com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative
Class RelativeTolerance

java.lang.Object
  com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.RelativeTolerance

All Implemented Interfaces:

Tolerance

public class RelativeTolerance
extends java.lang.Object
implements Tolerance

The stopping criteria is that the norm of the residual r relative to the input base is equal to or smaller than the specified tolerance, that is,

 ||r||2
 ------ ≤ tolerance
  base
 

For example, a Tolerance instance which compares the residual norm relative to the right-hand side b of a linear system Ax = b can be created as follows:

Tolerance tolerance = new RelativeTolerance(b.norm());

Or, one which compares the residual norm relative to the initial residual can be created as follows:

Tolerance tolerance = new RelativeTolerance(b.minus(A.multiply(x0)).norm());

Field Summary

static double

DEFAULT_TOLERANCE default tolerance

Constructor Summary

RelativeTolerance(double base)
Create an instance which uses DEFAULT_TOLERANCE.

RelativeTolerance(double base, double tolerance)
Create an instance which uses the specified tolerance.

Method Summary

boolean

updateResidualNorm(double norm) Check if the updated residual satisfies the tolerance criteria.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT_TOLERANCE

public static final double DEFAULT_TOLERANCE

default tolerance

See Also:

Constant Field Values

Constructor Detail

RelativeTolerance

public RelativeTolerance(double base)

Create an instance which uses DEFAULT_TOLERANCE.

RelativeTolerance

public RelativeTolerance(double base,
                         double tolerance)

Create an instance which uses the specified tolerance.

Parameters:

tolerance - the residual norm criteria

Method Detail

updateResidualNorm

public boolean updateResidualNorm(double norm)

Description copied from interface: Tolerance

Check if the updated residual satisfies the tolerance criteria.

Specified by:

updateResidualNorm in interface Tolerance

Parameters:

norm - the norm of the updated residual

Returns:

true if the residual norm is small enough