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misleading convergence message in minres #16868

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campospinto opened this issue Aug 20, 2022 · 0 comments
Open

misleading convergence message in minres #16868

campospinto opened this issue Aug 20, 2022 · 0 comments
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enhancement A new feature or improvement scipy.sparse.linalg

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@campospinto
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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.

test1 = rnorm / (Anorm*ynorm) # ||r|| / (||A|| ||x||)

@tupui tupui added enhancement A new feature or improvement scipy.sparse.linalg labels Aug 20, 2022
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Labels
enhancement A new feature or improvement scipy.sparse.linalg
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