| Benoit Jacob | 903acf0 | 2009-06-25 00:57:51 +0200 | [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; |
| Benoit Jacob | 0ad3494 | 2009-09-22 21:51:23 -0400 | [diff] [blame] | 6 | A.partialLu().solve(B, &X); |
| Benoit Jacob | 903acf0 | 2009-06-25 00:57:51 +0200 | [diff] [blame] | 7 | cout << "Here is the (unique) solution X to the equation AX=B:" << endl << X << endl; |
| 8 | cout << "Relative error: " << (A*X-B).norm() / B.norm() << endl; |