[SciPy-user] odeint rtol and atol default values

[Travis Oliphant]

Keith Goodman wrote:
> On 6/27/06, Steve Schmerler <elcorto at gmx.net> wrote:
>   
>> David M. Cooke wrote:
>>
>>     
>>>>>> What are the default values for rtol and atol in
>>>>>> scipy.integrate.odeint?
>>>>>>
>>>>>>             
>>> Digging through __odepack.h finds that the defaults are 1.49012e-8.
>>>
>>>       
>> Thanks. Maybe doc string should mention this.
>>
>> Not that I would care to much, but this seems a rather random value at
>> the first glance. Is there a special reason for this val?
>>     
>
> It looks like sqrt(eps) where eps is the machine precision.
>
> BTW, can scipy return eps?
>
>   
 >>> dir(numpy.finfo(float))
['__class__', '__delattr__', '__dict__', '__doc__', '__getattribute__', 
'__hash__', '__init__', '__module__', '__new__', '__reduce__', 
'__reduce_ex__', '__repr__', '__setattr__', '__str__', '__weakref__', 
'_finfo_cache', '_init', '_str_eps', '_str_epsneg', '_str_max', 
'_str_resolution', '_str_tiny', 'dtype', 'eps', 'epsneg', 'iexp', 
'machar', 'machep', 'max', 'maxexp', 'min', 'minexp', 'negep', 'nexp', 
'nmant', 'precision', 'resolution', 'tiny']

Thus:

numpy.finfo(float).eps 

There is also

scipy.misc.limits

which contains constants as names:

dir(scipy.misc.limits)

['__all__', '__builtins__', '__doc__', '__file__', '__name__', 
'double_epsilon', 'double_max', 'double_min', 'double_precision', 
'double_resolution', 'double_tiny', 'finfo', 'float_', 'float_epsilon', 
'float_max', 'float_min', 'float_precision', 'float_resolution', 
'float_tiny', 'single', 'single_epsilon', 'single_max', 'single_min', 
'single_precision', 'single_resolution', 'single_tiny']

-Travis