Go to the documentation of this file.00001 #include <Eigen/Core>
00002 #include <Eigen/LU>
00003 #include <Eigen/QR>
00004 #include <Eigen/Cholesky>
00005 #include <Eigen/Geometry>
00006 #include <Eigen/Jacobi>
00007 #include <Eigen/Eigenvalues>
00008 #include <iostream>
00009
00010 using namespace Eigen;
00011 using namespace std;
00012
00013 int main(int, char**)
00014 {
00015 cout.precision(3);
00016 MatrixXd A = MatrixXd::Random(3,3);
00017 MatrixXd B = MatrixXd::Random(3,2);
00018 cout << "Here is the invertible matrix A:" << endl << A << endl;
00019 cout << "Here is the matrix B:" << endl << B << endl;
00020 MatrixXd X = A.lu().solve(B);
00021 cout << "Here is the (unique) solution X to the equation AX=B:" << endl << X << endl;
00022 cout << "Relative error: " << (A*X-B).norm() / B.norm() << endl;
00023
00024 return 0;
00025 }