MoochoPack::CheckDecompositionFromPy_Step Class Reference

Check if the decomposition is going singular and if it is select a new decomposition. More...

#include <MoochoPack_CheckDecompositionFromPy_Step.hpp>

Inheritance diagram for MoochoPack::CheckDecompositionFromPy_Step:

[legend]List of all members.

Overridden from AlgorithmStep
bool	do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
void	print_step (const Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
Public Member Functions
	STANDARD_COMPOSITION_MEMBERS (NewDecompositionSelection_Strategy, new_decomp_strategy)
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_decomposition_cond_change_frac)
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_cond)
	CheckDecompositionFromPy_Step (const new_decomp_strategy_ptr_t &new_decomp_strategy, value_type max_decomposition_cond_change_frac=100.0)
void	reset ()
	Call the reset initialization of all defaults.

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Detailed Description

Check if the decomposition is going singular and if it is select a new decomposition.

This steps checks if the decomposition is going singular by looking to see if the computation for the range space step looks bad.

In particular we want to know how cond(R) is changing. We know that:

 py = -inv(R) * c
 --> ||py|| <= ||inv(R)|| * ||c||
 --> ||py|| / ||c|| <= ||inv(R)||
 --> ( ||py|| / ||c|| ) * ||R|| <= ||inv(R)|| * ||R|| = cond(R)
 

If we assume ||R|| > 1 we know that cond(R) > beta = ||py||/||c|| so if beta is very large then cond(R) is even larger. Since the best decomposition we can find may be fairly illconditioned we may not want to use and absolute measure of beta to determine if the decomposition is illconditioned. Instead we will look at the change in beta between iterations and if beta gets very much larger than its minimum value (i.e. beta / beta_min > max_cond_change ( default = 10000 ) ) then we will select a new decomposition. Also if beta > max_cond ( default = 0.01 / mach_eps ) then we know we will be computing inacurate solutions so we must select a new decomposition.

Definition at line 63 of file MoochoPack_CheckDecompositionFromPy_Step.hpp.

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Constructor & Destructor Documentation

MoochoPack::CheckDecompositionFromPy_Step::CheckDecompositionFromPy_Step	(	const new_decomp_strategy_ptr_t &	new_decomp_strategy,
		value_type	max_decomposition_cond_change_frac = 100.0
	)

Definition at line 40 of file MoochoPack_CheckDecompositionFromPy_Step.cpp.

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Member Function Documentation

MoochoPack::CheckDecompositionFromPy_Step::STANDARD_COMPOSITION_MEMBERS	(	NewDecompositionSelection_Strategy	,
		new_decomp_strategy
	)

MoochoPack::CheckDecompositionFromPy_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		max_decomposition_cond_change_frac
	)

MoochoPack::CheckDecompositionFromPy_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		max_cond
	)

void MoochoPack::CheckDecompositionFromPy_Step::reset

(

)

Call the reset initialization of all defaults.

Definition at line 51 of file MoochoPack_CheckDecompositionFromPy_Step.cpp.

bool MoochoPack::CheckDecompositionFromPy_Step::do_step	(	Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss
	)

Definition at line 57 of file MoochoPack_CheckDecompositionFromPy_Step.cpp.

void MoochoPack::CheckDecompositionFromPy_Step::print_step	(	const Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss,
		std::ostream &	out,
		const std::string &	leading_str
	)			const

Definition at line 128 of file MoochoPack_CheckDecompositionFromPy_Step.cpp.

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The documentation for this class was generated from the following files:

• MoochoPack_CheckDecompositionFromPy_Step.hpp
• MoochoPack_CheckDecompositionFromPy_Step.cpp

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