FeynmanKac.InitialStepsize Property

FeynmanKacInitialStepsize Property

The starting step size for the integration.

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

Syntax

public double InitialStepsize { get; set; }

Public Property InitialStepsize As Double
	Get
	Set

public:
property double InitialStepsize {
	double get ();
	void set (double value);
}

member InitialStepsize : float with get, set

Type: Double
A double scalar, the starting step size used in the integrator.

Default: InitialStepsize = -1.1102230246252e-16.

Remarks

The starting step size must be less than zero since the integration is internally done from t=0 to t=tGrid[tGrid.Length-1] in a negative direction.