convergence.hpp

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/*
Copyright© 2014 Akihiro Nishimura

This software is released under the MIT License.
http://opensource.org/licenses/mit-license.php
*/

#ifndef SIG_UTIL_ERROR_CONVERGENCE_HPP
#define SIG_UTIL_ERROR_CONVERGENCE_HPP

#include "../sigutil.hpp"
#include "../distance/norm.hpp"
#include "../helper/maybe.hpp"
#include "../helper/helper_modules.hpp"


namespace sig
{

struct AbsoluteError
{
    template <class T, class F>
    double operator()(T const& value, T const& last_value, F const& norm_func) const
    {
        return norm_func(value, last_value);
    }
};

const AbsoluteError absolute_error;


struct RelativeError
{
    template <class T, class F>
    double operator()(T const& value, T const& last_value, F const& norm_func) const
    {
        return norm_func(value, last_value) / norm_func(last_value);
    }
};

const RelativeError relative_error;



class ManageConvergenceSimple
{
    const double epsilon_;
    Maybe<double> last_value_;
    bool conv_;

public:

    ManageConvergenceSimple(double epsilon) : epsilon_(epsilon), last_value_(Nothing(0)), conv_(false) {}


    bool update(double value){
        conv_ = isJust(last_value_) && abs_delta(value, fromJust(last_value_)) < epsilon_;
        last_value_ <<= value;

        return conv_;
    }

    double get_value() const{ return isJust(last_value_) ? fromJust(last_value_) : -1;  }

    bool is_convergence() const{ return conv_; }
};



template <class T, class Criteria = RelativeError, class F = Norm<2>>
class ManageConvergence
{
    const double epsilon_;
    const F norm_func_;
    const Criteria criteria_;
    Maybe<T> last_value_;
    bool conv_;

public:

    ManageConvergence(double epsilon, F norm_func = norm_L2) : epsilon_(epsilon), norm_func_(norm_func), criteria_(Criteria()), last_value_(Nothing(T())), conv_(false) {}


    bool update(T value){
        conv_ = isJust(last_value_) && criteria_(value, fromJust(last_value_), norm_func_) < epsilon_;
        last_value_ <<= value;

        return conv_;
    }

    bool is_convergence() const{ return conv_; }
};

}
#endif