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- 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;
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