IterationController.h
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00001 // This file is part of Eigen, a lightweight C++ template library
00002 // for linear algebra.
00003 //
00004 // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
00005 
00006 /* NOTE The class IterationController has been adapted from the iteration
00007  *      class of the GMM++ and ITL libraries.
00008  */
00009 
00010 //=======================================================================
00011 // Copyright (C) 1997-2001
00012 // Authors: Andrew Lumsdaine <lums@osl.iu.edu> 
00013 //          Lie-Quan Lee     <llee@osl.iu.edu>
00014 //
00015 // This file is part of the Iterative Template Library
00016 //
00017 // You should have received a copy of the License Agreement for the
00018 // Iterative Template Library along with the software;  see the
00019 // file LICENSE.  
00020 //
00021 // Permission to modify the code and to distribute modified code is
00022 // granted, provided the text of this NOTICE is retained, a notice that
00023 // the code was modified is included with the above COPYRIGHT NOTICE and
00024 // with the COPYRIGHT NOTICE in the LICENSE file, and that the LICENSE
00025 // file is distributed with the modified code.
00026 //
00027 // LICENSOR MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED.
00028 // By way of example, but not limitation, Licensor MAKES NO
00029 // REPRESENTATIONS OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY
00030 // PARTICULAR PURPOSE OR THAT THE USE OF THE LICENSED SOFTWARE COMPONENTS
00031 // OR DOCUMENTATION WILL NOT INFRINGE ANY PATENTS, COPYRIGHTS, TRADEMARKS
00032 // OR OTHER RIGHTS.
00033 //=======================================================================
00034 
00035 //========================================================================
00036 //
00037 // Copyright (C) 2002-2007 Yves Renard
00038 //
00039 // This file is a part of GETFEM++
00040 //
00041 // Getfem++ is free software; you can redistribute it and/or modify
00042 // it under the terms of the GNU Lesser General Public License as
00043 // published by the Free Software Foundation; version 2.1 of the License.
00044 //
00045 // This program is distributed in the hope that it will be useful,
00046 // but WITHOUT ANY WARRANTY; without even the implied warranty of
00047 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00048 // GNU Lesser General Public License for more details.
00049 // You should have received a copy of the GNU Lesser General Public
00050 // License along with this program; if not, write to the Free Software
00051 // Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301,
00052 // USA.
00053 //
00054 //========================================================================
00055 
00056 #include "../../../../Eigen/src/Core/util/NonMPL2.h"
00057 
00058 #ifndef EIGEN_ITERATION_CONTROLLER_H
00059 #define EIGEN_ITERATION_CONTROLLER_H
00060 
00061 namespace Eigen { 
00062 
00071 class IterationController
00072 {
00073   protected :
00074     double m_rhsn;        
00075     size_t m_maxiter;     
00076     int m_noise;          
00077     double m_resmax;      
00078     double m_resminreach, m_resadd;
00079     size_t m_nit;         
00080     double m_res;         
00081     bool m_written;
00082     void (*m_callback)(const IterationController&);
00083   public :
00084 
00085     void init()
00086     {
00087       m_nit = 0; m_res = 0.0; m_written = false;
00088       m_resminreach = 1E50; m_resadd = 0.0;
00089       m_callback = 0;
00090     }
00091 
00092     IterationController(double r = 1.0E-8, int noi = 0, size_t mit = size_t(-1))
00093       : m_rhsn(1.0), m_maxiter(mit), m_noise(noi), m_resmax(r) { init(); }
00094 
00095     void operator ++(int) { m_nit++; m_written = false; m_resadd += m_res; }
00096     void operator ++() { (*this)++; }
00097 
00098     bool first() { return m_nit == 0; }
00099 
00100     /* get/set the "noisyness" (verbosity) of the solvers */
00101     int noiseLevel() const { return m_noise; }
00102     void setNoiseLevel(int n) { m_noise = n; }
00103     void reduceNoiseLevel() { if (m_noise > 0) m_noise--; }
00104 
00105     double maxResidual() const { return m_resmax; }
00106     void setMaxResidual(double r) { m_resmax = r; }
00107 
00108     double residual() const { return m_res; }
00109 
00110     /* change the user-definable callback, called after each iteration */
00111     void setCallback(void (*t)(const IterationController&))
00112     {
00113       m_callback = t;
00114     }
00115 
00116     size_t iteration() const { return m_nit; }
00117     void setIteration(size_t i) { m_nit = i; }
00118 
00119     size_t maxIterarions() const { return m_maxiter; }
00120     void setMaxIterations(size_t i) { m_maxiter = i; }
00121 
00122     double rhsNorm() const { return m_rhsn; }
00123     void setRhsNorm(double r) { m_rhsn = r; }
00124 
00125     bool converged() const { return m_res <= m_rhsn * m_resmax; }
00126     bool converged(double nr)
00127     {
00128       using std::abs;
00129       m_res = abs(nr); 
00130       m_resminreach = (std::min)(m_resminreach, m_res);
00131       return converged();
00132     }
00133     template<typename VectorType> bool converged(const VectorType &v)
00134     { return converged(v.squaredNorm()); }
00135 
00136     bool finished(double nr)
00137     {
00138       if (m_callback) m_callback(*this);
00139       if (m_noise > 0 && !m_written)
00140       {
00141         converged(nr);
00142         m_written = true;
00143       }
00144       return (m_nit >= m_maxiter || converged(nr));
00145     }
00146     template <typename VectorType>
00147     bool finished(const MatrixBase<VectorType> &v)
00148     { return finished(double(v.squaredNorm())); }
00149 
00150 };
00151 
00152 } // end namespace Eigen
00153 
00154 #endif // EIGEN_ITERATION_CONTROLLER_H


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:37:31