FastDeploy/third_party/eigen/doc/examples/TutorialLinAlgExComputeSolveError.cpp

#include <Eigen/Dense>
#include <iostream>

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;
}