eigen/doc/examples/TutorialLinAlgSVDSolve.cpp

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2010-10-15 21:44:43 +08:00
#include <iostream>
#include <Eigen/Dense>
using namespace std;
using namespace Eigen;
int main()
{
MatrixXf A = MatrixXf::Random(3, 2);
cout << "Here is the matrix A:\n" << A << endl;
VectorXf b = VectorXf::Random(3);
cout << "Here is the right hand side b:\n" << b << endl;
JacobiSVD<MatrixXf> svd(A, ComputeThinU | ComputeThinV);
cout << "The least-squares solution is:\n" << svd.solve(b) << endl;
}