TutorialLinAlgExComputeSolveError.cpp
No OneTemporary
Actions

Subscribers

None

File Metadata

	#include <iostream>
	#include <Eigen/Dense>

	using namespace std;
	using namespace Eigen;

	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
	cout << "The relative error is:\n" << relative_error << endl;
	}