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FeynmanKacSetRelativeErrorTolerances Method (Double)
Sets the relative error tolerances.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public void SetRelativeErrorTolerances(
	double rtol
)

Parameters

rtol
Type: SystemDouble
A double scalar specifying the relative error tolerances for the row-wise solutions returned by method GetSplineCoefficients The tolerance value rtol is applied to all 3*xGrid.Length solution components. rtol 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: rtol = 1.0e-5.

See Also