1 files changed, 7 insertions, 0 deletions
diff --git a/eigen/doc/snippets/PartialPivLU_solve.cpp b/eigen/doc/snippets/PartialPivLU_solve.cpp
new file mode 100644
index 0000000..fa3570a
--- /dev/null
+++ b/eigen/doc/snippets/PartialPivLU_solve.cpp
@@ -0,0 +1,7 @@
+MatrixXd A = MatrixXd::Random(3,3);
+MatrixXd B = MatrixXd::Random(3,2);
+cout << "Here is the invertible matrix A:" << endl << A << endl;
+cout << "Here is the matrix B:" << endl << B << endl;
+MatrixXd X = A.lu().solve(B);
+cout << "Here is the (unique) solution X to the equation AX=B:" << endl << X << endl;
+cout << "Relative error: " << (A*X-B).norm() / B.norm() << endl;