IMSL C# Numerical Library

MinUnconMultiVar.StepTolerance Property

The scaled step tolerance to use when changing x.

public double StepTolerance {get; set;}

Property Value

A double scalar value specifying the scaled step tolerance.

Remarks

The i-th component of the scaled step between two points x and y is computed as

abs(x(i)-y(i))/max(abs(x(i)),1/xscale(i))

where xscale is the scaling vector for the variables.

By default, the scaled step tolerance is set to 3.66685e-11.

Exceptions

Exception TypeCondition
ArgumentException is thrown if StepTolerance is less than or equal to 0

See Also

MinUnconMultiVar Class | Imsl.Math Namespace