On exit: if
MODE=2,
ERR contains measures of correctness of the respective gradients. If
MODE=1,
ERR is undefined. If there is no loss of significance (see
Section 7), then if
ERRi is
1.0 the
ith user-supplied gradient
∂fi ∂xj , for
j=1,2,…,n is correct, whilst if
ERRi is
0.0 the
ith gradient is incorrect. For values of
ERRi between
0.0 and
1.0 the categorisation is less certain. In general, a value of
ERRi>0.5 indicates that the
ith gradient is probably correct.