eigen/doc/examples/Tutorial_PartialLU_solve.cpp

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#include <Eigen/Core>
#include <Eigen/LU>
using namespace std;
using namespace Eigen;
int main(int, char *[])
{
Matrix3f A;
Vector3f b;
A << 1,2,3, 4,5,6, 7,8,10;
b << 3, 3, 4;
cout << "Here is the matrix A:" << endl << A << endl;
cout << "Here is the vector b:" << endl << b << endl;
Vector3f x;
A.partialLu().solve(b, &x);
cout << "The solution is:" << endl << x << endl;
}