[petsc-users] KSPMonitorSingularValue

Jed Brown jedbrown at mcs.anl.gov
Thu Oct 20 09:54:56 CDT 2011


On Thu, Oct 20, 2011 at 09:52, Richard Tran Mills <rtm at eecs.utk.edu> wrote:

> 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.


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.
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