csharpfftfsharpintegrationinterpolationlinear-algebramathdifferentiationmatrixnumericsrandomregressionstatisticsmathnet
You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
191 lines
7.3 KiB
191 lines
7.3 KiB
// <copyright file="Iterator.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) 2009-2013 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.Collections.Generic;
|
|
using System.Linq;
|
|
using MathNet.Numerics.Properties;
|
|
|
|
namespace MathNet.Numerics.LinearAlgebra.Solvers
|
|
{
|
|
/// <summary>
|
|
/// An iterator that is used to check if an iterative calculation should continue or stop.
|
|
/// </summary>
|
|
public sealed class Iterator<T> where T : struct, IEquatable<T>, IFormattable
|
|
{
|
|
/// <summary>
|
|
/// The collection that holds all the stop criteria and the flag indicating if they should be added
|
|
/// to the child iterators.
|
|
/// </summary>
|
|
readonly List<IIterationStopCriterium<T>> _stopCriteria;
|
|
|
|
/// <summary>
|
|
/// The status of the iterator.
|
|
/// </summary>
|
|
IterationStatus _status = IterationStatus.Indetermined;
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="Iterator{T}"/> class with the specified stop criteria.
|
|
/// </summary>
|
|
/// <param name="stopCriteria">
|
|
/// The specified stop criteria. Only one stop criterium of each type can be passed in. None
|
|
/// of the stop criteria will be passed on to child iterators.
|
|
/// </param>
|
|
public Iterator(params IIterationStopCriterium<T>[] stopCriteria)
|
|
{
|
|
_stopCriteria = new List<IIterationStopCriterium<T>>(stopCriteria);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="Iterator{T}"/> class with the specified stop criteria.
|
|
/// </summary>
|
|
/// <param name="stopCriteria">
|
|
/// The specified stop criteria. Only one stop criterium of each type can be passed in. None
|
|
/// of the stop criteria will be passed on to child iterators.
|
|
/// </param>
|
|
public Iterator(IEnumerable<IIterationStopCriterium<T>> stopCriteria)
|
|
{
|
|
_stopCriteria = new List<IIterationStopCriterium<T>>(stopCriteria);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the current calculation status.
|
|
/// </summary>
|
|
public IterationStatus Status
|
|
{
|
|
get { return _status; }
|
|
}
|
|
|
|
/// <summary>
|
|
/// True if the calculation has converged to the desired convergence levels.
|
|
/// </summary>
|
|
public bool HasConverged
|
|
{
|
|
get { return _status == IterationStatus.Converged; }
|
|
}
|
|
|
|
/// <summary>
|
|
/// True if the calculation has been stopped due to reaching the stopping limits but that convergence was not achieved.
|
|
/// </summary>
|
|
public bool HasStoppedWithoutConvergence
|
|
{
|
|
get { return _status == IterationStatus.StoppedWithoutConvergence; }
|
|
}
|
|
|
|
/// <summary>
|
|
/// Determines the status of the iterative calculation based on the stop criteria stored
|
|
/// by the current <see cref="Iterator{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 iterators 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<T> solutionVector, Vector<T> sourceVector, Vector<T> residualVector)
|
|
{
|
|
if (_stopCriteria.Count == 0)
|
|
{
|
|
throw new ArgumentException(Resources.StopCriteriumMissing);
|
|
}
|
|
|
|
if (iterationNumber < 0)
|
|
{
|
|
throw new ArgumentOutOfRangeException("iterationNumber");
|
|
}
|
|
|
|
// While we're cancelled we don't call on the stop-criteria.
|
|
if (_status == IterationStatus.Cancelled)
|
|
{
|
|
return _status;
|
|
}
|
|
|
|
foreach (var stopCriterium in _stopCriteria)
|
|
{
|
|
var status = stopCriterium.DetermineStatus(iterationNumber, solutionVector, sourceVector, residualVector);
|
|
|
|
// Check if the status is:
|
|
// - Running --> keep going
|
|
// - Indetermined --> keep going
|
|
// Anything else:
|
|
// Stop looping and set that status
|
|
if ((status == IterationStatus.Running) || (status == IterationStatus.Indetermined))
|
|
{
|
|
continue;
|
|
}
|
|
|
|
_status = status;
|
|
return _status;
|
|
}
|
|
|
|
// Got all the way through
|
|
// So we're running because we had vectors passed to us.
|
|
_status = IterationStatus.Running;
|
|
|
|
return _status;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Indicates to the iterator that the iterative process has been cancelled.
|
|
/// </summary>
|
|
/// <remarks>
|
|
/// Does not reset the stop-criteria.
|
|
/// </remarks>
|
|
public void Cancel()
|
|
{
|
|
_status = IterationStatus.Cancelled;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Resets the <see cref="Iterator{T}"/> to the pre-calculation state.
|
|
/// </summary>
|
|
public void Reset()
|
|
{
|
|
_status = IterationStatus.Indetermined;
|
|
|
|
foreach (var stopCriterium in _stopCriteria)
|
|
{
|
|
stopCriterium.Reset();
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Creates a deep clone of the current iterator.
|
|
/// </summary>
|
|
/// <returns>The deep clone of the current iterator.</returns>
|
|
public Iterator<T> Clone()
|
|
{
|
|
return new Iterator<T>(_stopCriteria.Select(sc => sc.Clone()));
|
|
}
|
|
}
|
|
}
|
|
|