eigen/doc/examples/TutorialLinAlgExComputeSolveError.cpp
2021-12-07 19:57:38 +00:00

14 lines
360 B
C++

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