ReFRACtor
FullPhysics::ConvergenceCheck Class Referenceabstract

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

#include <convergence_check.h>

+ Inheritance diagram for FullPhysics::ConvergenceCheck:
+ Collaboration diagram for FullPhysics::ConvergenceCheck:

Public Member Functions

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
 Check for the convergence of a Solver, or if we have taken a divergent step. More...
 
virtual void evaluate_quality (FitStatistic &fit_stat_last, const blitz::Array< double, 1 > &Residual, const blitz::Array< double, 1 > &Residual_cov_diag)=0
 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 description of object. More...
 
std::string print_to_string () const
 Print to string. More...
 

Detailed Description

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

Definition at line 181 of file convergence_check.h.

Constructor & Destructor Documentation

◆ ~ConvergenceCheck()

virtual FullPhysics::ConvergenceCheck::~ConvergenceCheck ( )
inlinevirtual

Definition at line 183 of file convergence_check.h.

Member Function Documentation

◆ convergence_check()

virtual void FullPhysics::ConvergenceCheck::convergence_check ( const FitStatistic fit_stat_last,
FitStatistic fit_stat,
bool &  has_converged,
bool &  convergence_failed,
double &  gamma,
bool &  step_diverged 
)
pure 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_lastFitStatistic from the last iteration.
fit_statFitStatistic from this iteration. If we fail convergence, the class may update fit_stat.outcome with the reason for failing.
has_convergedOn exit, true if we have converged to a solution.
convergence_failedOn exit, true if we have failed to converge and solver should just give up (e.g., we've exceeded a maximum number of iterations.
gammaThe Levenberg-Marquardt gamma parameter. On input this is value used in this iteration, on exit this is possibly updated to a new value.
step_divergedOn exit, this is true if the last iteration took a divergent step. In that case, we also update gamma to its new value.

Implemented in FullPhysics::ChisqConvergence, and FullPhysics::ConnorConvergence.

◆ evaluate_quality()

virtual void FullPhysics::ConvergenceCheck::evaluate_quality ( FitStatistic fit_stat_last,
const blitz::Array< double, 1 > &  Residual,
const blitz::Array< double, 1 > &  Residual_cov_diag 
)
pure virtual

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

Parameters
fit_stat_lastFitStatistic from the last iteration. An error should occur if fit_stat.fit_succeeded = False
ResidualThe residual fit from the solver.
Residual_cov_diagThe expected error for the fit data.

Implemented in FullPhysics::ChisqConvergence, and FullPhysics::ConnorConvergence.

◆ initialize_check()

virtual void FullPhysics::ConvergenceCheck::initialize_check ( )
inlinevirtual

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()

virtual void FullPhysics::ConvergenceCheck::print ( std::ostream &  Os) const
inlinevirtual

Print description of object.

Reimplemented in FullPhysics::ChisqConvergence, and FullPhysics::ConnorConvergence.

Definition at line 246 of file convergence_check.h.

◆ 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.


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

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Generated Fri Aug 24 2018 15:44:12