add EDO continuator checking matrices of adaptive distribution

edo/src/edoContAdaptiveFinite.h

@@ -0,0 +1,95 @@
+/*
+The Evolving Distribution Objects framework (EDO) is a template-based,
+ANSI-C++ evolutionary computation library which helps you to write your
+own estimation of distribution algorithms.
+
+This library is free software; you can redistribute it and/or
+modify it under the terms of the GNU Lesser General Public
+License as published by the Free Software Foundation; either
+version 2.1 of the License, or (at your option) any later version.
+
+This library 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
+Lesser General Public License for more details.
+
+You should have received a copy of the GNU Lesser General Public
+License along with this library; if not, write to the Free Software
+Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
+
+Copyright (C) 2020 Thales group
+*/
+/*
+Authors:
+    Johann Dréo <johann.dreo@thalesgroup.com>
+*/
+
+#ifndef _edoContAdaptiveFinite_h
+#define _edoContAdaptiveFinite_h
+
+#include "edoContinue.h"
+
+/** A continuator that check if any element in the parameters
+ * of an edoNormalAdaptive distribution are finite
+ *
+ * If any element of any parameter is infinity or NaN (Not A Number),
+ * it will ask for a stop.
+ *
+ * @ingroup Continuators
+ */
+template<class D>
+class edoContAdaptiveFinite : public edoContinue<D>
+{
+public:
+    using EOType = typename D::EOType;
+    using Matrix = typename D::Matrix;
+    using Vector = typename D::Vector;
+
+    bool operator()(const D& d)
+    {
+        // Try to finite_check in most probably ill-conditioned order.
+        return finite_check(d.covar())
+           and finite_check(d.path_covar())
+           and finite_check(d.coord_sys())
+           and finite_check(d.scaling())
+           and finite_check(d.path_sigma())
+           and finite_check(d.sigma())
+           ;
+    }
+
+    virtual std::string className() const { return "edoContAdaptiveFinite"; }
+
+protected:
+    bool finite_check(const Matrix& mat) const
+    {
+        for(long i=0; i<mat.rows(); ++i) {
+            for(long j=0; j<mat.cols(); ++j) {
+                if(not finite_check(mat(i,j))) {
+                    return false;
+                }
+            }
+        }
+        return true;
+    }
+
+    bool finite_check(const Vector& vec) const
+    {
+        for(long i=0; i<vec.size(); ++i) {
+            if(not finite_check(vec[i])) {
+                return false;
+            }
+        }
+        return true;
+    }
+
+    bool finite_check(const typename EOType::AtomType& x) const
+    {
+        if(not std::isfinite(x)) {
+            return false;
+        } else {
+            return true;
+        }
+    }
+};
+
+#endif