Residual

The defect left after substituting an approximation into the original equation.

Definition

The residual measures how much an approximation fails to satisfy the equation. For f(x)=0f(x)=0 it is f(xk)|f(x_k)|; for Ax=bAx=b it is often r=bAxkr=b-Ax_k. A small residual does not always imply a small error when the problem is ill-conditioned.

How it is used

It is a practical stopping criterion because it can be computed without the exact solution, but it should be read together with conditioning.