org.apache.commons.math
Class ConvergingAlgorithmImpl

java.lang.Object
  extended by org.apache.commons.math.ConvergingAlgorithmImpl
All Implemented Interfaces:
ConvergingAlgorithm
Direct Known Subclasses:
AbstractUnivariateRealOptimizer, UnivariateRealIntegratorImpl, UnivariateRealSolverImpl

public abstract class ConvergingAlgorithmImpl
extends Object
implements ConvergingAlgorithm

Provide a default implementation for several functions useful to generic converging algorithms.

Since:
2.0
Version:
$Revision: 786927 $ $Date: 2009-06-20 19:37:47 -0400 (Sat, 20 Jun 2009) $

Field Summary
protected  double absoluteAccuracy
          Maximum absolute error.
protected  double defaultAbsoluteAccuracy
          Default maximum absolute error.
protected  int defaultMaximalIterationCount
          Default maximum number of iterations.
protected  double defaultRelativeAccuracy
          Default maximum relative error.
protected  int iterationCount
          The last iteration count.
protected  int maximalIterationCount
          Maximum number of iterations.
protected  double relativeAccuracy
          Maximum relative error.
 
Constructor Summary
protected ConvergingAlgorithmImpl(int defaultMaximalIterationCount, double defaultAbsoluteAccuracy)
          Construct an algorithm with given iteration count and accuracy.
 
Method Summary
 double getAbsoluteAccuracy()
          Get the actual absolute accuracy.
 int getIterationCount()
          Get the number of iterations in the last run of the algorithm.
 int getMaximalIterationCount()
          Get the upper limit for the number of iterations.
 double getRelativeAccuracy()
          Get the actual relative accuracy.
 void resetAbsoluteAccuracy()
          Reset the absolute accuracy to the default.
 void resetMaximalIterationCount()
          Reset the upper limit for the number of iterations to the default.
 void resetRelativeAccuracy()
          Reset the relative accuracy to the default.
 void setAbsoluteAccuracy(double accuracy)
          Set the absolute accuracy.
 void setMaximalIterationCount(int count)
          Set the upper limit for the number of iterations.
 void setRelativeAccuracy(double accuracy)
          Set the relative accuracy.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

absoluteAccuracy

protected double absoluteAccuracy
Maximum absolute error.


relativeAccuracy

protected double relativeAccuracy
Maximum relative error.


maximalIterationCount

protected int maximalIterationCount
Maximum number of iterations.


defaultAbsoluteAccuracy

protected double defaultAbsoluteAccuracy
Default maximum absolute error.


defaultRelativeAccuracy

protected double defaultRelativeAccuracy
Default maximum relative error.


defaultMaximalIterationCount

protected int defaultMaximalIterationCount
Default maximum number of iterations.


iterationCount

protected int iterationCount
The last iteration count.

Constructor Detail

ConvergingAlgorithmImpl

protected ConvergingAlgorithmImpl(int defaultMaximalIterationCount,
                                  double defaultAbsoluteAccuracy)
Construct an algorithm with given iteration count and accuracy.

Parameters:
defaultAbsoluteAccuracy - maximum absolute error
defaultMaximalIterationCount - maximum number of iterations
Throws:
IllegalArgumentException - if f is null or the defaultAbsoluteAccuracy is not valid
Method Detail

getIterationCount

public int getIterationCount()
Get the number of iterations in the last run of the algorithm.

This is mainly meant for testing purposes. It may occasionally help track down performance problems: if the iteration count is notoriously high, check whether the problem is evaluated properly, and whether another algorithm is more amenable to the problem.

Specified by:
getIterationCount in interface ConvergingAlgorithm
Returns:
the last iteration count.

setAbsoluteAccuracy

public void setAbsoluteAccuracy(double accuracy)
Set the absolute accuracy.

The default is usually chosen so that results in the interval -10..-0.1 and +0.1..+10 can be found with a reasonable accuracy. If the expected absolute value of your results is of much smaller magnitude, set this to a smaller value.

Algorithms are advised to do a plausibility check with the relative accuracy, but clients should not rely on this.

Specified by:
setAbsoluteAccuracy in interface ConvergingAlgorithm
Parameters:
accuracy - the accuracy.

getAbsoluteAccuracy

public double getAbsoluteAccuracy()
Get the actual absolute accuracy.

Specified by:
getAbsoluteAccuracy in interface ConvergingAlgorithm
Returns:
the accuracy

resetAbsoluteAccuracy

public void resetAbsoluteAccuracy()
Reset the absolute accuracy to the default.

The default value is provided by the algorithm implementation.

Specified by:
resetAbsoluteAccuracy in interface ConvergingAlgorithm

setMaximalIterationCount

public void setMaximalIterationCount(int count)
Set the upper limit for the number of iterations.

Usually a high iteration count indicates convergence problems. However, the "reasonable value" varies widely for different algorithms. Users are advised to use the default value supplied by the algorithm.

A ConvergenceException will be thrown if this number is exceeded.

Specified by:
setMaximalIterationCount in interface ConvergingAlgorithm
Parameters:
count - maximum number of iterations

getMaximalIterationCount

public int getMaximalIterationCount()
Get the upper limit for the number of iterations.

Specified by:
getMaximalIterationCount in interface ConvergingAlgorithm
Returns:
the actual upper limit

resetMaximalIterationCount

public void resetMaximalIterationCount()
Reset the upper limit for the number of iterations to the default.

The default value is supplied by the algorithm implementation.

Specified by:
resetMaximalIterationCount in interface ConvergingAlgorithm
See Also:
ConvergingAlgorithm.setMaximalIterationCount(int)

setRelativeAccuracy

public void setRelativeAccuracy(double accuracy)
Set the relative accuracy.

This is used to stop iterations if the absolute accuracy can't be achieved due to large values or short mantissa length.

If this should be the primary criterion for convergence rather then a safety measure, set the absolute accuracy to a ridiculously small value, like MathUtils.SAFE_MIN.

Specified by:
setRelativeAccuracy in interface ConvergingAlgorithm
Parameters:
accuracy - the relative accuracy.

getRelativeAccuracy

public double getRelativeAccuracy()
Get the actual relative accuracy.

Specified by:
getRelativeAccuracy in interface ConvergingAlgorithm
Returns:
the accuracy

resetRelativeAccuracy

public void resetRelativeAccuracy()
Reset the relative accuracy to the default. The default value is provided by the algorithm implementation.

Specified by:
resetRelativeAccuracy in interface ConvergingAlgorithm


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