Dimitris,

2017-11-27 17:10 GMT-05:00 Dimitris Ntogkas <di...@math.umd.edu>:

> Thanks for your quick response! You are right about the l2 vs max norm.
> However, the error is 1e-4 in the l2 norm too. Just a clarification to make
> sure I understand your response. I was indeed thinking of the condition
> number, that's why I checked it, but in my case the 1e-11 should lose up to
> 5 more digits, which is still better than 1e-4. However, probably your
> point is that since I was using cg with tolerance of 1e-8, this is already
> a loss of accuracy that I did not take into account in the above
> calculation. Is this correct?
>

Here is what I am thinking. The tolerance is 1e-8 so if the residual of
serial is 1e-9 and the residual of parallel is 3e-9, they both satisfy the
tolerance. Because the condition number is 1e5, a difference of 1e-9 in the
residual will give you a difference of 1e4 in the error (which is what you
have). So now the question is: does a difference of 1e-11 in the matrix
plus round-off errors can create a difference of 1e-9 in the residual? This
sounds possible but you have to check by looking what is going on at each
step of the algorithm.

Best,

Bruno

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