<div class="gmail_quote">On Thu, Oct 20, 2011 at 09:52, Richard Tran Mills <span dir="ltr"><<a href="mailto:rtm@eecs.utk.edu">rtm@eecs.utk.edu</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">
I noticed this thread and just wanted to point out that you need to
be careful with what you use these singular values for. In my own
(limited) experience, I seem to recall finding that the singular
values you get from the Hessenberg matrix in GMRES are pretty
inaccurate. Your mileage may vary.</blockquote></div><br><div>True, usually the largest eigen/singular value is fairly accurate, but the smallest is typically not found until the solve has converged. If you use restarts, then the estimates only come from the Hessenberg matrix associated with last restart. If you want meaningful estimates with GMRES, you really can't use restarts.</div>