FeynmanKac.SetAbsoluteErrorTolerances Method (Double)

FeynmanKacSetAbsoluteErrorTolerances Method (Double)

Sets the absolute error tolerances.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public void SetAbsoluteErrorTolerances(
	double atol
)

Public Sub SetAbsoluteErrorTolerances ( 
	atol As Double
)

public:
void SetAbsoluteErrorTolerances(
	double atol
)

member SetAbsoluteErrorTolerances : 
        atol : float -> unit

atol: Type: SystemDouble
A double scalar specifying the absolute error tolerances for the row-wise solutions returned by method GetSplineCoefficients. The tolerance value atol is applied to all 3*xGrid.Length solution components. atol must be greater than or equal to zero. Also, not all entries in atol and rtol are allowed to be equal to 0 simultaneously.
Default: atol = 1.0e-5.