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
18package org.apache.commons.math.optimization;
19
20import org.apache.commons.math.util.FastMath;
21import 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 */
35public 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}
88