    001    /*
    002     * Licensed to the Apache Software Foundation (ASF) under one or more
    003     * contributor license agreements.  See the NOTICE file distributed with
    004     * this work for additional information regarding copyright ownership.
    005     * The ASF licenses this file to You under the Apache License, Version 2.0
    006     * (the "License"); you may not use this file except in compliance with
    007     * the License.  You may obtain a copy of the License at
    008     *
    009     *      http://www.apache.org/licenses/LICENSE-2.0
    010     *
    011     * Unless required by applicable law or agreed to in writing, software
    012     * distributed under the License is distributed on an "AS IS" BASIS,
    013     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    014     * See the License for the specific language governing permissions and
    015     * limitations under the License.
    016     */
    017
    018    package org.apache.commons.math.optimization;
    019
    020    import org.apache.commons.math.util.FastMath;
    021    import org.apache.commons.math.util.MathUtils;
    022
    023    /**
    024     * Simple implementation of the {@link VectorialConvergenceChecker} interface using
    025     * only point coordinates.
    026     * <p>
    027     * Convergence is considered to have been reached if either the relative
    028     * difference between each point coordinate are smaller than a threshold
    029     * or if either the absolute difference between the point coordinates are
    030     * smaller than another threshold.
    031     * </p>
    032     * @version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 ao??t 2010) $
    033     * @since 2.0
    034     */
    035    public class SimpleVectorialPointChecker implements VectorialConvergenceChecker {
    036
    037        /** Default relative threshold. */
    038        private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON;
    039
    040        /** Default absolute threshold. */
    041        private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN;
    042
    043        /** Relative tolerance threshold. */
    044        private final double relativeThreshold;
    045
    046        /** Absolute tolerance threshold. */
    047        private final double absoluteThreshold;
    048
    049       /** Build an instance with default threshold.
    050         */
    051        public SimpleVectorialPointChecker() {
    052            this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD;
    053            this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD;
    054        }
    055
    056        /** Build an instance with a specified threshold.
    057         * <p>
    058         * In order to perform only relative checks, the absolute tolerance
    059         * must be set to a negative value. In order to perform only absolute
    060         * checks, the relative tolerance must be set to a negative value.
    061         * </p>
    062         * @param relativeThreshold relative tolerance threshold
    063         * @param absoluteThreshold absolute tolerance threshold
    064         */
    065        public SimpleVectorialPointChecker(final double relativeThreshold,
    066                                           final double absoluteThreshold) {
    067            this.relativeThreshold = relativeThreshold;
    068            this.absoluteThreshold = absoluteThreshold;
    069        }
    070
    071        /** {@inheritDoc} */
    072        public boolean converged(final int iteration,
    073                                 final VectorialPointValuePair previous,
    074                                 final VectorialPointValuePair current) {
    075            final double[] p = previous.getPointRef();
    076            final double[] c = current.getPointRef();
    077            for (int i = 0; i < p.length; ++i) {
    078                final double pi         = p[i];
    079                final double ci         = c[i];
    080                final double difference = FastMath.abs(pi - ci);
    081                final double size       = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
    082                if ((difference > (size * relativeThreshold)) &&
    083                    (difference > absoluteThreshold)) {
    084                    return false;
    085                }
    086            }
    087            return true;
    088        }
    089
    090    }