add EDO continuator checking matrices of adaptive distribution

edo/src/edo

@@ -78,6 +78,9 @@ Authors:
 #include "edoBounderUniform.h"
 
 #include "edoContinue.h"
+#include "edoCombinedContinue.h"
+#include "edoContAdaptiveIllCond.h"
+#include "edoContAdaptiveFinite.h"
 #include "utils/edoCheckPoint.h"
 
 #include "utils/edoStat.h"

edo/src/edoCombinedContinue.h

@@ -0,0 +1,74 @@
+/*
+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 _edoCombinedContinue_h
+#define _edoCombinedContinue_h
+
+#include <eoFunctor.h>
+#include <eoPersistent.h>
+
+/** Combine several EDO continuators in a single one.
+ *
+ * Return true if any of the managed continuator ask for a stop.
+ *
+ * @see edoContinue
+ *
+ * @ingroup Continuators
+ * @ingroup Core
+ */
+template<class D>
+class edoCombinedContinue : public edoContinue<D>, public std::vector<edoContinue<D>*>
+{
+public:
+    edoCombinedContinue( edoContinue<D>& cont ) :
+        edoContinue<D>(),
+        std::vector<edoContinue<D>*>(1,&cont)
+    { }
+
+    edoCombinedContinue( std::vector<edoContinue<D>*> conts ) :
+        edoContinue<D>(),
+        std::vector<edoContinue<D>*>(conts)
+    { }
+
+    void add( edoContinue<D>& cont)
+    {
+        this->push_back(&cont);
+    }
+
+    bool operator()(const D& distrib)
+    {
+        for(const auto cont : *this) {
+            if( not (*cont)(distrib)) {
+                return false;
+            }
+        }
+        return true;
+    }
+
+    virtual std::string className() const { return "edoCombinedContinue"; }
+};
+
+#endif // !_edoCombinedContinue_h

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

edo/src/edoContAdaptiveIllCond.h

@@ -0,0 +1,83 @@
+/*
+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 _edoContAdaptiveIllCond_h
+#define _edoContAdaptiveIllCond_h
+
+#ifdef WITH_EIGEN
+
+#include<Eigen/Dense>
+
+#include "edoContinue.h"
+
+/** A continuator that check if any matrix among the parameters
+ * of an edoNormalAdaptive distribution are ill-conditioned.
+ *
+ * If the condition number of the covariance matrix
+ * or the coordinate system matrix are strictly greater
+ * than the threshold given at construction, it will ask for a stop.
+ *
+ * @ingroup Continuators
+ */
+template<class D>
+class edoContAdaptiveIllCond : public edoContinue<D>
+{
+public:
+    using EOType = typename D::EOType;
+    using Matrix = typename D::Matrix;
+    using Vector = typename D::Vector;
+
+    edoContAdaptiveIllCond( double threshold = 1e6) :
+        _threshold(threshold)
+    { }
+
+    bool operator()(const D& d)
+    {
+        if( condition(d.covar())     > _threshold
+         or condition(d.coord_sys()) > _threshold ) {
+            return false;
+        } else {
+            return true;
+        }
+    }
+
+    virtual std::string className() const { return "edoContAdaptiveIllCond"; }
+
+public:
+    // Public function in case someone would want to dimensionate the condition threshold.
+    //! Returns the condition number
+    bool condition(const Matrix& mat) const
+    {
+        Eigen::JacobiSVD<Matrix> svd(mat);
+        return svd.singularValues()(0) / svd.singularValues()(svd.singularValues().size()-1);
+    }
+
+    const double _threshold;
+};
+
+#endif // WITH_EIGEN
+
+#endif

edo/src/edoContinue.h

@@ -25,8 +25,8 @@ Authors:
     Caner Candan <caner.candan@thalesgroup.com>
 */
 
-#ifndef _doContinue_h
+#ifndef _edoContinue_h
-#define _doContinue_h
+#define _edoContinue_h
 
 #include <eoFunctor.h>
 #include <eoPersistent.h>
@@ -44,20 +44,18 @@ class edoContinue : public eoUF< const D&, bool >, public eoPersistent
 public:
     virtual std::string className(void) const { return "edoContinue"; }
 
-    void readFrom(std::istream&)
+    // May be implemented by subclasses if persistent interface needed
-    {
+    virtual void readFrom(std::istream&)
-	/* It should be implemented by subclasses ! */
+    { }
-    }
 
-    void printOn(std::ostream&) const
+    virtual void printOn(std::ostream&) const
-    {
+    { }
-	/* It should be implemented by subclasses ! */
-    }
 };
 
 template < typename D >
 class edoDummyContinue : public edoContinue< D >
 {
+public:
     bool operator()(const D&){ return true; }
 
     virtual std::string className() const { return "edoDummyContinue"; }