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Grid/lib/algorithms/iterative/ImplicitlyRestartedLanczos.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>
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_H
#define GRID_IRL_H
#include <string.h> //memset
#ifdef USE_LAPACK
#include <lapacke.h>
#endif
#include <algorithms/iterative/DenseMatrix.h>
#include <algorithms/iterative/EigenSort.h>
namespace Grid {
/////////////////////////////////////////////////////////////
// Implicitly restarted lanczos
/////////////////////////////////////////////////////////////
template<class Field>
class ImplicitlyRestartedLanczos {
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
RealD eresid;
SortEigen<Field> _sort;
// GridCartesian &_fgrid;
LinearOperatorBase<Field> &_Linop;
OperatorFunction<Field> &_poly;
/////////////////////////
// Constructor
/////////////////////////
void init(void){};
void Abort(int ff, DenseVector<RealD> &evals, DenseVector<DenseVector<RealD> > &evecs);
ImplicitlyRestartedLanczos(
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);
};
ImplicitlyRestartedLanczos(
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);
std::cout << "RitzMatrix "<<std::endl;
for(int i=0;i<k;i++){
_poly(_Linop,evec[i],w);
std::cout << "["<<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 ) {
std::cout<<"oops"<<std::endl;
abort();
} else
std::cout << " 0 ";
} else {
std::cout << " "<<in<<" ";
}
}
std::cout << 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)
{
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
// std::cout << "alpha = " << zalph << " beta "<<beta<<std::endl;
const RealD tiny = 1.0e-20;
if ( beta < tiny ) {
std::cout << " 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
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);
int NN = N1;
double evals_tmp[NN];
double evec_tmp[NN][NN];
memset(evec_tmp[0],0,sizeof(double)*NN*NN);
// double AA[NN][NN];
double DD[NN];
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];
}
int evals_found;
int lwork = ( (18*NN) > (1+4*NN+NN*NN)? (18*NN):(1+4*NN+NN*NN)) ;
int liwork = 3+NN*10 ;
int iwork[liwork];
double work[lwork];
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];
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;
int il = interval*node+1 , iu = interval*(node+1);
if (iu > NN) iu=NN;
double tol = 0.0;
if (1) {
memset(evals_tmp,0,sizeof(double)*NN);
if ( il <= NN){
printf("total=%d node=%d il=%d iu=%d\n",total,node,il,iu);
LAPACK_dstegr(&jobz, &range, &NN,
(double*)DD, (double*)EE,
&vl, &vu, &il, &iu, // these four are ignored if second parameteris 'A'
&tol, // tolerance
&evals_found, evals_tmp, (double*)evec_tmp, &NN,
isuppz,
work, &lwork, iwork, &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][j] = evec_tmp[i - (il-1)][j];
if (il>1) evec_tmp[i-(il-1)][j]=0.;
}
}
}
{
// QMP_sum_double_array(evals_tmp,NN);
// QMP_sum_double_array((double *)evec_tmp,NN*NN);
grid->GlobalSumVector(evals_tmp,NN);
grid->GlobalSumVector((double*)evec_tmp,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][j];
lmd [NN-1-i]=evals_tmp[i];
}
}
#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
int Niter = 100*N1;
int kmin = 1;
int kmax = N2;
// (this should be more sophisticated)
for(int iter=0; iter<Niter; ++iter){
// 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){
if (fabs(lmd2[k] - lmd3[k]) >SMALL) std::cout <<"lmd(qr) lmd(lapack) "<< k << ": " << lmd2[k] <<" "<< lmd3[k] <<std::endl;
// if (fabs(lme2[k] - lme[k]) >SMALL) std::cout <<"lme(qr)-lme(lapack) "<< k << ": " << lme2[k] - lme[k] <<std::endl;
}
for(int k=0; k<N1*N1; ++k){
// if (fabs(Qt2[k] - Qt[k]) >SMALL) std::cout <<"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;
}
}
}
std::cout << "[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)
{
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);
}
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;
}
/* 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
*/
void calc(DenseVector<RealD>& eval,
DenseVector<Field>& evec,
const Field& src,
int& Nconv)
{
GridBase *grid = evec[0]._grid;
assert(grid == src._grid);
std::cout << " -- Nk = " << Nk << " Np = "<< Np << std::endl;
std::cout << " -- Nm = " << Nm << std::endl;
std::cout << " -- size of eval = " << eval.size() << std::endl;
std::cout << " -- 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);
DenseVector<Field> B(Nm,grid); // waste of space replicating
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;
std:: cout <<"norm2(src)= " << norm2(src)<<std::endl;
// << src._grid << std::endl;
normalise(evec[0]);
std:: cout <<"norm2(evec[0])= " << norm2(evec[0]) <<std::endl;
// << evec[0]._grid << std::endl;
// Initial Nk steps
for(int k=0; k<Nk; ++k) step(eval,lme,evec,f,Nm,k);
// std:: cout <<"norm2(evec[1])= " << norm2(evec[1]) << std::endl;
// std:: cout <<"norm2(evec[2])= " << norm2(evec[2]) << std::endl;
RitzMatrix(evec,Nk);
for(int k=0; k<Nk; ++k){
// std:: cout <<"eval " << k << " " <<eval[k] << std::endl;
// std:: cout <<"lme " << k << " " << lme[k] << std::endl;
}
// Restarting loop begins
for(int iter = 0; iter<Niter; ++iter){
std::cout<<"\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
//
for(int k=Nk; k<Nm; ++k) step(eval,lme,evec,f,Nm,k);
f *= lme[Nm-1];
RitzMatrix(evec,k2);
// 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);
// sorting
_sort.push(eval2,Nm);
// Implicitly shifted QR transformations
setUnit_Qt(Nm,Qt);
for(int ip=k2; ip<Nm; ++ip){
std::cout << "qr_decomp "<< ip << " "<< eval2[ip] << std::endl;
qr_decomp(eval,lme,Nm,Nm,Qt,eval2[ip],k1,Nm);
}
for(int i=0; i<(Nk+1); ++i) B[i] = 0.0;
for(int j=k1-1; j<k2+1; ++j){
for(int k=0; k<Nm; ++k){
B[j] += Qt[k+Nm*j] * evec[k];
}
}
for(int j=k1-1; j<k2+1; ++j) evec[j] = B[j];
// 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);
std::cout<<" 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);
for(int k = 0; k<Nk; ++k) B[k]=0.0;
for(int j = 0; j<Nk; ++j){
for(int k = 0; k<Nk; ++k){
B[j] += Qt[k+j*Nm] * evec[k];
}
// std::cout << "norm(B["<<j<<"])="<<norm2(B[j])<<std::endl;
}
// _sort.push(eval2,B,Nk);
Nconv = 0;
// std::cout << std::setiosflags(std::ios_base::scientific);
for(int i=0; i<Nk; ++i){
// _poly(_Linop,B[i],v);
_Linop.HermOp(B[i],v);
RealD vnum = real(innerProduct(B[i],v)); // HermOp.
RealD vden = norm2(B[i]);
eval2[i] = vnum/vden;
v -= eval2[i]*B[i];
RealD vv = norm2(v);
std::cout.precision(13);
std::cout << "[" << 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::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 << std::resetiosflags(std::ios_base::scientific);
std::cout<<" #modes converged: "<<Nconv<<std::endl;
if( Nconv>=Nstop ){
goto converged;
}
} // end of iter loop
std::cout<<"\n NOT converged.\n";
abort();
converged:
2016-03-30 08:16:02 +01:00
// Sorting
eval.resize(Nconv);
evec.resize(Nconv,grid);
for(int i=0; i<Nconv; ++i){
eval[i] = eval2[Iconv[i]];
evec[i] = B[Iconv[i]];
}
_sort.push(eval,evec,Nconv);
std::cout << "\n Converged\n Summary :\n";
std::cout << " -- Iterations = "<< Nconv << "\n";
std::cout << " -- beta(k) = "<< beta_k << "\n";
std::cout << " -- Nconv = "<< Nconv << "\n";
}
2015-11-29 00:32:45 +00:00
/////////////////////////////////////////////////
// Adapted from Rudy's lanczos factor routine
2015-11-29 00:32:45 +00:00
/////////////////////////////////////////////////
int Lanczos_Factor(int start, int end, int cont,
DenseVector<Field> & bq,
Field &bf,
DenseMatrix<RealD> &H){
GridBase *grid = bq[0]._grid;
RealD beta;
RealD sqbt;
RealD alpha;
for(int i=start;i<Nm;i++){
for(int j=start;j<Nm;j++){
H[i][j]=0.0;
}
}
std::cout<<"Lanczos_Factor start/end " <<start <<"/"<<end<<std::endl;
// Starting from scratch, bq[0] contains a random vector and |bq[0]| = 1
int first;
if(start == 0){
std::cout << "start == 0\n"; //TESTING
_poly(_Linop,bq[0],bf);
alpha = real(innerProduct(bq[0],bf));//alpha = bq[0]^dag A bq[0]
std::cout << "alpha = " << alpha << std::endl;
bf = bf - alpha * bq[0]; //bf = A bq[0] - alpha bq[0]
H[0][0]=alpha;
std::cout << "Set H(0,0) to " << H[0][0] << std::endl;
first = 1;
} else {
first = start;
}
// I think start==0 and cont==zero are the same. Test this
// If so I can drop "cont" parameter?
if( cont ) assert(start!=0);
if( start==0 ) assert(cont!=0);
if( cont){
beta = 0;sqbt = 0;
std::cout << "cont is true so setting beta to zero\n";
} else {
beta = norm2(bf);
sqbt = sqrt(beta);
std::cout << "beta = " << beta << std::endl;
}
for(int j=first;j<end;j++){
std::cout << "Factor j " << j <<std::endl;
if(cont){ // switches to factoring; understand start!=0 and initial bf value is right.
bq[j] = bf; cont = false;
}else{
bq[j] = (1.0/sqbt)*bf ;
H[j][j-1]=H[j-1][j] = sqbt;
}
_poly(_Linop,bq[j],bf);
bf = bf - (1.0/sqbt)*bq[j-1]; //bf = A bq[j] - beta bq[j-1] // PAB this comment was incorrect in beta term??
alpha = real(innerProduct(bq[j],bf)); //alpha = bq[j]^dag A bq[j]
bf = bf - alpha*bq[j]; //bf = A bq[j] - beta bq[j-1] - alpha bq[j]
RealD fnorm = norm2(bf);
RealD bck = sqrt( real( conjugate(alpha)*alpha ) + beta );
beta = fnorm;
sqbt = sqrt(beta);
std::cout << "alpha = " << alpha << " fnorm = " << fnorm << '\n';
///Iterative refinement of orthogonality V = [ bq[0] bq[1] ... bq[M] ]
int re = 0;
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// FIXME undefined params; how set in Rudy's code
int ref =0;
Real rho = 1.0e-8;
while( re == ref || (sqbt < rho * bck && re < 5) ){
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Field tmp2(grid);
Field tmp1(grid);
//bex = V^dag bf
DenseVector<ComplexD> bex(j+1);
for(int k=0;k<j+1;k++){
bex[k] = innerProduct(bq[k],bf);
}
zero_fermion(tmp2);
//tmp2 = V s
for(int l=0;l<j+1;l++){
RealD nrm = norm2(bq[l]);
axpy(tmp1,0.0,bq[l],bq[l]); scale(tmp1,bex[l]); //tmp1 = V[j] bex[j]
axpy(tmp2,1.0,tmp2,tmp1); //tmp2 += V[j] bex[j]
}
//bf = bf - V V^dag bf. Subtracting off any component in span { V[j] }
RealD btc = axpy_norm(bf,-1.0,tmp2,bf);
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alpha = alpha + real(bex[j]); sqbt = sqrt(real(btc));
// FIXME is alpha real in RUDY's code?
RealD nmbex = 0;for(int k=0;k<j+1;k++){nmbex = nmbex + real( conjugate(bex[k])*bex[k] );}
bck = sqrt( nmbex );
re++;
}
std::cout << "Iteratively refined orthogonality, changes alpha\n";
if(re > 1) std::cout << "orthagonality refined " << re << " times" <<std::endl;
H[j][j]=alpha;
}
return end;
}
void EigenSort(DenseVector<double> evals,
DenseVector<Field> evecs){
int N= evals.size();
_sort.push(evals,evecs, evals.size(),N);
}
void ImplicitRestart(int TM, DenseVector<RealD> &evals, DenseVector<DenseVector<RealD> > &evecs, DenseVector<Field> &bq, Field &bf, int cont)
{
std::cout << "ImplicitRestart begin. Eigensort starting\n";
DenseMatrix<RealD> H; Resize(H,Nm,Nm);
EigenSort(evals, evecs);
///Assign shifts
int K=Nk;
int M=Nm;
int P=Np;
int converged=0;
if(K - converged < 4) P = (M - K-1); //one
// DenseVector<RealD> shifts(P + shift_extra.size());
DenseVector<RealD> shifts(P);
for(int k = 0; k < P; ++k)
shifts[k] = evals[k];
/// Shift to form a new H and q
DenseMatrix<RealD> Q; Resize(Q,TM,TM);
Unity(Q);
Shift(Q, shifts); // H is implicitly passed in in Rudy's Shift routine
int ff = K;
/// Shifted H defines a new K step Arnoldi factorization
RealD beta = H[ff][ff-1];
RealD sig = Q[TM - 1][ff - 1];
std::cout << "beta = " << beta << " sig = " << real(sig) <<std::endl;
std::cout << "TM = " << TM << " ";
std::cout << norm2(bq[0]) << " -- before" <<std::endl;
/// q -> q Q
times_real(bq, Q, TM);
std::cout << norm2(bq[0]) << " -- after " << ff <<std::endl;
bf = beta* bq[ff] + sig* bf;
/// Do the rest of the factorization
ff = Lanczos_Factor(ff, M,cont,bq,bf,H);
if(ff < M)
Abort(ff, evals, evecs);
}
///Run the Eigensolver
void Run(int cont, DenseVector<Field> &bq, Field &bf, DenseVector<DenseVector<RealD> > & evecs,DenseVector<RealD> &evals)
{
init();
int M=Nm;
DenseMatrix<RealD> H; Resize(H,Nm,Nm);
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Resize(evals,Nm);
Resize(evecs,Nm);
int ff = Lanczos_Factor(0, M, cont, bq,bf,H); // 0--M to begin with
if(ff < M) {
std::cout << "Krylov: aborting ff "<<ff <<" "<<M<<std::endl;
abort(); // Why would this happen?
}
int itcount = 0;
bool stop = false;
for(int it = 0; it < Niter && (converged < Nk); ++it) {
std::cout << "Krylov: Iteration --> " << it << std::endl;
int lock_num = lock ? converged : 0;
DenseVector<RealD> tevals(M - lock_num );
DenseMatrix<RealD> tevecs; Resize(tevecs,M - lock_num,M - lock_num);
//check residual of polynominal
TestConv(H,M, tevals, tevecs);
if(converged >= Nk)
break;
ImplicitRestart(ff, tevals,tevecs,H);
}
Wilkinson<RealD>(H, evals, evecs, small);
// Check();
std::cout << "Done "<<std::endl;
}
///H - shift I = QR; H = Q* H Q
void Shift(DenseMatrix<RealD> & H,DenseMatrix<RealD> &Q, DenseVector<RealD> shifts) {
int P; Size(shifts,P);
int M; SizeSquare(Q,M);
Unity(Q);
int lock_num = lock ? converged : 0;
RealD t_Househoulder_vector(0.0);
RealD t_Househoulder_mult(0.0);
for(int i=0;i<P;i++){
RealD x, y, z;
DenseVector<RealD> ck(3), v(3);
x = H[lock_num+0][lock_num+0]-shifts[i];
y = H[lock_num+1][lock_num+0];
ck[0] = x; ck[1] = y; ck[2] = 0;
normalise(ck); ///Normalization cancels in PHP anyway
RealD beta;
Householder_vector<RealD>(ck, 0, 2, v, beta);
Householder_mult<RealD>(H,v,beta,0,lock_num+0,lock_num+2,0);
Householder_mult<RealD>(H,v,beta,0,lock_num+0,lock_num+2,1);
///Accumulate eigenvector
Householder_mult<RealD>(Q,v,beta,0,lock_num+0,lock_num+2,1);
int sw = 0;
for(int k=lock_num+0;k<M-2;k++){
x = H[k+1][k];
y = H[k+2][k];
z = (RealD)0.0;
if(k+3 <= M-1){
z = H[k+3][k];
}else{
sw = 1; v[2] = 0.0;
}
ck[0] = x; ck[1] = y; ck[2] = z;
normalise(ck);
Householder_vector<RealD>(ck, 0, 2-sw, v, beta);
Householder_mult<RealD>(H,v, beta,0,k+1,k+3-sw,0);
Householder_mult<RealD>(H,v, beta,0,k+1,k+3-sw,1);
///Accumulate eigenvector
Householder_mult<RealD>(Q,v, beta,0,k+1,k+3-sw,1);
}
}
}
void TestConv(DenseMatrix<RealD> & H,int SS,
DenseVector<Field> &bq, Field &bf,
DenseVector<RealD> &tevals, DenseVector<DenseVector<RealD> > &tevecs,
int lock, int converged)
{
std::cout << "Converged " << converged << " so far." << std::endl;
int lock_num = lock ? converged : 0;
int M = Nm;
///Active Factorization
DenseMatrix<RealD> AH; Resize(AH,SS - lock_num,SS - lock_num );
AH = GetSubMtx(H,lock_num, SS, lock_num, SS);
int NN=tevals.size();
int AHsize=SS-lock_num;
RealD small=1.0e-16;
Wilkinson<RealD>(AH, tevals, tevecs, small);
EigenSort(tevals, tevecs);
RealD resid_nrm= norm2(bf);
if(!lock) converged = 0;
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#if 0
for(int i = SS - lock_num - 1; i >= SS - Nk && i >= 0; --i){
RealD diff = 0;
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diff = abs( tevecs[i][Nm - 1 - lock_num] ) * resid_nrm;
std::cout << "residual estimate " << SS-1-i << " " << diff << " of (" << tevals[i] << ")" << std::endl;
if(diff < converged) {
if(lock) {
DenseMatrix<RealD> Q; Resize(Q,M,M);
bool herm = true;
Lock(H, Q, tevals[i], converged, small, SS, herm);
times_real(bq, Q, bq.size());
bf = Q[M - 1][M - 1]* bf;
lock_num++;
}
converged++;
std::cout << " converged on eval " << converged << " of " << Nk << std::endl;
} else {
break;
}
}
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#endif
std::cout << "Got " << converged << " so far " <<std::endl;
}
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///Check
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void Check(DenseVector<RealD> &evals,
DenseVector<DenseVector<RealD> > &evecs) {
DenseVector<RealD> goodval(this->get);
EigenSort(evals,evecs);
int NM = Nm;
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DenseVector< DenseVector<RealD> > V; Size(V,NM);
DenseVector<RealD> QZ(NM*NM);
for(int i = 0; i < NM; i++){
for(int j = 0; j < NM; j++){
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// evecs[i][j];
}
}
}
/**
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 = abs(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>
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
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