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Clarify documentation of the tolerance and error returned in iterative solvers

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Gael Guennebaud
2015-06-25 13:51:13 +02:00
parent 84264ceebc
commit 973b0a90db
3 changed files with 15 additions and 3 deletions
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14
Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
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@@ -126,10 +126,16 @@ public:
/** \internal */
Index cols() const { return mp_matrix.cols(); }
/** \returns the tolerance threshold used by the stopping criteria */
/** \returns the tolerance threshold used by the stopping criteria.
* \sa setTolerance()
*/
RealScalar tolerance() const { return m_tolerance; }
/** Sets the tolerance threshold used by the stopping criteria */
/** Sets the tolerance threshold used by the stopping criteria.
*
* This value is used as an upper bound to the relative residual error: |Ax-b|/|b|.
* The default value is the machine precision given by NumTraits<Scalar>::epsilon()
*/
Derived& setTolerance(const RealScalar& tolerance)
{
m_tolerance = tolerance;
@@ -167,7 +173,9 @@ public:
return m_iterations;
}
/** \returns the tolerance error reached during the last solve */
/** \returns the tolerance error reached during the last solve.
* It is a close approximation of the true relative residual error |Ax-b|/|b|.
*/
RealScalar error() const
{
eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");