cart-elc

Source code for CART-ELC
git clone git://git.laack.co/cart-elc.git
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TutorialLinAlgExComputeSolveError.cpp (371B)

      1 #include <iostream>
      2 #include <Eigen/Dense>
      3 
      4 using namespace std;
      5 using namespace Eigen;
      6 
      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 }