hexed::History_stats Class Reference

Computes statistics about the convergence history of some variable. More...

#include <History_stats.hpp>

Public Member Functions
	History_stats (double iteration_fraction)
void	add_sample (Int iter, double value)
	Adds a new sample point and updates the curve fit to include it.
double	iteration_fraction () const
	Retrieves the iteration_fraction argument passed to the constructor.
Int	n_sample () const
	The number of sample points added with add_sample() (Not the number of iterations!)
Int	last_iter () const
	The value of iter passed to the last add_sample() call.
double	last_value () const
	The value passed to the last add_sample() call.
double	smoothed () const
	The value of the curve fit at the last iteration (last_iter()).
double	trend () const
	The derivative of the curve fit with respect to iteration count at the last iteration (last_iter())
double	curvature () const
	The second derivative of the curve fit with respect to iteration count at the last iteration (last_iter())
void	reset ()
	Clears the sample history.

Detailed Description

Computes statistics about the convergence history of some variable.

Computes a quadratic curve fit to the entire convergence history with a weighted least squares error metric. The weights are exponentially decaying such that the last iteration_fraction iterations should dominate the error metric. This formulation only needs O(1) memory because each time a new sample point is added, the new weighted normal equations can be computed directly from the previous normal equations and the data from the latest sample point.

Constructor & Destructor Documentation

History_stats()

hexed::History_stats::History_stats

(

double

iteration_fraction

)

Parameters

iteration_fraction

What fraction of the iterations should have a significant impact on the curve fit

Member Function Documentation

add_sample()

void hexed::History_stats::add_sample	(	Int	iter,
		double	value )

Adds a new sample point and updates the curve fit to include it.

iter must be nonnegative and strictly greater than the iter value passed to the last add_sample call.

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

• /home/micaiah/Desktop/hexed/include/History_stats.hpp
• /home/micaiah/Desktop/hexed/libhexed/History_stats.cpp