From 326beb22c6aa872cbc0ad3706cfbe706bf9eab41 Mon Sep 17 00:00:00 2001 From: Evan Ward Date: Mon, 2 Jun 2014 21:19:09 +0000 Subject: [PATCH] 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 --- .../leastsquares/EvaluationRmsChecker.java | 76 ++++++++++++++++ .../EvaluationRmsCheckerTest.java | 86 +++++++++++++++++++ 2 files changed, 162 insertions(+) create mode 100644 src/main/java/org/apache/commons/math3/fitting/leastsquares/EvaluationRmsChecker.java create mode 100644 src/test/java/org/apache/commons/math3/fitting/leastsquares/EvaluationRmsCheckerTest.java diff --git a/src/main/java/org/apache/commons/math3/fitting/leastsquares/EvaluationRmsChecker.java b/src/main/java/org/apache/commons/math3/fitting/leastsquares/EvaluationRmsChecker.java new file mode 100644 index 000000000..38f32fd27 --- /dev/null +++ b/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 { + + /** 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. + * + *

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. + * + *

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); + } + +} diff --git a/src/test/java/org/apache/commons/math3/fitting/leastsquares/EvaluationRmsCheckerTest.java b/src/test/java/org/apache/commons/math3/fitting/leastsquares/EvaluationRmsCheckerTest.java new file mode 100644 index 000000000..7c2dc7a1d --- /dev/null +++ b/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 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; + } + }; + } + +}