FeynmanKacSetRelativeErrorTolerances Method (Double) |
Sets the relative error tolerances.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public void SetRelativeErrorTolerances(
double[] rtol
)
Public Sub SetRelativeErrorTolerances (
rtol As Double()
)
public:
void SetRelativeErrorTolerances(
array<double>^ rtol
)
member SetRelativeErrorTolerances :
rtol : float[] -> unit
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