Initial commit

Eigen3/doc/examples/TutorialLinAlgExComputeSolveError.cpp

@@ -0,0 +1,14 @@
+#include <iostream>
+#include <Eigen/Dense>
+
+using namespace std;
+using namespace Eigen;
+
+int main()
+{
+   MatrixXd A = MatrixXd::Random(100,100);
+   MatrixXd b = MatrixXd::Random(100,50);
+   MatrixXd x = A.fullPivLu().solve(b);
+   double relative_error = (A*x - b).norm() / b.norm(); // norm() is L2 norm
+   cout << "The relative error is:\n" << relative_error << endl;
+}