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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;
- }
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