On exit: for CG and SYMMLQ methods, the current estimate of the largest singular value
${\sigma}_{1}\left(\stackrel{-}{A}\right)$ of the preconditioned iteration matrix
$\stackrel{-}{A}={E}^{-1}A{E}^{-\mathrm{T}}$, 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
${\mathbf{ITS}}<{\mathbf{ITN}}$ then
SIGMAX contains the final estimate. If, on final exit from
F11GEF,
${\mathbf{ITS}}={\mathbf{ITN}}$, then the estimation of
${\sigma}_{1}\left(\stackrel{-}{A}\right)$ may have not converged; in this case you should look at the value returned in
SIGERR. Otherwise,
${\mathbf{SIGMAX}}=0.0$ is returned.
For MINRES method, an estimate of the final transformed residual.