| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame^] | 1 | MatrixXd A = MatrixXd::Random(3,3); |
| 2 | MatrixXd B = MatrixXd::Random(3,2); | ||||
| 3 | cout << "Here is the invertible matrix A:" << endl << A << endl; | ||||
| 4 | cout << "Here is the matrix B:" << endl << B << endl; | ||||
| 5 | MatrixXd X = A.lu().solve(B); | ||||
| 6 | cout << "Here is the (unique) solution X to the equation AX=B:" << endl << X << endl; | ||||
| 7 | cout << "Relative error: " << (A*X-B).norm() / B.norm() << endl; | ||||