@@ -0,0 +1,931 @@
/*************************************************************************************
Grid physics library, www.github.com/paboyle/Grid
Source file: ./lib/algorithms/iterative/ImplicitlyRestartedLanczos.h
Copyright (C) 2015
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_LANC_H
# define GRID_LANC_H
# include <string.h> //memset
# ifdef USE_LAPACK
# ifdef USE_MKL
# include <mkl_lapack.h>
# else
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 ) ;
//#include <lapacke/lapacke.h>
# endif
# endif
//#include <Grid/algorithms/densematrix/DenseMatrix.h>
// eliminate temorary vector in calc()
# define MEM_SAVE
namespace Grid
{
struct Bisection
{
#if 0
static void get_eig2 (int row_num, std::vector < RealD > &ALPHA,
std::vector < RealD > &BETA,
std::vector < RealD > &eig)
{
int i, j;
std::vector < RealD > evec1 (row_num + 3);
std::vector < RealD > evec2 (row_num + 3);
RealD eps2;
ALPHA[1] = 0.;
BETHA[1] = 0.;
for (i = 0; i < row_num - 1; i++)
{
ALPHA[i + 1] = A[i * (row_num + 1)].real ();
BETHA[i + 2] = A[i * (row_num + 1) + 1].real ();
}
ALPHA[row_num] = A[(row_num - 1) * (row_num + 1)].real ();
bisec (ALPHA, BETHA, row_num, 1, row_num, 1e-10, 1e-10, evec1, eps2);
bisec (ALPHA, BETHA, row_num, 1, row_num, 1e-16, 1e-16, evec2, eps2);
// Do we really need to sort here?
int begin = 1;
int end = row_num;
int swapped = 1;
while (swapped)
{
swapped = 0;
for (i = begin; i < end; i++)
{
if (mag (evec2[i]) > mag (evec2[i + 1]))
{
swap (evec2 + i, evec2 + i + 1);
swapped = 1;
}
}
end--;
for (i = end - 1; i >= begin; i--)
{
if (mag (evec2[i]) > mag (evec2[i + 1]))
{
swap (evec2 + i, evec2 + i + 1);
swapped = 1;
}
}
begin++;
}
for (i = 0; i < row_num; i++)
{
for (j = 0; j < row_num; j++)
{
if (i == j)
H[i * row_num + j] = evec2[i + 1];
else
H[i * row_num + j] = 0.;
}
}
}
#endif
static void bisec ( std : : vector < RealD > & c ,
std : : vector < RealD > & b ,
int n ,
int m1 ,
int m2 ,
RealD eps1 ,
RealD relfeh , std : : vector < RealD > & x , RealD & eps2 )
{
std : : vector < RealD > wu ( n + 2 ) ;
RealD h , q , x1 , xu , x0 , xmin , xmax ;
int i , a , k ;
b [ 1 ] = 0.0 ;
xmin = c [ n ] - fabs ( b [ n ] ) ;
xmax = c [ n ] + fabs ( b [ n ] ) ;
for ( i = 1 ; i < n ; i + + )
{
h = fabs ( b [ i ] ) + fabs ( b [ i + 1 ] ) ;
if ( c [ i ] + h > xmax )
xmax = c [ i ] + h ;
if ( c [ i ] - h < xmin )
xmin = c [ i ] - h ;
}
xmax * = 2. ;
eps2 = relfeh * ( ( xmin + xmax ) > 0.0 ? xmax : - xmin ) ;
if ( eps1 < = 0.0 )
eps1 = eps2 ;
eps2 = 0.5 * eps1 + 7.0 * ( eps2 ) ;
x0 = xmax ;
for ( i = m1 ; i < = m2 ; i + + )
{
x [ i ] = xmax ;
wu [ i ] = xmin ;
}
for ( k = m2 ; k > = m1 ; k - - )
{
xu = xmin ;
i = k ;
do
{
if ( xu < wu [ i ] )
{
xu = wu [ i ] ;
i = m1 - 1 ;
}
i - - ;
}
while ( i > = m1 ) ;
if ( x0 > x [ k ] )
x0 = x [ k ] ;
while ( ( x0 - xu ) > 2 * relfeh * ( fabs ( xu ) + fabs ( x0 ) ) + eps1 )
{
x1 = ( xu + x0 ) / 2 ;
a = 0 ;
q = 1.0 ;
for ( i = 1 ; i < = n ; i + + )
{
q =
c [ i ] - x1 -
( ( q ! = 0.0 ) ? b [ i ] * b [ i ] / q : fabs ( b [ i ] ) / relfeh ) ;
if ( q < 0 )
a + + ;
}
// printf("x1=%0.14e a=%d\n",x1,a);
if ( a < k )
{
if ( a < m1 )
{
xu = x1 ;
wu [ m1 ] = x1 ;
}
else
{
xu = x1 ;
wu [ a + 1 ] = x1 ;
if ( x [ a ] > x1 )
x [ a ] = x1 ;
}
}
else
x0 = x1 ;
}
printf ( " x0=%0.14e xu=%0.14e k=%d \n " , x0 , xu , k ) ;
x [ k ] = ( x0 + xu ) / 2 ;
}
}
} ;
/////////////////////////////////////////////////////////////
// Implicitly restarted lanczos
/////////////////////////////////////////////////////////////
template < class Field > class SimpleLanczos
{
const RealD small = 1.0e-16 ;
public :
int lock ;
int get ;
int Niter ;
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 OrthoTime ;
RealD eresid ;
// SortEigen < Field > _sort;
LinearFunction < Field > & _Linop ;
// OperatorFunction < Field > &_poly;
/////////////////////////
// Constructor
/////////////////////////
void init ( void )
{
} ;
// void Abort (int ff, std::vector < RealD > &evals, DenseVector < Denstd::vector < RealD > >&evecs);
SimpleLanczos ( LinearFunction < 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 ) ;
} ;
/////////////////////////
// Sanity checked this routine (step) against Saad.
/////////////////////////
void RitzMatrix ( std : : vector < Field > & evec , int k )
{
if ( 1 )
return ;
GridBase * grid = evec [ 0 ] . Grid ( ) ;
Field w ( grid ) ;
std : : cout < < GridLogMessage < < " RitzMatrix " < < std : : endl ;
for ( int i = 0 ; i < k ; i + + )
{
_Linop ( evec [ i ] , w ) ;
// _poly(_Linop,evec[i],w);
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 )
{
std : : cout < < GridLogMessage < < " oops " < < std : : endl ;
abort ( ) ;
}
else
std : : cout < < GridLogMessage < < " 0 " ;
}
else
{
std : : cout < < GridLogMessage < < " " < < in < < " " ;
}
}
std : : cout < < GridLogMessage < < std : : endl ;
}
}
void step ( std : : vector < RealD > & lmd ,
std : : vector < RealD > & lme ,
Field & last , Field & current , Field & next , uint64_t k )
{
if ( lmd . size ( ) < = k )
lmd . resize ( k + Nm ) ;
if ( lme . size ( ) < = k )
lme . resize ( k + Nm ) ;
// _poly(_Linop,current,next ); // 3. wk:=Avk− βkv_{k− 1}
_Linop ( current , next ) ; // 3. wk:=Avk− βkv_{k− 1}
if ( k > 0 )
{
next - = lme [ k - 1 ] * last ;
}
// std::cout<<GridLogMessage << "<last|next>" << innerProduct(last,next) <<std::endl;
ComplexD zalph = innerProduct ( current , next ) ; // 4. α k:=(wk,vk)
RealD alph = real ( zalph ) ;
next = next - alph * current ; // 5. wk:=wk− α kvk
// std::cout<<GridLogMessage << "<current|next>" << innerProduct(current,next) <<std::endl;
RealD beta = normalise ( next ) ; // 6. βk+1 := ∥wk∥2. If βk+1 = 0 then Stop
// 7. vk+1 := wk/βk+1
// norm=beta;
int interval = Nm / 100 + 1 ;
if ( ( k % interval ) = = 0 )
std : :
cout < < GridLogMessage < < k < < " : alpha = " < < zalph < < " beta " < <
beta < < std : : endl ;
const RealD tiny = 1.0e-20 ;
if ( beta < tiny )
{
std : : cout < < GridLogMessage < < " beta is tiny " < < beta < < std : :
endl ;
}
lmd [ k ] = alph ;
lme [ k ] = beta ;
}
void qr_decomp ( std : : vector < RealD > & lmd ,
std : : vector < RealD > & lme ,
int Nk ,
int Nm ,
std : : vector < 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 ;
}
}
}
#if 0
#ifdef USE_LAPACK
#ifdef USE_MKL
#define LAPACK_INT MKL_INT
#else
#define LAPACK_INT long long
#endif
void diagonalize_lapack (std::vector < RealD > &lmd, std::vector < RealD > &lme, int N1, // all
int N2, // get
GridBase * grid)
{
const int size = Nm;
LAPACK_INT NN = N1;
double evals_tmp[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];
}
LAPACK_INT evals_found;
LAPACK_INT lwork =
((18 * NN) >
(1 + 4 * NN + NN * NN) ? (18 * NN) : (1 + 4 * NN + NN * NN));
LAPACK_INT liwork = 3 + NN * 10;
LAPACK_INT iwork[liwork];
double work[lwork];
LAPACK_INT isuppz[2 * NN];
char jobz = 'N'; // calculate evals only
char range = 'I'; // calculate il-th to iu-th 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];
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;
LAPACK_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);
#ifdef USE_MKL
dstegr (&jobz, &range, &NN,
#else
LAPACK_dstegr (&jobz, &range, &NN,
#endif
( double * ) DD , ( double * ) EE , & vl , & vu , & il , & iu , // these four are ignored if second parameteris 'A'
& tol , // tolerance
& evals_found , evals_tmp , ( double * ) NULL , & 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. ;
}
}
{
grid - > GlobalSumVector ( evals_tmp , 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.
}
# undef LAPACK_INT
# endif
void diagonalize ( std : : vector < RealD > & lmd ,
std : : vector < RealD > & lme ,
int N2 , int N1 , 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 , grid ) ;
// diagonalize_lapack(lmd2,lme2,Nm2,Nm,Qt,grid);
# endif
}
# endif
static RealD normalise ( Field & v )
{
RealD nn = norm2 ( v ) ;
nn = sqrt ( nn ) ;
v = v * ( 1.0 / nn ) ;
return nn ;
}
void orthogonalize ( Field & w , std : : vector < Field > & evec , int k )
{
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 ) ;
t0 + = usecond ( ) / 1e6 ;
OrthoTime + = t0 ;
}
void setUnit_Qt ( int Nm , std : : vector < 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 ;
}
void calc ( std : : vector < RealD > & eval , const Field & src , int & Nconv )
{
GridBase * grid = src . Grid ( ) ;
// assert(grid == src._grid);
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 ;
// assert(c.size() && Nm == eval.size());
std : : vector < RealD > lme ( Nm ) ;
std : : vector < RealD > lmd ( Nm ) ;
Field current ( grid ) ;
Field last ( grid ) ;
Field next ( grid ) ;
Nconv = 0 ;
RealD beta_k ;
// Set initial vector
// (uniform vector) Why not src??
// evec[0] = 1.0;
current = src ;
std : : cout < < GridLogMessage < < " norm2(src)= " < < norm2 ( src ) < < std : :
endl ;
normalise ( current ) ;
std : :
cout < < GridLogMessage < < " norm2(evec[0])= " < < norm2 ( current ) < <
std : : endl ;
// Initial Nk steps
OrthoTime = 0. ;
double t0 = usecond ( ) / 1e6 ;
RealD norm ; // sqrt norm of last vector
uint64_t iter = 0 ;
bool initted = false ;
std : : vector < RealD > low ( Nstop * 10 ) ;
std : : vector < RealD > high ( Nstop * 10 ) ;
RealD cont = 0. ;
while ( 1 ) {
cont = 0. ;
std : : vector < RealD > lme2 ( Nm ) ;
std : : vector < RealD > lmd2 ( Nm ) ;
for ( uint64_t k = 0 ; k < Nm ; + + k , iter + + ) {
step ( lmd , lme , last , current , next , iter ) ;
last = current ;
current = next ;
}
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 ;
// getting eigenvalues
lmd2 . resize ( iter + 2 ) ;
lme2 . resize ( iter + 2 ) ;
for ( uint64_t k = 0 ; k < iter ; + + k ) {
lmd2 [ k + 1 ] = lmd [ k ] ;
lme2 [ k + 2 ] = lme [ k ] ;
}
t1 = usecond ( ) / 1e6 ;
std : : cout < < GridLogMessage < < " IRL:: copy: " < < t1 -
t0 < < " seconds " < < std : : endl ;
t0 = t1 ;
{
int total = grid - > _Nprocessors ;
int node = grid - > _processor ;
int interval = ( Nstop / total ) + 1 ;
int iu = ( iter + 1 ) - ( interval * node + 1 ) ;
int il = ( iter + 1 ) - ( interval * ( node + 1 ) ) ;
std : : vector < RealD > eval2 ( iter + 3 ) ;
RealD eps2 ;
Bisection : : bisec ( lmd2 , lme2 , iter , il , iu , 1e-16 , 1e-10 , eval2 ,
eps2 ) ;
// diagonalize(eval2,lme2,iter,Nk,grid);
RealD diff = 0. ;
for ( int i = il ; i < = iu ; i + + ) {
if ( initted )
diff =
fabs ( eval2 [ i ] - high [ iu - i ] ) / ( fabs ( eval2 [ i ] ) +
fabs ( high [ iu - i ] ) ) ;
if ( initted & & ( diff > eresid ) )
cont = 1. ;
if ( initted )
printf ( " eval[%d]=%0.14e %0.14e, %0.14e \n " , i , eval2 [ i ] ,
high [ iu - i ] , diff ) ;
high [ iu - i ] = eval2 [ i ] ;
}
il = ( interval * node + 1 ) ;
iu = ( interval * ( node + 1 ) ) ;
Bisection : : bisec ( lmd2 , lme2 , iter , il , iu , 1e-16 , 1e-10 , eval2 ,
eps2 ) ;
for ( int i = il ; i < = iu ; i + + ) {
if ( initted )
diff =
fabs ( eval2 [ i ] - low [ i ] ) / ( fabs ( eval2 [ i ] ) +
fabs ( low [ i ] ) ) ;
if ( initted & & ( diff > eresid ) )
cont = 1. ;
if ( initted )
printf ( " eval[%d]=%0.14e %0.14e, %0.14e \n " , i , eval2 [ i ] ,
low [ i ] , diff ) ;
low [ i ] = eval2 [ i ] ;
}
t1 = usecond ( ) / 1e6 ;
std : : cout < < GridLogMessage < < " IRL:: diagonalize: " < < t1 -
t0 < < " seconds " < < std : : endl ;
t0 = t1 ;
}
for ( uint64_t k = 0 ; k < Nk ; + + k ) {
// eval[k] = eval2[k];
}
if ( initted )
{
grid - > GlobalSumVector ( & cont , 1 ) ;
if ( cont < 1. ) return ;
}
initted = true ;
}
}
#if 0
/**
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, std::vector < 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, std::vector < 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