Error analysis

Low precision Monte Carlo simulations

The propagation of errors via Monte Carlo simulation, which is extremely computationally expensive, can also be sped up. By only using a small number of simulations (50 to 100), 100 Sobol' points, and a function tolerance of 1e-3, the computational time required for Monte Carlo simulations can be dramatically reduced. However, despite using the lower quality settings, with the current implementation of the frame order theory this error analysis is currently not computationally feasible.

The relax user manual (PDF), created 2016-10-28.