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Commons Math example source code file (SimpleScalarValueChecker.java)
The Commons Math SimpleScalarValueChecker.java source code/* * 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.math.optimization; import org.apache.commons.math.util.MathUtils; /** * Simple implementation of the {@link RealConvergenceChecker} interface using * only objective function values. * <p> * Convergence is considered to have been reached if either the relative * difference between the objective function values is smaller than a * threshold or if either the absolute difference between the objective * function values is smaller than another threshold. * </p> * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $ * @since 2.0 */ public class SimpleScalarValueChecker implements RealConvergenceChecker { /** Default relative threshold. */ private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON; /** Default absolute threshold. */ private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN; /** Relative tolerance threshold. */ private final double relativeThreshold; /** Absolute tolerance threshold. */ private final double absoluteThreshold; /** Build an instance with default threshold. */ public SimpleScalarValueChecker() { this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD; this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD; } /** Build an instance with a specified threshold. * <p> * In order to perform only relative checks, the absolute tolerance * must be set to a negative value. In order to perform only absolute * checks, the relative tolerance must be set to a negative value. * </p> * @param relativeThreshold relative tolerance threshold * @param absoluteThreshold absolute tolerance threshold */ public SimpleScalarValueChecker(final double relativeThreshold, final double absoluteThreshold) { this.relativeThreshold = relativeThreshold; this.absoluteThreshold = absoluteThreshold; } /** {@inheritDoc} */ public boolean converged(final int iteration, final RealPointValuePair previous, final RealPointValuePair current) { final double p = previous.getValue(); final double c = current.getValue(); final double difference = Math.abs(p - c); final double size = Math.max(Math.abs(p), Math.abs(c)); return (difference <= (size * relativeThreshold)) || (difference <= absoluteThreshold); } } Other Commons Math examples (source code examples)Here is a short list of links related to this Commons Math SimpleScalarValueChecker.java source code file: |
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