Hey,
>> The 'standard' criterion is indeed to monitor the residual norm
>> ||b - Ax||
>> and quit if this becomes several orders of magnitude smaller than the
>> initial residual. Since the initial guess is typically the zero vector,
>> the initial residual is easily computed as ||b||. Common
Hi Karli,
Karl Rupp writes:
> The 'standard' criterion is indeed to monitor the residual norm
>||b - Ax||
> and quit if this becomes several orders of magnitude smaller than the
> initial residual. Since the initial guess is typically the zero vector,
> the initial residual is easily comput
Hi Toby,
> I've now implemented a test for the iterative solvers and
> preconditioners, using generate_fdm_laplace. This is good because it
> gives consistent results, though compared to using a randomly generated
> system matrix it means that the solvers are only tested on one set of
> input dat
Hey Toby,
My two cents:
Don't forget that while matrix-vector multiplication will still introduce
some round-off errors. Ie, when you are computing
y = A*[1,1,...]
then you are actually computing something like
y' = A*( [1,1,...]+eps).
GEMV is (backward stable) so you are sure that y' will be clos
