Raymond | dee0849 | 2015-04-02 10:43:13 -0700 | [diff] [blame] | 1 | /* |
| 2 | * Licensed to the Apache Software Foundation (ASF) under one or more |
| 3 | * contributor license agreements. See the NOTICE file distributed with |
| 4 | * this work for additional information regarding copyright ownership. |
| 5 | * The ASF licenses this file to You under the Apache License, Version 2.0 |
| 6 | * (the "License"); you may not use this file except in compliance with |
| 7 | * the License. You may obtain a copy of the License at |
| 8 | * |
| 9 | * http://www.apache.org/licenses/LICENSE-2.0 |
| 10 | * |
| 11 | * Unless required by applicable law or agreed to in writing, software |
| 12 | * distributed under the License is distributed on an "AS IS" BASIS, |
| 13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 14 | * See the License for the specific language governing permissions and |
| 15 | * limitations under the License. |
| 16 | */ |
| 17 | |
| 18 | package org.apache.commons.math.optimization; |
| 19 | |
| 20 | import org.apache.commons.math.util.FastMath; |
| 21 | import org.apache.commons.math.util.MathUtils; |
| 22 | |
| 23 | /** |
| 24 | * Simple implementation of the {@link RealConvergenceChecker} interface using |
| 25 | * only point coordinates. |
| 26 | * <p> |
| 27 | * Convergence is considered to have been reached if either the relative |
| 28 | * difference between each point coordinate are smaller than a threshold |
| 29 | * or if either the absolute difference between the point coordinates are |
| 30 | * smaller than another threshold. |
| 31 | * </p> |
| 32 | * @version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $ |
| 33 | * @since 2.0 |
| 34 | */ |
| 35 | public class SimpleRealPointChecker implements RealConvergenceChecker { |
| 36 | |
| 37 | /** Default relative threshold. */ |
| 38 | private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON; |
| 39 | |
| 40 | /** Default absolute threshold. */ |
| 41 | private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN; |
| 42 | |
| 43 | /** Relative tolerance threshold. */ |
| 44 | private final double relativeThreshold; |
| 45 | |
| 46 | /** Absolute tolerance threshold. */ |
| 47 | private final double absoluteThreshold; |
| 48 | |
| 49 | /** Build an instance with default threshold. |
| 50 | */ |
| 51 | public SimpleRealPointChecker() { |
| 52 | this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD; |
| 53 | this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD; |
| 54 | } |
| 55 | |
| 56 | /** Build an instance with a specified threshold. |
| 57 | * <p> |
| 58 | * In order to perform only relative checks, the absolute tolerance |
| 59 | * must be set to a negative value. In order to perform only absolute |
| 60 | * checks, the relative tolerance must be set to a negative value. |
| 61 | * </p> |
| 62 | * @param relativeThreshold relative tolerance threshold |
| 63 | * @param absoluteThreshold absolute tolerance threshold |
| 64 | */ |
| 65 | public SimpleRealPointChecker(final double relativeThreshold, |
| 66 | final double absoluteThreshold) { |
| 67 | this.relativeThreshold = relativeThreshold; |
| 68 | this.absoluteThreshold = absoluteThreshold; |
| 69 | } |
| 70 | |
| 71 | /** {@inheritDoc} */ |
| 72 | public boolean converged(final int iteration, |
| 73 | final RealPointValuePair previous, |
| 74 | final RealPointValuePair current) { |
| 75 | final double[] p = previous.getPoint(); |
| 76 | final double[] c = current.getPoint(); |
| 77 | for (int i = 0; i < p.length; ++i) { |
| 78 | final double difference = FastMath.abs(p[i] - c[i]); |
| 79 | final double size = FastMath.max(FastMath.abs(p[i]), FastMath.abs(c[i])); |
| 80 | if ((difference > (size * relativeThreshold)) && (difference > absoluteThreshold)) { |
| 81 | return false; |
| 82 | } |
| 83 | } |
| 84 | return true; |
| 85 | } |
| 86 | |
| 87 | } |