gmm_iter.h

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/* -*- c++ -*- (enables emacs c++ mode) */
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/**@file gmm_iter.h
   @author  Yves Renard <[email protected]>
   @date February 10, 2003.
   @brief Iteration object.
*/
 
#ifndef GMM_ITER_H__
#define GMM_ITER_H__
 
#include "gmm_kernel.h"
#include <iomanip>
 
namespace gmm {
 
  /**  The Iteration object calculates whether the solution has reached the
       desired accuracy, or whether the maximum number of iterations has
       been reached. 
 
       The method finished() checks the convergence.  The first()
       method is used to determine the first iteration of the loop.
  */
  class iteration {
  protected :
    double rhsn;       /* Right hand side norm.                            */
    size_type maxiter; /* Max. number of iterations.                       */
    int noise;         /* if noise > 0 iterations are printed.             */
    double resmax;     /* maximum residu.                                  */
    double resminreach, resadd;
    double diverged_res; /* Threshold beyond which the iterative           */
                       /* is considered to diverge.                        */
    size_type nit;     /* iteration number.                                */
    double res;        /* last computed residu.                            */
    std::string name;  /* eventually, name of the method.                  */
    bool written;
    void (*callback)(const gmm::iteration&);
  public :
 
    void init(void) { 
      nit = 0; res = 0.0; written = false; 
      resminreach = 1E200; resadd = 0.0; 
      callback = 0;
    }
 
    iteration(double r = 1.0E-8, int noi = 0, size_type mit = size_type(-1),
              double div_res = 1E200)
      : rhsn(1.0), maxiter(mit), noise(noi), resmax(r), diverged_res(div_res)
    { init(); }
 
    void  operator ++(int) {  nit++; written = false; resadd += res; }
    void  operator ++() { (*this)++; }
 
    bool first(void) { return nit == 0; }
 
    /* get/set the "noisyness" (verbosity) of the solvers */
    int get_noisy(void) const { return noise; }
    void set_noisy(int n) { noise = n; }
    void reduce_noisy(void) { if (noise > 0) noise--; }
 
    double get_resmax(void) const { return resmax; }
    void set_resmax(double r) { resmax = r; }
 
    double get_res() const { return res; }
    void enforce_converged(bool c = true)
    { if (c) res = double(0); else res = rhsn * resmax + double(1); }
 
    /* change the user-definable callback, called after each iteration */
    void set_callback(void (*t)(const gmm::iteration&)) {
      callback = t;
    }
 
    double get_diverged_residual(void) const { return diverged_res; }
    void set_diverged_residual(double r) { diverged_res = r; }
 
    size_type get_iteration(void) const { return nit; }
    void set_iteration(size_type i) { nit = i; }
    
    size_type get_maxiter(void) const { return maxiter; }
    void set_maxiter(size_type i) { maxiter = i; }
 
    double get_rhsnorm(void) const { return rhsn; }
    void set_rhsnorm(double r) { rhsn = r; }
    
    bool converged(void) {
      return !isnan(res) && res <= rhsn * resmax;
    }
    bool converged(double nr) { 
      res = gmm::abs(nr);
      resminreach = std::min(resminreach, res);
      return converged();
    }
    template <typename VECT> bool converged(const VECT &v)
    { return converged(gmm::vect_norm2(v)); }
    bool diverged(void) {
      return isnan(res) || (nit>=maxiter)
                        || (res>=rhsn*diverged_res && nit > 4);
    }
    bool diverged(double nr) {
      res = gmm::abs(nr);
      resminreach = std::min(resminreach, res);
      return diverged();
    }
 
    bool finished(double nr) {
      if (callback) callback(*this);
      if (noise > 0 && !written) {
        double a = (rhsn == 0) ? 1.0 : rhsn;
        converged(nr);
        cout << name << " iter " << std::setw(3) << nit << " residual "
             << std::setw(12) << gmm::abs(nr) / a;
//         if (nit % 100 == 0 && nit > 0) {
//           cout << " (residual min " << resminreach / a << " mean val "
//                << resadd / (100.0 * a) << " )";
//           resadd = 0.0;
//         }
        cout <<  endl;
        written = true;
      }
      return (converged(nr) || diverged(nr));
    }
    template <typename VECT> bool finished_vect(const VECT &v)
    { return finished(double(gmm::vect_norm2(v))); }
 
 
    void set_name(const std::string &n) { name = n; }
    const std::string &get_name(void) const { return name; }
 
  };
 
}
 
#endif /* GMM_ITER_H__ */