bugGNU Octave - Bugs: bug #40057, exit criterion in pcg

 
 

bug #40057: exit criterion in pcg

Submitted by:  Marco Caliari <caliari>
Submitted on:  Wed 18 Sep 2013 09:40:46 AM UTC  
 
Category: Octave FunctionSeverity: 2 - Minor
Priority: 5 - NormalItem Group: Matlab Compatibility
Status: FixedAssigned to: None
Originator Name: Open/Closed: Closed
Release: 3.6.2Operating System: GNU/Linux

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Thu 17 Oct 2013 11:05:42 PM UTC, comment #1:

I changed the criterion in this changeset (http://hg.savannah.gnu.org/hgweb/octave/rev/f6fded839513). Closing report.

Rik <rik5>
Project Administrator
Wed 18 Sep 2013 09:40:46 AM UTC, original submission:

Dear all,

the exit criterion in pcg is

On the other hand, in C.T. Kelley (quoted as reference book), p.23, it is used

and the same in matlab (as I understand from the description of [X,FLAG,RELRES] output). Of course, Octave criterion is a valid one and they coincide for X0 = zeros (the default value). I think it should be changed for compatibility. If one really needs the current behavior, he can give TOL * norm (B - A * X0) / norm (B) as input tolerance.

Cheers,

Marco

Marco Caliari <caliari>
Project Member

 

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    Follow 2 latest changes.

    Date Changed By Updated Field Previous Value => Replaced By
    Thu 17 Oct 2013 11:05:42 PM UTCrik5StatusNone=>Fixed
      Open/ClosedOpen=>Closed

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