Set fsolve tolerance for root finding
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Dear All:
I'm using fsolve to find the root
of a scalar function
such that
. I'd like to set the tolerance such that fsolve stops if
for some c. The 'FunctionTolerance' option only applies to the change in the objective function, i.e.
at some iteration i.
Background: I'd like to set a higher tolerance such that fsolve takes less time while still having an accurate solution, where the level accuracy is explicitly given.
Any hints how to achieve this would be very much appreciated!
Thanks,
Peter
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