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third_party/eigen/doc/examples/TutorialLinAlgExComputeSolveError.cpp

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+#include <iostream>
+#include <Eigen/Dense>
+
+using Eigen::MatrixXd;
+
+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
+  std::cout << "The relative error is:\n" << relative_error << std::endl;
+}