FeynmanKacSetAbsoluteErrorTolerances Method (Double) |
Sets the absolute error tolerances.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public void SetAbsoluteErrorTolerances(
double[] atol
)
Public Sub SetAbsoluteErrorTolerances (
atol As Double()
)
public:
void SetAbsoluteErrorTolerances(
array<double>^ atol
)
member SetAbsoluteErrorTolerances :
atol : float[] -> unit
Parameters
- atol
- Type: SystemDouble
A double array of length 3*xGrid.Length
specifying the absolute error tolerances for the row-wise solutions
returned by method GetSplineCoefficients.
All entries in atol 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: atol[i] = 1.0e-5 for i=0,...,3*xGrid.Length-1.
See Also