Squashed 'third_party/eigen/' content from commit 61d72f6
Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/doc/examples/TutorialLinAlgExComputeSolveError.cpp b/doc/examples/TutorialLinAlgExComputeSolveError.cpp
new file mode 100644
index 0000000..f362fb7
--- /dev/null
+++ b/doc/examples/TutorialLinAlgExComputeSolveError.cpp
@@ -0,0 +1,14 @@
+#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;
+}