#include <Eigen/MPRealSupport>
This module provides support for multi precision floating point numbers via the MPFR C++ library which itself is built upon MPFR/GMP.
Here is an example:
#include <iostream> #include <Eigen/Mpfrc++Support> #include <Eigen/LU> using namespace mpfr; using namespace Eigen; int main() { // set precision to 256 bits (double has only 53 bits) mpreal::set_default_prec(256); // Declare matrix and vector types with multi-precision scalar type typedef Matrix<mpreal,Dynamic,Dynamic> MatrixXmp; typedef Matrix<mpreal,Dynamic,1> VectorXmp; MatrixXmp A = MatrixXmp::Random(100,100); VectorXmp b = VectorXmp::Random(100); // Solve Ax=b using LU VectorXmp x = A.lu().solve(b); std::cout << "relative error: " << (A*x - b).norm() / b.norm() << std::endl; return 0; }