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15 lines
371 B
C++
15 lines
371 B
C++
#include <iostream>
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#include <Eigen/Dense>
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using namespace std;
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using namespace Eigen;
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int main()
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{
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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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cout << "The relative error is:\n" << relative_error << endl;
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}
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