 | using namespace Eigen;
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5 | using namespace std;
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6 |
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7 | int main(int, char**)
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8 | {
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9 | cout.precision(3);
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10 | MatrixXd A = MatrixXd::Random(3,3);
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11 | MatrixXd B = MatrixXd::Random(3,2);
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12 | cout << "Here is the invertible matrix A:" << endl << A << endl;
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13 | cout << "Here is the matrix B:" << endl << B << endl;
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14 | MatrixXd X = A.lu().solve(B);
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15 | cout << "Here is the (unique) solution X to the equation AX=B:" << endl << X << endl;
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16 | cout << "Relative error: " << (A*X-B).norm() / B.norm() << endl;
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17 |
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18 | return 0;
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19 | }
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