| 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; |
| Benoit Jacob | 1f1c04c | 2009-10-26 14:37:43 -0400 | [diff] [blame^] | 5 | MatrixXd X = A.partialLu().solve(B); |
| Benoit Jacob | 903acf0 | 2009-06-25 00:57:51 +0200 | [diff] [blame] | 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; |