13 lines
360 B
C++
13 lines
360 B
C++
#include <iostream>
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#include <Eigen/Dense>
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using Eigen::MatrixXd;
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int main() {
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MatrixXd A = MatrixXd::Random(100, 100);
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MatrixXd b = MatrixXd::Random(100, 50);
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MatrixXd x = A.fullPivLu().solve(b);
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double relative_error = (A * x - b).norm() / b.norm(); // norm() is L2 norm
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std::cout << "The relative error is:\n" << relative_error << std::endl;
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}
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