PartialPivLU_solve.cpp
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00001 MatrixXd A = MatrixXd::Random(3,3);
00002 MatrixXd B = MatrixXd::Random(3,2);
00003 cout << "Here is the invertible matrix A:" << endl << A << endl;
00004 cout << "Here is the matrix B:" << endl << B << endl;
00005 MatrixXd X = A.lu().solve(B);
00006 cout << "Here is the (unique) solution X to the equation AX=B:" << endl << X << endl;
00007 cout << "Relative error: " << (A*X-B).norm() / B.norm() << endl;


libicr
Author(s): Robert Krug
autogenerated on Mon Jan 6 2014 11:33:10