[Scipy-tickets] [SciPy] #385: iterative solver tolerance error

SciPy scipy-tickets@scipy....
Thu Jul 26 23:22:57 CDT 2007


#385: iterative solver tolerance error
---------------------------------------------+------------------------------
 Reporter:  wnbell                           |        Owner:  cdavid       
     Type:  defect                           |       Status:  closed       
 Priority:  normal                           |    Milestone:  0.5.3 Release
Component:  scipy.linalg                     |      Version:  devel        
 Severity:  normal                           |   Resolution:  invalid      
 Keywords:  iterative cg residual tolerance  |  
---------------------------------------------+------------------------------
Comment (by wnbell):

 Re: relative tolerance

 I suppose there's no standard definition for the relative tolerance, but
 I've typically seen
 norm(b - A*x)/norm(b - A*x0).  In looking around it appears that norm(b -
 A*x)/norm(b) is actually more common and happens to also be the choice of
 MATLAB.  Therefore I'd recommend sticking with the current approach.

 Re: initial solution x0

 Following up in [http://projects.scipy.org/scipy/scipy/ticket/470]

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Ticket URL: <http://projects.scipy.org/scipy/scipy/ticket/385#comment:6>
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