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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
)

Parameters

atol
Type: SystemDouble
A double array of length 3*xGrid.Length specifying the absolute error tolerances for the row-wise solutions returned by method GetSplineCoefficients. All entries in 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[i] = 1.0e-5 for i=0,...,3*xGrid.Length-1.

See Also