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JuliaLinearAlgebra / IterativeSolvers.jl

Iterative algorithms for solving linear systems, eigensystems, and singular value problems
MIT License
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Question about default value of `reltol` #326

Open navidcy opened 2 years ago

navidcy commented 2 years ago

I have a question. Why is the default value of reltol often picked as sqrt(eps) and not e.g. eps? Is there a particular reason?

https://github.com/JuliaLinearAlgebra/IterativeSolvers.jl/blob/40d9e9db7e0c6ee2047d121125005b217023baf9/src/cg.jl#L122

cc @Elise-palethorpe