The documentation is not quite clear about some of the eps array containing the stop criteria for the TR solver, especially eps(5) and eps(6). Page 4164 of the MKL 11.1 documentation.
1. eps(5) : The left hand side can take negative values, thus making eps(5) potentially trigger an early termination of the solver (eps array must contain strictly positive values). I think this is actually the case, because I'm sometimes experiencing early terminations with stopping criterion equal to 6, which is caused by eps(5), and I'm wondering if there is a bug with this criterion.
2. eps(6), the trial step precision. I don't understand this one. Is it really a stopping criterion? I don't see any effect on the solver when I change this value. What does the following mean: "If eps(6) = 0, then the trial step meets the required precision (<= 1.0D-10)"? (by the way setting this value to exactly 0 raises an initialisation error).
Thank you in advance for your clarifications