On Tue, Oct 23, 2012 at 6:06 AM, Joza
<address@hidden> wrote:
Normally, when I write a zero finding algorithm, at stage k, my convergence
test tests whether or not the obtained value is less than machine epsilon
times the the previous value.
IF x_k < mach_eps x_(k-1) then STOP
But if you use say fzero or fsolve, the built-in functions, oen can only set
an absolute tolerance. That is, one can only set a value such that the
algorithm will stop when it obtains a value less than the specified
tolerance. You cannot use the kind of test above, where you test consecutive
values.
Is there a way around this that I am not aware of? What would be the best
way to specify the tolerance for say, fzero, in line with the tolerance test
above?
--
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