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Eigen3/doc/examples/Tutorial_PartialLU_solve.cpp

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+#include <Eigen/Core>
+#include <Eigen/LU>
+#include <iostream>
+
+using namespace std;
+using namespace Eigen;
+
+int main()
+{
+   Matrix3f A;
+   Vector3f b;
+   A << 1,2,3,  4,5,6,  7,8,10;
+   b << 3, 3, 4;
+   cout << "Here is the matrix A:" << endl << A << endl;
+   cout << "Here is the vector b:" << endl << b << endl;
+   Vector3f x = A.lu().solve(b);
+   cout << "The solution is:" << endl << x << endl;
+}