00001 #include <iostream> 00002 #include <Eigen/Dense> 00003 00004 using namespace std; 00005 using namespace Eigen; 00006 00007 int main() 00008 { 00009 MatrixXd A = MatrixXd::Random(100,100); 00010 MatrixXd b = MatrixXd::Random(100,50); 00011 MatrixXd x = A.fullPivLu().solve(b); 00012 double relative_error = (A*x - b).norm() / b.norm(); // norm() is L2 norm 00013 cout << "The relative error is:\n" << relative_error << endl; 00014 }