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Grid/lib/algorithms/iterative/ImplicitlyRestartedLanczosCJ.h

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/*************************************************************************************
Grid physics library, www.github.com/paboyle/Grid
Source file: ./lib/algorithms/iterative/ImplicitlyRestartedLanczos.h
Copyright (C) 2015
Author: Peter Boyle <paboyle@ph.ed.ac.uk>
Author: paboyle <paboyle@ph.ed.ac.uk>
Author: Chulwoo Jung <chulwoo@bnl.gov>
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.
See the full license in the file "LICENSE" in the top level distribution directory
*************************************************************************************/
/* END LEGAL */
#ifndef GRID_IRL_CJ_H
#define GRID_IRL_CJ_H
#include <string.h> //memset
#ifdef USE_LAPACK
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#ifdef USE_MKL
#include<mkl_lapack.h>
#else
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void LAPACK_dstegr(char *jobz, char *range, int *n, double *d, double *e,
double *vl, double *vu, int *il, int *iu, double *abstol,
int *m, double *w, double *z, int *ldz, int *isuppz,
double *work, int *lwork, int *iwork, int *liwork,
int *info);
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//#include <lapacke/lapacke.h>
#endif
#endif
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//#include <Grid/algorithms/densematrix/DenseMatrix.h>
//#include <Grid/algorithms/iterative/EigenSort.h>
// eliminate temorary vector in calc()
#define MEM_SAVE
namespace Grid {
/////////////////////////////////////////////////////////////
// Implicitly restarted lanczos
/////////////////////////////////////////////////////////////
// creating a seaprate instance to avoid conflicts for the time being
template<class Field>
class ImplicitlyRestartedLanczosCJ {
const RealD small = 1.0e-16;
public:
int lock;
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int get;
int Niter;
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int converged;
int Nstop; // Number of evecs checked for convergence
int Nk; // Number of converged sought
int Np; // Np -- Number of spare vecs in kryloc space
int Nm; // Nm -- total number of vectors
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RealD OrthoTime;
RealD eresid;
SortEigen<Field> _sort;
LinearOperatorBase<Field> &_Linop;
OperatorFunction<Field> &_poly;
/////////////////////////
// Constructor
/////////////////////////
void init(void){};
void Abort(int ff, DenseVector<RealD> &evals, DenseVector<DenseVector<RealD> > &evecs);
ImplicitlyRestartedLanczosCJ(
LinearOperatorBase<Field> &Linop, // op
OperatorFunction<Field> & poly, // polynmial
int _Nstop, // sought vecs
int _Nk, // sought vecs
int _Nm, // spare vecs
RealD _eresid, // resid in lmdue deficit
int _Niter) : // Max iterations
_Linop(Linop),
_poly(poly),
Nstop(_Nstop),
Nk(_Nk),
Nm(_Nm),
eresid(_eresid),
Niter(_Niter)
{
Np = Nm-Nk; assert(Np>0);
};
ImplicitlyRestartedLanczosCJ(
LinearOperatorBase<Field> &Linop, // op
OperatorFunction<Field> & poly, // polynmial
int _Nk, // sought vecs
int _Nm, // spare vecs
RealD _eresid, // resid in lmdue deficit
int _Niter) : // Max iterations
_Linop(Linop),
_poly(poly),
Nstop(_Nk),
Nk(_Nk),
Nm(_Nm),
eresid(_eresid),
Niter(_Niter)
{
Np = Nm-Nk; assert(Np>0);
};
/////////////////////////
// Sanity checked this routine (step) against Saad.
/////////////////////////
void RitzMatrix(DenseVector<Field>& evec,int k){
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if(1) return;
GridBase *grid = evec[0]._grid;
Field w(grid);
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std::cout<<GridLogMessage << "RitzMatrix "<<std::endl;
for(int i=0;i<k;i++){
_poly(_Linop,evec[i],w);
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std::cout<<GridLogMessage << "["<<i<<"] ";
for(int j=0;j<k;j++){
ComplexD in = innerProduct(evec[j],w);
if ( fabs((double)i-j)>1 ) {
if (abs(in) >1.0e-9 ) {
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std::cout<<GridLogMessage<<"oops"<<std::endl;
abort();
} else
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std::cout<<GridLogMessage << " 0 ";
} else {
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std::cout<<GridLogMessage << " "<<in<<" ";
}
}
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std::cout<<GridLogMessage << std::endl;
}
}
/* Saad PP. 195
1. Choose an initial vector v1 of 2-norm unity. Set β1 0, v0 0
2. For k = 1,2,...,m Do:
3. wk:=Avkβkv_{k1}
4. αk:=(wk,vk) //
5. wk:=wkαkvk // wk orthog vk
6. βk+1 := wk2. If βk+1 = 0 then Stop
7. vk+1 := wk/βk+1
8. EndDo
*/
void step(DenseVector<RealD>& lmd,
DenseVector<RealD>& lme,
DenseVector<Field>& evec,
Field& w,int Nm,int k, RealD &norm)
{
assert( k< Nm );
_poly(_Linop,evec[k],w); // 3. wk:=Avkβkv_{k1}
if(k>0){
w -= lme[k-1] * evec[k-1];
}
ComplexD zalph = innerProduct(evec[k],w); // 4. αk:=(wk,vk)
RealD alph = real(zalph);
w = w - alph * evec[k];// 5. wk:=wkαkvk
RealD beta = normalise(w); // 6. βk+1 := ∥wk∥2. If βk+1 = 0 then Stop
// 7. vk+1 := wk/βk+1
norm=beta;
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std::cout<<GridLogMessage << "alpha = " << zalph << " beta "<<beta<<std::endl;
const RealD tiny = 1.0e-20;
if ( beta < tiny ) {
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std::cout<<GridLogMessage << " beta is tiny "<<beta<<std::endl;
}
lmd[k] = alph;
lme[k] = beta;
if (k>0) {
orthogonalize(w,evec,k); // orthonormalise
}
if(k < Nm-1) evec[k+1] = w;
}
void qr_decomp(DenseVector<RealD>& lmd,
DenseVector<RealD>& lme,
int Nk,
int Nm,
DenseVector<RealD>& Qt,
RealD Dsh,
int kmin,
int kmax)
{
int k = kmin-1;
RealD x;
RealD Fden = 1.0/hypot(lmd[k]-Dsh,lme[k]);
RealD c = ( lmd[k] -Dsh) *Fden;
RealD s = -lme[k] *Fden;
RealD tmpa1 = lmd[k];
RealD tmpa2 = lmd[k+1];
RealD tmpb = lme[k];
lmd[k] = c*c*tmpa1 +s*s*tmpa2 -2.0*c*s*tmpb;
lmd[k+1] = s*s*tmpa1 +c*c*tmpa2 +2.0*c*s*tmpb;
lme[k] = c*s*(tmpa1-tmpa2) +(c*c-s*s)*tmpb;
x =-s*lme[k+1];
lme[k+1] = c*lme[k+1];
for(int i=0; i<Nk; ++i){
RealD Qtmp1 = Qt[i+Nm*k ];
RealD Qtmp2 = Qt[i+Nm*(k+1)];
Qt[i+Nm*k ] = c*Qtmp1 - s*Qtmp2;
Qt[i+Nm*(k+1)] = s*Qtmp1 + c*Qtmp2;
}
// Givens transformations
for(int k = kmin; k < kmax-1; ++k){
RealD Fden = 1.0/hypot(x,lme[k-1]);
RealD c = lme[k-1]*Fden;
RealD s = - x*Fden;
RealD tmpa1 = lmd[k];
RealD tmpa2 = lmd[k+1];
RealD tmpb = lme[k];
lmd[k] = c*c*tmpa1 +s*s*tmpa2 -2.0*c*s*tmpb;
lmd[k+1] = s*s*tmpa1 +c*c*tmpa2 +2.0*c*s*tmpb;
lme[k] = c*s*(tmpa1-tmpa2) +(c*c-s*s)*tmpb;
lme[k-1] = c*lme[k-1] -s*x;
if(k != kmax-2){
x = -s*lme[k+1];
lme[k+1] = c*lme[k+1];
}
for(int i=0; i<Nk; ++i){
RealD Qtmp1 = Qt[i+Nm*k ];
RealD Qtmp2 = Qt[i+Nm*(k+1)];
Qt[i+Nm*k ] = c*Qtmp1 -s*Qtmp2;
Qt[i+Nm*(k+1)] = s*Qtmp1 +c*Qtmp2;
}
}
}
#ifdef USE_LAPACK
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#ifdef USE_MKL
#define LAPACK_INT MKL_INT
#else
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#define LAPACK_INT long long
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#endif
void diagonalize_lapack(DenseVector<RealD>& lmd,
DenseVector<RealD>& lme,
int N1,
int N2,
DenseVector<RealD>& Qt,
GridBase *grid){
const int size = Nm;
// tevals.resize(size);
// tevecs.resize(size);
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LAPACK_INT NN = N1;
// double evals_tmp[NN];
// double evec_tmp[NN][NN];
std::vector<double> evals_tmp(NN);
std::vector<double> evec_tmp(NN*NN);
memset(evec_tmp.data(),0,sizeof(double)*NN*NN);
std::vector<double> DD(NN);
std::vector<double> EE(NN);
for (int i = 0; i< NN; i++)
for (int j = i - 1; j <= i + 1; j++)
if ( j < NN && j >= 0 ) {
if (i==j) DD[i] = lmd[i];
if (i==j) evals_tmp[i] = lmd[i];
if (j==(i-1)) EE[j] = lme[j];
}
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LAPACK_INT evals_found;
// LAPACK_INT lwork = ( (18*NN) > (1+4*NN+NN*NN)? (18*NN):(1+4*NN+NN*NN)) ;
LAPACK_INT lwork = 1+(18*NN) ;
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LAPACK_INT liwork = 3+NN*10 ;
// LAPACK_INT iwork[liwork];
// double work[lwork];
// LAPACK_INT isuppz[2*NN];
std::vector<LAPACK_INT> iwork(liwork);
std::vector<double> work(lwork);
std::vector<LAPACK_INT> isuppz(2*NN);
char jobz = 'V'; // calculate evals & evecs
char range = 'I'; // calculate all evals
// char range = 'A'; // calculate all evals
char uplo = 'U'; // refer to upper half of original matrix
char compz = 'I'; // Compute eigenvectors of tridiagonal matrix
int ifail[NN];
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LAPACK_INT info;
// int total = QMP_get_number_of_nodes();
// int node = QMP_get_node_number();
// GridBase *grid = evec[0]._grid;
int total = grid->_Nprocessors;
int node = grid->_processor;
int interval = (NN/total)+1;
double vl = 0.0, vu = 0.0;
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LAPACK_INT il = interval*node+1 , iu = interval*(node+1);
if (iu > NN) iu=NN;
double tol = 0.0;
if (1) {
memset(evals_tmp.data(),0,sizeof(double)*NN);
if ( il <= NN){
printf("total=%d node=%d il=%d iu=%d\n",total,node,il,iu);
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#ifdef USE_MKL
dstegr(&jobz, &range, &NN,
#else
LAPACK_dstegr(&jobz, &range, &NN,
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#endif
DD.data(), EE.data(),
&vl, &vu, &il, &iu, // these four are ignored if second parameteris 'A'
&tol, // tolerance
&evals_found, evals_tmp.data(), evec_tmp.data(), &NN,
isuppz.data(),
work.data(), &lwork, iwork.data(), &liwork,
&info);
for (int i = iu-1; i>= il-1; i--){
printf("node=%d evals_found=%d evals_tmp[%d] = %g\n",node,evals_found, i - (il-1),evals_tmp[i - (il-1)]);
evals_tmp[i] = evals_tmp[i - (il-1)];
if (il>1) evals_tmp[i-(il-1)]=0.;
for (int j = 0; j< NN; j++){
evec_tmp[i*NN+j] = evec_tmp[(i - (il-1))*NN+j];
if (il>1) evec_tmp[(i-(il-1))*NN+j]=0.;
}
}
}
{
grid->GlobalSumVector(evals_tmp.data(),NN);
grid->GlobalSumVector(evec_tmp.data(),NN*NN);
}
}
// cheating a bit. It is better to sort instead of just reversing it, but the document of the routine says evals are sorted in increasing order. qr gives evals in decreasing order.
for(int i=0;i<NN;i++){
for(int j=0;j<NN;j++)
Qt[(NN-1-i)*N2+j]=evec_tmp[i*NN+j];
lmd [NN-1-i]=evals_tmp[i];
}
}
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#undef LAPACK_INT
#endif
void diagonalize(DenseVector<RealD>& lmd,
DenseVector<RealD>& lme,
int N2,
int N1,
DenseVector<RealD>& Qt,
GridBase *grid)
{
#ifdef USE_LAPACK
const int check_lapack=0; // just use lapack if 0, check against lapack if 1
if(!check_lapack)
return diagonalize_lapack(lmd,lme,N2,N1,Qt,grid);
DenseVector <RealD> lmd2(N1);
DenseVector <RealD> lme2(N1);
DenseVector<RealD> Qt2(N1*N1);
for(int k=0; k<N1; ++k){
lmd2[k] = lmd[k];
lme2[k] = lme[k];
}
for(int k=0; k<N1*N1; ++k)
Qt2[k] = Qt[k];
// diagonalize_lapack(lmd2,lme2,Nm2,Nm,Qt,grid);
#endif
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int Niter = 10000*N1;
int kmin = 1;
int kmax = N2;
// (this should be more sophisticated)
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for(int iter=0; ; ++iter){
if ( (iter+1)%(100*N1)==0)
std::cout<<GridLogMessage << "[QL method] Not converged - iteration "<<iter+1<<"\n";
// determination of 2x2 leading submatrix
RealD dsub = lmd[kmax-1]-lmd[kmax-2];
RealD dd = sqrt(dsub*dsub + 4.0*lme[kmax-2]*lme[kmax-2]);
RealD Dsh = 0.5*(lmd[kmax-2]+lmd[kmax-1] +dd*(dsub/fabs(dsub)));
// (Dsh: shift)
// transformation
qr_decomp(lmd,lme,N2,N1,Qt,Dsh,kmin,kmax);
// Convergence criterion (redef of kmin and kamx)
for(int j=kmax-1; j>= kmin; --j){
RealD dds = fabs(lmd[j-1])+fabs(lmd[j]);
if(fabs(lme[j-1])+dds > dds){
kmax = j+1;
goto continued;
}
}
Niter = iter;
#ifdef USE_LAPACK
if(check_lapack){
const double SMALL=1e-8;
diagonalize_lapack(lmd2,lme2,N2,N1,Qt2,grid);
DenseVector <RealD> lmd3(N2);
for(int k=0; k<N2; ++k) lmd3[k]=lmd[k];
_sort.push(lmd3,N2);
_sort.push(lmd2,N2);
for(int k=0; k<N2; ++k){
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if (fabs(lmd2[k] - lmd3[k]) >SMALL) std::cout<<GridLogMessage <<"lmd(qr) lmd(lapack) "<< k << ": " << lmd2[k] <<" "<< lmd3[k] <<std::endl;
// if (fabs(lme2[k] - lme[k]) >SMALL) std::cout<<GridLogMessage <<"lme(qr)-lme(lapack) "<< k << ": " << lme2[k] - lme[k] <<std::endl;
}
for(int k=0; k<N1*N1; ++k){
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// if (fabs(Qt2[k] - Qt[k]) >SMALL) std::cout<<GridLogMessage <<"Qt(qr)-Qt(lapack) "<< k << ": " << Qt2[k] - Qt[k] <<std::endl;
}
}
#endif
return;
continued:
for(int j=0; j<kmax-1; ++j){
RealD dds = fabs(lmd[j])+fabs(lmd[j+1]);
if(fabs(lme[j])+dds > dds){
kmin = j+1;
break;
}
}
}
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std::cout<<GridLogMessage << "[QL method] Error - Too many iteration: "<<Niter<<"\n";
abort();
}
#if 1
static RealD normalise(Field& v)
{
RealD nn = norm2(v);
nn = sqrt(nn);
v = v * (1.0/nn);
return nn;
}
void orthogonalize(Field& w,
DenseVector<Field>& evec,
int k)
{
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double t0=-usecond()/1e6;
typedef typename Field::scalar_type MyComplex;
MyComplex ip;
if ( 0 ) {
for(int j=0; j<k; ++j){
normalise(evec[j]);
for(int i=0;i<j;i++){
ip = innerProduct(evec[i],evec[j]); // are the evecs normalised? ; this assumes so.
evec[j] = evec[j] - ip *evec[i];
}
}
}
for(int j=0; j<k; ++j){
ip = innerProduct(evec[j],w); // are the evecs normalised? ; this assumes so.
w = w - ip * evec[j];
}
normalise(w);
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t0+=usecond()/1e6;
OrthoTime +=t0;
}
void setUnit_Qt(int Nm, DenseVector<RealD> &Qt) {
for(int i=0; i<Qt.size(); ++i) Qt[i] = 0.0;
for(int k=0; k<Nm; ++k) Qt[k + k*Nm] = 1.0;
}
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// needs more memory
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void Rotate0(
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// int _Nm,
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DenseVector<RealD>& Qt,
DenseVector<Field>& evec,
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int j0, int j1,
int _Nk
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)
{
GridBase *grid = evec[0]._grid;
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DenseVector<Field> B(Nm,grid); // waste of space replicating
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if (0) { // old implementation without blocking
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for(int i=0; i<(Nm); ++i) B[i] = 0.0;
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for(int j=j0; j<j1; ++j){
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for(int k=0; k<Nm; ++k){
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B[j].checkerboard = evec[k].checkerboard;
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B[j] += Qt[k+Nm*j] * evec[k];
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}
}
}
{
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for(int i=0; i<(Nm); ++i) {
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B[i] = 0.0;
B[i].checkerboard = evec[0].checkerboard;
}
int j_block = 24; int k_block=24;
PARALLEL_FOR_LOOP
for(int ss=0;ss < grid->oSites();ss++){
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for(int jj=j0; jj<j1; jj += j_block)
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for(int kk=0; kk<Nm; kk += k_block)
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for(int j=jj; (j<(j1)) && j<(jj+j_block); ++j){
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for(int k=kk; (k<Nm) && k<(kk+k_block) ; ++k){
B[j]._odata[ss] +=Qt[k+Nm*j] * evec[k]._odata[ss];
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}
}
}
}
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for(int j=j0; j<j1; ++j) evec[j] = B[j];
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}
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void Rotate(
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// int _Nm,
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DenseVector<RealD>& Qt,
DenseVector<Field>& evec,
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//int k1, int k2
int j0, int j1,
int _Nk
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)
{
GridBase *grid = evec[0]._grid;
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typedef typename Field::vector_object vobj;
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assert(j0>=0);
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assert(j1<Nm);
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#pragma omp parallel
{
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std::vector < vobj > B(Nm);
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#pragma omp for
for(int ss=0;ss < grid->oSites();ss++){
for(int j=j0; j<j1; ++j)
zeroit(B[j]);
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for(int j=j0; j<j1; ++j){
for(int k=0; k<_Nk ; ++k){
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B[j] +=Qt[k+Nm*j] * evec[k]._odata[ss];
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}
}
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for(int j=j0; j<j1; ++j){
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evec[j]._odata[ss] = B[j];
}
}
}
}
void Rotate2(
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// int Nm,
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DenseVector<RealD>& Qt,
DenseVector<Field>& evec,
int k1, int k2
)
{
GridBase *grid = evec[0]._grid;
int j_block = 24; int k_block=24;
assert(k2<Nm);
assert(k1>0);
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int thr=GridThread::GetThreads();
int n_field = 1;
int each = 1;
if( (Nm*thr)>(grid->oSites()) ) {
each = (grid->oSites())/Nm ;
n_field = thr/each + 1;
}
std::cout<<GridLogMessage << "thr = " << thr << " n_field= "<< n_field << " each= "<<each << std::endl;
DenseVector<Field> B(n_field,grid);
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PARALLEL_FOR_LOOP
for(int ss=0;ss < grid->oSites();ss++){
int me = GridThread::ThreadBarrier();
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int i_field = me / each;
int k_field = me % each;
assert(i_field < n_field);
std::cout<<GridLogMessage << "me = " << me << " i_field= "<< i_field << " k_field= "<<k_field << std::endl;
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// printf("thr=%d ss=%d me=%d\n",thr,ss,me);fflush(stdout);
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// assert(Nm*thr<grid->oSites());
for(int j=0; j<Nm; ++j) B[i_field]._odata[j+Nm*k_field]=0.;
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for(int j=k1-1; j<(k2+1); ++j){
for(int k=0; k<Nm ; ++k){
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B[i_field]._odata[j+Nm*k_field] +=Qt[k+Nm*j] * evec[k]._odata[ss];
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}
}
for(int j=k1-1; j<(k2+1); ++j){
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evec[j]._odata[ss] = B[i_field]._odata[j+Nm*k_field];
}
}
}
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void ConvCheck0( int _Nk,
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DenseVector<RealD>& Qt,
DenseVector<Field>& evec,
DenseVector<RealD> &eval2,
DenseVector<int> &Iconv,
int &Nconv)
{
GridBase *grid = evec[0]._grid;
DenseVector<Field> B(Nm,grid); // waste of space replicating
Field v(grid);
if (0) {
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for(int k = 0; k<_Nk; ++k) B[k]=0.0;
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for(int j = 0; j<_Nk; ++j){
for(int k = 0; k<_Nk; ++k){
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B[j].checkerboard = evec[k].checkerboard;
B[j] += Qt[k+j*Nm] * evec[k];
}
std::cout<<GridLogMessage << "norm(B["<<j<<"])="<<norm2(B[j])<<std::endl;
}
}
if (1) {
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for(int i=0; i<(_Nk+1); ++i) {
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B[i] = 0.0;
B[i].checkerboard = evec[0].checkerboard;
}
int j_block = 24; int k_block=24;
PARALLEL_FOR_LOOP
for(int ss=0;ss < grid->oSites();ss++){
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for(int jj=0; jj<_Nk; jj += j_block)
for(int kk=0; kk<_Nk; kk += k_block)
for(int j=jj; (j<_Nk) && j<(jj+j_block); ++j){
for(int k=kk; (k<_Nk) && k<(kk+k_block) ; ++k){
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B[j]._odata[ss] +=Qt[k+Nm*j] * evec[k]._odata[ss];
}
}
}
}
Nconv = 0;
// std::cout<<GridLogMessage << std::setiosflags(std::ios_base::scientific);
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for(int i=0; i<_Nk; ++i){
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// _poly(_Linop,B[i],v);
_Linop.HermOp(B[i],v);
RealD vnum = real(innerProduct(B[i],v)); // HermOp.
RealD vden = norm2(B[i]);
RealD vv0 = norm2(v);
eval2[i] = vnum/vden;
v -= eval2[i]*B[i];
RealD vv = norm2(v);
std::cout.precision(13);
std::cout<<GridLogMessage << "[" << std::setw(3)<< std::setiosflags(std::ios_base::right) <<i<<"] ";
std::cout<<"eval = "<<std::setw(25)<< std::setiosflags(std::ios_base::left)<< eval2[i];
std::cout<<"|H B[i] - eval[i]B[i]|^2 "<< std::setw(25)<< std::setiosflags(std::ios_base::right)<< vv;
std::cout<<" "<< vnum/(sqrt(vden)*sqrt(vv0)) << std::endl;
// change the criteria as evals are supposed to be sorted, all evals smaller(larger) than Nstop should have converged
if((vv<eresid*eresid) && (i == Nconv) ){
Iconv[Nconv] = i;
++Nconv;
}
} // i-loop end
// std::cout<<GridLogMessage << std::resetiosflags(std::ios_base::scientific);
}
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void FinalCheck( int _Nk,
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DenseVector<RealD>& eval,
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DenseVector<Field>& evec
)
{
GridBase *grid = evec[0]._grid;
Field v(grid);
Field B(grid);
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for(int j = 0; j<_Nk; ++j){
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std::cout<<GridLogMessage << "norm(evec["<<j<<"])="<<norm2(evec[j])<<std::endl;
_Linop.HermOp(evec[j],v);
RealD vnum = real(innerProduct(evec[j],v)); // HermOp.
RealD vden = norm2(evec[j]);
RealD vv0 = norm2(v);
RealD eval2 = vnum/vden;
v -= eval2*evec[j];
RealD vv = norm2(v);
std::cout.precision(13);
std::cout<<GridLogMessage << "[" << std::setw(3)<< std::setiosflags(std::ios_base::right) <<j<<"] ";
std::cout<<"eval = "<<std::setw(25)<< std::setiosflags(std::ios_base::left)<< eval2;
std::cout<<"|H B[i] - eval[i]B[i]|^2 "<< std::setw(25)<< std::setiosflags(std::ios_base::right)<< vv;
std::cout<<" "<< vnum/(sqrt(vden)*sqrt(vv0)) << std::endl;
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eval[j] = eval2;
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}
}
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void ConvCheck( int _Nk,
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DenseVector<RealD>& Qt,
DenseVector<Field>& evec,
DenseVector<RealD> &eval2,
DenseVector<int> &Iconv,
int &Nconv)
{
GridBase *grid = evec[0]._grid;
Field v(grid);
Field B(grid);
Nconv = 0;
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for(int j = 0; j<_Nk; ++j){
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B=0.;
B.checkerboard = evec[0].checkerboard;
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for(int k = 0; k<_Nk; ++k){
B += Qt[k+j*Nm] * evec[k];
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}
std::cout<<GridLogMessage << "norm(B["<<j<<"])="<<norm2(B)<<std::endl;
// _poly(_Linop,B,v);
_Linop.HermOp(B,v);
RealD vnum = real(innerProduct(B,v)); // HermOp.
RealD vden = norm2(B);
RealD vv0 = norm2(v);
eval2[j] = vnum/vden;
v -= eval2[j]*B;
RealD vv = norm2(v);
std::cout.precision(13);
std::cout<<GridLogMessage << "[" << std::setw(3)<< std::setiosflags(std::ios_base::right) <<j<<"] ";
std::cout<<"eval = "<<std::setw(25)<< std::setiosflags(std::ios_base::left)<< eval2[j];
std::cout<<"|H B[i] - eval[i]B[i]|^2 "<< std::setw(25)<< std::setiosflags(std::ios_base::right)<< vv;
std::cout<<" "<< vnum/(sqrt(vden)*sqrt(vv0)) << std::endl;
// change the criteria as evals are supposed to be sorted, all evals smaller(larger) than Nstop should have converged
if((vv<eresid*eresid) && (j == Nconv) ){
Iconv[Nconv] = j;
++Nconv;
}
}
}
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void ConvRotate2( int _Nk,
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DenseVector<RealD>& Qt,
DenseVector<Field>& evec,
DenseVector<RealD> &eval,
DenseVector<RealD> &eval2,
DenseVector<int> &Iconv,
int &Nconv)
{
GridBase *grid = evec[0]._grid;
int thr=GridThread::GetThreads();
for(int i=0; i<Nconv; ++i)
eval[i] = eval2[Iconv[i]];
// int thr=GridThread::GetThreads();
// printf("thr=%d\n",thr);
Field B(grid);
PARALLEL_FOR_LOOP
for(int ss=0;ss < grid->oSites();ss++){
int me = GridThread::ThreadBarrier();
printf("thr=%d ss=%d me=%d\n",thr,ss,me);fflush(stdout);
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assert( (Nm*thr)<grid->oSites());
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// auto B2 = evec[0]._odata[0];
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// std::vector < decltype( B2 ) > B(Nm,B2);
for(int j=0; j<Nconv; ++j) B._odata[Iconv[j]+Nm*me]=0.;
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for(int j=0; j<Nconv; ++j){
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for(int k=0; k<_Nk ; ++k){
B._odata[Iconv[j]+Nm*me] +=Qt[k+Nm*Iconv[j]] * evec[k]._odata[ss];
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}
}
for(int j=0; j<Nconv; ++j){
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evec[j]._odata[ss] = B._odata[Iconv[j]+Nm*me];
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}
}
}
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void ConvRotate( int _Nk,
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DenseVector<RealD>& Qt,
DenseVector<Field>& evec,
DenseVector<RealD> &eval,
DenseVector<RealD> &eval2,
DenseVector<int> &Iconv,
int &Nconv)
{
GridBase *grid = evec[0]._grid;
typedef typename Field::vector_object vobj;
#pragma omp parallel
{
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std::vector < vobj > B(Nm);
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#pragma omp for
for(int ss=0;ss < grid->oSites();ss++){
// for(int j=0; j<Nconv; ++j) B[j]=0.;
for(int j=0; j<Nconv; ++j){
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for(int k=0; k<_Nk ; ++k){
B[j] +=Qt[k+Nm*Iconv[j]] * evec[k]._odata[ss];
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}
}
for(int j=0; j<Nconv; ++j){
evec[j]._odata[ss] = B[j];
}
}
}
for(int i=0; i<Nconv; ++i) eval[i] = eval2[Iconv[i]];
}
/* Rudy Arthur's thesis pp.137
------------------------
Require: M > K P = M K
Compute the factorization AVM = VM HM + fM eM
repeat
Q=I
for i = 1,...,P do
QiRi =HM θiI Q = QQi
H M = Q i H M Q i
end for
βK =HM(K+1,K) σK =Q(M,K)
r=vK+1βK +rσK
VK =VM(1:M)Q(1:M,1:K)
HK =HM(1:K,1:K)
AVK =VKHK +fKeK Extend to an M = K + P step factorization AVM = VMHM + fMeM
until convergence
*/
// alternate implementation for minimizing memory usage. May affect the performance
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void calc(
DenseVector<RealD>& eval,
DenseVector<Field>& evec,
const Field& src,
int& Nconv)
{
GridBase *grid = evec[0]._grid;
assert(grid == src._grid);
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std::cout<<GridLogMessage << " -- Nk = " << Nk << " Np = "<< Np << std::endl;
std::cout<<GridLogMessage << " -- Nm = " << Nm << std::endl;
std::cout<<GridLogMessage << " -- size of eval = " << eval.size() << std::endl;
std::cout<<GridLogMessage << " -- size of evec = " << evec.size() << std::endl;
assert(Nm == evec.size() && Nm == eval.size());
DenseVector<RealD> lme(Nm);
DenseVector<RealD> lme2(Nm);
DenseVector<RealD> eval2(Nm);
DenseVector<RealD> Qt(Nm*Nm);
DenseVector<int> Iconv(Nm);
Field f(grid);
Field v(grid);
int k1 = 1;
int k2 = Nk;
Nconv = 0;
RealD beta_k;
// Set initial vector
// (uniform vector) Why not src??
// evec[0] = 1.0;
evec[0] = src;
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std:: cout<<GridLogMessage <<"norm2(src)= " << norm2(src)<<std::endl;
// << src._grid << std::endl;
normalise(evec[0]);
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std:: cout<<GridLogMessage <<"norm2(evec[0])= " << norm2(evec[0]) <<std::endl;
// << evec[0]._grid << std::endl;
// Initial Nk steps
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OrthoTime=0.;
double t0=usecond()/1e6;
RealD norm; // sqrt norm of last vector
for(int k=0; k<Nk; ++k) step(eval,lme,evec,f,Nm,k,norm);
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double t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL::Initial steps: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
std::cout<<GridLogMessage <<"IRL::Initial steps:OrthoTime "<<OrthoTime<< "seconds"<<std::endl;
// std:: cout<<GridLogMessage <<"norm2(evec[1])= " << norm2(evec[1]) << std::endl;
// std:: cout<<GridLogMessage <<"norm2(evec[2])= " << norm2(evec[2]) << std::endl;
RitzMatrix(evec,Nk);
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t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL::RitzMatrix: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
for(int k=0; k<Nk; ++k){
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// std:: cout<<GridLogMessage <<"eval " << k << " " <<eval[k] << std::endl;
// std:: cout<<GridLogMessage <<"lme " << k << " " << lme[k] << std::endl;
}
// Restarting loop begins
for(int iter = 0; iter<Niter; ++iter){
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std::cout<<GridLogMessage<<"\n Restart iteration = "<< iter << std::endl;
//
// Rudy does a sort first which looks very different. Getting fed up with sorting out the algo defs.
// We loop over
//
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OrthoTime=0.;
for(int k=Nk; k<Nm; ++k) step(eval,lme,evec,f,Nm,k,norm);
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t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL:: "<<Np <<" steps: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
std::cout<<GridLogMessage <<"IRL::Initial steps:OrthoTime "<<OrthoTime<< "seconds"<<std::endl;
f *= lme[Nm-1];
RitzMatrix(evec,k2);
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t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL:: RitzMatrix: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
// getting eigenvalues
for(int k=0; k<Nm; ++k){
eval2[k] = eval[k+k1-1];
lme2[k] = lme[k+k1-1];
}
setUnit_Qt(Nm,Qt);
diagonalize(eval2,lme2,Nm,Nm,Qt,grid);
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t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL:: diagonalize: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
int prelNconv=0;
for(int k=0; k<Nm; ++k){ //check all k's because QR can permutate eigenvectors
std::cout<<GridLogMessage <<"IRL:: Prel. conv. Test"<<k <<" " << norm<<" "<< fabs(Qt[Nm-1+Nm*k])<<std::endl;
// Arbitrarily add factor of 10 for now, to be conservative
if ( norm*fabs(Qt[Nm-1+Nm*k]) < eresid*10 ) prelNconv++;
}
// sorting
_sort.push(eval2,Nm);
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t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL:: eval sorting: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
// Implicitly shifted QR transformations
setUnit_Qt(Nm,Qt);
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for(int ip=0; ip<k2; ++ip){
std::cout<<GridLogMessage << "eval "<< ip << " "<< eval2[ip] << std::endl;
}
for(int ip=k2; ip<Nm; ++ip){
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std::cout<<GridLogMessage << "qr_decomp "<< ip << " "<< eval2[ip] << std::endl;
qr_decomp(eval,lme,Nm,Nm,Qt,eval2[ip],k1,Nm);
}
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t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL::qr_decomp: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
assert(k2<Nm);
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// Uses more temorary
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// Rotate0(Qt,evec,k1,k2,Nm);
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// Uses minimal temporary, possibly with less speed
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Rotate(Qt,evec,k1-1,k2+1,Nm);
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// Try if Rotate() doesn't work
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// Rotate2(Qt,evec,k1,k2);
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t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL::QR rotation: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
// Compressed vector f and beta(k2)
f *= Qt[Nm-1+Nm*(k2-1)];
f += lme[k2-1] * evec[k2];
beta_k = norm2(f);
beta_k = sqrt(beta_k);
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std::cout<<GridLogMessage<<" beta(k) = "<<beta_k<<std::endl;
RealD betar = 1.0/beta_k;
evec[k2] = betar * f;
lme[k2-1] = beta_k;
// Convergence test
for(int k=0; k<Nm; ++k){
eval2[k] = eval[k];
lme2[k] = lme[k];
}
setUnit_Qt(Nm,Qt);
diagonalize(eval2,lme2,Nk,Nm,Qt,grid);
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t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL::diagonalize: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
if(prelNconv < Nstop)
std::cout<<GridLogMessage << "Prel. Convergence test ("<<prelNconv<<") failed, skipping a real(and expnesive) one" <<std::endl;
else
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// ConvCheck0( Nk, Nm, Qt, evec, eval2, Iconv, Nconv);
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ConvCheck( Nk, Qt, evec, eval2, Iconv, Nconv);
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t1=usecond()/1e6;
std::cout<<GridLogMessage <<"IRL::convergence testing: "<<t1-t0<< "seconds"<<std::endl; t0=t1;
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std::cout<<GridLogMessage<<" #modes converged: "<<Nconv<<std::endl;
if( Nconv>=Nstop ){
goto converged;
}
} // end of iter loop
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std::cout<<GridLogMessage<<"\n NOT converged.\n";
abort();
converged:
2016-03-30 08:16:02 +01:00
// Sorting
eval.resize(Nconv);
#ifndef MEM_SAVE
evec.resize(Nconv,grid);
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for(int i=0; i<Nconv; ++i){
eval[i] = eval2[Iconv[i]];
evec[i] = B[Iconv[i]];
}
#else
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Rotate(Qt,evec,0,Nk,Nm);
FinalCheck( Nk, eval,evec);
//exit(-1);
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// ConvRotate2( Nk, Nm, Qt, evec, eval,eval2,Iconv,Nconv);
#endif
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// Skip sorting, as it doubles the memory usage(!) and can be avoided by diagonalizing "right away"
// _sort.push(eval,evec,Nconv);
2016-03-30 08:16:02 +01:00
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std::cout<<GridLogMessage << "\n Converged\n Summary :\n";
std::cout<<GridLogMessage << " -- Iterations = "<< Nconv << "\n";
std::cout<<GridLogMessage << " -- beta(k) = "<< beta_k << "\n";
std::cout<<GridLogMessage << " -- Nconv = "<< Nconv << "\n";
2016-03-30 08:16:02 +01:00
}
void EigenSort(DenseVector<double> evals,
DenseVector<Field> evecs){
int N= evals.size();
_sort.push(evals,evecs, evals.size(),N);
}
/**
There is some matrix Q such that for any vector y
Q.e_1 = y and Q is unitary.
**/
template<class T>
static T orthQ(DenseMatrix<T> &Q, DenseVector<T> y){
int N = y.size(); //Matrix Size
Fill(Q,0.0);
T tau;
for(int i=0;i<N;i++){
Q[i][0]=y[i];
}
T sig = conj(y[0])*y[0];
T tau0 = fabs(sqrt(sig));
for(int j=1;j<N;j++){
sig += conj(y[j])*y[j];
tau = abs(sqrt(sig) );
if(abs(tau0) > 0.0){
T gam = conj( (y[j]/tau)/tau0 );
for(int k=0;k<=j-1;k++){
Q[k][j]=-gam*y[k];
}
Q[j][j]=tau0/tau;
} else {
Q[j-1][j]=1.0;
}
tau0 = tau;
}
return tau;
}
/**
There is some matrix Q such that for any vector y
Q.e_k = y and Q is unitary.
**/
template< class T>
static T orthU(DenseMatrix<T> &Q, DenseVector<T> y){
T tau = orthQ(Q,y);
SL(Q);
return tau;
}
/**
Wind up with a matrix with the first con rows untouched
say con = 2
Q is such that Qdag H Q has {x, x, val, 0, 0, 0, 0, ...} as 1st colum
and the matrix is upper hessenberg
and with f and Q appropriately modidied with Q is the arnoldi factorization
**/
template<class T>
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static void Lock(DenseMatrix<T> &H, ///Hess mtx
DenseMatrix<T> &Q, ///Lock Transform
T val, ///value to be locked
int con, ///number already locked
RealD small,
int dfg,
bool herm)
{
//ForceTridiagonal(H);
int M = H.dim;
DenseVector<T> vec; Resize(vec,M-con);
DenseMatrix<T> AH; Resize(AH,M-con,M-con);
AH = GetSubMtx(H,con, M, con, M);
DenseMatrix<T> QQ; Resize(QQ,M-con,M-con);
Unity(Q); Unity(QQ);
DenseVector<T> evals; Resize(evals,M-con);
DenseMatrix<T> evecs; Resize(evecs,M-con,M-con);
Wilkinson<T>(AH, evals, evecs, small);
int k=0;
RealD cold = abs( val - evals[k]);
for(int i=1;i<M-con;i++){
RealD cnew = abs( val - evals[i]);
if( cnew < cold ){k = i; cold = cnew;}
}
vec = evecs[k];
ComplexD tau;
orthQ(QQ,vec);
//orthQM(QQ,AH,vec);
AH = Hermitian(QQ)*AH;
AH = AH*QQ;
for(int i=con;i<M;i++){
for(int j=con;j<M;j++){
Q[i][j]=QQ[i-con][j-con];
H[i][j]=AH[i-con][j-con];
}
}
for(int j = M-1; j>con+2; j--){
DenseMatrix<T> U; Resize(U,j-1-con,j-1-con);
DenseVector<T> z; Resize(z,j-1-con);
T nm = norm(z);
for(int k = con+0;k<j-1;k++){
z[k-con] = conj( H(j,k+1) );
}
normalise(z);
RealD tmp = 0;
for(int i=0;i<z.size()-1;i++){tmp = tmp + abs(z[i]);}
if(tmp < small/( (RealD)z.size()-1.0) ){ continue;}
tau = orthU(U,z);
DenseMatrix<T> Hb; Resize(Hb,j-1-con,M);
for(int a = 0;a<M;a++){
for(int b = 0;b<j-1-con;b++){
T sum = 0;
for(int c = 0;c<j-1-con;c++){
sum += H[a][con+1+c]*U[c][b];
}//sum += H(a,con+1+c)*U(c,b);}
Hb[b][a] = sum;
}
}
for(int k=con+1;k<j;k++){
for(int l=0;l<M;l++){
H[l][k] = Hb[k-1-con][l];
}
}//H(Hb[k-1-con][l] , l,k);}}
DenseMatrix<T> Qb; Resize(Qb,M,M);
for(int a = 0;a<M;a++){
for(int b = 0;b<j-1-con;b++){
T sum = 0;
for(int c = 0;c<j-1-con;c++){
sum += Q[a][con+1+c]*U[c][b];
}//sum += Q(a,con+1+c)*U(c,b);}
Qb[b][a] = sum;
}
}
for(int k=con+1;k<j;k++){
for(int l=0;l<M;l++){
Q[l][k] = Qb[k-1-con][l];
}
}//Q(Qb[k-1-con][l] , l,k);}}
DenseMatrix<T> Hc; Resize(Hc,M,M);
for(int a = 0;a<j-1-con;a++){
for(int b = 0;b<M;b++){
T sum = 0;
for(int c = 0;c<j-1-con;c++){
sum += conj( U[c][a] )*H[con+1+c][b];
}//sum += conj( U(c,a) )*H(con+1+c,b);}
Hc[b][a] = sum;
}
}
for(int k=0;k<M;k++){
for(int l=con+1;l<j;l++){
H[l][k] = Hc[k][l-1-con];
}
}//H(Hc[k][l-1-con] , l,k);}}
}
}
#endif
};
}
#endif
2015-11-29 00:32:45 +00:00