forked from tsai/mathnet-numerics
Christoph Ruegg
13 years ago
30 changed files with 110 additions and 530 deletions
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// <copyright file="FailureStopCriterium.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2010 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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using System; |
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using System.Diagnostics; |
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using MathNet.Numerics.LinearAlgebra.Solvers; |
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using MathNet.Numerics.Properties; |
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namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers |
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{ |
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#if NOSYSNUMERICS
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using Complex = Numerics.Complex; |
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#else
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using Complex = System.Numerics.Complex; |
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#endif
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/// <summary>
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/// Defines an <see cref="IIterationStopCriterium{T}"/> that monitors residuals for NaN's.
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/// </summary>
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public sealed class FailureStopCriterium : IIterationStopCriterium<Complex> |
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{ |
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/// <summary>
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/// Defines the default last iteration number. Set to -1 because iterations normally
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/// start at 0.
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/// </summary>
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const int DefaultLastIterationNumber = -1; |
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/// <summary>
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/// The status of the calculation
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/// </summary>
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IterationStatus _status = IterationStatus.Continue; |
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/// <summary>
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/// The iteration number of the last iteration.
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/// </summary>
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int _lastIteration = DefaultLastIterationNumber; |
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/// <summary>
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/// Determines the status of the iterative calculation based on the stop criteria stored
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/// by the current <see cref="IIterationStopCriterium{T}"/>. Result is set into <c>Status</c> field.
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/// </summary>
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/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
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/// <param name="solutionVector">The vector containing the current solution values.</param>
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/// <param name="sourceVector">The right hand side vector.</param>
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/// <param name="residualVector">The vector containing the current residual vectors.</param>
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/// <remarks>
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/// The individual stop criteria may internally track the progress of the calculation based
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/// on the invocation of this method. Therefore this method should only be called if the
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/// calculation has moved forwards at least one step.
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/// </remarks>
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public IterationStatus DetermineStatus(int iterationNumber, Vector<Complex> solutionVector, Vector<Complex> sourceVector, Vector<Complex> residualVector) |
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{ |
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if (iterationNumber < 0) |
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{ |
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throw new ArgumentOutOfRangeException("iterationNumber"); |
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} |
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if (solutionVector.Count != residualVector.Count) |
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{ |
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throw new ArgumentException(Resources.ArgumentArraysSameLength); |
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} |
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if (_lastIteration >= iterationNumber) |
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{ |
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// We have already stored the actual last iteration number
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// For now do nothing. We only care about the next step.
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return _status; |
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} |
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// Store the infinity norms of both the solution and residual vectors
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double residualNorm = residualVector.InfinityNorm(); |
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double solutionNorm = solutionVector.InfinityNorm(); |
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_status = double.IsNaN(solutionNorm) || double.IsNaN(residualNorm) ? IterationStatus.Failure : IterationStatus.Continue; |
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_lastIteration = iterationNumber; |
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return _status; |
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} |
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/// <summary>
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/// Gets the current calculation status.
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/// </summary>
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public IterationStatus Status |
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{ |
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[DebuggerStepThrough] |
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get |
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{ |
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return _status; |
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} |
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} |
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/// <summary>
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/// Resets the <see cref="IIterationStopCriterium{T}"/> to the pre-calculation state.
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/// </summary>
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public void Reset() |
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{ |
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_status = IterationStatus.Continue; |
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_lastIteration = DefaultLastIterationNumber; |
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} |
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/// <summary>
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/// Clones the current <see cref="FailureStopCriterium"/> and its settings.
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/// </summary>
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/// <returns>A new instance of the <see cref="FailureStopCriterium"/> class.</returns>
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public IIterationStopCriterium<Complex> Clone() |
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{ |
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return new FailureStopCriterium(); |
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} |
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} |
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} |
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@ -1,133 +0,0 @@ |
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// <copyright file="FailureStopCriterium.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2010 Math.NET
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//
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// 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:
|
|
||||
//
|
|
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// The above copyright notice and this permission notice shall be
|
|
||||
// included in all copies or substantial portions of the Software.
|
|
||||
//
|
|
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// 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,
|
|
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|
||||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
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// OTHER DEALINGS IN THE SOFTWARE.
|
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// </copyright>
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using System; |
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using System.Diagnostics; |
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using MathNet.Numerics.LinearAlgebra.Solvers; |
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using MathNet.Numerics.Properties; |
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namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers |
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{ |
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using Numerics; |
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/// <summary>
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/// Defines an <see cref="IIterationStopCriterium{T}"/> that monitors residuals for NaN's.
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/// </summary>
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public sealed class FailureStopCriterium : IIterationStopCriterium<Complex32> |
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{ |
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/// <summary>
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/// Defines the default last iteration number. Set to -1 because iterations normally
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/// start at 0.
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/// </summary>
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const int DefaultLastIterationNumber = -1; |
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/// <summary>
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/// The status of the calculation
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/// </summary>
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IterationStatus _status = IterationStatus.Continue; |
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/// <summary>
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/// The iteration number of the last iteration.
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/// </summary>
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int _lastIteration = DefaultLastIterationNumber; |
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/// <summary>
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/// Determines the status of the iterative calculation based on the stop criteria stored
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/// by the current <see cref="IIterationStopCriterium{T}"/>. Result is set into <c>Status</c> field.
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/// </summary>
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/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
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/// <param name="solutionVector">The vector containing the current solution values.</param>
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/// <param name="sourceVector">The right hand side vector.</param>
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/// <param name="residualVector">The vector containing the current residual vectors.</param>
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/// <remarks>
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/// The individual stop criteria may internally track the progress of the calculation based
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/// on the invocation of this method. Therefore this method should only be called if the
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/// calculation has moved forwards at least one step.
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/// </remarks>
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public IterationStatus DetermineStatus(int iterationNumber, Vector<Complex32> solutionVector, Vector<Complex32> sourceVector, Vector<Complex32> residualVector) |
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{ |
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if (iterationNumber < 0) |
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{ |
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throw new ArgumentOutOfRangeException("iterationNumber"); |
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} |
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if (solutionVector.Count != residualVector.Count) |
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{ |
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throw new ArgumentException(Resources.ArgumentArraysSameLength); |
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} |
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if (_lastIteration >= iterationNumber) |
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{ |
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// We have already stored the actual last iteration number
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// For now do nothing. We only care about the next step.
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return _status; |
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} |
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// Store the infinity norms of both the solution and residual vectors
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double residualNorm = residualVector.InfinityNorm(); |
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double solutionNorm = solutionVector.InfinityNorm(); |
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_status = double.IsNaN(solutionNorm) || double.IsNaN(residualNorm) ? IterationStatus.Failure : IterationStatus.Continue; |
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_lastIteration = iterationNumber; |
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return _status; |
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} |
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/// <summary>
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/// Gets the current calculation status.
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/// </summary>
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public IterationStatus Status |
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{ |
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[DebuggerStepThrough] |
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get |
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{ |
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return _status; |
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} |
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} |
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/// <summary>
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/// Resets the <see cref="IIterationStopCriterium{T}"/> to the pre-calculation state.
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/// </summary>
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public void Reset() |
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{ |
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_status = IterationStatus.Continue; |
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_lastIteration = DefaultLastIterationNumber; |
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} |
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/// <summary>
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/// Clones the current <see cref="FailureStopCriterium"/> and its settings.
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/// </summary>
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/// <returns>A new instance of the <see cref="FailureStopCriterium"/> class.</returns>
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public IIterationStopCriterium<Complex32> Clone() |
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{ |
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return new FailureStopCriterium(); |
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} |
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} |
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} |
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@ -1,131 +0,0 @@ |
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// <copyright file="FailureStopCriterium.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2010 Math.NET
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//
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// 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
|
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||||
// conditions:
|
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//
|
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// 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
|
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// OTHER DEALINGS IN THE SOFTWARE.
|
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// </copyright>
|
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using System; |
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using System.Diagnostics; |
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using MathNet.Numerics.LinearAlgebra.Solvers; |
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using MathNet.Numerics.Properties; |
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namespace MathNet.Numerics.LinearAlgebra.Double.Solvers |
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{ |
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/// <summary>
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/// Defines an <see cref="IIterationStopCriterium{T}"/> that monitors residuals for NaN's.
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/// </summary>
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public sealed class FailureStopCriterium : IIterationStopCriterium<double> |
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{ |
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/// <summary>
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/// Defines the default last iteration number. Set to -1 because iterations normally
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/// start at 0.
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/// </summary>
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const int DefaultLastIterationNumber = -1; |
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/// <summary>
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/// The status of the calculation
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/// </summary>
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IterationStatus _status = IterationStatus.Continue; |
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/// <summary>
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/// The iteration number of the last iteration.
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/// </summary>
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int _lastIteration = DefaultLastIterationNumber; |
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/// <summary>
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/// Determines the status of the iterative calculation based on the stop criteria stored
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/// by the current <see cref="IIterationStopCriterium{T}"/>. Result is set into <c>Status</c> field.
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/// </summary>
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/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
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/// <param name="solutionVector">The vector containing the current solution values.</param>
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/// <param name="sourceVector">The right hand side vector.</param>
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/// <param name="residualVector">The vector containing the current residual vectors.</param>
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/// <remarks>
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/// The individual stop criteria may internally track the progress of the calculation based
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/// on the invocation of this method. Therefore this method should only be called if the
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/// calculation has moved forwards at least one step.
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/// </remarks>
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public IterationStatus DetermineStatus(int iterationNumber, Vector<double> solutionVector, Vector<double> sourceVector, Vector<double> residualVector) |
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{ |
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if (iterationNumber < 0) |
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{ |
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throw new ArgumentOutOfRangeException("iterationNumber"); |
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} |
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if (solutionVector.Count != residualVector.Count) |
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{ |
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throw new ArgumentException(Resources.ArgumentArraysSameLength); |
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} |
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if (_lastIteration >= iterationNumber) |
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{ |
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// We have already stored the actual last iteration number
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// For now do nothing. We only care about the next step.
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return _status; |
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} |
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// Store the infinity norms of both the solution and residual vectors
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double residualNorm = residualVector.InfinityNorm(); |
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double solutionNorm = solutionVector.InfinityNorm(); |
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_status = double.IsNaN(solutionNorm) || double.IsNaN(residualNorm) ? IterationStatus.Failure : IterationStatus.Continue; |
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_lastIteration = iterationNumber; |
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return _status; |
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} |
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/// <summary>
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/// Gets the current calculation status.
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||||
/// </summary>
|
|
||||
public IterationStatus Status |
|
||||
{ |
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||||
[DebuggerStepThrough] |
|
||||
get |
|
||||
{ |
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||||
return _status; |
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||||
} |
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||||
} |
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||||
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/// <summary>
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/// Resets the <see cref="IIterationStopCriterium{T}"/> to the pre-calculation state.
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|
||||
/// </summary>
|
|
||||
public void Reset() |
|
||||
{ |
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_status = IterationStatus.Continue; |
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||||
_lastIteration = DefaultLastIterationNumber; |
|
||||
} |
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||||
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/// <summary>
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||||
/// Clones the current <see cref="FailureStopCriterium"/> and its settings.
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|
||||
/// </summary>
|
|
||||
/// <returns>A new instance of the <see cref="FailureStopCriterium"/> class.</returns>
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||||
public IIterationStopCriterium<double> Clone() |
|
||||
{ |
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||||
return new FailureStopCriterium(); |
|
||||
} |
|
||||
} |
|
||||
} |
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||||
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