RelativeParameterConvergence Class

Relative parameter change convergence criteria.

Inheritance Hierarchy

SystemObject
Accord.MathRelativeParameterConvergence

Namespace: Accord.Math
Assembly: Accord.Math (in Accord.Math.dll) Version: 3.8.0

Syntax

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public class RelativeParameterConvergence : IConvergence<double[]>, 
	IConvergence

Public Class RelativeParameterConvergence
	Implements IConvergence(Of Double()), IConvergence

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The RelativeParameterConvergence type exposes the following members.

Constructors

	Name	Description
	RelativeParameterConvergence	Initializes a new instance of the RelativeParameterConvergence class.
	RelativeParameterConvergence(Int32, Double)	Initializes a new instance of the RelativeParameterConvergence class.

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Properties

	Name	Description
	CurrentIteration	Gets or sets the current iteration number.
	Delta	Gets the maximum relative parameter change after the last iteration.
	HasConverged	Gets whether the algorithm has converged.
	HasDiverged	Gets whether the algorithm has diverged.
	Iterations	Obsolete. Please use MaxIterations instead.
	MaxIterations	Gets or sets the maximum number of iterations performed by the iterative algorithm.
	NewValues	Gets or sets the watched value after the iteration.
	OldValues	Gets or sets the watched value before the iteration.
	Tolerance	Gets or sets the maximum change in the watched value after an iteration of the algorithm used to detect convergence.

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Methods

	Name	Description
	Clear	Clears this instance.
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)

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Extension Methods

	Name	Description
	HasMethod	Checks whether an object implements a method with the given name. (Defined by ExtensionMethods.)
	IsEqual	Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices. (Defined by Matrix.)
	To(Type)	Overloaded. Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime. (Defined by ExtensionMethods.)
	ToT	Overloaded. Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime. (Defined by ExtensionMethods.)

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Remarks

This class can be used to track progress and convergence of methods which rely on the maximum relative change of the values within a parameter vector.

Examples

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// Converge if the maximum change amongst all parameters is less than 0.1:
var criteria = new RelativeParameterConvergence(iterations: 0, tolerance: 0.1);

int progress = 1;
double[] parameters = { 12345.6, 952.12, 1925.1 };

do
{
    // Do some processing...

    // Update current iteration information:
    criteria.NewValues = parameters.Divide(progress++);

} while (!criteria.HasConverged);


// The method will converge after reaching the 
// maximum of 11 iterations with a final value
// of { 1234.56, 95.212, 192.51 }:

int iterations = criteria.CurrentIteration; // 11
var v = criteria.OldValues; // { 1234.56, 95.212, 192.51 }

Reference

Accord.Math Namespace