forked from tsai/mathnet-numerics
Christoph Ruegg
13 years ago
35 changed files with 164 additions and 1223 deletions
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// <copyright file="ResidualStopCriterium.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 as stop criterium.
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/// </summary>
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public sealed class ResidualStopCriterium : IIterationStopCriterium<Complex> |
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{ |
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/// <summary>
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/// The default value for the maximum value of the residual.
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/// </summary>
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public const double DefaultMaximumResidual = 1e-12; |
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/// <summary>
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/// The default value for the minimum number of iterations.
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/// </summary>
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public const int DefaultMinimumIterationsBelowMaximum = 0; |
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/// <summary>
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/// Defines the default last iteration number. Set to -1 because iterations normally 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 maximum value for the residual below which the calculation is considered converged.
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/// </summary>
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double _maximum; |
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/// <summary>
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/// The minimum number of iterations for which the residual has to be below the maximum before
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/// the calculation is considered converged.
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/// </summary>
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int _minimumIterationsBelowMaximum; |
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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 number of iterations since the residuals got below the maximum.
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/// </summary>
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int _iterationCount; |
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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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/// Initializes a new instance of the <see cref="ResidualStopCriterium"/> class with the specified
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/// maximum residual and minimum number of iterations.
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/// </summary>
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/// <param name="maximum">
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/// The maximum value for the residual below which the calculation is considered converged.
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/// </param>
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/// <param name="minimumIterationsBelowMaximum">
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/// The minimum number of iterations for which the residual has to be below the maximum before
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/// the calculation is considered converged.
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/// </param>
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public ResidualStopCriterium(double maximum = DefaultMaximumResidual, int minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum) |
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{ |
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if (maximum < 0) |
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{ |
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throw new ArgumentOutOfRangeException("maximum"); |
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} |
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if (minimumIterationsBelowMaximum < 0) |
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{ |
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throw new ArgumentOutOfRangeException("minimumIterationsBelowMaximum"); |
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} |
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_maximum = maximum; |
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_minimumIterationsBelowMaximum = minimumIterationsBelowMaximum; |
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} |
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/// <summary>
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/// Gets or sets the maximum value for the residual below which the calculation is considered
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/// converged.
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/// </summary>
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/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>Maximum</c> is set to a negative value.</exception>
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public double Maximum |
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{ |
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[DebuggerStepThrough] |
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get |
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{ |
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return _maximum; |
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} |
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[DebuggerStepThrough] |
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set |
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{ |
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if (value < 0) |
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{ |
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throw new ArgumentOutOfRangeException("value"); |
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} |
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_maximum = value; |
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} |
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} |
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/// <summary>
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/// Returns the maximum residual to the default.
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/// </summary>
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public void ResetMaximumResidualToDefault() |
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{ |
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_maximum = DefaultMaximumResidual; |
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} |
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/// <summary>
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/// Gets or sets the minimum number of iterations for which the residual has to be
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/// below the maximum before the calculation is considered converged.
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/// </summary>
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/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>BelowMaximumFor</c> is set to a value less than 1.</exception>
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public int MinimumIterationsBelowMaximum |
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{ |
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[DebuggerStepThrough] |
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get |
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{ |
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return _minimumIterationsBelowMaximum; |
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} |
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[DebuggerStepThrough] |
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set |
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{ |
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if (value < 0) |
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{ |
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throw new ArgumentOutOfRangeException("value"); |
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} |
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_minimumIterationsBelowMaximum = value; |
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} |
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} |
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/// <summary>
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/// Returns the minimum number of iterations to the default.
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/// </summary>
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public void ResetMinimumIterationsBelowMaximumToDefault() |
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{ |
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_minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum; |
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} |
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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 != sourceVector.Count) |
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{ |
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throw new ArgumentException(Resources.ArgumentVectorsSameLength, "sourceVector"); |
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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.ArgumentVectorsSameLength, "residualVector"); |
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} |
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// Store the infinity norms of both the solution and residual vectors
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// These values will be used to calculate the relative drop in residuals
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// later on.
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var residualNorm = residualVector.InfinityNorm(); |
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// This is criterium 1 from Templates for the solution of linear systems.
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// The problem with this criterium is that it's not limiting enough. For now
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// we won't use it. Later on we might get back to it.
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// return mMaximumResidual * (System.Math.Abs(mMatrixNorm) * System.Math.Abs(solutionNorm) + System.Math.Abs(mVectorNorm));
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// For now use criterium 2 from Templates for the solution of linear systems. See page 60.
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// Check the residuals by calculating:
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// ||r_i|| <= stop_tol * ||b||
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var stopCriterium = _maximum * sourceVector.InfinityNorm(); |
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// First check that we have real numbers not NaN's.
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// NaN's can occur when the iterative process diverges so we
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// stop if that is the case.
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if (double.IsNaN(stopCriterium) || double.IsNaN(residualNorm)) |
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{ |
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_iterationCount = 0; |
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_status = IterationStatus.Diverged; |
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return _status; |
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} |
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// ||r_i|| <= stop_tol * ||b||
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// Stop the calculation if it's clearly smaller than the tolerance
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if (residualNorm < stopCriterium) |
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{ |
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if (_lastIteration <= iterationNumber) |
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{ |
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_iterationCount = iterationNumber - _lastIteration; |
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_status = _iterationCount >= _minimumIterationsBelowMaximum ? IterationStatus.Converged : IterationStatus.Continue; |
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} |
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} |
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else |
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{ |
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_iterationCount = 0; |
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_status = IterationStatus.Continue; |
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} |
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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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_iterationCount = 0; |
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_lastIteration = DefaultLastIterationNumber; |
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} |
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/// <summary>
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/// Clones the current <see cref="ResidualStopCriterium"/> and its settings.
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/// </summary>
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/// <returns>A new instance of the <see cref="ResidualStopCriterium"/> class.</returns>
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public IIterationStopCriterium<Complex> Clone() |
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{ |
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return new ResidualStopCriterium(_maximum, _minimumIterationsBelowMaximum); |
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} |
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} |
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} |
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@ -1,289 +0,0 @@ |
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// <copyright file="ResidualStopCriterium.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
|
|
||||
// files (the "Software"), to deal in the Software without
|
|
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// restriction, including without limitation the rights to use,
|
|
||||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
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// 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
|
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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
|
|
||||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|
||||
// 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.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 as stop criterium.
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/// </summary>
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public sealed class ResidualStopCriterium : IIterationStopCriterium<Complex32> |
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{ |
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/// <summary>
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/// The default value for the maximum value of the residual.
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/// </summary>
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public const float DefaultMaximumResidual = 1e-6f; |
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/// <summary>
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/// The default value for the minimum number of iterations.
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/// </summary>
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public const int DefaultMinimumIterationsBelowMaximum = 0; |
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/// <summary>
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/// Defines the default last iteration number. Set to -1 because iterations normally 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 maximum value for the residual below which the calculation is considered converged.
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/// </summary>
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float _maximum; |
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/// <summary>
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/// The minimum number of iterations for which the residual has to be below the maximum before
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/// the calculation is considered converged.
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/// </summary>
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int _minimumIterationsBelowMaximum; |
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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 number of iterations since the residuals got below the maximum.
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/// </summary>
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int _iterationCount; |
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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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/// Initializes a new instance of the <see cref="ResidualStopCriterium"/> class with the specified
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/// maximum residual and minimum number of iterations.
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/// </summary>
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/// <param name="maximum">
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/// The maximum value for the residual below which the calculation is considered converged.
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/// </param>
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/// <param name="minimumIterationsBelowMaximum">
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/// The minimum number of iterations for which the residual has to be below the maximum before
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/// the calculation is considered converged.
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/// </param>
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public ResidualStopCriterium(float maximum = DefaultMaximumResidual, int minimumIterationsBelowMaximum = DefaultMinimumIterationsBelowMaximum) |
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{ |
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if (maximum < 0) |
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{ |
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throw new ArgumentOutOfRangeException("maximum"); |
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} |
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if (minimumIterationsBelowMaximum < 0) |
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{ |
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throw new ArgumentOutOfRangeException("minimumIterationsBelowMaximum"); |
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} |
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_maximum = maximum; |
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_minimumIterationsBelowMaximum = minimumIterationsBelowMaximum; |
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} |
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/// <summary>
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/// Gets or sets the maximum value for the residual below which the calculation is considered
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/// converged.
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/// </summary>
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/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>Maximum</c> is set to a negative value.</exception>
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public float Maximum |
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{ |
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[DebuggerStepThrough] |
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get |
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{ |
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return _maximum; |
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} |
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[DebuggerStepThrough] |
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set |
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{ |
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if (value < 0) |
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||||
{ |
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throw new ArgumentOutOfRangeException("value"); |
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||||
} |
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_maximum = value; |
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} |
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} |
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/// <summary>
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/// Returns the maximum residual to the default.
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/// </summary>
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public void ResetMaximumResidualToDefault() |
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{ |
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_maximum = DefaultMaximumResidual; |
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} |
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/// <summary>
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/// Gets or sets the minimum number of iterations for which the residual has to be
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/// below the maximum before the calculation is considered converged.
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||||
/// </summary>
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/// <exception cref="ArgumentOutOfRangeException">Thrown if the <c>BelowMaximumFor</c> is set to a value less than 1.</exception>
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public int MinimumIterationsBelowMaximum |
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{ |
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[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