Java Code Examples for org.apache.commons.math3.exception.util.LocalizedFormats#CONVERGENCE_FAILED
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Example 1
| Source File: ConvergenceException.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Construct the exception.
*/
public ConvergenceException() {
this(LocalizedFormats.CONVERGENCE_FAILED);
}
Example 2
| Source File: SchurTransformer.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Transform original matrix to Schur form.
* @throws MaxCountExceededException if the transformation does not converge
*/
private void transform() {
final int n = matrixT.length;
// compute matrix norm
final double norm = getNorm();
// shift information
final ShiftInfo shift = new ShiftInfo();
// Outer loop over eigenvalue index
int iteration = 0;
int iu = n - 1;
while (iu >= 0) {
// Look for single small sub-diagonal element
final int il = findSmallSubDiagonalElement(iu, norm);
// Check for convergence
if (il == iu) {
// One root found
matrixT[iu][iu] += shift.exShift;
iu--;
iteration = 0;
} else if (il == iu - 1) {
// Two roots found
double p = (matrixT[iu - 1][iu - 1] - matrixT[iu][iu]) / 2.0;
double q = p * p + matrixT[iu][iu - 1] * matrixT[iu - 1][iu];
matrixT[iu][iu] += shift.exShift;
matrixT[iu - 1][iu - 1] += shift.exShift;
if (q >= 0) {
double z = FastMath.sqrt(FastMath.abs(q));
if (p >= 0) {
z = p + z;
} else {
z = p - z;
}
final double x = matrixT[iu][iu - 1];
final double s = FastMath.abs(x) + FastMath.abs(z);
p = x / s;
q = z / s;
final double r = FastMath.sqrt(p * p + q * q);
p /= r;
q /= r;
// Row modification
for (int j = iu - 1; j < n; j++) {
z = matrixT[iu - 1][j];
matrixT[iu - 1][j] = q * z + p * matrixT[iu][j];
matrixT[iu][j] = q * matrixT[iu][j] - p * z;
}
// Column modification
for (int i = 0; i <= iu; i++) {
z = matrixT[i][iu - 1];
matrixT[i][iu - 1] = q * z + p * matrixT[i][iu];
matrixT[i][iu] = q * matrixT[i][iu] - p * z;
}
// Accumulate transformations
for (int i = 0; i <= n - 1; i++) {
z = matrixP[i][iu - 1];
matrixP[i][iu - 1] = q * z + p * matrixP[i][iu];
matrixP[i][iu] = q * matrixP[i][iu] - p * z;
}
}
iu -= 2;
iteration = 0;
} else {
// No convergence yet
computeShift(il, iu, iteration, shift);
// stop transformation after too many iterations
if (++iteration > MAX_ITERATIONS) {
throw new MaxCountExceededException(LocalizedFormats.CONVERGENCE_FAILED,
MAX_ITERATIONS);
}
// the initial houseHolder vector for the QR step
final double[] hVec = new double[3];
final int im = initQRStep(il, iu, shift, hVec);
performDoubleQRStep(il, im, iu, shift, hVec);
}
}
}
Example 3
| Source File: ConvergenceException.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Construct the exception.
*/
public ConvergenceException() {
this(LocalizedFormats.CONVERGENCE_FAILED);
}
Example 4
| Source File: ConvergenceException.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Construct the exception.
*/
public ConvergenceException() {
this(LocalizedFormats.CONVERGENCE_FAILED);
}
Example 5
| Source File: ConvergenceException.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Construct the exception.
*/
public ConvergenceException() {
this(LocalizedFormats.CONVERGENCE_FAILED);
}
Example 6
| Source File: SchurTransformer.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Transform original matrix to Schur form.
* @throws MaxCountExceededException if the transformation does not converge
*/
private void transform() {
final int n = matrixT.length;
// compute matrix norm
final double norm = getNorm();
// shift information
final ShiftInfo shift = new ShiftInfo();
// Outer loop over eigenvalue index
int iteration = 0;
int iu = n - 1;
while (iu >= 0) {
// Look for single small sub-diagonal element
final int il = findSmallSubDiagonalElement(iu, norm);
// Check for convergence
if (il == iu) {
// One root found
matrixT[iu][iu] = matrixT[iu][iu] + shift.exShift;
iu--;
iteration = 0;
} else if (il == iu - 1) {
// Two roots found
double p = (matrixT[iu - 1][iu - 1] - matrixT[iu][iu]) / 2.0;
double q = p * p + matrixT[iu][iu - 1] * matrixT[iu - 1][iu];
matrixT[iu][iu] += shift.exShift;
matrixT[iu - 1][iu - 1] += shift.exShift;
if (q >= 0) {
double z = FastMath.sqrt(FastMath.abs(q));
if (p >= 0) {
z = p + z;
} else {
z = p - z;
}
final double x = matrixT[iu][iu - 1];
final double s = FastMath.abs(x) + FastMath.abs(z);
p = x / s;
q = z / s;
final double r = FastMath.sqrt(p * p + q * q);
p = p / r;
q = q / r;
// Row modification
for (int j = iu - 1; j < n; j++) {
z = matrixT[iu - 1][j];
matrixT[iu - 1][j] = q * z + p * matrixT[iu][j];
matrixT[iu][j] = q * matrixT[iu][j] - p * z;
}
// Column modification
for (int i = 0; i <= iu; i++) {
z = matrixT[i][iu - 1];
matrixT[i][iu - 1] = q * z + p * matrixT[i][iu];
matrixT[i][iu] = q * matrixT[i][iu] - p * z;
}
// Accumulate transformations
for (int i = 0; i <= n - 1; i++) {
z = matrixP[i][iu - 1];
matrixP[i][iu - 1] = q * z + p * matrixP[i][iu];
matrixP[i][iu] = q * matrixP[i][iu] - p * z;
}
}
iu -= 2;
iteration = 0;
} else {
// No convergence yet
computeShift(il, iu, iteration, shift);
// stop transformation after too many iterations
if (++iteration > MAX_ITERATIONS) {
throw new MaxCountExceededException(LocalizedFormats.CONVERGENCE_FAILED,
MAX_ITERATIONS);
}
// the initial houseHolder vector for the QR step
final double[] hVec = new double[3];
final int im = initQRStep(il, iu, shift, hVec);
performDoubleQRStep(il, im, iu, shift, hVec);
}
}
}
Example 7
| Source File: ConvergenceException.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Construct the exception.
*/
public ConvergenceException() {
this(LocalizedFormats.CONVERGENCE_FAILED);
}
Example 8
| Source File: ConvergenceException.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Construct the exception.
*/
public ConvergenceException() {
this(LocalizedFormats.CONVERGENCE_FAILED);
}
Example 9
| Source File: SchurTransformer.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Transform original matrix to Schur form.
* @throws MaxCountExceededException if the transformation does not converge
*/
private void transform() {
final int n = matrixT.length;
// compute matrix norm
final double norm = getNorm();
// shift information
final ShiftInfo shift = new ShiftInfo();
// Outer loop over eigenvalue index
int iteration = 0;
int iu = n - 1;
while (iu >= 0) {
// Look for single small sub-diagonal element
final int il = findSmallSubDiagonalElement(iu, norm);
// Check for convergence
if (il == iu) {
// One root found
matrixT[iu][iu] = matrixT[iu][iu] + shift.exShift;
iu--;
iteration = 0;
} else if (il == iu - 1) {
// Two roots found
double p = (matrixT[iu - 1][iu - 1] - matrixT[iu][iu]) / 2.0;
double q = p * p + matrixT[iu][iu - 1] * matrixT[iu - 1][iu];
matrixT[iu][iu] += shift.exShift;
matrixT[iu - 1][iu - 1] += shift.exShift;
if (q >= 0) {
double z = FastMath.sqrt(FastMath.abs(q));
if (p >= 0) {
z = p + z;
} else {
z = p - z;
}
final double x = matrixT[iu][iu - 1];
final double s = FastMath.abs(x) + FastMath.abs(z);
p = x / s;
q = z / s;
final double r = FastMath.sqrt(p * p + q * q);
p = p / r;
q = q / r;
// Row modification
for (int j = iu - 1; j < n; j++) {
z = matrixT[iu - 1][j];
matrixT[iu - 1][j] = q * z + p * matrixT[iu][j];
matrixT[iu][j] = q * matrixT[iu][j] - p * z;
}
// Column modification
for (int i = 0; i <= iu; i++) {
z = matrixT[i][iu - 1];
matrixT[i][iu - 1] = q * z + p * matrixT[i][iu];
matrixT[i][iu] = q * matrixT[i][iu] - p * z;
}
// Accumulate transformations
for (int i = 0; i <= n - 1; i++) {
z = matrixP[i][iu - 1];
matrixP[i][iu - 1] = q * z + p * matrixP[i][iu];
matrixP[i][iu] = q * matrixP[i][iu] - p * z;
}
}
iu -= 2;
iteration = 0;
} else {
// No convergence yet
computeShift(il, iu, iteration, shift);
// stop transformation after too many iterations
if (++iteration > MAX_ITERATIONS) {
throw new MaxCountExceededException(LocalizedFormats.CONVERGENCE_FAILED,
MAX_ITERATIONS);
}
// the initial houseHolder vector for the QR step
final double[] hVec = new double[3];
final int im = initQRStep(il, iu, shift, hVec);
performDoubleQRStep(il, im, iu, shift, hVec);
}
}
}
Example 10
| Source File: ConvergenceException.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Construct the exception.
*/
public ConvergenceException() {
this(LocalizedFormats.CONVERGENCE_FAILED);
}
Example 11
| Source File: SchurTransformer.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Transform original matrix to Schur form.
* @throws MaxCountExceededException if the transformation does not converge
*/
private void transform() {
final int n = matrixT.length;
// compute matrix norm
final double norm = getNorm();
// shift information
final ShiftInfo shift = new ShiftInfo();
// Outer loop over eigenvalue index
int iteration = 0;
int iu = n - 1;
while (iu >= 0) {
// Look for single small sub-diagonal element
final int il = findSmallSubDiagonalElement(iu, norm);
// Check for convergence
if (il == iu) {
// One root found
matrixT[iu][iu] = matrixT[iu][iu] + shift.exShift;
iu--;
iteration = 0;
} else if (il == iu - 1) {
// Two roots found
double p = (matrixT[iu - 1][iu - 1] - matrixT[iu][iu]) / 2.0;
double q = p * p + matrixT[iu][iu - 1] * matrixT[iu - 1][iu];
matrixT[iu][iu] += shift.exShift;
matrixT[iu - 1][iu - 1] += shift.exShift;
if (q >= 0) {
double z = FastMath.sqrt(FastMath.abs(q));
if (p >= 0) {
z = p + z;
} else {
z = p - z;
}
final double x = matrixT[iu][iu - 1];
final double s = FastMath.abs(x) + FastMath.abs(z);
p = x / s;
q = z / s;
final double r = FastMath.sqrt(p * p + q * q);
p = p / r;
q = q / r;
// Row modification
for (int j = iu - 1; j < n; j++) {
z = matrixT[iu - 1][j];
matrixT[iu - 1][j] = q * z + p * matrixT[iu][j];
matrixT[iu][j] = q * matrixT[iu][j] - p * z;
}
// Column modification
for (int i = 0; i <= iu; i++) {
z = matrixT[i][iu - 1];
matrixT[i][iu - 1] = q * z + p * matrixT[i][iu];
matrixT[i][iu] = q * matrixT[i][iu] - p * z;
}
// Accumulate transformations
for (int i = 0; i <= n - 1; i++) {
z = matrixP[i][iu - 1];
matrixP[i][iu - 1] = q * z + p * matrixP[i][iu];
matrixP[i][iu] = q * matrixP[i][iu] - p * z;
}
}
iu -= 2;
iteration = 0;
} else {
// No convergence yet
computeShift(il, iu, iteration, shift);
// stop transformation after too many iterations
if (++iteration > MAX_ITERATIONS) {
throw new MaxCountExceededException(LocalizedFormats.CONVERGENCE_FAILED,
MAX_ITERATIONS);
}
// the initial houseHolder vector for the QR step
final double[] hVec = new double[3];
final int im = initQRStep(il, iu, shift, hVec);
performDoubleQRStep(il, im, iu, shift, hVec);
}
}
}
Example 12
| Source File: ConvergenceException.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Construct the exception.
*/
public ConvergenceException() {
this(LocalizedFormats.CONVERGENCE_FAILED);
}
Example 13
| Source File: SchurTransformer.java From astor with GNU General Public License v2.0 | 4 votes |
|
/**
* Transform original matrix to Schur form.
* @throws MaxCountExceededException if the transformation does not converge
*/
private void transform() {
final int n = matrixT.length;
// compute matrix norm
final double norm = getNorm();
// shift information
final ShiftInfo shift = new ShiftInfo();
// Outer loop over eigenvalue index
int iteration = 0;
int iu = n - 1;
while (iu >= 0) {
// Look for single small sub-diagonal element
final int il = findSmallSubDiagonalElement(iu, norm);
// Check for convergence
if (il == iu) {
// One root found
matrixT[iu][iu] += shift.exShift;
iu--;
iteration = 0;
} else if (il == iu - 1) {
// Two roots found
double p = (matrixT[iu - 1][iu - 1] - matrixT[iu][iu]) / 2.0;
double q = p * p + matrixT[iu][iu - 1] * matrixT[iu - 1][iu];
matrixT[iu][iu] += shift.exShift;
matrixT[iu - 1][iu - 1] += shift.exShift;
if (q >= 0) {
double z = FastMath.sqrt(FastMath.abs(q));
if (p >= 0) {
z = p + z;
} else {
z = p - z;
}
final double x = matrixT[iu][iu - 1];
final double s = FastMath.abs(x) + FastMath.abs(z);
p = x / s;
q = z / s;
final double r = FastMath.sqrt(p * p + q * q);
p /= r;
q /= r;
// Row modification
for (int j = iu - 1; j < n; j++) {
z = matrixT[iu - 1][j];
matrixT[iu - 1][j] = q * z + p * matrixT[iu][j];
matrixT[iu][j] = q * matrixT[iu][j] - p * z;
}
// Column modification
for (int i = 0; i <= iu; i++) {
z = matrixT[i][iu - 1];
matrixT[i][iu - 1] = q * z + p * matrixT[i][iu];
matrixT[i][iu] = q * matrixT[i][iu] - p * z;
}
// Accumulate transformations
for (int i = 0; i <= n - 1; i++) {
z = matrixP[i][iu - 1];
matrixP[i][iu - 1] = q * z + p * matrixP[i][iu];
matrixP[i][iu] = q * matrixP[i][iu] - p * z;
}
}
iu -= 2;
iteration = 0;
} else {
// No convergence yet
computeShift(il, iu, iteration, shift);
// stop transformation after too many iterations
if (++iteration > MAX_ITERATIONS) {
throw new MaxCountExceededException(LocalizedFormats.CONVERGENCE_FAILED,
MAX_ITERATIONS);
}
// the initial houseHolder vector for the QR step
final double[] hVec = new double[3];
final int im = initQRStep(il, iu, shift, hVec);
performDoubleQRStep(il, im, iu, shift, hVec);
}
}
}
