On exit: for CG and SYMMQ methods, the current estimate of the largest singular value
σ1A- of the preconditioned iteration matrix
A-=E-1AE-T, when either it has been supplied to
F11GDF or it has been estimated by
F11GEF (see also
Sections 3 and
5 in F11GDF). Note that if
ITS<ITN then
SIGMAX contains the final estimate. If, on final exit from
F11GEF,
ITS=ITN, then the estimation of
σ1A- may have not converged; in this case you should look at the value returned in
SIGERR. Otherwise,
SIGMAX=0.0 is returned.
For MINRES method, an estimate of the final transformed residual.