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From Phil Steitz <>
Subject Re: [math] Testing for convergence in iterative algorithms
Date Mon, 08 Aug 2011 21:21:46 GMT
On 8/8/11 11:46 AM, S├ębastien Brisard wrote:
> Hi,
> discussions regarding the development of iterative linear solvers
> (MATH-581) triggered the following issue. Usually, a default
> (efficiently implemented) convergence checker is provided for each
> standard linear iterative solver. However, it would be very useful to
> have the ability to use a custom convergence checker. This is very
> similar to what is done in o.a.c.m.optimization. Only,
> ConvergenceChecker is too specific in my view, since the decision on
> convergence is based on the last two iterations. While a perfectly
> valid approach, this is not the only one, and I was wondering whether
> we could be a little bit more general ?
> For example, in iterative linear solvers, the convergence test is
> (often) based on the residual r = b - Ax, not on the difference
> between newX and oldX.
> Thanks in advance for your thoughts on this topic.

Sounds reasonable.  Have a look at the StoppingCondition interface
and its implementations in the genetics package.  Something like
that would probably work.

> Sebastien
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