IterationController.h
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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5 
6 /* NOTE The class IterationController has been adapted from the iteration
7  * class of the GMM++ and ITL libraries.
8  */
9 
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13 // Lie-Quan Lee <llee@osl.iu.edu>
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55 
56 #include "../../../../Eigen/src/Core/util/NonMPL2.h"
57 
58 #ifndef EIGEN_ITERATION_CONTROLLER_H
59 #define EIGEN_ITERATION_CONTROLLER_H
60 
61 namespace Eigen {
62 
72 {
73  protected :
74  double m_rhsn;
75  size_t m_maxiter;
76  int m_noise;
77  double m_resmax;
79  size_t m_nit;
80  double m_res;
81  bool m_written;
83  public :
84 
85  void init()
86  {
87  m_nit = 0; m_res = 0.0; m_written = false;
88  m_resminreach = 1E50; m_resadd = 0.0;
89  m_callback = 0;
90  }
91 
92  IterationController(double r = 1.0E-8, int noi = 0, size_t mit = size_t(-1))
93  : m_rhsn(1.0), m_maxiter(mit), m_noise(noi), m_resmax(r) { init(); }
94 
95  void operator ++(int) { m_nit++; m_written = false; m_resadd += m_res; }
96  void operator ++() { (*this)++; }
97 
98  bool first() { return m_nit == 0; }
99 
100  /* get/set the "noisyness" (verbosity) of the solvers */
101  int noiseLevel() const { return m_noise; }
102  void setNoiseLevel(int n) { m_noise = n; }
103  void reduceNoiseLevel() { if (m_noise > 0) m_noise--; }
104 
105  double maxResidual() const { return m_resmax; }
106  void setMaxResidual(double r) { m_resmax = r; }
107 
108  double residual() const { return m_res; }
109 
110  /* change the user-definable callback, called after each iteration */
111  void setCallback(void (*t)(const IterationController&))
112  {
113  m_callback = t;
114  }
115 
116  size_t iteration() const { return m_nit; }
117  void setIteration(size_t i) { m_nit = i; }
118 
119  size_t maxIterarions() const { return m_maxiter; }
120  void setMaxIterations(size_t i) { m_maxiter = i; }
121 
122  double rhsNorm() const { return m_rhsn; }
123  void setRhsNorm(double r) { m_rhsn = r; }
124 
125  bool converged() const { return m_res <= m_rhsn * m_resmax; }
126  bool converged(double nr)
127  {
128  using std::abs;
129  m_res = abs(nr);
130  m_resminreach = (std::min)(m_resminreach, m_res);
131  return converged();
132  }
133  template<typename VectorType> bool converged(const VectorType &v)
134  { return converged(v.squaredNorm()); }
135 
136  bool finished(double nr)
137  {
138  if (m_callback) m_callback(*this);
139  if (m_noise > 0 && !m_written)
140  {
141  converged(nr);
142  m_written = true;
143  }
144  return (m_nit >= m_maxiter || converged(nr));
145  }
146  template <typename VectorType>
148  { return finished(double(v.squaredNorm())); }
149 
150 };
151 
152 } // end namespace Eigen
153 
154 #endif // EIGEN_ITERATION_CONTROLLER_H
double m_rhsn
Right hand side norm.
bool finished(const MatrixBase< VectorType > &v)
iterative scaling algorithm to equilibrate rows and column norms in matrices
Definition: matrix.hpp:471
void setCallback(void(*t)(const IterationController &))
double m_resmax
maximum residual
size_t m_maxiter
Max. number of iterations.
EIGEN_STRONG_INLINE const CwiseUnaryOp< internal::scalar_abs_op< Scalar >, const Derived > abs() const
bool converged(const VectorType &v)
#define E
int m_noise
if noise > 0 iterations are printed
size_t m_nit
iteration number
RealScalar squaredNorm() const
Definition: Dot.h:113
#define v
void(* m_callback)(const IterationController &)
IterationController(double r=1.0E-8, int noi=0, size_t mit=size_t(-1))
Controls the iterations of the iterative solvers.
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:48
double m_res
last computed residual


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Mon Jun 10 2019 12:34:43