Residual (numerical analysis)

Loosely speaking, a residual is the error in a result.[1] To be precise, suppose we want to find x such that

Given an approximation x0 of x, the residual is

that is, "what is left of the right hand side" after subtracting f(x0)" (thus, the name "residual": what is left, the rest). On the other hand, the error is

If the exact value of x is not known, the residual can be computed, whereas the error cannot.

  1. ^ Shewchuk, Jonathan Richard (1994). "An Introduction to the Conjugate Gradient Method Without the Agonizing Pain" (PDF). p. 6.