TutorialLinAlgExComputeSolveError.cpp

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#include <iostream>
#include <Eigen/Dense>
 
using Eigen::MatrixXd;
 
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
   std::cout << "The relative error is:\n" << relative_error << std::endl;
}