NearestCorrelationMatrixReport.FeasibilityTolerance Property

Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.10.0

C# Copy

public double? FeasibilityTolerance { get; }

Visual Basic Copy

Public ReadOnly Property FeasibilityTolerance As Double?
	Get

C++/CLI Copy

public:
property Nullable<double> FeasibilityTolerance {
	Nullable<double> get ();
}

F# Copy

member FeasibilityTolerance : Nullable<float> with get

Property Value

Nullable<Double>

This is max(tolerance, 64 * dimension * machine epsilon * max(1, Frobenius norm of the result)). The roundoff allowance applies even when the supplied tolerance is zero.