Stopping Criteria for Iterative Solvers (Q3988980)
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scientific article; zbMATH DE number 33647
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| English | Stopping Criteria for Iterative Solvers |
scientific article; zbMATH DE number 33647 |
Statements
Stopping Criteria for Iterative Solvers (English)
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28 June 1992
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iterative solvers
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iterative methods
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sparse matrix
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sparse equations
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Cimmino method
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linear equation
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nonlinear systems
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stopping criteria
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backward error analysis
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0.8593660593032837
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0.8393860459327698
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0.8190471529960632
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0.8184813857078552
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New stopping criteria are suggested which are suitable for iterative solution of linear and even nonlinear systems of equations. These criteria follows from the backward error analysis and make use of not only the residual \(r\) and the right hand side \(b\) but also the approximate solution \(\hat x\) and the matrix \(A\) or the Jacobian of the system to be solved. As an example, the value \(\| r\|_ \infty/(\| A\|_ \infty\| \hat x\|_ 1+\| b\|_ \infty)\) is recommended as a good stopping criterion, especially when we decide to drive the stopping criterion near to the machine precision.
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