/* * Copyright (C) 2003-2006 Bjørn-Ove Heimsund * * This file is part of MTJ. * * This library is free software; you can redistribute it and/or modify it * under the terms of the GNU Lesser General Public License as published by the * Free Software Foundation; either version 2.1 of the License, or (at your * option) any later version. * * This library is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or * FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License * for more details. * * You should have received a copy of the GNU Lesser General Public License * along with this library; if not, write to the Free Software Foundation, * Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA */ package no.uib.cipr.matrix.sparse; import no.uib.cipr.matrix.NotConvergedException; import no.uib.cipr.matrix.Vector; /** * Default iteration monitor. This tester checks declares convergence if the * absolute value of the residual norm is sufficiently small, or if the relative * decrease is small. Divergence is decleared if too many iterations are spent, * or the residual has grown too much. NaNs will also cause divergence to be * flagged. */ public class DefaultIterationMonitor extends AbstractIterationMonitor { /** * Initial residual */ double initR; /** * Relative tolerance */ double rtol; /** * Absolute tolerance */ double atol; /** * Divergence tolerance */ double dtol; /** * Maximum number of iterations */ int maxIter; /** * Constructor for DefaultIterationMonitor * * @param maxIter * Maximum number of iterations * @param rtol * Relative convergence tolerance (to initial residual) * @param atol * Absolute convergence tolerance * @param dtol * Relative divergence tolerance (to initial residual) */ public DefaultIterationMonitor(int maxIter, double rtol, double atol, double dtol) { this.maxIter = maxIter; this.rtol = rtol; this.atol = atol; this.dtol = dtol; } /** * Constructor for DefaultIterationMonitor. Default is 100000 iterations at * most, relative tolerance of 1e-5, absolute tolerance of 1e-50 and a * divergence tolerance of 1e+5. */ public DefaultIterationMonitor() { this.maxIter = 100000; this.rtol = 1e-5; this.atol = 1e-50; this.dtol = 1e+5; } /** * Sets maximum number of iterations to permit * * @param maxIter * Maximum number of iterations */ public void setMaxIterations(int maxIter) { this.maxIter = maxIter; } /** * Sets the relative tolerance * * @param rtol * Relative convergence tolerance (to initial residual) */ public void setRelativeTolerance(double rtol) { this.rtol = rtol; } /** * Sets the absolute tolerance * * @param atol * Absolute convergence tolerance */ public void setAbsoluteTolerance(double atol) { this.atol = atol; } /** * Sets the divergence tolerance * * @param dtol * Relative divergence tolerance (to initial residual) */ public void setDivergenceTolerance(double dtol) { this.dtol = dtol; } @Override protected boolean convergedI(double r) throws IterativeSolverNotConvergedException { // Store initial residual if (isFirst()) initR = r; // Check for convergence if (r < Math.max(rtol * initR, atol)) return true; // Check for divergence if (r > dtol * initR) throw new IterativeSolverNotConvergedException( NotConvergedException.Reason.Divergence, this); if (iter >= maxIter) throw new IterativeSolverNotConvergedException( NotConvergedException.Reason.Iterations, this); if (Double.isNaN(r)) throw new IterativeSolverNotConvergedException( NotConvergedException.Reason.Divergence, this); // Neither convergence nor divergence return false; } @Override protected boolean convergedI(double r, Vector x) throws IterativeSolverNotConvergedException { return convergedI(r); } }