Control class for iterative solvers.
Used by iterative methods to determine whether the iteration should be continued. To this respect, the virtual function check()
is called in each iteration with the current iteration step and the value indicating convergence (usually the residual).
After the iteration has terminated, the functions last_value
and last_step
can be used to obtain information about the final state of the iteration.
check()
can be replaced in derived classes to allow for more sophisticated tests.
The return states of the check function are of type State, which is an enum local to this class. It indicates the state the solver is in.
The possible values of State are
iterate = 0
: continue the iteration. success:
the goal is reached, the iterative method can terminate successfully. failure:
the iterative method should stop because convergence could not be achieved or at least was not achieved within the given maximal number of iterations. enum SolverControl::State |
SolverControl::SolverControl | ( | const unsigned int | n = 100 , |
|
const double | tol = 1.e-10 , |
|||
const bool | log_history = false , |
|||
const bool | log_result = true | |||
) |
Constructor. The parameters n
and tol
are the maximum number of iteration steps before failure and the tolerance to determine success of the iteration.
log_history
specifies whether the history (i.e. the value to be checked and the number of the iteration step) shall be printed to deallog
stream. Default is: do not print. Similarly, log_result
specifies the whether the final result is logged to deallog
. Default is yes.
virtual SolverControl::~SolverControl | ( | ) | [virtual] |
Virtual destructor is needed as there are virtual functions in this class.
static void SolverControl::declare_parameters | ( | ParameterHandler & | param | ) | [static] |
Interface to parameter file.
Reimplemented in ReductionControl.
void SolverControl::parse_parameters | ( | ParameterHandler & | param | ) |
Read parameters from file.
Reimplemented in ReductionControl.
Decide about success or failure of an iteration. This function gets the current iteration step to determine, whether the allowed number of steps has been exceeded and returns failure
in this case. If check_value
is below the prescribed tolerance, it returns success
. In all other cases iterate
is returned to suggest continuation of the iterative procedure.
The iteration is also aborted if the residual becomes a denormalized value (NaN
). Note, however, that this check is only performed if the isnan
function is provided by the operating system, which is not always true. The configure
scripts checks for this and sets the flag HAVE_ISNAN
in the file Make.global_options
if this function was found.
check()
additionally preserves step
and check_value
. These values are accessible by last_value()
and last_step()
.
Derived classes may overload this function, e.g. to log the convergence indicators (check_value
) or to do other computations.
Reimplemented in ReductionControl.
Referenced by EigenInverse< VECTOR >::solve(), and EigenPower< VECTOR >::solve().
State SolverControl::last_check | ( | ) | const |
Return the result of the last check operation.
double SolverControl::initial_value | ( | ) | const |
Return the initial convergence criterion.
double SolverControl::last_value | ( | ) | const |
Return the convergence value of last iteration step for which check
was called by the solver.
void SolverControl::set_failure_criterion | ( | const double | rel_failure_residual | ) |
Enables the failure check. Solving is stopped with ReturnState
failure
if residual>failure_residual
with failure_residual:=rel_failure_residual*first_residual
.
void SolverControl::clear_failure_criterion | ( | ) |
Disables failure check and resets relative_failure_residual
and failure_residual
to zero.
double SolverControl::tolerance | ( | ) | const |
Tolerance.
double SolverControl::set_tolerance | ( | const | double | ) |
Change tolerance.
void SolverControl::enable_history_data | ( | ) |
Enables writing residuals of each step into a vector for later analysis.
double SolverControl::average_reduction | ( | ) | const |
Average error reduction over all steps.
Requires enable_history_data()
double SolverControl::final_reduction | ( | ) | const |
Error reduction of the last step; for stationary iterations, this approximates the norm of the iteration matrix.
Requires enable_history_data()
Error reduction of any iteration step.
Requires enable_history_data()
void SolverControl::log_history | ( | const | bool | ) |
Log each iteration step. Use log_frequency
for skipping steps.
bool SolverControl::log_history | ( | ) | const |
Returns the log_history
flag.
void SolverControl::log_result | ( | const | bool | ) |
Log start and end step.
bool SolverControl::log_result | ( | ) | const |
Returns the log_result
flag.
unsigned int SolverControl::maxsteps [protected] |
Maximum number of steps.
double SolverControl::tol [protected] |
Prescribed tolerance to be achieved.
State SolverControl::lcheck [protected] |
Result of last check operation.
double SolverControl::initial_val [protected] |
Initial value.
double SolverControl::lvalue [protected] |
Last value of the convergence criterion.
unsigned int SolverControl::lstep [protected] |
Last step.
bool SolverControl::check_failure [protected] |
Is set to true
by set_failure_criterion
and enables failure checking.
double SolverControl::relative_failure_residual [protected] |
double SolverControl::failure_residual [protected] |
failure_residual
equals the first residual multiplied by relative_crit
set by set_failure_criterion
(see there).
Until the first residual is known it is 0.
bool SolverControl::m_log_history [protected] |
Log convergence history to deallog
.
unsigned int SolverControl::m_log_frequency [protected] |
Log only every nth step.
bool SolverControl::m_log_result [protected] |
Log iteration result to deallog
. If true, after finishing the iteration, a statement about failure or success together with lstep
and lvalue
are logged.
bool SolverControl::history_data_enabled [protected] |
Control over the storage of history data. Set by enable_history_data().
std::vector<double> SolverControl::history_data [protected] |
Vector storing the result after each iteration step for later statistical analysis.
Use of this vector is enabled by enable_history_data().