FullPhysics::ChisqConvergence Class Reference

This class tests for convergence of a Levenberg-Marquardt solver. More...

#include <chisq_convergence.h>

Inheritance diagram for FullPhysics::ChisqConvergence:

Collaboration diagram for FullPhysics::ChisqConvergence:

Public Member Functions
	ChisqConvergence (double stopping_criteria=0.001, double dropf=0.1, double boostf=10, double min_chisq=0.01, int max_iteration=50)
	Constructor. More...
virtual	~ChisqConvergence ()
virtual void	convergence_check (const FitStatistic &fit_stat_last, FitStatistic &fit_stat, bool &has_converged, bool &convergence_failed, double &gamma, bool &step_diverged)
	Check for the convergence of a Solver, or if we have taken a divergent step. More...
virtual void	evaluate_quality (FitStatistic &fit_stat, const blitz::Array< double, 1 > &Residual, const blitz::Array< double, 1 > &Residual_cov_diag)
	Evaluates the quality of a converged fit from the residuals and expected residual error. More...
virtual void	initialize_check ()
	Called before the first iteration, in case there is any setup. More...
virtual void	print (std::ostream &Os) const
	Print object to stream. More...
std::string	print_to_string () const
	Print to string. More...

Detailed Description

This class tests for convergence of a Levenberg-Marquardt solver.

This is a simple criteria based just on the chisq. If the chisq is below a given threshold and has changed less than Stopping_criteria, then we are done. If the chisq is larger than the chisq than the last iteration, we say the step has diverged and increase lambda by a boost factor. Otherwise, we reduce lambda by a drop factor.

Definition at line 16 of file chisq_convergence.h.

Constructor & Destructor Documentation

ChisqConvergence()

ChisqConvergence::ChisqConvergence	(	double	stopping_criteria = 0.001,
		double	dropf = 0.1,
		double	boostf = 10,
		double	min_chisq = 0.01,
		int	max_iteration = 50
	)

Constructor.

Definition at line 10 of file chisq_convergence.cc.

~ChisqConvergence()

virtual FullPhysics::ChisqConvergence::~ChisqConvergence ( )

inlinevirtual

Definition at line 22 of file chisq_convergence.h.

Member Function Documentation

convergence_check()

void ChisqConvergence::convergence_check ( const FitStatistic &  fit_stat_last, FitStatistic &  fit_stat, bool &  has_converged, bool &  convergence_failed, double &  gamma, bool &  step_diverged  )

virtual

Check for the convergence of a Solver, or if we have taken a divergent step.

We pass in data from both this iteration and the last. If this is the first iteration, then the last values can be any kind of garbage value that is convenient (e.g., an empty Array) - we don't look at the value.

Parameters

fit_stat_last	FitStatistic from the last iteration.
fit_stat	FitStatistic from this iteration. If we fail convergence, the class may update fit_stat.outcome with the reason for failing.
has_converged	On exit, true if we have converged to a solution.
convergence_failed	On exit, true if we have failed to converge and solver should just give up (e.g., we've exceeded a maximum number of iterations.
gamma	The Levenberg-Marquardt gamma parameter. On input this is value used in this iteration, on exit this is possibly updated to a new value.
step_diverged	On exit, this is true if the last iteration took a divergent step. In that case, we also update gamma to its new value.

Implements FullPhysics::ConvergenceCheck.

Definition at line 27 of file chisq_convergence.cc.

evaluate_quality()

void ChisqConvergence::evaluate_quality ( FitStatistic &  fit_stat_last, const blitz::Array< double, 1 > &  Residual, const blitz::Array< double, 1 > &  Residual_cov_diag  )

virtual

Evaluates the quality of a converged fit from the residuals and expected residual error.

Parameters

fit_stat_last	FitStatistic from the last iteration. An error should occur if fit_stat.fit_succeeded = False
Residual	The residual fit from the solver.
Residual_cov_diag	The expected error for the fit data.

Implements FullPhysics::ConvergenceCheck.

Definition at line 59 of file chisq_convergence.cc.

initialize_check()

virtual void FullPhysics::ConvergenceCheck::initialize_check ( )

inlinevirtualinherited

Called before the first iteration, in case there is any setup.

The default here does nothing, but derived classes can override this to do whatever initialization is needed.

Definition at line 240 of file convergence_check.h.

print()

void ChisqConvergence::print ( std::ostream &  Os ) const

virtual

Print object to stream.

Reimplemented from FullPhysics::ConvergenceCheck.

Definition at line 79 of file chisq_convergence.cc.

print_to_string()

std::string FullPhysics::Printable< ConvergenceCheck >::print_to_string ( ) const

inlineinherited

Print to string.

This is primarily useful for SWIG wrappers to this class, e.g. a to_s method in ruby.

Definition at line 31 of file printable.h.

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The documentation for this class was generated from the following files:

• Implementation/chisq_convergence.h
• Implementation/chisq_convergence.cc