NonlinLeastSquares.StepTolerance Property

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; }

Public Property StepTolerance As Double
	Get
	Set

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

member StepTolerance : float with 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

Exception	Condition
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.

Reference

NonlinLeastSquares Class

Imsl.Math Namespace