NonlinLeastSquares.GradientTolerance Property

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; }

Public Property GradientTolerance As Double
	Get
	Set

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

member GradientTolerance : float with 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

Exception	Condition
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.

Reference

NonlinLeastSquares Class

Imsl.Math Namespace