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Merge branch 'develop' of github.com:poare/Grid into develop

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This commit is contained in:
Chulwoo Jung
2025-11-07 15:50:22 +00:00
parent caa66418bd 68af1bba67
commit fe0ab5f1a9
7 changed files with 1065 additions and 87 deletions
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Grid/algorithms/Algorithms.h
+1 -1
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@@ -81,7 +81,7 @@ NAMESPACE_CHECK(PowerMethod);
NAMESPACE_CHECK(multigrid);
#include <Grid/algorithms/FFT.h>
#include <Grid/algorithms/iterative/Arnoldi.h>
#include <Grid/algorithms/iterative/KrylovSchur.h>
#include <Grid/algorithms/iterative/Arnoldi.h>
#endif
Grid/algorithms/iterative/Arnoldi.h
+7 -2
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@@ -8,8 +8,6 @@ Copyright (C) 2015
Author: Peter Boyle <paboyle@ph.ed.ac.uk>
Author: paboyle <paboyle@ph.ed.ac.uk>
Author: Chulwoo Jung <chulwoo@bnl.gov>
Author: Christoph Lehner <clehner@bnl.gov>
Author: Patrick Oare <poare@bnl.gov>
This program is free software; you can redistribute it and/or modify
@@ -34,7 +32,10 @@ See the full license in the file "LICENSE" in the top level distribution directo
NAMESPACE_BEGIN(Grid);
//Moved to KrylovSchur
#if 0
/**
<<<<<<< HEAD
* Options for which Ritz values to keep in implicit restart.
*/
enum RitzFilter {
@@ -74,6 +75,10 @@ struct ComplexComparator
}
};
=======
>>>>>>> 68af1bba67dd62881ead5ab1e54962a5486a0791
#endif
/**
* Implementation of the Arnoldi algorithm.
*/
Grid/algorithms/iterative/KrylovSchur.h
+198 -34
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@@ -8,8 +8,6 @@ Copyright (C) 2015
Author: Peter Boyle <paboyle@ph.ed.ac.uk>
Author: paboyle <paboyle@ph.ed.ac.uk>
Author: Chulwoo Jung <chulwoo@bnl.gov>
Author: Christoph Lehner <clehner@bnl.gov>
Author: Patrick Oare <poare@bnl.gov>
This program is free software; you can redistribute it and/or modify
@@ -34,6 +32,86 @@ See the full license in the file "LICENSE" in the top level distribution directo
NAMESPACE_BEGIN(Grid);
/**
* Options for which Ritz values to keep in implicit restart. TODO move this and utilities into a new file
*/
enum RitzFilter {
EvalNormSmall, // Keep evals with smallest norm
EvalNormLarge, // Keep evals with largest norm
EvalReSmall, // Keep evals with smallest real part
EvalReLarge, // Keep evals with largest real part
EvalImSmall, // Keep evals with smallest imaginary part
EvalImLarge, // Keep evals with largest imaginary part
EvalImNormSmall, // Keep evals with smallest |imaginary| part
EvalImNormLarge, // Keep evals with largest |imaginary| part
};
/** Selects the RitzFilter corresponding to the input string. */
inline RitzFilter selectRitzFilter(std::string s) {
if (s == "EvalNormSmall") { return EvalNormSmall; } else
if (s == "EvalNormLarge") { return EvalNormLarge; } else
if (s == "EvalReSmall") { return EvalReSmall; } else
if (s == "EvalReLarge") { return EvalReLarge; } else
if (s == "EvalImSmall") { return EvalImSmall; } else
if (s == "EvalImLarge") { return EvalImLarge; } else
if (s == "EvalImNormSmall") { return EvalImNormSmall; } else
if (s == "EvalImNormLarge") { return EvalImNormLarge; } else
{ assert(0); }
}
/** Returns a string saying which RitzFilter it is. */
inline std::string rfToString(RitzFilter RF) {
switch (RF) {
case EvalNormSmall:
return "EvalNormSmall";
case EvalNormLarge:
return "EvalNormLarge";
case EvalReSmall:
return "EvalReSmall";
case EvalReLarge:
return "EvalReLarge";
case EvalImSmall:
return "EvalImSmall";
case EvalImLarge:
return "EvalImLarge";
case EvalImNormSmall:
return "EvalImNormSmall";
case EvalImNormLarge:
return "EvalImNormLarge";
default:
assert(0);
}
}
// Select comparison function from RitzFilter
struct ComplexComparator
{
RitzFilter RF;
ComplexComparator (RitzFilter _rf) : RF(_rf) {}
bool operator()(std::complex<double> z1, std::complex<double> z2) {
switch (RF) {
case EvalNormSmall:
return std::abs(z1) < std::abs(z2);
case EvalNormLarge:
return std::abs(z1) > std::abs(z2);
case EvalReSmall:
return std::real(z1) < std::real(z2); // DELETE THE ABS HERE!!!
case EvalReLarge:
return std::real(z1) > std::real(z2);
case EvalImSmall:
return std::imag(z1) < std::imag(z2);
case EvalImLarge:
return std::imag(z1) > std::imag(z2);
case EvalImNormSmall:
return std::abs(std::imag(z1)) < std::abs(std::imag(z2));
case EvalImNormLarge:
return std::abs(std::imag(z1)) > std::abs(std::imag(z2));
default:
assert(0);
}
}
};
/**
* Computes a complex Schur decomposition of a complex matrix A using Eigen's matrix library. The Schur decomposition,
* A = Q^\dag S Q
@@ -172,6 +250,15 @@ class ComplexSchurDecomposition {
};
// template<class Field>
// inline void writeFile(const Field &field, const std::string &fname) {
// emptyUserRecord record;
// ScidacWriter WR(field.Grid()->IsBoss());
// WR.open(fname);
// WR.writeScidacFieldRecord(field, record, 0); // 0 = Lexico
// WR.close();
// }
/**
* Implementation of the Krylov-Schur algorithm.
*/
@@ -195,21 +282,22 @@ class KrylovSchur {
RealD approxLambdaMax;
RealD beta_k;
Field u; // Residual vector perpendicular to Krylov space (u_{k+1} in notes)
Eigen::VectorXcd b; // b vector in Schur decomposition (e_{k+1} in Arnoldi).
Eigen::VectorXcd b; // b vector in Schur decomposition (e_{k+1} in Arnoldi).
std::vector<Field> basis; // orthonormal Krylov basis
Eigen::MatrixXcd Rayleigh; // Rayleigh quotient of size Nbasis (after construction)
Eigen::MatrixXcd Qt; // Transpose of basis rotation which projects out high modes.
Eigen::MatrixXcd Rayleigh; // Rayleigh quotient of size Nbasis (after construction)
Eigen::MatrixXcd Qt; // Transpose of basis rotation which projects out high modes.
Eigen::VectorXcd evals; // evals of Rayleigh quotient
Eigen::MatrixXcd littleEvecs; // Nm x Nm evecs matrix
Eigen::VectorXcd evals; // evals of Rayleigh quotient
std::vector<RealD> ritzEstimates; // corresponding ritz estimates for evals
Eigen::MatrixXcd littleEvecs; // Nm x Nm evecs matrix
RitzFilter ritzFilter; // how to sort evals
RitzFilter ritzFilter; // how to sort evals
public:
KrylovSchur(LinearOperatorBase<Field> &_Linop, GridBase *_Grid, RealD _Tolerance, RitzFilter filter = EvalReSmall)
: Linop(_Linop), Grid(_Grid), Tolerance(_Tolerance), ritzFilter(filter), u(_Grid), MaxIter(-1), Nm(-1), Nk(-1), Nstop (-1),
evals (0), evecs (), ssq (0.0), rtol (0.0), beta_k (0.0), approxLambdaMax (0.0)
evals (0), ritzEstimates (), evecs (), ssq (0.0), rtol (0.0), beta_k (0.0), approxLambdaMax (0.0)
{
u = Zero();
};
@@ -218,11 +306,13 @@ class KrylovSchur {
/* Getters */
Eigen::MatrixXcd getRayleighQuotient() { return Rayleigh; }
Field getU() { return u; }
std::vector<Field> getBasis() { return basis; }
Eigen::VectorXcd getEvals() { return evals; }
std::vector<Field> getEvecs() { return evecs; }
int getNk() { return Nk; }
Eigen::MatrixXcd getRayleighQuotient() { return Rayleigh; }
Field getU() { return u; }
std::vector<Field> getBasis() { return basis; }
Eigen::VectorXcd getEvals() { return evals; }
std::vector<RealD> getRitzEstimates() { return ritzEstimates; }
std::vector<Field> getEvecs() { return evecs; }
/**
* Runs the Krylov-Schur loop.
@@ -239,11 +329,15 @@ class KrylovSchur {
ssq = norm2(v0);
RealD approxLambdaMax = approxMaxEval(v0);
rtol = Tolerance * approxLambdaMax;
std::cout << GridLogMessage << "Approximate max eigenvalue: " << approxLambdaMax << std::endl;
// rtol = Tolerance;
b = Eigen::VectorXcd::Zero(Nm); // start as e_{k+1}
b(Nm-1) = 1.0;
// basis = new std::vector<Field> (Nm, Grid);
// evecs.reserve();
int start = 0;
Field startVec = v0;
littleEvecs = Eigen::MatrixXcd::Zero(Nm, Nm);
@@ -281,6 +375,10 @@ class KrylovSchur {
// basisRotate(evecs, Q, 0, Nm, 0, Nm, Nm);
std::vector<Field> basis2;
// basis2.reserve(Nm);
// for (int i = start; i < Nm; i++) {
// basis2.emplace_back(Grid);
// }
constructUR(basis2, basis, Qt, Nm);
basis = basis2;
@@ -298,18 +396,12 @@ class KrylovSchur {
std::cout << GridLogDebug << "Rayleigh before truncation: " << std::endl << Rayleigh << std::endl;
// Rayleigh = Rayleigh(Eigen::seqN(0, Nk), Eigen::seqN(0, Nk));
Eigen::MatrixXcd RayTmp = Rayleigh(Eigen::seqN(0, Nk), Eigen::seqN(0, Nk));
Rayleigh = RayTmp;
// basis = std::vector<Field> (basis.begin(), basis.begin() + Nk);
std::vector<Field> basisTmp = std::vector<Field> (basis.begin(), basis.begin() + Nk);
basis = basisTmp;
// evecs = std::vector<Field> (evecs.begin(), evecs.begin() + Nk);
// littleEvecs = littleEvecs(Eigen::seqN(0, Nk), Eigen::seqN(0, Nk));
// b = b.head(Nk);
Eigen::VectorXcd btmp = b.head(Nk);
b = btmp;
@@ -327,8 +419,11 @@ class KrylovSchur {
if (Nconv >= Nstop || i == MaxIter - 1) {
std::cout << GridLogMessage << "Converged with " << Nconv << " / " << Nstop << " eigenvectors on iteration "
<< i << "." << std::endl;
basisRotate(evecs, Qt, 0, Nk, 0, Nk, Nm);
// basisRotate(evecs, Qt, 0, Nk, 0, Nk, Nm); // Think this might have been the issue
std::cout << GridLogMessage << "Eigenvalues: " << evals << std::endl;
// writeEigensystem(path);
return;
}
}
@@ -355,15 +450,27 @@ class KrylovSchur {
ComplexD coeff;
Field w (Grid); // A acting on last Krylov vector.
// basis.reserve(Nm);
// for (int i = start; i < Nm; i++) {
// basis.emplace_back(Grid);
// }
// basis.assign(Nm, Field(Grid));
// basis.resize(Nm);
// for (int i = start; i < Nm; i++) {
// basis[i] = Field(Grid);
// }
if (start == 0) { // initialize everything that we need.
RealD v0Norm = 1 / std::sqrt(ssq);
basis.push_back(v0Norm * v0); // normalized source
// basis[0] = v0Norm * v0; // normalized source
Rayleigh = Eigen::MatrixXcd::Zero(Nm, Nm);
u = Zero();
} else {
std::cout << GridLogMessage << "start= " <<start<< " basis.size= "<<basis.size()<<std::endl;
assert( start <= basis.size() ); // should be starting at the end of basis (start = Nk)
// assert( start <= basis.size() ); // should be starting at the end of basis (start = Nk)
// assert( start == basis.size() ); // should be starting at the end of basis (start = Nk)
std::cout << GridLogMessage << "Resetting Rayleigh and b" << std::endl;
Eigen::MatrixXcd RayleighCp = Rayleigh;
Rayleigh = Eigen::MatrixXcd::Zero(Nm, Nm);
@@ -372,12 +479,14 @@ class KrylovSchur {
// append b^\dag to Rayleigh, add u to basis
Rayleigh(Nk, Eigen::seqN(0, Nk)) = b.adjoint();
basis.push_back(u);
// basis[start] = u; // TODO make sure this is correct
b = Eigen::VectorXcd::Zero(Nm);
}
// Construct next Arnoldi vector by normalizing w_i = Dv_i - \sum_j v_j h_{ji}
for (int i = start; i < Nm; i++) {
Linop.Op(basis.back(), w);
// Linop.Op(basis[i], w);
for (int j = 0; j < basis.size(); j++) {
coeff = innerProduct(basis[j], w); // coeff = h_{ij}. Note that since {vi} is ONB it's OK to subtract it off after.
Rayleigh(j, i) = coeff;
@@ -400,6 +509,7 @@ class KrylovSchur {
basis.push_back(
(1.0/coeff) * w
);
// basis[i+1] = (1.0/coeff) * w;
}
// after iterations, update u and beta_k = ||u|| before norm
@@ -422,8 +532,6 @@ class KrylovSchur {
* the Rayleigh quotient. Assumes that the Rayleigh quotient has already been constructed (by
* calling the operator() function).
*
* TODO implement in parent class eventually.
*
* Parameters
* ----------
* Eigen::MatrixXcd& S
@@ -433,8 +541,11 @@ class KrylovSchur {
{
std::cout << GridLogMessage << "Computing eigenvalues." << std::endl;
evecs.clear();
evals = S.diagonal();
int n = evals.size(); // should be regular Nm
evecs.clear();
// evecs.assign(n, Field(Grid));
// TODO: is there a faster way to get the eigenvectors of a triangular matrix?
// Rayleigh.triangularView<Eigen::Upper> tri;
@@ -447,7 +558,7 @@ class KrylovSchur {
std::cout << GridLogDebug << "Little evecs: " << littleEvecs << std::endl;
// Convert evecs to lattice fields
for (int k = 0; k < evals.size(); k++) {
for (int k = 0; k < n; k++) {
Eigen::VectorXcd vec = littleEvecs.col(k);
Field tmp (basis[0].Grid());
tmp = Zero();
@@ -455,6 +566,7 @@ class KrylovSchur {
tmp = tmp + vec[j] * basis[j];
}
evecs.push_back(tmp);
// evecs[k] = tmp;
}
}
@@ -510,11 +622,16 @@ class KrylovSchur {
*/
int converged() {
int Nconv = 0;
int _Nm = evecs.size();
std::cout << GridLogDebug << "b: " << b << std::endl;
Field tmp (Grid); Field fullEvec (Grid);
for (int k = 0; k < evecs.size(); k++) {
ritzEstimates.clear();
// ritzEstimates.resize(_Nm);
for (int k = 0; k < _Nm; k++) {
Eigen::VectorXcd evec_k = littleEvecs.col(k);
RealD ritzEstimate = std::abs(b.dot(evec_k)); // b^\dagger s
ritzEstimates.push_back(ritzEstimate);
// ritzEstimates[k] = ritzEstimate;
std::cout << GridLogMessage << "Ritz estimate for evec " << k << " = " << ritzEstimate << std::endl;
if (ritzEstimate < rtol) {
Nconv++;
@@ -522,7 +639,7 @@ class KrylovSchur {
}
// Check that Ritz estimate is explicitly || D (Uy) - lambda (Uy) ||
// checkRitzEstimate();
checkRitzEstimate();
return Nconv;
}
@@ -539,7 +656,7 @@ class KrylovSchur {
// rotate basis by Rayleigh to construct UR
// std::vector<Field> rotated;
std::cout << GridLogDebug << "Rayleigh in KSDecomposition: " << std::endl << Rayleigh << std::endl;
// std::cout << GridLogDebug << "Rayleigh in KSDecomposition: " << std::endl << Rayleigh << std::endl;
std::vector<Field> rotated = basis;
constructUR(rotated, basis, Rayleigh, k); // manually rotate
@@ -558,10 +675,10 @@ class KrylovSchur {
delta = delta / norm2(tmp); // relative tolerance
deltaSum += delta;
std::cout << GridLogDebug << "Iteration " << i << std::endl;
std::cout << GridLogDebug << "Du = " << norm2(tmp) << std::endl;
std::cout << GridLogDebug << "rotated = " << norm2(rotated[i]) << std::endl;
std::cout << GridLogDebug << "b[i] = " << b(i) << std::endl;
// std::cout << GridLogDebug << "Iteration " << i << std::endl;
// std::cout << GridLogDebug << "Du = " << norm2(tmp) << std::endl;
// std::cout << GridLogDebug << "rotated = " << norm2(rotated[i]) << std::endl;
// std::cout << GridLogDebug << "b[i] = " << b(i) << std::endl;
std::cout << GridLogMessage << "Deviation in decomp, column " << i << ": " << delta << std::endl;
}
std::cout << GridLogMessage << "Squared sum of relative deviations in decomposition: " << deltaSum << std::endl;
@@ -629,7 +746,9 @@ class KrylovSchur {
*/
void constructUR(std::vector<Field>& UR, std::vector<Field> &U, Eigen::MatrixXcd& R, int N) {
Field tmp (Grid);
UR.clear();
// UR.resize(N);
std::cout << GridLogDebug << "R to rotate by (should be Rayleigh): " << R << std::endl;
@@ -642,6 +761,7 @@ class KrylovSchur {
}
std::cout << GridLogDebug << "rotated norm at i = " << i << " is: " << norm2(tmp) << std::endl;
UR.push_back(tmp);
// UR[i] = tmp;
}
return;
}
@@ -652,17 +772,61 @@ class KrylovSchur {
void constructRU(std::vector<Field>& RU, std::vector<Field> &U, Eigen::MatrixXcd& R, int N) {
Field tmp (Grid);
RU.clear();
// RU.resize(N);
for (int i = 0; i < N; i++) {
tmp = Zero();
for (int j = 0; j < N; j++) {
tmp = tmp + R(i, j) * U[j];
}
RU.push_back(tmp);
// RU[i] = tmp;
}
return;
}
// void writeEvec(Field& in, std::string const fname){
// #ifdef HAVE_LIME
// // Ref: https://github.com/paboyle/Grid/blob/feature/scidac-wp1/tests/debug/Test_general_coarse_hdcg_phys48.cc#L111
// std::cout << GridLogMessage << "Writing evec to: " << fname << std::endl;
// Grid::emptyUserRecord record;
// Grid::ScidacWriter WR(in.Grid()->IsBoss());
// WR.open(fname);
// WR.writeScidacFieldRecord(in,record,0); // Lexico
// WR.close();
// #endif
// // What is the appropriate way to throw error?
// }
// /**
// * Writes the eigensystem of a Krylov Schur object to a directory.
// *
// * Parameters
// * ----------
// * std::string path
// * Directory to write to.
// */
// void writeEigensystem(std::string outDir) {
// std::cout << GridLogMessage << "Writing output to directory: " << outDir << std::endl;
// // TODO write a scidac density file so that we can easily integrate with visualization toolkit
// std::string evalPath = outDir + "/evals.txt";
// std::ofstream fEval;
// fEval.open(evalPath);
// for (int i = 0; i < Nk; i++) {
// // write Eigenvalues
// fEval << i << " " << evals(i);
// if (i < Nk - 1) { fEval << "\n"; }
// }
// fEval.close();
// for (int i = 0; i < Nk; i++) {
// std::string fName = outDir + "/evec" + std::to_string(i);
// // writeFile(evecs[i], fName); // using method from Grid/HMC/ComputeWilsonFlow.cc
// // writeEvec(evecs[i], fName);
// }
// }
};
NAMESPACE_END(Grid);
#endif