tolerance on Gauss-Seidel algorithm
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Hi all, I'm writing a function that solves a linear system with the Gauss-Seidel method. I'm going to use this type of arrest:
norm(residuo, Inf) < toll_r*b_norm + toll_a
where
residuo = A*x - b
and
b_ norm = norm(b, Inf)
toll_r is the relative tolerance and toll_a is the absolute tolerance.
I use this criterion because of is on my study book.
My problem is that I don't know how I have to choose the tolerance, for example:
toll_r = 2.22e-16 (Machine epsilon)
toll_a = 1e-18
I don't want write numbers at random
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