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Posted to commits@commons.apache.org by lu...@apache.org on 2009/03/24 23:12:33 UTC
svn commit: r758053 - in
/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization:
RealConvergenceChecker.java SimpleRealPointChecker.java
SimpleVectorialPointChecker.java
Author: luc
Date: Tue Mar 24 22:12:32 2009
New Revision: 758053
URL: http://svn.apache.org/viewvc?rev=758053&view=rev
Log:
added new simple convergence checkers implementations
Added:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleRealPointChecker.java (with props)
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleVectorialPointChecker.java (with props)
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/RealConvergenceChecker.java
Modified: commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/RealConvergenceChecker.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/RealConvergenceChecker.java?rev=758053&r1=758052&r2=758053&view=diff
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/RealConvergenceChecker.java (original)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/RealConvergenceChecker.java Tue Mar 24 22:12:32 2009
@@ -26,7 +26,7 @@
* user should provide a class implementing this interface to allow the optimization
* algorithm to stop its search according to the problem at hand.</p>
* <p>For convenience, two implementations that fit simple needs are already provided:
- * {@link SimpleScalarValueChecker} and {@link SimpleScalarPointChecker}. The first
+ * {@link SimpleScalarValueChecker} and {@link SimpleRealPointChecker}. The first
* one considers convergence is reached when the objective function value does not
* change much anymore, it does not use the point set at all. The second one
* considers convergence is reached when the input point set does not change
Added: commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleRealPointChecker.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleRealPointChecker.java?rev=758053&view=auto
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleRealPointChecker.java (added)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleRealPointChecker.java Tue Mar 24 22:12:32 2009
@@ -0,0 +1,89 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.optimization;
+
+import org.apache.commons.math.util.MathUtils;
+
+/**
+ * Simple implementation of the {@link RealConvergenceChecker} interface using
+ * only point coordinates.
+ * <p>
+ * Convergence is considered to have been reached if either the relative
+ * difference between each point coordinate are smaller than a threshold
+ * or if either the absolute difference between the point coordinates are
+ * smaller than another threshold.
+ * </p>
+ * @version $Revision: 757180 $ $Date: 2009-03-22 13:54:45 +0100 (dim., 22 mars 2009) $
+ * @since 2.0
+ */
+public class SimpleRealPointChecker implements RealConvergenceChecker {
+
+ /** Serializable version identifier. */
+ private static final long serialVersionUID = 2490271385513842607L;
+
+ /** Default relative threshold. */
+ private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON;
+
+ /** Default absolute threshold. */
+ private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN;
+
+ /** Relative tolerance threshold. */
+ private final double relativeThreshold;
+
+ /** Absolute tolerance threshold. */
+ private final double absoluteThreshold;
+
+ /** Build an instance with default threshold.
+ */
+ public SimpleRealPointChecker() {
+ this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD;
+ this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD;
+ }
+
+ /** Build an instance with a specified threshold.
+ * <p>
+ * In order to perform only relative checks, the absolute tolerance
+ * must be set to a negative value. In order to perform only absolute
+ * checks, the relative tolerance must be set to a negative value.
+ * </p>
+ * @param relativeThreshold relative tolerance threshold
+ * @param absoluteThreshold absolute tolerance threshold
+ */
+ public SimpleRealPointChecker(final double relativeThreshold,
+ final double absoluteThreshold) {
+ this.relativeThreshold = relativeThreshold;
+ this.absoluteThreshold = absoluteThreshold;
+ }
+
+ /** {@inheritDoc} */
+ public boolean converged(final int iteration,
+ final RealPointValuePair previous,
+ final RealPointValuePair current) {
+ final double[] p = previous.getPoint();
+ final double[] c = current.getPoint();
+ for (int i = 0; i < p.length; ++i) {
+ final double difference = Math.abs(p[i] - c[i]);
+ final double size = Math.max(Math.abs(p[i]), Math.abs(c[i]));
+ if ((difference > (size * relativeThreshold)) && (difference > absoluteThreshold)) {
+ return false;
+ }
+ }
+ return true;
+ }
+
+}
Propchange: commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleRealPointChecker.java
------------------------------------------------------------------------------
svn:mergeinfo =
Added: commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleVectorialPointChecker.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleVectorialPointChecker.java?rev=758053&view=auto
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleVectorialPointChecker.java (added)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleVectorialPointChecker.java Tue Mar 24 22:12:32 2009
@@ -0,0 +1,92 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.optimization;
+
+import org.apache.commons.math.util.MathUtils;
+
+/**
+ * Simple implementation of the {@link VectorialConvergenceChecker} interface using
+ * only point coordinates.
+ * <p>
+ * Convergence is considered to have been reached if either the relative
+ * difference between each point coordinate are smaller than a threshold
+ * or if either the absolute difference between the point coordinates are
+ * smaller than another threshold.
+ * </p>
+ * @version $Revision$ $Date$
+ * @since 2.0
+ */
+public class SimpleVectorialPointChecker implements VectorialConvergenceChecker {
+
+ /** Serializable version identifier. */
+ private static final long serialVersionUID = 6571098732056285089L;
+
+ /** Default relative threshold. */
+ private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON;
+
+ /** Default absolute threshold. */
+ private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN;
+
+ /** Relative tolerance threshold. */
+ private final double relativeThreshold;
+
+ /** Absolute tolerance threshold. */
+ private final double absoluteThreshold;
+
+ /** Build an instance with default threshold.
+ */
+ public SimpleVectorialPointChecker() {
+ this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD;
+ this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD;
+ }
+
+ /** Build an instance with a specified threshold.
+ * <p>
+ * In order to perform only relative checks, the absolute tolerance
+ * must be set to a negative value. In order to perform only absolute
+ * checks, the relative tolerance must be set to a negative value.
+ * </p>
+ * @param relativeThreshold relative tolerance threshold
+ * @param absoluteThreshold absolute tolerance threshold
+ */
+ public SimpleVectorialPointChecker(final double relativeThreshold,
+ final double absoluteThreshold) {
+ this.relativeThreshold = relativeThreshold;
+ this.absoluteThreshold = absoluteThreshold;
+ }
+
+ /** {@inheritDoc} */
+ public boolean converged(final int iteration,
+ final VectorialPointValuePair previous,
+ final VectorialPointValuePair current) {
+ final double[] p = previous.getPointRef();
+ final double[] c = current.getPointRef();
+ for (int i = 0; i < p.length; ++i) {
+ final double pi = p[i];
+ final double ci = c[i];
+ final double difference = Math.abs(pi - ci);
+ final double size = Math.max(Math.abs(pi), Math.abs(ci));
+ if ((difference > (size * relativeThreshold)) &&
+ (difference > absoluteThreshold)) {
+ return false;
+ }
+ }
+ return true;
+ }
+
+}
Propchange: commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleVectorialPointChecker.java
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svn:eol-style = native
Propchange: commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/SimpleVectorialPointChecker.java
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svn:keywords = Author Date Id Revision