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5f0141ca4c
Changes made in dsp/fourier/internal/fftpack break the formatting used there, so these are reverted. There will be complaints in CI. [git-generate] gofmt -w . go generate gonum.org/v1/gonum/blas go generate gonum.org/v1/gonum/blas/gonum go generate gonum.org/v1/gonum/unit go generate gonum.org/v1/gonum/unit/constant go generate gonum.org/v1/gonum/graph/formats/dot go generate gonum.org/v1/gonum/graph/formats/rdf go generate gonum.org/v1/gonum/stat/card git checkout -- dsp/fourier/internal/fftpack
86 lines
2.0 KiB
Go
86 lines
2.0 KiB
Go
// Copyright ©2015 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package optimize
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import (
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"math"
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)
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// Converger returns the convergence of the optimization based on
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// locations found during optimization. Converger must not modify the value of
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// the provided Location in any of the methods.
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type Converger interface {
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Init(dim int)
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Converged(loc *Location) Status
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}
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var (
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_ Converger = NeverTerminate{}
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_ Converger = (*FunctionConverge)(nil)
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)
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// NeverTerminate implements Converger, always reporting NotTerminated.
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type NeverTerminate struct{}
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func (NeverTerminate) Init(dim int) {}
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func (NeverTerminate) Converged(loc *Location) Status {
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return NotTerminated
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}
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// FunctionConverge tests for insufficient improvement in the optimum value
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// over the last iterations. A FunctionConvergence status is returned if
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// there is no significant decrease for FunctionConverge.Iterations. A
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// significant decrease is considered if
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//
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// f < f_best
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//
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// and
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//
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// f_best - f > FunctionConverge.Relative * maxabs(f, f_best) + FunctionConverge.Absolute
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//
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// If the decrease is significant, then the iteration counter is reset and
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// f_best is updated.
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//
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// If FunctionConverge.Iterations == 0, it has no effect.
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type FunctionConverge struct {
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Absolute float64
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Relative float64
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Iterations int
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first bool
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best float64
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iter int
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}
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func (fc *FunctionConverge) Init(dim int) {
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fc.first = true
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fc.best = 0
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fc.iter = 0
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}
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func (fc *FunctionConverge) Converged(l *Location) Status {
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f := l.F
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if fc.first {
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fc.best = f
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fc.first = false
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return NotTerminated
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}
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if fc.Iterations == 0 {
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return NotTerminated
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}
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maxAbs := math.Max(math.Abs(f), math.Abs(fc.best))
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if f < fc.best && fc.best-f > fc.Relative*maxAbs+fc.Absolute {
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fc.best = f
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fc.iter = 0
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return NotTerminated
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}
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fc.iter++
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if fc.iter < fc.Iterations {
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return NotTerminated
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}
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return FunctionConvergence
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}
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