convergence checking
- To: mathgroup at smc.vnet.net
- Subject: [mg70002] convergence checking
- From: "Chris Chiasson" <chris at chiasson.name>
- Date: Sat, 30 Sep 2006 05:12:25 -0400 (EDT)
Somewhere in the Mathematica documentation, there is an expression like Abs[new-old]<10^(-acc)+Abs[old]*10^-(prec) suggested for use as a convergence criteria. I can't find it again, and I'm hoping someone will point me to it. Also, if you have any pointers about checking convergence (ignoring other factors like movement along a contour line causing large changes in the solution but no changes in function value), I would like to hear them. The dicussion at http://www.library.cornell.edu/nr/bookcpdf/c10-1.pdf (around eqn 10.1.2) is interesting, though I am not sure I understand how to implement it (in the context of Mathematica programming of an optimization routine). -- http://chris.chiasson.name/