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27 <a name="math_toolkit.double_exponential.de_tol"></a><a class="link" href="de_tol.html" title="Setting the Termination Condition for Integration">Setting the Termination
28 Condition for Integration</a>
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31 The integrate method for all three double-exponential quadratures supports
32 <span class="emphasis"><em>tolerance</em></span> argument that acts as the termination condition
36 The tolerance is met when two subsequent estimates of the integral have absolute
37 error less than <code class="computeroutput"><span class="identifier">tolerance</span><span class="special">*</span><span class="identifier">L1</span></code>.
40 It is highly recommended that the tolerance be left at the default value
41 of √ε, or something similar. Since double exponential quadrature converges
42 exponentially fast for functions in Hardy spaces, then once the routine has
43 <span class="bold"><strong>proved</strong></span> that the error is ~√ε, then the error
44 should in fact be ~ε.
47 If you request that the error be ~ε, this tolerance might never be achieved
48 (as the summation is not stabilized ala Kahan), and the routine will simply
49 flounder, dividing the interval in half in order to increase the precision
50 of the integrand, only to be thwarted by floating point roundoff.
53 If for some reason, the default value doesn't quite achieve full precision,
54 then you could try something a little smaller such as √ε/4 or ε<sup>2/3</sup>. However,
55 more likely, you need to check that your function to be integrated is able
56 to return accurate values, and that there are no other issues with your integration
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62 <td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
63 Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
64 Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
65 Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
66 Daryle Walker and Xiaogang Zhang<p>
67 Distributed under the Boost Software License, Version 1.0. (See accompanying
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