tolerance on Gauss-Seidel algorithm

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linofex 2016-5-10

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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