CHOLESKYTOL
|
Description
|
Newton barrier: The tolerance for pivot elements in the Cholesky decomposition of the normal equations coefficient matrix, computed at each iteration of the barrier algorithm. If the absolute value of the pivot element is less than or equal to
CHOLESKYTOL, it merits special treatment in the Cholesky decomposition process.
|
|
Type
|
Double
|
|
Default value
|
1.0E-15
|
|
Affects routines
|
© 2001-2020 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.