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NonlinLeastSquaresStepTolerance Property
The scaled step tolerance.

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

Property Value

Type: Double
A double scalar value specifying the scaled step tolerance used in stopping criteria. The i-th component of the scaled step between two points x and y is computed as

            \frac{| x_i - y_i |}{\max(|x_i|, \frac{1}{s_i})}
where s = xscale
Exceptions
ExceptionCondition
ArgumentException is thrown if StepTolerance is less than or equal to 0
Remarks
When the scaled distance between the last two steps is less than StepTolerance the procedure stops.

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

See Also