convergence_check.h

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#ifndef CONVERGENCE_CHECK_H
#define CONVERGENCE_CHECK_H
#include "printable.h"
#include <blitz/array.h>

namespace FullPhysics {
/****************************************************************/
class FitStatistic : public Printable<FitStatistic> {
public:
  enum OUTCOME {NOT_SET = 0, CONVERGE_ALL_BAND_OK = 1, 
                CONVERGE_NOT_ALL_BAND_OK = 2,
                EXCEED_MAX_ITERATION = 3, EXCEED_MAX_DIVERGENT = 4};

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------
  FitStatistic() 
    : fit_succeeded(false), outcome(NOT_SET), number_iteration(0), 
    number_divergent(0), d_sigma_sq(0), d_sigma_sq_scaled(0), 
    chisq_apriori(0), chisq_measured(0), chisq_apriori_fc(0), 
    chisq_measured_fc(0)
  {}

  FitStatistic(bool Fit_succeeded, OUTCOME Outcome, int Number_iteration,
               int Number_divergent, double D_sigma_sq,
               double D_sigma_sq_scaled, double Chisq_apriori,
               double Chisq_measured, double Chisq_apriori_fc,
               double Chisq_measured_fc)
    : fit_succeeded(Fit_succeeded), outcome(Outcome),
      number_iteration(Number_iteration),
      number_divergent(Number_divergent), d_sigma_sq(D_sigma_sq),
      d_sigma_sq_scaled(D_sigma_sq_scaled), chisq_apriori(Chisq_apriori),
      chisq_measured(Chisq_measured), chisq_apriori_fc(Chisq_apriori_fc),
      chisq_measured_fc(Chisq_measured_fc)
  { }

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  void to_stream(std::ostream& os) const
  {
    os.precision(12);
    os << fit_succeeded << " " << outcome << " " << number_iteration << " "
       << number_divergent << " " << d_sigma_sq << " "
       << d_sigma_sq_scaled << " " << chisq_apriori << " "
       << chisq_measured << " " << chisq_apriori_fc << " "
       << chisq_measured_fc << "\n";
  }

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------
  
  void from_stream(std::istream& is)
  {
    int outcome_i;
    is >> fit_succeeded >> outcome_i >> number_iteration
       >> number_divergent >> d_sigma_sq
       >> d_sigma_sq_scaled >> chisq_apriori
       >> chisq_measured >> chisq_apriori_fc
       >> chisq_measured_fc;
    outcome = (OUTCOME) outcome_i;
  }
  
//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  bool fit_succeeded;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------
  
  OUTCOME outcome;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  int number_iteration;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  int number_divergent;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double d_sigma_sq;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double d_sigma_sq_scaled;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double gamma2() const {return chisq_apriori + chisq_measured;}

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double gamma2_fc() const {return chisq_apriori_fc + chisq_measured_fc;}

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double chisq_apriori;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double chisq_measured;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double chisq_apriori_fc;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double chisq_measured_fc;
  void print(std::ostream& Os) const;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double chisq_measure_norm(const blitz::Array<double, 1>& Residual,
            const blitz::Array<double, 1>& Residual_cov_diag) const
  { return sum(Residual * Residual / Residual_cov_diag) / Residual.rows(); }

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double residual_abs_rms(const blitz::Array<double, 1>& Residual) const
  { return sqrt(sum(Residual * Residual) / Residual.rows()); }

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double residual_rel_rms(const blitz::Array<double, 1>& Residual,
                          const blitz::Array<double, 1>& Rad_measure) const
  { return residual_abs_rms(Residual) / 
      (sum(Rad_measure) / Rad_measure.rows()); }

};

inline std::istream& operator>>(std::istream& Is, FitStatistic& Fstat)
{
  Fstat.from_stream(Is);
  return Is;
}

/****************************************************************/
class ConvergenceCheck : public Printable<ConvergenceCheck> {
public:
  virtual ~ConvergenceCheck() {}

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual void convergence_check(const FitStatistic& fit_stat_last,
                                 FitStatistic& fit_stat,
                                 bool& has_converged,
                                 bool& convergence_failed,
                                 double& gamma,
                                 bool& step_diverged) = 0;

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------


  virtual void evaluate_quality(FitStatistic& fit_stat_last,
                                const blitz::Array<double, 1>& Residual,
                                const blitz::Array<double, 1>& Residual_cov_diag) = 0;


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual void initialize_check() {}

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual void print(std::ostream& Os) const { Os << "ConvergenceCheck";}
};
}
#endif