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

See Also