Examples of org.apache.commons.math3.util.IterationManager

org.apache.commons.math3.util.IterationManager
This abstract class provides a general framework for managing iterative algorithms. The maximum number of iterations can be set, and methods are provided to monitor the current iteration count. A lightweight event framework is also provided.

     * Creates a new instance of this class, with default iteration manager.
     *
     * @param maxIterations the maximum number of iterations
     */
    public IterativeLinearSolver(final int maxIterations) {
        this.manager = new IterationManager(maxIterations);
    }

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        DimensionMismatchException, NonSelfAdjointOperatorException,
        NonPositiveDefiniteOperatorException, IllConditionedOperatorException,
        MaxCountExceededException {
        checkParameters(a, minv, b, x);


        final IterationManager manager = getIterationManager();
        /* Initialization counts as an iteration. */
        manager.resetIterationCount();
        manager.incrementIterationCount();


        final State state = new State(a, minv, b, x, goodb, shift);
        final IterativeLinearSolverEvent event = new SymmLQEvent(this, state);
        if (state.beta1 == 0.) {
            /* If b = 0 exactly, stop with x = 0. */
            manager.fireTerminationEvent(event);
            return x;
        }
        /* Cause termination if beta is essentially zero. */
        final boolean earlyStop;
        earlyStop = (state.beta < MACH_PREC) || (state.hasConverged);
        manager.fireInitializationEvent(event);
        if (!earlyStop) {
            do {
                manager.incrementIterationCount();
                manager.fireIterationStartedEvent(event);
                state.update();
                manager.fireIterationPerformedEvent(event);
            } while (!state.hasConverged);
        }
        state.refine(x);
        /*
         * The following two lines are a hack because state.x is now refined,
         * so further calls to state.refine() (via event.getSolution()) should
         * *not* return an altered value of state.x.
         */
        state.bstep = 0.;
        state.gammaZeta = 0.;
        manager.fireTerminationEvent(event);
        return x;
    }

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     * Creates a new instance of this class, with default iteration manager.
     *
     * @param maxIterations the maximum number of iterations
     */
    public IterativeLinearSolver(final int maxIterations) {
        this.manager = new IterationManager(maxIterations);
    }

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    public RealVector solveInPlace(final RealLinearOperator a,
        final RealLinearOperator minv, final RealVector b, final RealVector x0)
        throws NullArgumentException, NonSquareOperatorException,
        DimensionMismatchException, MaxCountExceededException {
        checkParameters(a, minv, b, x0);
        final IterationManager manager = getIterationManager();
        // Initialization of default stopping criterion
        manager.resetIterationCount();
        final double rmax = delta * b.getNorm();
        final RealVector bro = RealVector.unmodifiableRealVector(b);


        // Initialization phase counts as one iteration.
        manager.incrementIterationCount();
        // p and x are constructed as copies of x0, since presumably, the type
        // of x is optimized for the calculation of the matrix-vector product
        // A.x.
        final RealVector x = x0;
        final RealVector xro = RealVector.unmodifiableRealVector(x);
        final RealVector p = x.copy();
        RealVector q = a.operate(p);


        final RealVector r = b.combine(1, -1, q);
        final RealVector rro = RealVector.unmodifiableRealVector(r);
        double rnorm = r.getNorm();
        RealVector z;
        if (minv == null) {
            z = r;
        } else {
            z = null;
        }
        IterativeLinearSolverEvent evt;
        evt = new DefaultIterativeLinearSolverEvent(this,
            manager.getIterations(), xro, bro, rro, rnorm);
        manager.fireInitializationEvent(evt);
        if (rnorm <= rmax) {
            manager.fireTerminationEvent(evt);
            return x;
        }
        double rhoPrev = 0.;
        while (true) {
            manager.incrementIterationCount();
            evt = new DefaultIterativeLinearSolverEvent(this,
                manager.getIterations(), xro, bro, rro, rnorm);
            manager.fireIterationStartedEvent(evt);
            if (minv != null) {
                z = minv.operate(r);
            }
            final double rhoNext = r.dotProduct(z);
            if (check && (rhoNext <= 0.)) {
                final NonPositiveDefiniteOperatorException e;
                e = new NonPositiveDefiniteOperatorException();
                final ExceptionContext context = e.getContext();
                context.setValue(OPERATOR, minv);
                context.setValue(VECTOR, r);
                throw e;
            }
            if (manager.getIterations() == 2) {
                p.setSubVector(0, z);
            } else {
                p.combineToSelf(rhoNext / rhoPrev, 1., z);
            }
            q = a.operate(p);
            final double pq = p.dotProduct(q);
            if (check && (pq <= 0.)) {
                final NonPositiveDefiniteOperatorException e;
                e = new NonPositiveDefiniteOperatorException();
                final ExceptionContext context = e.getContext();
                context.setValue(OPERATOR, a);
                context.setValue(VECTOR, p);
                throw e;
            }
            final double alpha = rhoNext / pq;
            x.combineToSelf(1., alpha, p);
            r.combineToSelf(1., -alpha, q);
            rhoPrev = rhoNext;
            rnorm = r.getNorm();
            evt = new DefaultIterativeLinearSolverEvent(this,
                manager.getIterations(), xro, bro, rro, rnorm);
            manager.fireIterationPerformedEvent(evt);
            if (rnorm <= rmax) {
                manager.fireTerminationEvent(evt);
                return x;
            }
        }
    }

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        DimensionMismatchException, NonSelfAdjointOperatorException,
        NonPositiveDefiniteOperatorException, IllConditionedOperatorException,
        MaxCountExceededException {
        checkParameters(a, m, b, x);


        final IterationManager manager = getIterationManager();
        /* Initialization counts as an iteration. */
        manager.resetIterationCount();
        manager.incrementIterationCount();


        final State state;
        state = new State(a, m, b, goodb, shift, delta, check);
        state.init();
        state.refineSolution(x);
        IterativeLinearSolverEvent event;
        event = new DefaultIterativeLinearSolverEvent(this,
                                                      manager.getIterations(),
                                                      x,
                                                      b,
                                                      state.getNormOfResidual());
        if (state.bEqualsNullVector()) {
            /* If b = 0 exactly, stop with x = 0. */
            manager.fireTerminationEvent(event);
            return x;
        }
        /* Cause termination if beta is essentially zero. */
        final boolean earlyStop;
        earlyStop = state.betaEqualsZero() || state.hasConverged();
        manager.fireInitializationEvent(event);
        if (!earlyStop) {
            do {
                manager.incrementIterationCount();
                event = new DefaultIterativeLinearSolverEvent(this,
                                                              manager.getIterations(),
                                                              x,
                                                              b,
                                                              state.getNormOfResidual());
                manager.fireIterationStartedEvent(event);
                state.update();
                state.refineSolution(x);
                event = new DefaultIterativeLinearSolverEvent(this,
                                                              manager.getIterations(),
                                                              x,
                                                              b,
                                                              state.getNormOfResidual());
                manager.fireIterationPerformedEvent(event);
            } while (!state.hasConverged());
        }
        event = new DefaultIterativeLinearSolverEvent(this,
                                                      manager.getIterations(),
                                                      x,
                                                      b,
                                                      state.getNormOfResidual());
        manager.fireTerminationEvent(event);
        return x;
    }

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                                   final RealVector x0)
        throws NullArgumentException, NonPositiveDefiniteOperatorException,
        NonSquareOperatorException, DimensionMismatchException,
        MaxCountExceededException {
        checkParameters(a, m, b, x0);
        final IterationManager manager = getIterationManager();
        // Initialization of default stopping criterion
        manager.resetIterationCount();
        final double rmax = delta * b.getNorm();
        final RealVector bro = RealVector.unmodifiableRealVector(b);


        // Initialization phase counts as one iteration.
        manager.incrementIterationCount();
        // p and x are constructed as copies of x0, since presumably, the type
        // of x is optimized for the calculation of the matrix-vector product
        // A.x.
        final RealVector x = x0;
        final RealVector xro = RealVector.unmodifiableRealVector(x);
        final RealVector p = x.copy();
        RealVector q = a.operate(p);


        final RealVector r = b.combine(1, -1, q);
        final RealVector rro = RealVector.unmodifiableRealVector(r);
        double rnorm = r.getNorm();
        RealVector z;
        if (m == null) {
            z = r;
        } else {
            z = null;
        }
        IterativeLinearSolverEvent evt;
        evt = new DefaultIterativeLinearSolverEvent(this,
            manager.getIterations(), xro, bro, rro, rnorm);
        manager.fireInitializationEvent(evt);
        if (rnorm <= rmax) {
            manager.fireTerminationEvent(evt);
            return x;
        }
        double rhoPrev = 0.;
        while (true) {
            manager.incrementIterationCount();
            evt = new DefaultIterativeLinearSolverEvent(this,
                manager.getIterations(), xro, bro, rro, rnorm);
            manager.fireIterationStartedEvent(evt);
            if (m != null) {
                z = m.operate(r);
            }
            final double rhoNext = r.dotProduct(z);
            if (check && (rhoNext <= 0.)) {
                final NonPositiveDefiniteOperatorException e;
                e = new NonPositiveDefiniteOperatorException();
                final ExceptionContext context = e.getContext();
                context.setValue(OPERATOR, m);
                context.setValue(VECTOR, r);
                throw e;
            }
            if (manager.getIterations() == 2) {
                p.setSubVector(0, z);
            } else {
                p.combineToSelf(rhoNext / rhoPrev, 1., z);
            }
            q = a.operate(p);
            final double pq = p.dotProduct(q);
            if (check && (pq <= 0.)) {
                final NonPositiveDefiniteOperatorException e;
                e = new NonPositiveDefiniteOperatorException();
                final ExceptionContext context = e.getContext();
                context.setValue(OPERATOR, a);
                context.setValue(VECTOR, p);
                throw e;
            }
            final double alpha = rhoNext / pq;
            x.combineToSelf(1., alpha, p);
            r.combineToSelf(1., -alpha, q);
            rhoPrev = rhoNext;
            rnorm = r.getNorm();
            evt = new DefaultIterativeLinearSolverEvent(this,
                manager.getIterations(), xro, bro, rro, rnorm);
            manager.fireIterationPerformedEvent(evt);
            if (rnorm <= rmax) {
                manager.fireTerminationEvent(evt);
                return x;
            }
        }
    }

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                                   final RealVector x0)
        throws NullArgumentException, NonPositiveDefiniteOperatorException,
        NonSquareOperatorException, DimensionMismatchException,
        MaxCountExceededException {
        checkParameters(a, m, b, x0);
        final IterationManager manager = getIterationManager();
        // Initialization of default stopping criterion
        manager.resetIterationCount();
        final double rmax = delta * b.getNorm();
        final RealVector bro = RealVector.unmodifiableRealVector(b);


        // Initialization phase counts as one iteration.
        manager.incrementIterationCount();
        // p and x are constructed as copies of x0, since presumably, the type
        // of x is optimized for the calculation of the matrix-vector product
        // A.x.
        final RealVector x = x0;
        final RealVector xro = RealVector.unmodifiableRealVector(x);
        final RealVector p = x.copy();
        RealVector q = a.operate(p);


        final RealVector r = b.combine(1, -1, q);
        final RealVector rro = RealVector.unmodifiableRealVector(r);
        double rnorm = r.getNorm();
        RealVector z;
        if (m == null) {
            z = r;
        } else {
            z = null;
        }
        IterativeLinearSolverEvent evt;
        evt = new DefaultIterativeLinearSolverEvent(this,
            manager.getIterations(), xro, bro, rro, rnorm);
        manager.fireInitializationEvent(evt);
        if (rnorm <= rmax) {
            manager.fireTerminationEvent(evt);
            return x;
        }
        double rhoPrev = 0.;
        while (true) {
            manager.incrementIterationCount();
            evt = new DefaultIterativeLinearSolverEvent(this,
                manager.getIterations(), xro, bro, rro, rnorm);
            manager.fireIterationStartedEvent(evt);
            if (m != null) {
                z = m.operate(r);
            }
            final double rhoNext = r.dotProduct(z);
            if (check && (rhoNext <= 0.)) {
                final NonPositiveDefiniteOperatorException e;
                e = new NonPositiveDefiniteOperatorException();
                final ExceptionContext context = e.getContext();
                context.setValue(OPERATOR, m);
                context.setValue(VECTOR, r);
                throw e;
            }
            if (manager.getIterations() == 2) {
                p.setSubVector(0, z);
            } else {
                p.combineToSelf(rhoNext / rhoPrev, 1., z);
            }
            q = a.operate(p);
            final double pq = p.dotProduct(q);
            if (check && (pq <= 0.)) {
                final NonPositiveDefiniteOperatorException e;
                e = new NonPositiveDefiniteOperatorException();
                final ExceptionContext context = e.getContext();
                context.setValue(OPERATOR, a);
                context.setValue(VECTOR, p);
                throw e;
            }
            final double alpha = rhoNext / pq;
            x.combineToSelf(1., alpha, p);
            r.combineToSelf(1., -alpha, q);
            rhoPrev = rhoNext;
            rnorm = r.getNorm();
            evt = new DefaultIterativeLinearSolverEvent(this,
                manager.getIterations(), xro, bro, rro, rnorm);
            manager.fireIterationPerformedEvent(evt);
            if (rnorm <= rmax) {
                manager.fireTerminationEvent(evt);
                return x;
            }
        }
    }

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        DimensionMismatchException, NonSelfAdjointOperatorException,
        NonPositiveDefiniteOperatorException, IllConditionedOperatorException,
        MaxCountExceededException {
        checkParameters(a, m, b, x);


        final IterationManager manager = getIterationManager();
        /* Initialization counts as an iteration. */
        manager.resetIterationCount();
        manager.incrementIterationCount();


        final State state;
        state = new State(a, m, b, goodb, shift, delta, check);
        state.init();
        state.refineSolution(x);
        IterativeLinearSolverEvent event;
        event = new DefaultIterativeLinearSolverEvent(this,
                                                      manager.getIterations(),
                                                      x,
                                                      b,
                                                      state.getNormOfResidual());
        if (state.bEqualsNullVector()) {
            /* If b = 0 exactly, stop with x = 0. */
            manager.fireTerminationEvent(event);
            return x;
        }
        /* Cause termination if beta is essentially zero. */
        final boolean earlyStop;
        earlyStop = state.betaEqualsZero() || state.hasConverged();
        manager.fireInitializationEvent(event);
        if (!earlyStop) {
            do {
                manager.incrementIterationCount();
                event = new DefaultIterativeLinearSolverEvent(this,
                                                              manager.getIterations(),
                                                              x,
                                                              b,
                                                              state.getNormOfResidual());
                manager.fireIterationStartedEvent(event);
                state.update();
                state.refineSolution(x);
                event = new DefaultIterativeLinearSolverEvent(this,
                                                              manager.getIterations(),
                                                              x,
                                                              b,
                                                              state.getNormOfResidual());
                manager.fireIterationPerformedEvent(event);
            } while (!state.hasConverged());
        }
        event = new DefaultIterativeLinearSolverEvent(this,
                                                      manager.getIterations(),
                                                      x,
                                                      b,
                                                      state.getNormOfResidual());
        manager.fireTerminationEvent(event);
        return x;
    }

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     * Creates a new instance of this class, with default iteration manager.
     *
     * @param maxIterations the maximum number of iterations
     */
    public IterativeLinearSolver(final int maxIterations) {
        this.manager = new IterationManager(maxIterations);
    }

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                                   final RealVector x0)
        throws NullArgumentException, NonPositiveDefiniteOperatorException,
        NonSquareOperatorException, DimensionMismatchException,
        MaxCountExceededException, NonPositiveDefiniteOperatorException {
        checkParameters(a, m, b, x0);
        final IterationManager manager = getIterationManager();
        // Initialization of default stopping criterion
        manager.resetIterationCount();
        final double rmax = delta * b.getNorm();
        final RealVector bro = RealVector.unmodifiableRealVector(b);


        // Initialization phase counts as one iteration.
        manager.incrementIterationCount();
        // p and x are constructed as copies of x0, since presumably, the type
        // of x is optimized for the calculation of the matrix-vector product
        // A.x.
        final RealVector x = x0;
        final RealVector xro = RealVector.unmodifiableRealVector(x);
        final RealVector p = x.copy();
        RealVector q = a.operate(p);


        final RealVector r = b.combine(1, -1, q);
        final RealVector rro = RealVector.unmodifiableRealVector(r);
        double rnorm = r.getNorm();
        RealVector z;
        if (m == null) {
            z = r;
        } else {
            z = null;
        }
        IterativeLinearSolverEvent evt;
        evt = new DefaultIterativeLinearSolverEvent(this,
            manager.getIterations(), xro, bro, rro, rnorm);
        manager.fireInitializationEvent(evt);
        if (rnorm <= rmax) {
            manager.fireTerminationEvent(evt);
            return x;
        }
        double rhoPrev = 0.;
        while (true) {
            manager.incrementIterationCount();
            evt = new DefaultIterativeLinearSolverEvent(this,
                manager.getIterations(), xro, bro, rro, rnorm);
            manager.fireIterationStartedEvent(evt);
            if (m != null) {
                z = m.operate(r);
            }
            final double rhoNext = r.dotProduct(z);
            if (check && (rhoNext <= 0.)) {
                final NonPositiveDefiniteOperatorException e;
                e = new NonPositiveDefiniteOperatorException();
                final ExceptionContext context = e.getContext();
                context.setValue(OPERATOR, m);
                context.setValue(VECTOR, r);
                throw e;
            }
            if (manager.getIterations() == 2) {
                p.setSubVector(0, z);
            } else {
                p.combineToSelf(rhoNext / rhoPrev, 1., z);
            }
            q = a.operate(p);
            final double pq = p.dotProduct(q);
            if (check && (pq <= 0.)) {
                final NonPositiveDefiniteOperatorException e;
                e = new NonPositiveDefiniteOperatorException();
                final ExceptionContext context = e.getContext();
                context.setValue(OPERATOR, a);
                context.setValue(VECTOR, p);
                throw e;
            }
            final double alpha = rhoNext / pq;
            x.combineToSelf(1., alpha, p);
            r.combineToSelf(1., -alpha, q);
            rhoPrev = rhoNext;
            rnorm = r.getNorm();
            evt = new DefaultIterativeLinearSolverEvent(this,
                manager.getIterations(), xro, bro, rro, rnorm);
            manager.fireIterationPerformedEvent(evt);
            if (rnorm <= rmax) {
                manager.fireTerminationEvent(evt);
                return x;
            }
        }
    }

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