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conditionLimit

The condition number limit (Fong-Saunders test only).

Declaration

var conditionLimit: Double

Discussion

The operation terminates iterations if a computed estimate of cond(Abar) exceeds this value. This is to prevent certain small or zero singular values of A or Abar from coming into effect and causing unwanted growth in the computed solution.

You can use conditionLimit and lambda separately or together to regularize ill-conditioned systems.

Normally, conditionLimit is in the range 1000 to 1/eps.

Suggested value: conditionLimit = 1/(100*eps) for compatible systems, conditionLimit = 1/(10*sqrt(eps)) for least squares

See Also

Inspecting LSMR Options