aboutsummaryrefslogtreecommitdiffhomepage
path: root/doc/snippets/PartialLU_solve.cpp
blob: 12441437fc26103d16e1df203ea9df8914a1b8df (plain)
1
2
3
4
5
6
7
8
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;