|GNU Scientific Library Reference Manual - Third Edition (v1.12)|
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
RRP £24.95 ($39.95)
35.6 Stopping Criteria
A minimization procedure should stop when one of the following conditions is true:
- A minimum has been found to within the user-specified precision.
- A user-specified maximum number of iterations has been reached.
- An error has occurred.
The handling of these conditions is under user control. The functions below allow the user to test the precision of the current result.
- Function: int gsl_multimin_test_gradient (const gsl_vector * g, double epsabs)
- This function tests the norm of the gradient g against the
absolute tolerance epsabs. The gradient of a multidimensional
function goes to zero at a minimum. The test returns
GSL_SUCCESSif the following condition is achieved,
|g| < epsabs
GSL_CONTINUEotherwise. A suitable choice of epsabs can be made from the desired accuracy in the function for small variations in x. The relationship between these quantities is given by \delta f = g \delta x.
- Function: int gsl_multimin_test_size (const double size, double epsabs)
- This function tests the minimizer specific characteristic
size (if applicable to the used minimizer) against absolute tolerance epsabs.
The test returns
GSL_SUCCESSif the size is smaller than tolerance, otherwise
|ISBN 0954612078||GNU Scientific Library Reference Manual - Third Edition (v1.12)||See the print edition|