ABSTRACT
Let s be the magnitude of the convergence tolerance. Several convergence criteria are possible. For an absolute error criterion, the following choices are possible:
For a relative error criterion, the following choices are possible:
or (1.207)
The concepts of accuracy and convergence discussed in this section apply to all iterative procedures, not just the iterative solution of a system oflinear algebraic equations. They are relevant to the solution of eigenvalue problems (Chapter 2), to the solution of nonlinear equations (Chapter 3), etc.
