Parallel Colt 0.7.2

cern.colt.matrix.tdouble.algo.solver
Class DefaultDoubleIterationMonitor

java.lang.Object
  extended by cern.colt.matrix.tdouble.algo.solver.AbstractDoubleIterationMonitor
      extended by cern.colt.matrix.tdouble.algo.solver.DefaultDoubleIterationMonitor
All Implemented Interfaces:
DoubleIterationMonitor
Direct Known Subclasses:
CGLSDoubleIterationMonitor, MRNSDDoubleIterationMonitor

public class DefaultDoubleIterationMonitor
extends AbstractDoubleIterationMonitor

Default iteration monitor. This tester checks declares convergence if the absolute value of the residual norm is sufficiently small, or if the relative decrease is small. Divergence is decleared if too many iterations are spent, or the residual has grown too much. NaNs will also cause divergence to be flagged.


Constructor Summary
DefaultDoubleIterationMonitor()
          Constructor for DefaultIterationMonitor.
DefaultDoubleIterationMonitor(int maxIter, double rtol, double atol, double dtol)
          Constructor for DefaultIterationMonitor
 
Method Summary
 double getAbsoluteTolerance()
          Returns the absolute convergence tolerance
 double getDivergenceTolerance()
          Returns the relative divergence tolerance
 int getMaxIterations()
          Returns maximum number of iterations to permit
 double getRelativeTolerance()
          Returns the relative convergence tolerance
 void setAbsoluteTolerance(double atol)
          Sets the absolute convergence tolerance
 void setDivergenceTolerance(double dtol)
          Sets the relative divergence tolerance
 void setMaxIterations(int maxIter)
          Sets maximum number of iterations to permit
 void setRelativeTolerance(double rtol)
          Sets the relative convergence tolerance
 
Methods inherited from class cern.colt.matrix.tdouble.algo.solver.AbstractDoubleIterationMonitor
converged, converged, converged, converged, getIterationReporter, getNormType, isFirst, iterations, next, residual, setFirst, setIterationReporter, setNormType
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

DefaultDoubleIterationMonitor

public DefaultDoubleIterationMonitor(int maxIter,
                                     double rtol,
                                     double atol,
                                     double dtol)
Constructor for DefaultIterationMonitor

Parameters:
maxIter - Maximum number of iterations
rtol - Relative convergence tolerance (to initial residual)
atol - Absolute convergence tolerance
dtol - Relative divergence tolerance (to initial residual)

DefaultDoubleIterationMonitor

public DefaultDoubleIterationMonitor()
Constructor for DefaultIterationMonitor. Default is 100000 iterations at most, relative tolerance of 1e-5, absolute tolerance of 1e-50 and a divergence tolerance of 1e+5.

Method Detail

setMaxIterations

public void setMaxIterations(int maxIter)
Sets maximum number of iterations to permit

Parameters:
maxIter - Maximum number of iterations

getMaxIterations

public int getMaxIterations()
Returns maximum number of iterations to permit


setRelativeTolerance

public void setRelativeTolerance(double rtol)
Sets the relative convergence tolerance

Parameters:
rtol - relative convergence tolerance (to initial residual)

getRelativeTolerance

public double getRelativeTolerance()
Returns the relative convergence tolerance

Returns:
relative convergence tolerance (to initial residual)

setAbsoluteTolerance

public void setAbsoluteTolerance(double atol)
Sets the absolute convergence tolerance

Parameters:
atol - absolute convergence tolerance

getAbsoluteTolerance

public double getAbsoluteTolerance()
Returns the absolute convergence tolerance

Returns:
absolute convergence tolerance

setDivergenceTolerance

public void setDivergenceTolerance(double dtol)
Sets the relative divergence tolerance

Parameters:
dtol - relative divergence tolerance (to initial residual)

getDivergenceTolerance

public double getDivergenceTolerance()
Returns the relative divergence tolerance

Returns:
relative divergence tolerance (to initial residual)

Parallel Colt 0.7.2

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