Christoph Ruegg
13 years ago
35 changed files with 164 additions and 1223 deletions
@ -1,294 +0,0 @@ |
|||
// <copyright file="ResidualStopCriterium.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2010 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
using System; |
|||
using System.Diagnostics; |
|||
using MathNet.Numerics.LinearAlgebra.Solvers; |
|||
using MathNet.Numerics.Properties; |
|||
|
|||
namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers |
|||
{ |
|||
|
|||
#if NOSYSNUMERICS
|
|||
using Complex = Numerics.Complex; |
|||
#else
|
|||
using Complex = System.Numerics.Complex; |
|||
#endif
|
|||
|
|||
/// <summary>
|
|||
/// Defines an <see cref="IIterationStopCriterium{T}"/> that monitors residuals as stop criterium.
|
|||
/// </summary>
|
|||
public sealed class ResidualStopCriterium : IIterationStopCriterium<Complex> |
|||
{ |
|||
/// <summary>
|
|||
/// The default value for the maximum value of the residual.
|
|||
/// </summary>
|
|||
public const double DefaultMaximumResidual = 1e-12; |
|||
|
|||
/// <summary>
|
|||
/// The default value for the minimum number of iterations.
|
|||
/// </summary>
|
|||
public const int DefaultMinimumIterationsBelowMaximum = 0; |
|||
|
|||
/// <summary>
|
|||
/// Defines the default last iteration number. Set to -1 because iterations normally start at 0.
|
|||
/// </summary>
|
|||
const int DefaultLastIterationNumber = -1; |
|||
|
|||
/// <summary>
|
|||
/// The maximum value for the residual below which the calculation is considered converged.
|
|||
/// </summary>
|
|||
double _maximum; |
|||
|
|||
/// <summary>
|
|||
/// The minimum number of iterations for which the residual has to be below the maximum before
|
|||
/// the calculation is considered converged.
|
|||
/// </summary>
|
|||
int _minimumIterationsBelowMaximum; |
|||
|
|||
/// <summary>
|
|||
/// The status of the calculation
|
|||
/// </summary>
|
|||
IterationStatus _status = IterationStatus.Continue; |
|||
|
|||
/// <summary>
|
|||
/// The number of iterations since the residuals got below the maximum.
|
|||
/// </summary>
|
|||
int _iterationCount; |
|||
|
|||
/// <summary>
|
|||
/// The iteration number of the last iteration.
|
|||
/// </summary>
|
|||
int _lastIteration = DefaultLastIterationNumber; |
|||
|
|||
/// <summary>
|
|||
/// Initializes a new instance of the <see cref="ResidualStopCriterium"/> class with the specified
|
|||
/// maximum residual and minimum number of iterations.
|
|||
/// </summary>
|
|||
/// <param name="maximum">
|
|||
/// The maximum value for the residual below which the calculation is considered converged.
|
|||
/// </param>
|
|||
/// <param name="minimumIterationsBelowMaximum">
|
|||
/// The minimum number of iterations for which the residual has to be below the maximum before
|
|||
/// the calculation is considered converged.
|
|||
/// </param>
|
|||
public ResidualStopCriterium(double maximum = DefaultMaximumResidual, int minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum) |
|||
{ |
|||
if (maximum < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("maximum"); |
|||
} |
|||
|
|||
if (minimumIterationsBelowMaximum < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("minimumIterationsBelowMaximum"); |
|||
} |
|||
|
|||
_maximum = maximum; |
|||
_minimumIterationsBelowMaximum = minimumIterationsBelowMaximum; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Gets or sets the maximum value for the residual below which the calculation is considered
|
|||
/// converged.
|
|||
/// </summary>
|
|||
/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>Maximum</c> is set to a negative value.</exception>
|
|||
public double Maximum |
|||
{ |
|||
[DebuggerStepThrough] |
|||
get |
|||
{ |
|||
return _maximum; |
|||
} |
|||
|
|||
[DebuggerStepThrough] |
|||
set |
|||
{ |
|||
if (value < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("value"); |
|||
} |
|||
|
|||
_maximum = value; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Returns the maximum residual to the default.
|
|||
/// </summary>
|
|||
public void ResetMaximumResidualToDefault() |
|||
{ |
|||
_maximum = DefaultMaximumResidual; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Gets or sets the minimum number of iterations for which the residual has to be
|
|||
/// below the maximum before the calculation is considered converged.
|
|||
/// </summary>
|
|||
/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>BelowMaximumFor</c> is set to a value less than 1.</exception>
|
|||
public int MinimumIterationsBelowMaximum |
|||
{ |
|||
[DebuggerStepThrough] |
|||
get |
|||
{ |
|||
return _minimumIterationsBelowMaximum; |
|||
} |
|||
|
|||
[DebuggerStepThrough] |
|||
set |
|||
{ |
|||
if (value < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("value"); |
|||
} |
|||
|
|||
_minimumIterationsBelowMaximum = value; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Returns the minimum number of iterations to the default.
|
|||
/// </summary>
|
|||
public void ResetMinimumIterationsBelowMaximumToDefault() |
|||
{ |
|||
_minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Determines the status of the iterative calculation based on the stop criteria stored
|
|||
/// by the current <see cref="IIterationStopCriterium{T}"/>. Result is set into <c>Status</c> field.
|
|||
/// </summary>
|
|||
/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
|
|||
/// <param name="solutionVector">The vector containing the current solution values.</param>
|
|||
/// <param name="sourceVector">The right hand side vector.</param>
|
|||
/// <param name="residualVector">The vector containing the current residual vectors.</param>
|
|||
/// <remarks>
|
|||
/// The individual stop criteria may internally track the progress of the calculation based
|
|||
/// on the invocation of this method. Therefore this method should only be called if the
|
|||
/// calculation has moved forwards at least one step.
|
|||
/// </remarks>
|
|||
public IterationStatus DetermineStatus(int iterationNumber, Vector<Complex> solutionVector, Vector<Complex> sourceVector, Vector<Complex> residualVector) |
|||
{ |
|||
if (iterationNumber < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("iterationNumber"); |
|||
} |
|||
|
|||
if (solutionVector.Count != sourceVector.Count) |
|||
{ |
|||
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "sourceVector"); |
|||
} |
|||
|
|||
if (solutionVector.Count != residualVector.Count) |
|||
{ |
|||
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "residualVector"); |
|||
} |
|||
|
|||
|
|||
// Store the infinity norms of both the solution and residual vectors
|
|||
// These values will be used to calculate the relative drop in residuals
|
|||
// later on.
|
|||
var residualNorm = residualVector.InfinityNorm(); |
|||
|
|||
|
|||
// This is criterium 1 from Templates for the solution of linear systems.
|
|||
// The problem with this criterium is that it's not limiting enough. For now
|
|||
// we won't use it. Later on we might get back to it.
|
|||
// return mMaximumResidual * (System.Math.Abs(mMatrixNorm) * System.Math.Abs(solutionNorm) + System.Math.Abs(mVectorNorm));
|
|||
|
|||
// For now use criterium 2 from Templates for the solution of linear systems. See page 60.
|
|||
|
|||
// Check the residuals by calculating:
|
|||
// ||r_i|| <= stop_tol * ||b||
|
|||
var stopCriterium = _maximum * sourceVector.InfinityNorm(); |
|||
|
|||
|
|||
// First check that we have real numbers not NaN's.
|
|||
// NaN's can occur when the iterative process diverges so we
|
|||
// stop if that is the case.
|
|||
if (double.IsNaN(stopCriterium) || double.IsNaN(residualNorm)) |
|||
{ |
|||
_iterationCount = 0; |
|||
_status = IterationStatus.Diverged; |
|||
return _status; |
|||
} |
|||
|
|||
// ||r_i|| <= stop_tol * ||b||
|
|||
// Stop the calculation if it's clearly smaller than the tolerance
|
|||
if (residualNorm < stopCriterium) |
|||
{ |
|||
if (_lastIteration <= iterationNumber) |
|||
{ |
|||
_iterationCount = iterationNumber - _lastIteration; |
|||
_status = _iterationCount >= _minimumIterationsBelowMaximum ? IterationStatus.Converged : IterationStatus.Continue; |
|||
} |
|||
} |
|||
else |
|||
{ |
|||
_iterationCount = 0; |
|||
_status = IterationStatus.Continue; |
|||
} |
|||
|
|||
_lastIteration = iterationNumber; |
|||
return _status; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Gets the current calculation status.
|
|||
/// </summary>
|
|||
public IterationStatus Status |
|||
{ |
|||
[DebuggerStepThrough] |
|||
get |
|||
{ |
|||
return _status; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Resets the <see cref="IIterationStopCriterium{T}"/> to the pre-calculation state.
|
|||
/// </summary>
|
|||
public void Reset() |
|||
{ |
|||
_status = IterationStatus.Continue; |
|||
_iterationCount = 0; |
|||
_lastIteration = DefaultLastIterationNumber; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Clones the current <see cref="ResidualStopCriterium"/> and its settings.
|
|||
/// </summary>
|
|||
/// <returns>A new instance of the <see cref="ResidualStopCriterium"/> class.</returns>
|
|||
public IIterationStopCriterium<Complex> Clone() |
|||
{ |
|||
return new ResidualStopCriterium(_maximum, _minimumIterationsBelowMaximum); |
|||
} |
|||
} |
|||
} |
|||
@ -1,289 +0,0 @@ |
|||
// <copyright file="ResidualStopCriterium.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2010 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
using System; |
|||
using System.Diagnostics; |
|||
using MathNet.Numerics.LinearAlgebra.Solvers; |
|||
using MathNet.Numerics.Properties; |
|||
|
|||
namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers |
|||
{ |
|||
using Numerics; |
|||
|
|||
/// <summary>
|
|||
/// Defines an <see cref="IIterationStopCriterium{T}"/> that monitors residuals as stop criterium.
|
|||
/// </summary>
|
|||
public sealed class ResidualStopCriterium : IIterationStopCriterium<Complex32> |
|||
{ |
|||
/// <summary>
|
|||
/// The default value for the maximum value of the residual.
|
|||
/// </summary>
|
|||
public const float DefaultMaximumResidual = 1e-6f; |
|||
|
|||
/// <summary>
|
|||
/// The default value for the minimum number of iterations.
|
|||
/// </summary>
|
|||
public const int DefaultMinimumIterationsBelowMaximum = 0; |
|||
|
|||
/// <summary>
|
|||
/// Defines the default last iteration number. Set to -1 because iterations normally start at 0.
|
|||
/// </summary>
|
|||
const int DefaultLastIterationNumber = -1; |
|||
|
|||
/// <summary>
|
|||
/// The maximum value for the residual below which the calculation is considered converged.
|
|||
/// </summary>
|
|||
float _maximum; |
|||
|
|||
/// <summary>
|
|||
/// The minimum number of iterations for which the residual has to be below the maximum before
|
|||
/// the calculation is considered converged.
|
|||
/// </summary>
|
|||
int _minimumIterationsBelowMaximum; |
|||
|
|||
/// <summary>
|
|||
/// The status of the calculation
|
|||
/// </summary>
|
|||
IterationStatus _status = IterationStatus.Continue; |
|||
|
|||
/// <summary>
|
|||
/// The number of iterations since the residuals got below the maximum.
|
|||
/// </summary>
|
|||
int _iterationCount; |
|||
|
|||
/// <summary>
|
|||
/// The iteration number of the last iteration.
|
|||
/// </summary>
|
|||
int _lastIteration = DefaultLastIterationNumber; |
|||
|
|||
/// <summary>
|
|||
/// Initializes a new instance of the <see cref="ResidualStopCriterium"/> class with the specified
|
|||
/// maximum residual and minimum number of iterations.
|
|||
/// </summary>
|
|||
/// <param name="maximum">
|
|||
/// The maximum value for the residual below which the calculation is considered converged.
|
|||
/// </param>
|
|||
/// <param name="minimumIterationsBelowMaximum">
|
|||
/// The minimum number of iterations for which the residual has to be below the maximum before
|
|||
/// the calculation is considered converged.
|
|||
/// </param>
|
|||
public ResidualStopCriterium(float maximum = DefaultMaximumResidual, int minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum) |
|||
{ |
|||
if (maximum < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("maximum"); |
|||
} |
|||
|
|||
if (minimumIterationsBelowMaximum < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("minimumIterationsBelowMaximum"); |
|||
} |
|||
|
|||
_maximum = maximum; |
|||
_minimumIterationsBelowMaximum = minimumIterationsBelowMaximum; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Gets or sets the maximum value for the residual below which the calculation is considered
|
|||
/// converged.
|
|||
/// </summary>
|
|||
/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>Maximum</c> is set to a negative value.</exception>
|
|||
public float Maximum |
|||
{ |
|||
[DebuggerStepThrough] |
|||
get |
|||
{ |
|||
return _maximum; |
|||
} |
|||
|
|||
[DebuggerStepThrough] |
|||
set |
|||
{ |
|||
if (value < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("value"); |
|||
} |
|||
|
|||
_maximum = value; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Returns the maximum residual to the default.
|
|||
/// </summary>
|
|||
public void ResetMaximumResidualToDefault() |
|||
{ |
|||
_maximum = DefaultMaximumResidual; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Gets or sets the minimum number of iterations for which the residual has to be
|
|||
/// below the maximum before the calculation is considered converged.
|
|||
/// </summary>
|
|||
/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>BelowMaximumFor</c> is set to a value less than 1.</exception>
|
|||
public int MinimumIterationsBelowMaximum |
|||
{ |
|||
[DebuggerStepThrough] |
|||
get |
|||
{ |
|||
return _minimumIterationsBelowMaximum; |
|||
} |
|||
|
|||
[DebuggerStepThrough] |
|||
set |
|||
{ |
|||
if (value < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("value"); |
|||
} |
|||
|
|||
_minimumIterationsBelowMaximum = value; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Returns the minimum number of iterations to the default.
|
|||
/// </summary>
|
|||
public void ResetMinimumIterationsBelowMaximumToDefault() |
|||
{ |
|||
_minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Determines the status of the iterative calculation based on the stop criteria stored
|
|||
/// by the current <see cref="IIterationStopCriterium{T}"/>. Result is set into <c>Status</c> field.
|
|||
/// </summary>
|
|||
/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
|
|||
/// <param name="solutionVector">The vector containing the current solution values.</param>
|
|||
/// <param name="sourceVector">The right hand side vector.</param>
|
|||
/// <param name="residualVector">The vector containing the current residual vectors.</param>
|
|||
/// <remarks>
|
|||
/// The individual stop criteria may internally track the progress of the calculation based
|
|||
/// on the invocation of this method. Therefore this method should only be called if the
|
|||
/// calculation has moved forwards at least one step.
|
|||
/// </remarks>
|
|||
public IterationStatus DetermineStatus(int iterationNumber, Vector<Complex32> solutionVector, Vector<Complex32> sourceVector, Vector<Complex32> residualVector) |
|||
{ |
|||
if (iterationNumber < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("iterationNumber"); |
|||
} |
|||
|
|||
if (solutionVector.Count != sourceVector.Count) |
|||
{ |
|||
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "sourceVector"); |
|||
} |
|||
|
|||
if (solutionVector.Count != residualVector.Count) |
|||
{ |
|||
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "residualVector"); |
|||
} |
|||
|
|||
|
|||
// Store the infinity norms of both the solution and residual vectors
|
|||
// These values will be used to calculate the relative drop in residuals
|
|||
// later on.
|
|||
var residualNorm = residualVector.InfinityNorm(); |
|||
|
|||
|
|||
// This is criterium 1 from Templates for the solution of linear systems.
|
|||
// The problem with this criterium is that it's not limiting enough. For now
|
|||
// we won't use it. Later on we might get back to it.
|
|||
// return mMaximumResidual * (System.Math.Abs(mMatrixNorm) * System.Math.Abs(solutionNorm) + System.Math.Abs(mVectorNorm));
|
|||
|
|||
// For now use criterium 2 from Templates for the solution of linear systems. See page 60.
|
|||
|
|||
// Check the residuals by calculating:
|
|||
// ||r_i|| <= stop_tol * ||b||
|
|||
var stopCriterium = _maximum * sourceVector.InfinityNorm(); |
|||
|
|||
|
|||
// First check that we have real numbers not NaN's.
|
|||
// NaN's can occur when the iterative process diverges so we
|
|||
// stop if that is the case.
|
|||
if (double.IsNaN(stopCriterium) || double.IsNaN(residualNorm)) |
|||
{ |
|||
_iterationCount = 0; |
|||
_status = IterationStatus.Diverged; |
|||
return _status; |
|||
} |
|||
|
|||
// ||r_i|| <= stop_tol * ||b||
|
|||
// Stop the calculation if it's clearly smaller than the tolerance
|
|||
if (residualNorm < stopCriterium) |
|||
{ |
|||
if (_lastIteration <= iterationNumber) |
|||
{ |
|||
_iterationCount = iterationNumber - _lastIteration; |
|||
_status = _iterationCount >= _minimumIterationsBelowMaximum ? IterationStatus.Converged : IterationStatus.Continue; |
|||
} |
|||
} |
|||
else |
|||
{ |
|||
_iterationCount = 0; |
|||
_status = IterationStatus.Continue; |
|||
} |
|||
|
|||
_lastIteration = iterationNumber; |
|||
return _status; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Gets the current calculation status.
|
|||
/// </summary>
|
|||
public IterationStatus Status |
|||
{ |
|||
[DebuggerStepThrough] |
|||
get |
|||
{ |
|||
return _status; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Resets the <see cref="IIterationStopCriterium{T}"/> to the pre-calculation state.
|
|||
/// </summary>
|
|||
public void Reset() |
|||
{ |
|||
_status = IterationStatus.Continue; |
|||
_iterationCount = 0; |
|||
_lastIteration = DefaultLastIterationNumber; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Clones the current <see cref="ResidualStopCriterium"/> and its settings.
|
|||
/// </summary>
|
|||
/// <returns>A new instance of the <see cref="ResidualStopCriterium"/> class.</returns>
|
|||
public IIterationStopCriterium<Complex32> Clone() |
|||
{ |
|||
return new ResidualStopCriterium(_maximum, _minimumIterationsBelowMaximum); |
|||
} |
|||
} |
|||
} |
|||
@ -1,287 +0,0 @@ |
|||
// <copyright file="ResidualStopCriterium.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2010 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
using System; |
|||
using System.Diagnostics; |
|||
using MathNet.Numerics.LinearAlgebra.Solvers; |
|||
using MathNet.Numerics.Properties; |
|||
|
|||
namespace MathNet.Numerics.LinearAlgebra.Single.Solvers |
|||
{ |
|||
/// <summary>
|
|||
/// Defines an <see cref="IIterationStopCriterium{T}"/> that monitors residuals as stop criterium.
|
|||
/// </summary>
|
|||
public sealed class ResidualStopCriterium : IIterationStopCriterium<float> |
|||
{ |
|||
/// <summary>
|
|||
/// The default value for the maximum value of the residual.
|
|||
/// </summary>
|
|||
public const float DefaultMaximumResidual = 1e-6f; |
|||
|
|||
/// <summary>
|
|||
/// The default value for the minimum number of iterations.
|
|||
/// </summary>
|
|||
public const int DefaultMinimumIterationsBelowMaximum = 0; |
|||
|
|||
/// <summary>
|
|||
/// Defines the default last iteration number. Set to -1 because iterations normally start at 0.
|
|||
/// </summary>
|
|||
const int DefaultLastIterationNumber = -1; |
|||
|
|||
/// <summary>
|
|||
/// The maximum value for the residual below which the calculation is considered converged.
|
|||
/// </summary>
|
|||
float _maximum; |
|||
|
|||
/// <summary>
|
|||
/// The minimum number of iterations for which the residual has to be below the maximum before
|
|||
/// the calculation is considered converged.
|
|||
/// </summary>
|
|||
int _minimumIterationsBelowMaximum; |
|||
|
|||
/// <summary>
|
|||
/// The status of the calculation
|
|||
/// </summary>
|
|||
IterationStatus _status = IterationStatus.Continue; |
|||
|
|||
/// <summary>
|
|||
/// The number of iterations since the residuals got below the maximum.
|
|||
/// </summary>
|
|||
int _iterationCount; |
|||
|
|||
/// <summary>
|
|||
/// The iteration number of the last iteration.
|
|||
/// </summary>
|
|||
int _lastIteration = DefaultLastIterationNumber; |
|||
|
|||
/// <summary>
|
|||
/// Initializes a new instance of the <see cref="ResidualStopCriterium"/> class with the specified
|
|||
/// maximum residual and minimum number of iterations.
|
|||
/// </summary>
|
|||
/// <param name="maximum">
|
|||
/// The maximum value for the residual below which the calculation is considered converged.
|
|||
/// </param>
|
|||
/// <param name="minimumIterationsBelowMaximum">
|
|||
/// The minimum number of iterations for which the residual has to be below the maximum before
|
|||
/// the calculation is considered converged.
|
|||
/// </param>
|
|||
public ResidualStopCriterium(float maximum = DefaultMaximumResidual, int minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum) |
|||
{ |
|||
if (maximum < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("maximum"); |
|||
} |
|||
|
|||
if (minimumIterationsBelowMaximum < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("minimumIterationsBelowMaximum"); |
|||
} |
|||
|
|||
_maximum = maximum; |
|||
_minimumIterationsBelowMaximum = minimumIterationsBelowMaximum; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Gets or sets the maximum value for the residual below which the calculation is considered
|
|||
/// converged.
|
|||
/// </summary>
|
|||
/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>Maximum</c> is set to a negative value.</exception>
|
|||
public float Maximum |
|||
{ |
|||
[DebuggerStepThrough] |
|||
get |
|||
{ |
|||
return _maximum; |
|||
} |
|||
|
|||
[DebuggerStepThrough] |
|||
set |
|||
{ |
|||
if (value < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("value"); |
|||
} |
|||
|
|||
_maximum = value; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Returns the maximum residual to the default.
|
|||
/// </summary>
|
|||
public void ResetMaximumResidualToDefault() |
|||
{ |
|||
_maximum = DefaultMaximumResidual; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Gets or sets the minimum number of iterations for which the residual has to be
|
|||
/// below the maximum before the calculation is considered converged.
|
|||
/// </summary>
|
|||
/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>BelowMaximumFor</c> is set to a value less than 1.</exception>
|
|||
public int MinimumIterationsBelowMaximum |
|||
{ |
|||
[DebuggerStepThrough] |
|||
get |
|||
{ |
|||
return _minimumIterationsBelowMaximum; |
|||
} |
|||
|
|||
[DebuggerStepThrough] |
|||
set |
|||
{ |
|||
if (value < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("value"); |
|||
} |
|||
|
|||
_minimumIterationsBelowMaximum = value; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Returns the minimum number of iterations to the default.
|
|||
/// </summary>
|
|||
public void ResetMinimumIterationsBelowMaximumToDefault() |
|||
{ |
|||
_minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Determines the status of the iterative calculation based on the stop criteria stored
|
|||
/// by the current <see cref="IIterationStopCriterium{T}"/>. Result is set into <c>Status</c> field.
|
|||
/// </summary>
|
|||
/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
|
|||
/// <param name="solutionVector">The vector containing the current solution values.</param>
|
|||
/// <param name="sourceVector">The right hand side vector.</param>
|
|||
/// <param name="residualVector">The vector containing the current residual vectors.</param>
|
|||
/// <remarks>
|
|||
/// The individual stop criteria may internally track the progress of the calculation based
|
|||
/// on the invocation of this method. Therefore this method should only be called if the
|
|||
/// calculation has moved forwards at least one step.
|
|||
/// </remarks>
|
|||
public IterationStatus DetermineStatus(int iterationNumber, Vector<float> solutionVector, Vector<float> sourceVector, Vector<float> residualVector) |
|||
{ |
|||
if (iterationNumber < 0) |
|||
{ |
|||
throw new ArgumentOutOfRangeException("iterationNumber"); |
|||
} |
|||
|
|||
if (solutionVector.Count != sourceVector.Count) |
|||
{ |
|||
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "sourceVector"); |
|||
} |
|||
|
|||
if (solutionVector.Count != residualVector.Count) |
|||
{ |
|||
throw new ArgumentException(Resources.ArgumentVectorsSameLength, "residualVector"); |
|||
} |
|||
|
|||
|
|||
// Store the infinity norms of both the solution and residual vectors
|
|||
// These values will be used to calculate the relative drop in residuals
|
|||
// later on.
|
|||
var residualNorm = residualVector.InfinityNorm(); |
|||
|
|||
|
|||
// This is criterium 1 from Templates for the solution of linear systems.
|
|||
// The problem with this criterium is that it's not limiting enough. For now
|
|||
// we won't use it. Later on we might get back to it.
|
|||
// return mMaximumResidual * (System.Math.Abs(mMatrixNorm) * System.Math.Abs(solutionNorm) + System.Math.Abs(mVectorNorm));
|
|||
|
|||
// For now use criterium 2 from Templates for the solution of linear systems. See page 60.
|
|||
|
|||
// Check the residuals by calculating:
|
|||
// ||r_i|| <= stop_tol * ||b||
|
|||
var stopCriterium = _maximum*sourceVector.InfinityNorm(); |
|||
|
|||
|
|||
// First check that we have real numbers not NaN's.
|
|||
// NaN's can occur when the iterative process diverges so we
|
|||
// stop if that is the case.
|
|||
if (double.IsNaN(stopCriterium) || double.IsNaN(residualNorm)) |
|||
{ |
|||
_iterationCount = 0; |
|||
_status = IterationStatus.Diverged; |
|||
return _status; |
|||
} |
|||
|
|||
// ||r_i|| <= stop_tol * ||b||
|
|||
// Stop the calculation if it's clearly smaller than the tolerance
|
|||
if (residualNorm < stopCriterium) |
|||
{ |
|||
if (_lastIteration <= iterationNumber) |
|||
{ |
|||
_iterationCount = iterationNumber - _lastIteration; |
|||
_status = _iterationCount >= _minimumIterationsBelowMaximum ? IterationStatus.Converged : IterationStatus.Continue; |
|||
} |
|||
} |
|||
else |
|||
{ |
|||
_iterationCount = 0; |
|||
_status = IterationStatus.Continue; |
|||
} |
|||
|
|||
_lastIteration = iterationNumber; |
|||
return _status; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Gets the current calculation status.
|
|||
/// </summary>
|
|||
public IterationStatus Status |
|||
{ |
|||
[DebuggerStepThrough] |
|||
get |
|||
{ |
|||
return _status; |
|||
} |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Resets the <see cref="IIterationStopCriterium{T}"/> to the pre-calculation state.
|
|||
/// </summary>
|
|||
public void Reset() |
|||
{ |
|||
_status = IterationStatus.Continue; |
|||
_iterationCount = 0; |
|||
_lastIteration = DefaultLastIterationNumber; |
|||
} |
|||
|
|||
/// <summary>
|
|||
/// Clones the current <see cref="ResidualStopCriterium"/> and its settings.
|
|||
/// </summary>
|
|||
/// <returns>A new instance of the <see cref="ResidualStopCriterium"/> class.</returns>
|
|||
public IIterationStopCriterium<float> Clone() |
|||
{ |
|||
return new ResidualStopCriterium(_maximum, _minimumIterationsBelowMaximum); |
|||
} |
|||
} |
|||
} |
|||
Loading…
Reference in new issue