//
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// http://numerics.mathdotnet.com
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//
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using System;
using System.Diagnostics;
using MathNet.Numerics.LinearAlgebra.Solvers;
using MathNet.Numerics.Properties;
namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
{
///
/// Defines an that monitors residuals as stop criterium.
///
public sealed class ResidualStopCriterium : IIterationStopCriterium
{
///
/// The default value for the maximum value of the residual.
///
public const float DefaultMaximumResidual = 1e-6f;
///
/// The default value for the minimum number of iterations.
///
public const int DefaultMinimumIterationsBelowMaximum = 0;
///
/// Defines the default last iteration number. Set to -1 because iterations normally start at 0.
///
const int DefaultLastIterationNumber = -1;
///
/// The maximum value for the residual below which the calculation is considered converged.
///
float _maximum;
///
/// The minimum number of iterations for which the residual has to be below the maximum before
/// the calculation is considered converged.
///
int _minimumIterationsBelowMaximum;
///
/// The status of the calculation
///
IterationStatus _status = IterationStatus.Continue;
///
/// The number of iterations since the residuals got below the maximum.
///
int _iterationCount;
///
/// The iteration number of the last iteration.
///
int _lastIteration = DefaultLastIterationNumber;
///
/// Initializes a new instance of the class with the specified
/// maximum residual and minimum number of iterations.
///
///
/// The maximum value for the residual below which the calculation is considered converged.
///
///
/// The minimum number of iterations for which the residual has to be below the maximum before
/// the calculation is considered converged.
///
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;
}
///
/// Gets or sets the maximum value for the residual below which the calculation is considered
/// converged.
///
/// Thrown if the Maximum is set to a negative value.
public float Maximum
{
[DebuggerStepThrough]
get
{
return _maximum;
}
[DebuggerStepThrough]
set
{
if (value < 0)
{
throw new ArgumentOutOfRangeException("value");
}
_maximum = value;
}
}
///
/// Returns the maximum residual to the default.
///
public void ResetMaximumResidualToDefault()
{
_maximum = DefaultMaximumResidual;
}
///
/// Gets or sets the minimum number of iterations for which the residual has to be
/// below the maximum before the calculation is considered converged.
///
/// Thrown if the BelowMaximumFor is set to a value less than 1.
public int MinimumIterationsBelowMaximum
{
[DebuggerStepThrough]
get
{
return _minimumIterationsBelowMaximum;
}
[DebuggerStepThrough]
set
{
if (value < 0)
{
throw new ArgumentOutOfRangeException("value");
}
_minimumIterationsBelowMaximum = value;
}
}
///
/// Returns the minimum number of iterations to the default.
///
public void ResetMinimumIterationsBelowMaximumToDefault()
{
_minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum;
}
///
/// Determines the status of the iterative calculation based on the stop criteria stored
/// by the current . Result is set into Status field.
///
/// The number of iterations that have passed so far.
/// The vector containing the current solution values.
/// The right hand side vector.
/// The vector containing the current residual vectors.
///
/// 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.
///
public IterationStatus DetermineStatus(int iterationNumber, Vector solutionVector, Vector sourceVector, Vector 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 = (float) residualVector.InfinityNorm();
// Check the residuals by calculating:
// ||r_i|| <= stop_tol * ||b||
var stopCriterium = ComputeStopCriterium((float) 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 (float.IsNaN(stopCriterium) || float.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
var decimalMagnitude = Math.Abs(stopCriterium.Magnitude()) + 1;
if (residualNorm.IsSmallerWithDecimalPlaces(stopCriterium, decimalMagnitude))
{
if (_lastIteration <= iterationNumber)
{
_iterationCount = iterationNumber - _lastIteration;
_status = _iterationCount >= _minimumIterationsBelowMaximum ? IterationStatus.Converged : IterationStatus.Continue;
}
}
else
{
_iterationCount = 0;
_status = IterationStatus.Continue;
}
_lastIteration = iterationNumber;
return _status;
}
///
/// Calculate stop criterium
///
/// Solution vector norm
/// Criterium value
float ComputeStopCriterium(float solutionNorm)
{
// 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.
return _maximum*Math.Abs(solutionNorm);
}
///
/// Gets the current calculation status.
///
public IterationStatus Status
{
[DebuggerStepThrough]
get
{
return _status;
}
}
///
/// Resets the to the pre-calculation state.
///
public void Reset()
{
_status = IterationStatus.Continue;
_iterationCount = 0;
_lastIteration = DefaultLastIterationNumber;
}
///
/// Clones the current and its settings.
///
/// A new instance of the class.
public IIterationStopCriterium Clone()
{
return new ResidualStopCriterium(_maximum, _minimumIterationsBelowMaximum);
}
}
}