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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/* NOTE The class IterationController has been adapted from the iteration
7 * class of the GMM++ and ITL libraries.
8 */
9
10//=======================================================================
11// Copyright (C) 1997-2001
12// Authors: Andrew Lumsdaine <lums@osl.iu.edu>
13// Lie-Quan Lee <llee@osl.iu.edu>
14//
15// This file is part of the Iterative Template Library
16//
17// You should have received a copy of the License Agreement for the
18// Iterative Template Library along with the software; see the
19// file LICENSE.
20//
21// Permission to modify the code and to distribute modified code is
22// granted, provided the text of this NOTICE is retained, a notice that
23// the code was modified is included with the above COPYRIGHT NOTICE and
24// with the COPYRIGHT NOTICE in the LICENSE file, and that the LICENSE
25// file is distributed with the modified code.
26//
27// LICENSOR MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED.
28// By way of example, but not limitation, Licensor MAKES NO
29// REPRESENTATIONS OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY
30// PARTICULAR PURPOSE OR THAT THE USE OF THE LICENSED SOFTWARE COMPONENTS
31// OR DOCUMENTATION WILL NOT INFRINGE ANY PATENTS, COPYRIGHTS, TRADEMARKS
32// OR OTHER RIGHTS.
33//=======================================================================
34
35//========================================================================
36//
37// Copyright (C) 2002-2007 Yves Renard
38//
39// This file is a part of GETFEM++
40//
41// Getfem++ is free software; you can redistribute it and/or modify
42// it under the terms of the GNU Lesser General Public License as
43// published by the Free Software Foundation; version 2.1 of the License.
44//
45// This program is distributed in the hope that it will be useful,
46// but WITHOUT ANY WARRANTY; without even the implied warranty of
47// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
48// GNU Lesser General Public License for more details.
49// You should have received a copy of the GNU Lesser General Public
50// License along with this program; if not, write to the Free Software
51// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301,
52// USA.
53//
54//========================================================================
55
56#include "../../../../Eigen/src/Core/util/NonMPL2.h"
57
58#ifndef EIGEN_ITERATION_CONTROLLER_H
59#define EIGEN_ITERATION_CONTROLLER_H
60
61namespace Eigen {
62
72{
73 protected :
74 double m_rhsn;
75 size_t m_maxiter;
76 int m_noise;
77 double m_resmax;
78 double m_resminreach, m_resadd;
79 size_t m_nit;
80 double m_res;
81 bool m_written;
82 void (*m_callback)(const IterationController&);
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>
147 bool finished(const MatrixBase<VectorType> &v)
148 { return finished(double(v.squaredNorm())); }
149
150};
151
152} // end namespace Eigen
153
154#endif // EIGEN_ITERATION_CONTROLLER_H
Controls the iterations of the iterative solvers.
Definition: IterationController.h:72
size_t m_maxiter
Max. number of iterations.
Definition: IterationController.h:75
double m_rhsn
Right hand side norm.
Definition: IterationController.h:74
double m_resmax
maximum residual
Definition: IterationController.h:77
size_t m_nit
iteration number
Definition: IterationController.h:79
double m_res
last computed residual
Definition: IterationController.h:80
int m_noise
if noise > 0 iterations are printed
Definition: IterationController.h:76
Namespace containing all symbols from the Eigen library.
const Eigen::CwiseUnaryOp< Eigen::internal::scalar_abs_op< typename Derived::Scalar >, const Derived > abs(const Eigen::ArrayBase< Derived > &x)