1 #include <iostream> 2 #include <Eigen/Dense> 3 4 using namespace std; 5 using namespace Eigen; 6 7 int main() 8 { 9 MatrixXd A = MatrixXd::Random(100,100); 10 MatrixXd b = MatrixXd::Random(100,50); 11 MatrixXd x = A.fullPivLu().solve(b); 12 double relative_error = (A*x - b).norm() / b.norm(); // norm() is L2 norm 13 cout << "The relative error is:\n" << relative_error << endl; 14 } 15
