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MathGroup Archive 2006

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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/


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