Add EvaluationRmsChecker

Convergence checker for Evaluations that decides based on change in RMS.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1599359 13f79535-47bb-0310-9956-ffa450edef68

src/main/java/org/apache/commons/math3/fitting/leastsquares/EvaluationRmsChecker.java

@@ -0,0 +1,76 @@
+/*
+ * 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.math3.fitting.leastsquares;
+
+import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation;
+import org.apache.commons.math3.optim.ConvergenceChecker;
+import org.apache.commons.math3.util.Precision;
+
+/**
+ * Check if an optimization has converged based on the change in computed RMS.
+ *
+ * @version $Id$
+ * @since 3.4
+ */
+public class EvaluationRmsChecker implements ConvergenceChecker<Evaluation> {
+
+    /** relative tolerance for comparisons. */
+    private final double relTol;
+    /** absolute tolerance for comparisons. */
+    private final double absTol;
+
+    /**
+     * Create a convergence checker for the RMS with the same relative and absolute
+     * tolerance.
+     *
+     * <p>Convenience constructor for when the relative and absolute tolerances are the
+     * same. Same as {@code new EvaluationRmsChecker(tol, tol)}.
+     *
+     * @param tol the relative and absolute tolerance.
+     * @see #EvaluationRmsChecker(double, double)
+     */
+    public EvaluationRmsChecker(final double tol) {
+        this(tol, tol);
+    }
+
+    /**
+     * Create a convergence checker for the RMS with a relative and absolute tolerance.
+     *
+     * <p>The optimization has converged when the RMS of consecutive evaluations are equal
+     * to within the given relative tolerance or absolute tolerance.
+     *
+     * @param relTol the relative tolerance.
+     * @param absTol the absolute tolerance.
+     * @see Precision#equals(double, double, double)
+     * @see Precision#equalsWithRelativeTolerance(double, double, double)
+     */
+    public EvaluationRmsChecker(final double relTol, final double absTol) {
+        this.relTol = relTol;
+        this.absTol = absTol;
+    }
+
+    /** {@inheritDoc} */
+    public boolean converged(final int iteration,
+                             final Evaluation previous,
+                             final Evaluation current) {
+        final double prevRms = previous.getRMS();
+        final double currRms = current.getRMS();
+        return Precision.equals(prevRms, currRms, this.absTol) ||
+                Precision.equalsWithRelativeTolerance(prevRms, currRms, this.relTol);
+    }
+
+}

src/test/java/org/apache/commons/math3/fitting/leastsquares/EvaluationRmsCheckerTest.java

@@ -0,0 +1,86 @@
+/*
+ * 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.math3.fitting.leastsquares;
+
+import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation;
+import org.apache.commons.math3.linear.RealMatrix;
+import org.apache.commons.math3.linear.RealVector;
+import org.apache.commons.math3.optim.ConvergenceChecker;
+import org.junit.Assert;
+import org.junit.Test;
+
+/** Unit tests for {@link EvaluationRmsChecker}. */
+public class EvaluationRmsCheckerTest {
+
+    /** check {@link EvaluationRmsChecker#converged(int, Evaluation, Evaluation)}. */
+    @Test
+    public void testConverged() {
+        //setup
+        ConvergenceChecker<Evaluation> checker = new EvaluationRmsChecker(0.1, 1);
+        Evaluation e200 = mockEvaluation(200);
+        Evaluation e1 = mockEvaluation(1);
+
+        //action + verify
+        //just matches rel tol
+        Assert.assertEquals(true, checker.converged(0, e200, mockEvaluation(210)));
+        //just matches abs tol
+        Assert.assertEquals(true, checker.converged(0, e1, mockEvaluation(1.9)));
+        //matches both
+        Assert.assertEquals(true, checker.converged(0, e1, mockEvaluation(1.01)));
+        //matches neither
+        Assert.assertEquals(false, checker.converged(0, e200, mockEvaluation(300)));
+    }
+
+    /**
+     * Create a mock {@link Evaluation}.
+     *
+     * @param rms the evaluation's rms.
+     * @return a new mock evaluation.
+     */
+    private static Evaluation mockEvaluation(final double rms) {
+        return new Evaluation() {
+            public RealMatrix getCovariances(double threshold) {
+                return null;
+            }
+
+            public RealVector getSigma(double covarianceSingularityThreshold) {
+                return null;
+            }
+
+            public double getRMS() {
+                return rms;
+            }
+
+            public RealMatrix getJacobian() {
+                return null;
+            }
+
+            public double getCost() {
+                return 0;
+            }
+
+            public RealVector getResiduals() {
+                return null;
+            }
+
+            public RealVector getPoint() {
+                return null;
+            }
+        };
+    }
+
+}