On entry: an absolute tolerance to control the accuracy to which the zero is determined. In general, the smaller the value of
EPS the more accurate
X will be as an approximation to
$\alpha $. Indeed, for very small positive values of
EPS, it is likely that the final approximation will satisfy
$\left|{\mathbf{X}}-\alpha \right|<{\mathbf{EPS}}$. You are advised to call the routine with more than one value for
EPS to check the accuracy obtained.