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using System;
using System.Diagnostics;
namespace IStation.Numerics.LinearAlgebra.Solvers
{
///
/// Monitors an iterative calculation for signs of divergence.
///
public sealed class DivergenceStopCriterion : IIterationStopCriterion where T : struct, IEquatable, IFormattable
{
///
/// The maximum relative increase the residual may experience without triggering a divergence warning.
///
double _maximumRelativeIncrease;
///
/// The number of iterations over which a residual increase should be tracked before issuing a divergence warning.
///
int _minimumNumberOfIterations;
///
/// The status of the calculation
///
IterationStatus _status = IterationStatus.Continue;
///
/// The array that holds the tracking information.
///
double[] _residualHistory;
///
/// The iteration number of the last iteration.
///
int _lastIteration = -1;
///
/// Initializes a new instance of the class with the specified maximum
/// relative increase and the specified minimum number of tracking iterations.
///
/// The maximum relative increase that the residual may experience before a divergence warning is issued.
/// The minimum number of iterations over which the residual must grow before a divergence warning is issued.
public DivergenceStopCriterion(double maximumRelativeIncrease = 0.08, int minimumIterations = 10)
{
if (maximumRelativeIncrease <= 0)
{
throw new ArgumentOutOfRangeException(nameof(maximumRelativeIncrease));
}
// There must be at least three iterations otherwise we can't calculate the relative increase
if (minimumIterations < 3)
{
throw new ArgumentOutOfRangeException(nameof(minimumIterations));
}
_maximumRelativeIncrease = maximumRelativeIncrease;
_minimumNumberOfIterations = minimumIterations;
}
///
/// Gets or sets the maximum relative increase that the residual may experience before a divergence warning is issued.
///
/// Thrown if the Maximum is set to zero or below.
public double MaximumRelativeIncrease
{
[DebuggerStepThrough]
get => _maximumRelativeIncrease;
[DebuggerStepThrough]
set
{
if (value <= 0)
{
throw new ArgumentOutOfRangeException(nameof(value));
}
_maximumRelativeIncrease = value;
}
}
///
/// Gets or sets the minimum number of iterations over which the residual must grow before
/// issuing a divergence warning.
///
/// Thrown if the value is set to less than one.
public int MinimumNumberOfIterations
{
[DebuggerStepThrough]
get => _minimumNumberOfIterations;
[DebuggerStepThrough]
set
{
// There must be at least three iterations otherwise we can't calculate
// the relative increase
if (value < 3)
{
throw new ArgumentOutOfRangeException(nameof(value));
}
_minimumNumberOfIterations = value;
}
}
///
/// Determines the status of the iterative calculation based on the stop criteria stored
/// by the current . Result is set into Status field.
///
/// The number of iterations that have passed so far.
/// The vector containing the current solution values.
/// The right hand side vector.
/// The vector containing the current residual vectors.
///
/// The individual stop criteria may internally track the progress of the calculation based
/// on the invocation of this method. Therefore this method should only be called if the
/// calculation has moved forwards at least one step.
///
public IterationStatus DetermineStatus(int iterationNumber, Vector solutionVector, Vector sourceVector, Vector residualVector)
{
if (iterationNumber < 0)
{
throw new ArgumentOutOfRangeException(nameof(iterationNumber));
}
if (_lastIteration >= iterationNumber)
{
// We have already stored the actual last iteration number
// For now do nothing. We only care about the next step.
return _status;
}
if ((_residualHistory == null) || (_residualHistory.Length != RequiredHistoryLength))
{
_residualHistory = new double[RequiredHistoryLength];
}
// We always track the residual.
// Move the old versions one element up in the array.
for (var i = 1; i < _residualHistory.Length; i++)
{
_residualHistory[i - 1] = _residualHistory[i];
}
// Store the infinity norms of both the solution and residual vectors
// These values will be used to calculate the relative drop in residuals later on.
_residualHistory[_residualHistory.Length - 1] = residualVector.InfinityNorm();
// Check if we have NaN's. If so we've gone way beyond normal divergence.
// Stop the iteration.
if (double.IsNaN(_residualHistory[_residualHistory.Length - 1]))
{
_status = IterationStatus.Diverged;
return _status;
}
// Check if we are diverging and if so set the status
_status = IsDiverging() ? IterationStatus.Diverged : IterationStatus.Continue;
_lastIteration = iterationNumber;
return _status;
}
///
/// Detect if solution is diverging
///
/// true if diverging, otherwise false
bool IsDiverging()
{
// Run for each variable
for (var i = 1; i < _residualHistory.Length; i++)
{
var difference = _residualHistory[i] - _residualHistory[i - 1];
// Divergence is occurring if:
// - the last residual is larger than the previous one
// - the relative increase of the residual is larger than the setting allows
if ((difference < 0) || (_residualHistory[i - 1]*(1 + _maximumRelativeIncrease) >= _residualHistory[i]))
{
// No divergence taking place within the required number of iterations
// So reset and stop the iteration. There is no way we can get to the
// required number of iterations anymore.
return false;
}
}
return true;
}
///
/// Gets required history Length
///
int RequiredHistoryLength
{
[DebuggerStepThrough]
get => _minimumNumberOfIterations + 1;
}
///
/// Gets the current calculation status.
///
public IterationStatus Status
{
[DebuggerStepThrough]
get => _status;
}
///
/// Resets the to the pre-calculation state.
///
public void Reset()
{
_status = IterationStatus.Continue;
_lastIteration = -1;
_residualHistory = null;
}
///
/// Clones the current and its settings.
///
/// A new instance of the class.
public IIterationStopCriterion Clone()
{
return new DivergenceStopCriterion(_maximumRelativeIncrease, _minimumNumberOfIterations);
}
}
}