BoundedBroydenFletcherGoldfarbShannoFunctionTolerance Property |
Namespace: Accord.Math.Optimization
The iteration will stop when
(f^k - f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= factr*epsmch
where epsmch is the machine precision, which is automatically generated by the code. Typical values for this parameter are: 1e12 for low accuracy; 1e7 for moderate accuracy; 1e1 for extremely high accuracy.