RelativeMeanChange

class probnum.quad.RelativeMeanChange(rel_tol)

Bases: probnum.quad.BQStoppingCriterion

Stop once the relative change of consecutive integral estimates are smaller than a tolerance.

The stopping criterion is: \(|\hat{F}_{c} - \hat{F}_{p}|/ |\hat{F}_{c}| \leq r\) where \(\hat{F}_{c}\) and \(\hat{F}_{p}\) are the integral estimates of the current and previous iteration respectively, and \(r\) is the relative tolerance.

Parameters

rel_tol (Union[float, Real, floating]) – Relative error tolerance on consecutive integral mean values.

Methods Summary

__call__(bq_state)

Check whether tracked quantities meet a desired terminal condition.

Methods Documentation

__call__(bq_state)[source]

Check whether tracked quantities meet a desired terminal condition.

Parameters

bq_state (BQState) – State of the BQ loop.

Return type

bool