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convergence.c

/* multifit/convergence.c
 * 
 * Copyright (C) 1996, 1997, 1998, 1999, 2000 Brian Gough
 * 
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
 */

#include <config.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_multifit_nlin.h>

int
gsl_multifit_test_delta (const gsl_vector * dx, const gsl_vector * x, 
                         double epsabs, double epsrel)
{
  size_t i;
  int ok = 1;
  const size_t n = x->size ;

  if (epsrel < 0.0)
    {
      GSL_ERROR ("relative tolerance is negative", GSL_EBADTOL);
    }

  for (i = 0 ; i < n ; i++)
    {
      double xi = gsl_vector_get(x,i);
      double dxi = gsl_vector_get(dx,i);
      double tolerance = epsabs + epsrel * fabs(xi)  ;

      if (fabs(dxi) < tolerance)
        {
          ok = 1;
        }
      else
        {
          ok = 0;
          break;
        }
    }

  if (ok)
    return GSL_SUCCESS ;

  return GSL_CONTINUE;
}

int
gsl_multifit_test_gradient (const gsl_vector * g, double epsabs)
{
  size_t i;

  double residual = 0;

  const size_t n = g->size;

  if (epsabs < 0.0)
    {
      GSL_ERROR ("absolute tolerance is negative", GSL_EBADTOL);
    }
 
  for (i = 0 ; i < n ; i++)
    {
      double gi = gsl_vector_get(g, i);
      
      residual += fabs(gi);
    }


  if (residual < epsabs)
    {
      return GSL_SUCCESS;
    }
  
  return GSL_CONTINUE ;
}

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