[Eigen] Linear algebra and decompositions

    //Ax = v
    mxd::t A(3,3);
    vxd::t v(3);
 
    A << 1,2,3,  4,5,6,  7,8,10;
    v << 3,3,4;
 
    co(A, "here is the mat A :");
    co(v, "here is the vec b :");
 
    vxd::t x = A.fullPivLu().solve(v);
 
 
    co(x, "solution x :");
 

llt를 이용한 solve

    m2d::t A;
    v2d::t b;
 
    A << 2, -1, -1, 3;
    b << 1,  2;
 
    co(A, "mat A :");
    co(b, "vec b :");
 
    v2d::t x = A.llt().solve(b);
 
    co(x, "solution : ");
 

오차 검정

 
    mxd::t A = mxd::t::Random(100, 100);
    mxd::t b = mxd::t::Random(100,50);
    mxd::t x = A.fullPivLu().solve(b);
 
    d::t relative_error = (A*x - b).norm() /b.norm();
 
    co(relative_error, "relative error is :");