TutorialLinAlgSVDSolve.cpp

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#include <iostream>
#include <Eigen/Dense>
 
int main()
{
   Eigen::MatrixXf A = Eigen::MatrixXf::Random(3, 2);
   std::cout << "Here is the matrix A:\n" << A << std::endl;
   Eigen::VectorXf b = Eigen::VectorXf::Random(3);
   std::cout << "Here is the right hand side b:\n" << b << std::endl;
   std::cout << "The least-squares solution is:\n"
        << A.bdcSvd(Eigen::ComputeThinU | Eigen::ComputeThinV).solve(b) << std::endl;
}

Code