SVDErrorType#

The error type used to assess accuracy of computed solutions.

Synopsis#

typedef enum { SVD_ERROR_ABSOLUTE,
               SVD_ERROR_RELATIVE,
               SVD_ERROR_NORM } SVDErrorType;

Values#

SVD_ERROR_ABSOLUTE - compute error bound as \(\|r\|\)
SVD_ERROR_RELATIVE - compute error bound as \(\|r\|/\sigma\)
SVD_ERROR_NORM - compute error bound as \(\|r\|/\max\{\|A\|,\|B\|\}\)

Note#

The residual norm \(\|r\|\) is actually computed from two parts, such as \(\sqrt{\eta_1^2+\eta_2^2}\) with \(\eta_1 = \|Av-\sigma u\|_2\) and \(\eta_2 = \|A^*u-\sigma v\|_2\), see more details at SVDComputeError(). There is also a normalization factor related to the norm of the vectors, which also varies with the problem type.

Level#

intermediate

Location#

include/slepcsvd.h

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