Instance Property

convergenceTest

Convergence test to use for SparseSolve.

Declaration

var convergenceTest: SparseLSMRConvergenceTest_t

Discussion

For SparseLSMRCTDefault, iterations stop when:

  • ‖ Aᵀ(b-Ax) ‖₂ < rtol * ‖ Aᵀ(b-Ax) ‖₂ + atol

For SparseLSMRCTFongSaunders, iterations stop when either:

  • ‖ b-Ax ‖₂ < btol * ‖ b ‖₂ + atol * ‖ A ‖₂ ‖ x ‖₂ (‖A‖₂ is estimated)

  • ‖ A (b-Ax) ‖₂ < atol * ‖ A ‖₂ * ‖ A-bx ‖₂ (‖A‖₂ is estimated)

  • Estimated condition of matrix >= conditionLimit

See Also

Inspecting LSMR Options

var atol: Double

Either absolute tolerance (SparseLSMRCTDefault) or A tolerance (SparseLSMRCTFongSaunders).

var lambda: Double

Damping parameter lambda for regularized least squares.

var maxIterations: Int32

Maximum number of iterations.

var nvec: Int32

The number of vectors to use for local reorthogonalization.

var reportError: ((UnsafePointer<Int8>) -> Void)?

Optional error reporting routine.

var reportStatus: ((UnsafePointer<Int8>) -> Void)?

Optional status reporting routine.

var rtol: Double

Relative convergence tolerance (SparseLSMRCTDefault)