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LA: new iterative solver cancellation stop criterium

optimization-1
Christoph Ruegg 13 years ago
parent
commit
7dac174cfe
  1. 115
      src/Numerics/LinearAlgebra/Solvers/CancellationStopCriterium.cs
  2. 1
      src/Numerics/Numerics.csproj

115
src/Numerics/LinearAlgebra/Solvers/CancellationStopCriterium.cs

@ -0,0 +1,115 @@
// <copyright file="IterationCountStopCriterium.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.Diagnostics;
using System.Threading;
namespace MathNet.Numerics.LinearAlgebra.Solvers
{
/// <summary>
/// Defines an <see cref="IIterationStopCriterium{T}"/> that uses a cancellationn token as stop criterium.
/// </summary>
public sealed class CancellationStopCriterium<T> : IIterationStopCriterium<T> where T : struct, IEquatable<T>, IFormattable
{
readonly CancellationToken _masterToken;
CancellationTokenSource _currentTcs;
/// <summary>
/// Initializes a new instance of the <see cref="IterationCountStopCriterium{T}"/> class.
/// </summary>
public CancellationStopCriterium()
{
_masterToken = CancellationToken.None;
_currentTcs = CancellationTokenSource.CreateLinkedTokenSource(CancellationToken.None);
}
/// <summary>
/// Initializes a new instance of the <see cref="IterationCountStopCriterium{T}"/> class.
/// </summary>
public CancellationStopCriterium(CancellationToken masterToken)
{
_masterToken = masterToken;
_currentTcs = CancellationTokenSource.CreateLinkedTokenSource(masterToken);
}
/// <summary>
/// Determines the status of the iterative calculation based on the stop criteria stored
/// by the current <see cref="IterationCountStopCriterium{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<T> solutionVector, Vector<T> sourceVector, Vector<T> residualVector)
{
return _currentTcs.Token.IsCancellationRequested ? IterationStatus.Cancelled : IterationStatus.Running;
}
/// <summary>
/// Gets the current calculation status.
/// </summary>
public IterationStatus Status
{
[DebuggerStepThrough]
get
{
return _currentTcs.Token.IsCancellationRequested ? IterationStatus.Cancelled : IterationStatus.Running;
}
}
public void Cancel()
{
_currentTcs.Cancel();
}
/// <summary>
/// Resets the <see cref="IterationCountStopCriterium{T}"/> to the pre-calculation state.
/// </summary>
public void Reset()
{
_currentTcs = CancellationTokenSource.CreateLinkedTokenSource(_masterToken);
}
/// <summary>
/// Clones the current <see cref="IterationCountStopCriterium{T}"/> and its settings.
/// </summary>
/// <returns>A new instance of the <see cref="IterationCountStopCriterium{T}"/> class.</returns>
public IIterationStopCriterium<T> Clone()
{
return new CancellationStopCriterium<T>(_masterToken);
}
}
}

1
src/Numerics/Numerics.csproj

@ -123,6 +123,7 @@
<Compile Include="Distributions\Zipf.cs" /> <Compile Include="Distributions\Zipf.cs" />
<Compile Include="LinearAlgebra\Builder.cs" /> <Compile Include="LinearAlgebra\Builder.cs" />
<Compile Include="LinearAlgebra\Matrix.Factorization.cs" /> <Compile Include="LinearAlgebra\Matrix.Factorization.cs" />
<Compile Include="LinearAlgebra\Solvers\CancellationStopCriterium.cs" />
<Compile Include="LinearAlgebra\Solvers\IterationStatus.cs" /> <Compile Include="LinearAlgebra\Solvers\IterationStatus.cs" />
<Compile Include="LinearAlgebra\Solvers\Iterator.cs" /> <Compile Include="LinearAlgebra\Solvers\Iterator.cs" />
<Compile Include="LinearAlgebra\Solvers\IterationCountStopCriterium.cs" /> <Compile Include="LinearAlgebra\Solvers\IterationCountStopCriterium.cs" />

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