MatrixXd A = MatrixXd::Random(3,3); MatrixXd B = MatrixXd::Random(3,2); cout << "Here is the invertible matrix A:" << endl << A << endl; cout << "Here is the matrix B:" << endl << B << endl; MatrixXd X; if(A.lu().solve(B, &X)) cout << "Here is the (unique) solution X to the equation AX=B:" << endl << X << endl; cout << "Relative error: " << (A*X-B).norm() / B.norm() << endl;