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| #include <iostream>
| #include <Eigen/Dense>
|
| using namespace std;
| using namespace Eigen;
|
| 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
| cout << "The relative error is:\n" << relative_error << endl;
| }
|
|
