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