Stopping criteria for iterative solvers

This paper shows how a theory for backward error analysis can be used to derive a family of stopping criteria for iterative methods and considers particular members of this family. Some theoretical justification is given for why these methods should work well and experimental evidence is presented t...

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Bibliographic Details
Published in:SIAM journal on matrix analysis and applications 1992, Vol.13 (1), p.138-144
Main Authors: ARIOLI, M, DUFF, I, RUIZ, D
Format: Article
Language:English
Subjects:
Error analysis
Exact sciences and technology
Iterative methods
Mathematics
Numerical analysis
Numerical analysis. Scientific computation
Numerical linear algebra
Sciences and techniques of general use
Sparsity
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Summary:This paper shows how a theory for backward error analysis can be used to derive a family of stopping criteria for iterative methods and considers particular members of this family. Some theoretical justification is given for why these methods should work well and experimental evidence is presented to justify these claims.
ISSN:0895-4798
1095-7162
DOI:10.1137/0613012