/* * 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; /** * Iteration monitor based on matrix norms. Extends the default linear iteration * object to compare with the norm of the system matrix and the right hand side. * Can often be a better convergence criteria than the default, but requires the * computation of the matrix norm. */ public class MatrixIterationMonitor extends DefaultIterationMonitor { /** * Norm of the system matrix */ private double normA; /** * Norm of the right hand side */ private double normb; /** * Constructor for MatrixIterationMonitor * * @param normA * Norm of the matrix A * @param normb * Norm of the vector b * @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 MatrixIterationMonitor(double normA, double normb, int maxIter, double rtol, double atol, double dtol) { this.normA = normA; this.normb = normb; this.maxIter = maxIter; this.rtol = rtol; this.atol = atol; this.dtol = dtol; } /** * Constructor for MatrixIterationMonitor. Default is 100000 iterations at * most, relative tolerance of 1e-5, absolute tolerance of 1e-50 and a * divergence tolerance of 1e+5. */ public MatrixIterationMonitor(double normA, double normb) { this.normA = normA; this.normb = normb; } /** * Sets the norm of the system matrix * * @param normA * Norm of the matrix A */ public void setMatrixNorm(double normA) { this.normA = normA; } /** * Sets the norm of the right hand side vector * * @param normb * Norm of the vector b */ public void setVectorNorm(double normb) { this.normb = normb; } @Override protected boolean convergedI(double r, Vector x) throws IterativeSolverNotConvergedException { // Store initial residual if (isFirst()) initR = r; // Check for convergence if (r < Math.max(rtol * (normA * x.norm(normType) + normb), 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) { throw new UnsupportedOperationException(); } }