1c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// This file is part of Eigen, a lightweight C++ template library 2c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// for linear algebra. 3c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 4c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> 5c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 6c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath/* NOTE The class IterationController has been adapted from the iteration 7c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * class of the GMM++ and ITL libraries. 8c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath */ 9c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 10c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath//======================================================================= 11c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Copyright (C) 1997-2001 12c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Authors: Andrew Lumsdaine <lums@osl.iu.edu> 13c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Lie-Quan Lee <llee@osl.iu.edu> 14c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 15c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// This file is part of the Iterative Template Library 16c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 17c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// You should have received a copy of the License Agreement for the 18c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Iterative Template Library along with the software; see the 19c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// file LICENSE. 20c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 21c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Permission to modify the code and to distribute modified code is 22c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// granted, provided the text of this NOTICE is retained, a notice that 23c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// the code was modified is included with the above COPYRIGHT NOTICE and 24c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// with the COPYRIGHT NOTICE in the LICENSE file, and that the LICENSE 25c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// file is distributed with the modified code. 26c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 27c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// LICENSOR MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED. 28c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// By way of example, but not limitation, Licensor MAKES NO 29c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// REPRESENTATIONS OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY 30c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// PARTICULAR PURPOSE OR THAT THE USE OF THE LICENSED SOFTWARE COMPONENTS 31c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// OR DOCUMENTATION WILL NOT INFRINGE ANY PATENTS, COPYRIGHTS, TRADEMARKS 32c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// OR OTHER RIGHTS. 33c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath//======================================================================= 34c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 35c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath//======================================================================== 36c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 37c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Copyright (C) 2002-2007 Yves Renard 38c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 39c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// This file is a part of GETFEM++ 40c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 41c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Getfem++ is free software; you can redistribute it and/or modify 42c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// it under the terms of the GNU Lesser General Public License as 43c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// published by the Free Software Foundation; version 2.1 of the License. 44c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 45c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// This program is distributed in the hope that it will be useful, 46c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// but WITHOUT ANY WARRANTY; without even the implied warranty of 47c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 48c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// GNU Lesser General Public License for more details. 49c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// You should have received a copy of the GNU Lesser General Public 50c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// License along with this program; if not, write to the Free Software 51c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, 52c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// USA. 53c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath// 54c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath//======================================================================== 55c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 56c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#include "../../../../Eigen/src/Core/util/NonMPL2.h" 57c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 58c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#ifndef EIGEN_ITERATION_CONTROLLER_H 59c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#define EIGEN_ITERATION_CONTROLLER_H 60c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 61c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathnamespace Eigen { 62c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 63c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath/** \ingroup IterativeSolvers_Module 64c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * \class IterationController 65c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * 66c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * \brief Controls the iterations of the iterative solvers 67c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * 68c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * This class has been adapted from the iteration class of GMM++ and ITL libraries. 69c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath * 70c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath */ 71c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathclass IterationController 72c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath{ 73c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath protected : 74c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath double m_rhsn; ///< Right hand side norm 75c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath size_t m_maxiter; ///< Max. number of iterations 76c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath int m_noise; ///< if noise > 0 iterations are printed 77c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath double m_resmax; ///< maximum residual 78c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath double m_resminreach, m_resadd; 79c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath size_t m_nit; ///< iteration number 80c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath double m_res; ///< last computed residual 81c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath bool m_written; 82c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void (*m_callback)(const IterationController&); 83c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath public : 84c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 85c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void init() 86c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 87c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath m_nit = 0; m_res = 0.0; m_written = false; 88c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath m_resminreach = 1E50; m_resadd = 0.0; 89c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath m_callback = 0; 90c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 91c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 92c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath IterationController(double r = 1.0E-8, int noi = 0, size_t mit = size_t(-1)) 93c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath : m_rhsn(1.0), m_maxiter(mit), m_noise(noi), m_resmax(r) { init(); } 94c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 95c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void operator ++(int) { m_nit++; m_written = false; m_resadd += m_res; } 96c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void operator ++() { (*this)++; } 97c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 98c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath bool first() { return m_nit == 0; } 99c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 100c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath /* get/set the "noisyness" (verbosity) of the solvers */ 101c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath int noiseLevel() const { return m_noise; } 102c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void setNoiseLevel(int n) { m_noise = n; } 103c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void reduceNoiseLevel() { if (m_noise > 0) m_noise--; } 104c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 105c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath double maxResidual() const { return m_resmax; } 106c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void setMaxResidual(double r) { m_resmax = r; } 107c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 108c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath double residual() const { return m_res; } 109c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 110c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath /* change the user-definable callback, called after each iteration */ 111c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void setCallback(void (*t)(const IterationController&)) 112c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 113c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath m_callback = t; 114c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 115c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 116c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath size_t iteration() const { return m_nit; } 117c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void setIteration(size_t i) { m_nit = i; } 118c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 119c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath size_t maxIterarions() const { return m_maxiter; } 120c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void setMaxIterations(size_t i) { m_maxiter = i; } 121c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 122c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath double rhsNorm() const { return m_rhsn; } 123c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath void setRhsNorm(double r) { m_rhsn = r; } 124c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 125c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath bool converged() const { return m_res <= m_rhsn * m_resmax; } 126c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath bool converged(double nr) 127c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 1287faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez using std::abs; 1297faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez m_res = abs(nr); 130c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath m_resminreach = (std::min)(m_resminreach, m_res); 131c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath return converged(); 132c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 133c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath template<typename VectorType> bool converged(const VectorType &v) 134c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { return converged(v.squaredNorm()); } 135c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 136c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath bool finished(double nr) 137c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 138c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath if (m_callback) m_callback(*this); 139c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath if (m_noise > 0 && !m_written) 140c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { 141c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath converged(nr); 142c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath m_written = true; 143c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 144c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath return (m_nit >= m_maxiter || converged(nr)); 145c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 146c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath template <typename VectorType> 147c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath bool finished(const MatrixBase<VectorType> &v) 148c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath { return finished(double(v.squaredNorm())); } 149c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 150c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath}; 151c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 152c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath} // end namespace Eigen 153c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 154c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath#endif // EIGEN_ITERATION_CONTROLLER_H 155