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1 #include <iostream>
2 #include <Eigen/Dense>
3 
4 using namespace std;
5 using namespace Eigen;
6 
main()7 int main()
8 {
9    MatrixXd A = MatrixXd::Random(100,100);
10    MatrixXd b = MatrixXd::Random(100,50);
11    MatrixXd x = A.fullPivLu().solve(b);
12    double relative_error = (A*x - b).norm() / b.norm(); // norm() is L2 norm
13    cout << "The relative error is:\n" << relative_error << endl;
14 }
15