JuliaLinearAlgebra / ArnoldiMethod.jl

The Arnoldi Method with Krylov-Schur restart, natively in Julia.

Home Page:https://julialinearalgebra.github.io/ArnoldiMethod.jl/dev

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Better stopping criterion

haampie opened this issue · comments

ARPACK uses a slightly better stopping criterion to detect convergence of a Ritz pair:

screenshot_2018-06-25_11-43-30

Note that ||H_m|| should be computed from the largest singular value, which is available because we already compute the eigenvalues of H_m. only when H_m is symmetric :p

I'm wondering if we can't just use is_offdiagonal_small with a lower tolerance.

Closing this for now since #57