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The minres algorithm stops when ||r|| ≤ (||A|| ||x||) * tol, with the message A solution to Ax = b was found, given rtol.
However when x is very large, there is no guarantee that the "true" relative residual ||r|| / ||b|| is indeed small.
There should be an a posteriori check, and also an option to use the true relative residual.
The
minres
algorithm stops when ||r|| ≤ (||A|| ||x||) * tol, with the messageA solution to Ax = b was found, given rtol
.However when x is very large, there is no guarantee that the "true" relative residual ||r|| / ||b|| is indeed small.
There should be an a posteriori check, and also an option to use the true relative residual.
scipy/scipy/sparse/linalg/_isolve/minres.py
Line 285 in 651a9b7
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