| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame^] | 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 | } | ||||