Deal with inconsistent systems.

jdmoorman / kaczmarz-algorithms

Variants of the Kaczmarz algorithm for solving linear systems in Python.

MIT License

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Deal with inconsistent systems. #10

Open jdmoorman opened 4 years ago

jdmoorman commented 4 years ago

We have two options when the system of equations is inconsistent:

Set a default finite value for maxiter.
Raise a StopIteration whenever the error increases from one iteration to the next.

My preference is the former, since I frequently plot error vs iteration for inconsistent systems knowing that they will not converge.

jdmoorman commented 4 years ago

I chose a somewhat arbitrary default value of log(tol^2)/log(1 - 1/(10*min(m, n))) for now. We should come up with a justifiable default at some point.