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Diffstat (limited to 'src/main/java/org/apache/commons/math/optimization/SimpleScalarValueChecker.java')
-rw-r--r-- | src/main/java/org/apache/commons/math/optimization/SimpleScalarValueChecker.java | 81 |
1 files changed, 81 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/optimization/SimpleScalarValueChecker.java b/src/main/java/org/apache/commons/math/optimization/SimpleScalarValueChecker.java new file mode 100644 index 0000000..fbfd30c --- /dev/null +++ b/src/main/java/org/apache/commons/math/optimization/SimpleScalarValueChecker.java @@ -0,0 +1,81 @@ +/* + * 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.FastMath; +import org.apache.commons.math.util.MathUtils; + +/** + * Simple implementation of the {@link RealConvergenceChecker} interface using + * only objective function values. + * <p> + * Convergence is considered to have been reached if either the relative + * difference between the objective function values is smaller than a + * threshold or if either the absolute difference between the objective + * function values is smaller than another threshold. + * </p> + * @version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $ + * @since 2.0 + */ +public class SimpleScalarValueChecker implements RealConvergenceChecker { + + /** 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 SimpleScalarValueChecker() { + 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 SimpleScalarValueChecker(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.getValue(); + final double c = current.getValue(); + final double difference = FastMath.abs(p - c); + final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c)); + return (difference <= (size * relativeThreshold)) || (difference <= absoluteThreshold); + } +} |