IterationController.h
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 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 /* NOTE The class IterationController has been adapted from the iteration
11  * class of the GMM++ and ITL libraries.
12  */
13 
14 //=======================================================================
15 // Copyright (C) 1997-2001
16 // Authors: Andrew Lumsdaine <lums@osl.iu.edu>
17 // Lie-Quan Lee <llee@osl.iu.edu>
18 //
19 // This file is part of the Iterative Template Library
20 //
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22 // Iterative Template Library along with the software; see the
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37 //=======================================================================
38 
39 //========================================================================
40 //
41 // Copyright (C) 2002-2007 Yves Renard
42 //
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58 //========================================================================
59 
60 #include "../../../../Eigen/src/Core/util/NonMPL2.h"
61 
62 #ifndef EIGEN_ITERATION_CONTROLLER_H
63 #define EIGEN_ITERATION_CONTROLLER_H
64 
65 namespace Eigen {
66 
76 {
77  protected :
78  double m_rhsn;
79  size_t m_maxiter;
80  int m_noise;
81  double m_resmax;
82  double m_resminreach, m_resadd;
83  size_t m_nit;
84  double m_res;
85  bool m_written;
86  void (*m_callback)(const IterationController&);
87  public :
88 
89  void init()
90  {
91  m_nit = 0; m_res = 0.0; m_written = false;
92  m_resminreach = 1E50; m_resadd = 0.0;
93  m_callback = 0;
94  }
95 
96  IterationController(double r = 1.0E-8, int noi = 0, size_t mit = size_t(-1))
97  : m_rhsn(1.0), m_maxiter(mit), m_noise(noi), m_resmax(r) { init(); }
98 
99  void operator ++(int) { m_nit++; m_written = false; m_resadd += m_res; }
100  void operator ++() { (*this)++; }
101 
102  bool first() { return m_nit == 0; }
103 
104  /* get/set the "noisyness" (verbosity) of the solvers */
105  int noiseLevel() const { return m_noise; }
106  void setNoiseLevel(int n) { m_noise = n; }
107  void reduceNoiseLevel() { if (m_noise > 0) m_noise--; }
108 
109  double maxResidual() const { return m_resmax; }
110  void setMaxResidual(double r) { m_resmax = r; }
111 
112  double residual() const { return m_res; }
113 
114  /* change the user-definable callback, called after each iteration */
115  void setCallback(void (*t)(const IterationController&))
116  {
117  m_callback = t;
118  }
119 
120  size_t iteration() const { return m_nit; }
121  void setIteration(size_t i) { m_nit = i; }
122 
123  size_t maxIterarions() const { return m_maxiter; }
124  void setMaxIterations(size_t i) { m_maxiter = i; }
125 
126  double rhsNorm() const { return m_rhsn; }
127  void setRhsNorm(double r) { m_rhsn = r; }
128 
129  bool converged() const { return m_res <= m_rhsn * m_resmax; }
130  bool converged(double nr)
131  {
132  m_res = internal::abs(nr);
133  m_resminreach = (std::min)(m_resminreach, m_res);
134  return converged();
135  }
136  template<typename VectorType> bool converged(const VectorType &v)
137  { return converged(v.squaredNorm()); }
138 
139  bool finished(double nr)
140  {
141  if (m_callback) m_callback(*this);
142  if (m_noise > 0 && !m_written)
143  {
144  converged(nr);
145  m_written = true;
146  }
147  return (m_nit >= m_maxiter || converged(nr));
148  }
149  template <typename VectorType>
150  bool finished(const MatrixBase<VectorType> &v)
151  { return finished(double(v.squaredNorm())); }
152 
153 };
154 
155 } // end namespace Eigen
156 
157 #endif // EIGEN_ITERATION_CONTROLLER_H