The scaled gradient tolerance used to compute the gradient.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double GradientTolerance { get; set; }
Visual Basic (Declaration)
Public Property GradientTolerance As Double
Visual C++
public:
property double GradientTolerance {
	double get ();
	void set (double value);
}

Field Value

A double specifying the scaled gradient tolerance used to compute the gradient. 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.

Remarks

By default, the cube root of machine precision squared is used to compute the gradient.

Exceptions

ExceptionCondition
System..::.ArgumentException is thrown if GradientTolerance is less than or equal to 0

See Also