diff options
Diffstat (limited to 'doc/snippets/PartialPivLU_solve.cpp')
| -rw-r--r-- | doc/snippets/PartialPivLU_solve.cpp | 7 |
1 files changed, 7 insertions, 0 deletions
diff --git a/doc/snippets/PartialPivLU_solve.cpp b/doc/snippets/PartialPivLU_solve.cpp new file mode 100644 index 000000000..fa3570ab8 --- /dev/null +++ b/doc/snippets/PartialPivLU_solve.cpp @@ -0,0 +1,7 @@ +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 = A.lu().solve(B); +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; |