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NonlinLeastSquaresGradientTolerance Property
The scaled gradient tolerance.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double GradientTolerance { get; set; }

Property Value

Type: Double
A double specifying the scaled gradient tolerance used in stopping criteria. The i-th component of the scaled gradient at x is calculated as

            \frac{|{g_i}| * \max(|x_i|,\, \frac{1}{s_i} )}{\frac{1}{2} ||F(x)||_2^2 }
where g = \nabla F(x), s = xscale, and
 
            ||F(x)||_2^2 = \sum_{i=1}^m f_i(x)^2
where f = fscale.
Exceptions
ExceptionCondition
ArgumentException is thrown if GradientTolerance is less than or equal to 0
Remarks
When the norm of the function is less than GradientTolerance the procedure stops.

By default, GradientTolerance = \sqrt[3]{\varepsilon } where \varepsilon is machine precision.

See Also