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1006 lines
24 KiB
C++
1006 lines
24 KiB
C++
#ifndef GRID_IRL_H
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#define GRID_IRL_H
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#include <algorithms/iterative/DenseMatrix.h>
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#include <algorithms/iterative/EigenSort.h>
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namespace Grid {
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/////////////////////////////////////////////////////////////
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// Implicitly restarted lanczos
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/////////////////////////////////////////////////////////////
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template<class Field>
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class ImplicitlyRestartedLanczos {
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const RealD small = 1.0e-16;
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public:
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int lock;
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int get;
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int Niter;
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int converged;
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int Nk; // Number of converged sought
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int Np; // Np -- Number of spare vecs in kryloc space
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int Nm; // Nm -- total number of vectors
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RealD eresid;
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SortEigen<Field> _sort;
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LinearOperatorBase<Field> &_Linop;
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OperatorFunction<Field> &_poly;
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/////////////////////////
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// Constructor
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/////////////////////////
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void init(void){};
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void Abort(int ff, DenseVector<RealD> &evals, DenseVector<DenseVector<RealD> > &evecs);
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ImplicitlyRestartedLanczos(LinearOperatorBase<Field> &Linop, // op
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OperatorFunction<Field> & poly, // polynmial
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int _Nk, // sought vecs
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int _Nm, // spare vecs
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RealD _eresid, // resid in lmdue deficit
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int _Niter) : // Max iterations
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_Linop(Linop),
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_poly(poly),
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Nk(_Nk),
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Nm(_Nm),
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eresid(_eresid),
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Niter(_Niter)
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{
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Np = Nm-Nk; assert(Np>0);
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};
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/////////////////////////
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// Sanity checked this routine (step) against Saad.
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/////////////////////////
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void RitzMatrix(DenseVector<Field>& evec,int k){
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if(1) return;
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GridBase *grid = evec[0]._grid;
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Field w(grid);
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std::cout << "RitzMatrix "<<std::endl;
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for(int i=0;i<k;i++){
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_poly(_Linop,evec[i],w);
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std::cout << "["<<i<<"] ";
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for(int j=0;j<k;j++){
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ComplexD in = innerProduct(evec[j],w);
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if ( fabs((double)i-j)>1 ) {
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if (abs(in) >1.0e-9 ) {
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std::cout<<"oops"<<std::endl;
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abort();
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} else
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std::cout << " 0 ";
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} else {
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std::cout << " "<<in<<" ";
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}
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}
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std::cout << std::endl;
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}
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}
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/* Saad PP. 195
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1. Choose an initial vector v1 of 2-norm unity. Set β1 ≡ 0, v0 ≡ 0
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2. For k = 1,2,...,m Do:
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3. wk:=Avk−βkv_{k−1}
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4. αk:=(wk,vk) //
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5. wk:=wk−αkvk // wk orthog vk
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6. βk+1 := ∥wk∥2. If βk+1 = 0 then Stop
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7. vk+1 := wk/βk+1
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8. EndDo
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*/
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void step(DenseVector<RealD>& lmd,
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DenseVector<RealD>& lme,
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DenseVector<Field>& evec,
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Field& w,int Nm,int k)
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{
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assert( k< Nm );
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_poly(_Linop,evec[k],w); // 3. wk:=Avk−βkv_{k−1}
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if(k>0){
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w -= lme[k-1] * evec[k-1];
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}
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ComplexD zalph = innerProduct(evec[k],w); // 4. αk:=(wk,vk)
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RealD alph = real(zalph);
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w = w - alph * evec[k];// 5. wk:=wk−αkvk
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RealD beta = normalise(w); // 6. βk+1 := ∥wk∥2. If βk+1 = 0 then Stop
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// 7. vk+1 := wk/βk+1
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const RealD tiny = 1.0e-20;
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if ( beta < tiny ) {
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std::cout << " beta is tiny "<<beta<<std::endl;
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}
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lmd[k] = alph;
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lme[k] = beta;
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if (k>0) {
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orthogonalize(w,evec,k); // orthonormalise
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}
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if(k < Nm-1) evec[k+1] = w;
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}
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void qr_decomp(DenseVector<RealD>& lmd,
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DenseVector<RealD>& lme,
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int Nk,
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int Nm,
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DenseVector<RealD>& Qt,
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RealD Dsh,
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int kmin,
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int kmax)
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{
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int k = kmin-1;
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RealD x;
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RealD Fden = 1.0/hypot(lmd[k]-Dsh,lme[k]);
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RealD c = ( lmd[k] -Dsh) *Fden;
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RealD s = -lme[k] *Fden;
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RealD tmpa1 = lmd[k];
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RealD tmpa2 = lmd[k+1];
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RealD tmpb = lme[k];
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lmd[k] = c*c*tmpa1 +s*s*tmpa2 -2.0*c*s*tmpb;
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lmd[k+1] = s*s*tmpa1 +c*c*tmpa2 +2.0*c*s*tmpb;
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lme[k] = c*s*(tmpa1-tmpa2) +(c*c-s*s)*tmpb;
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x =-s*lme[k+1];
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lme[k+1] = c*lme[k+1];
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for(int i=0; i<Nk; ++i){
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RealD Qtmp1 = Qt[i+Nm*k ];
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RealD Qtmp2 = Qt[i+Nm*(k+1)];
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Qt[i+Nm*k ] = c*Qtmp1 - s*Qtmp2;
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Qt[i+Nm*(k+1)] = s*Qtmp1 + c*Qtmp2;
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}
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// Givens transformations
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for(int k = kmin; k < kmax-1; ++k){
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RealD Fden = 1.0/hypot(x,lme[k-1]);
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RealD c = lme[k-1]*Fden;
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RealD s = - x*Fden;
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RealD tmpa1 = lmd[k];
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RealD tmpa2 = lmd[k+1];
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RealD tmpb = lme[k];
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lmd[k] = c*c*tmpa1 +s*s*tmpa2 -2.0*c*s*tmpb;
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lmd[k+1] = s*s*tmpa1 +c*c*tmpa2 +2.0*c*s*tmpb;
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lme[k] = c*s*(tmpa1-tmpa2) +(c*c-s*s)*tmpb;
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lme[k-1] = c*lme[k-1] -s*x;
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if(k != kmax-2){
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x = -s*lme[k+1];
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lme[k+1] = c*lme[k+1];
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}
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for(int i=0; i<Nk; ++i){
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RealD Qtmp1 = Qt[i+Nm*k ];
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RealD Qtmp2 = Qt[i+Nm*(k+1)];
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Qt[i+Nm*k ] = c*Qtmp1 -s*Qtmp2;
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Qt[i+Nm*(k+1)] = s*Qtmp1 +c*Qtmp2;
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}
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}
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}
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void diagonalize(DenseVector<RealD>& lmd,
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DenseVector<RealD>& lme,
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int Nm2,
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int Nm,
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DenseVector<RealD>& Qt)
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{
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int Niter = 100*Nm;
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int kmin = 1;
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int kmax = Nk;
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// (this should be more sophisticated)
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for(int iter=0; iter<Niter; ++iter){
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// determination of 2x2 leading submatrix
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RealD dsub = lmd[kmax-1]-lmd[kmax-2];
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RealD dd = sqrt(dsub*dsub + 4.0*lme[kmax-2]*lme[kmax-2]);
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RealD Dsh = 0.5*(lmd[kmax-2]+lmd[kmax-1] +dd*(dsub/fabs(dsub)));
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// (Dsh: shift)
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// transformation
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qr_decomp(lmd,lme,Nk,Nm,Qt,Dsh,kmin,kmax);
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// Convergence criterion (redef of kmin and kamx)
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for(int j=kmax-1; j>= kmin; --j){
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RealD dds = fabs(lmd[j-1])+fabs(lmd[j]);
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if(fabs(lme[j-1])+dds > dds){
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kmax = j+1;
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goto continued;
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}
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}
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Niter = iter;
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return;
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continued:
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for(int j=0; j<kmax-1; ++j){
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RealD dds = fabs(lmd[j])+fabs(lmd[j+1]);
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if(fabs(lme[j])+dds > dds){
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kmin = j+1;
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break;
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}
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}
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}
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std::cout << "[QL method] Error - Too many iteration: "<<Niter<<"\n";
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abort();
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}
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static RealD normalise(Field& v)
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{
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RealD nn = norm2(v);
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nn = sqrt(nn);
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v = v * (1.0/nn);
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return nn;
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}
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void orthogonalize(Field& w,
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DenseVector<Field>& evec,
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int k)
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{
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typedef typename Field::scalar_type MyComplex;
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MyComplex ip;
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if ( 0 ) {
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for(int j=0; j<k; ++j){
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normalise(evec[j]);
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for(int i=0;i<j;i++){
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ip = innerProduct(evec[i],evec[j]); // are the evecs normalised? ; this assumes so.
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evec[j] = evec[j] - ip *evec[i];
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}
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}
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}
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for(int j=0; j<k; ++j){
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ip = innerProduct(evec[j],w); // are the evecs normalised? ; this assumes so.
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w = w - ip * evec[j];
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}
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normalise(w);
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}
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void setUnit_Qt(int Nm, DenseVector<RealD> &Qt) {
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for(int i=0; i<Qt.size(); ++i) Qt[i] = 0.0;
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for(int k=0; k<Nm; ++k) Qt[k + k*Nm] = 1.0;
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}
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/* Rudy Arthur's thesis pp.137
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------------------------
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Require: M > K P = M − K †
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Compute the factorization AVM = VM HM + fM eM
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repeat
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Q=I
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for i = 1,...,P do
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QiRi =HM −θiI Q = QQi
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H M = Q †i H M Q i
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end for
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βK =HM(K+1,K) σK =Q(M,K)
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r=vK+1βK +rσK
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VK =VM(1:M)Q(1:M,1:K)
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HK =HM(1:K,1:K)
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→AVK =VKHK +fKe†K † Extend to an M = K + P step factorization AVM = VMHM + fMeM
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until convergence
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*/
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void calc(DenseVector<RealD>& eval,
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DenseVector<Field>& evec,
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const Field& src,
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int& Nconv)
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{
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GridBase *grid = evec[0]._grid;
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std::cout << " -- Nk = " << Nk << " Np = "<< Np << std::endl;
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std::cout << " -- Nm = " << Nm << std::endl;
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std::cout << " -- size of eval = " << eval.size() << std::endl;
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std::cout << " -- size of evec = " << evec.size() << std::endl;
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assert(Nm == evec.size() && Nm == eval.size());
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DenseVector<RealD> lme(Nm);
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DenseVector<RealD> lme2(Nm);
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DenseVector<RealD> eval2(Nm);
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DenseVector<RealD> Qt(Nm*Nm);
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DenseVector<int> Iconv(Nm);
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DenseVector<Field> B(Nm,grid); // waste of space replicating
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Field f(grid);
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Field v(grid);
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int k1 = 1;
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int k2 = Nk;
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Nconv = 0;
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RealD beta_k;
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// Set initial vector
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// (uniform vector) Why not src??
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// evec[0] = 1.0;
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evec[0] = src;
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normalise(evec[0]);
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// Initial Nk steps
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for(int k=0; k<Nk; ++k) step(eval,lme,evec,f,Nm,k);
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RitzMatrix(evec,Nk);
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// Restarting loop begins
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for(int iter = 0; iter<Niter; ++iter){
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std::cout<<"\n Restart iteration = "<< iter << std::endl;
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//
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// Rudy does a sort first which looks very different. Getting fed up with sorting out the algo defs.
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// We loop over
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//
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for(int k=Nk; k<Nm; ++k) step(eval,lme,evec,f,Nm,k);
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f *= lme[Nm-1];
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RitzMatrix(evec,k2);
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// getting eigenvalues
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for(int k=0; k<Nm; ++k){
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eval2[k] = eval[k+k1-1];
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lme2[k] = lme[k+k1-1];
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}
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setUnit_Qt(Nm,Qt);
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diagonalize(eval2,lme2,Nm,Nm,Qt);
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// sorting
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_sort.push(eval2,Nm);
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// Implicitly shifted QR transformations
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setUnit_Qt(Nm,Qt);
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for(int ip=k2; ip<Nm; ++ip)
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qr_decomp(eval,lme,Nm,Nm,Qt,eval2[ip],k1,Nm);
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for(int i=0; i<(Nk+1); ++i) B[i] = 0.0;
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for(int j=k1-1; j<k2+1; ++j){
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for(int k=0; k<Nm; ++k){
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B[j] += Qt[k+Nm*j] * evec[k];
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}
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}
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for(int j=k1-1; j<k2+1; ++j) evec[j] = B[j];
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// Compressed vector f and beta(k2)
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f *= Qt[Nm-1+Nm*(k2-1)];
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f += lme[k2-1] * evec[k2];
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beta_k = norm2(f);
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beta_k = sqrt(beta_k);
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std::cout<<" beta(k) = "<<beta_k<<std::endl;
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RealD betar = 1.0/beta_k;
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evec[k2] = betar * f;
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lme[k2-1] = beta_k;
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// Convergence test
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for(int k=0; k<Nm; ++k){
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eval2[k] = eval[k];
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lme2[k] = lme[k];
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}
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setUnit_Qt(Nm,Qt);
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diagonalize(eval2,lme2,Nk,Nm,Qt);
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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){
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for(int k = 0; k<Nk; ++k){
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B[j] += Qt[k+j*Nm] * evec[k];
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}
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}
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Nconv = 0;
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// std::cout << 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);
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RealD vnum = real(innerProduct(B[i],v)); // HermOp.
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RealD vden = norm2(B[i]);
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eval2[i] = vnum/vden;
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v -= eval2[i]*B[i];
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RealD vv = norm2(v);
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std::cout << "[" << std::setw(3)<< std::setiosflags(std::ios_base::right) <<i<<"] ";
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std::cout << "eval = "<<std::setw(25)<< std::setiosflags(std::ios_base::left)<< eval2[i];
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std::cout <<" |H B[i] - eval[i]B[i]|^2 "<< std::setw(25)<< std::setiosflags(std::ios_base::right)<< vv<< std::endl;
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if(vv<eresid*eresid){
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Iconv[Nconv] = i;
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++Nconv;
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}
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} // i-loop end
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// std::cout << std::resetiosflags(std::ios_base::scientific);
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std::cout<<" #modes converged: "<<Nconv<<std::endl;
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if( Nconv>=Nk ){
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goto converged;
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}
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} // end of iter loop
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std::cout<<"\n NOT converged.\n";
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abort();
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converged:
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// Sorting
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eval.clear();
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evec.clear();
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for(int i=0; i<Nconv; ++i){
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eval.push_back(eval2[Iconv[i]]);
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evec.push_back(B[Iconv[i]]);
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}
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_sort.push(eval,evec,Nconv);
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std::cout << "\n Converged\n Summary :\n";
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std::cout << " -- Iterations = "<< Nconv << "\n";
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std::cout << " -- beta(k) = "<< beta_k << "\n";
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std::cout << " -- Nconv = "<< Nconv << "\n";
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}
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/////////////////////////////////////////////////
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// Adapted from Rudy's lanczos factor routine
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/////////////////////////////////////////////////
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int Lanczos_Factor(int start, int end, int cont,
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DenseVector<Field> & bq,
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Field &bf,
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DenseMatrix<RealD> &H){
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GridBase *grid = bq[0]._grid;
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RealD beta;
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RealD sqbt;
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RealD alpha;
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for(int i=start;i<Nm;i++){
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for(int j=start;j<Nm;j++){
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H[i][j]=0.0;
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}
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}
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std::cout<<"Lanczos_Factor start/end " <<start <<"/"<<end<<std::endl;
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// Starting from scratch, bq[0] contains a random vector and |bq[0]| = 1
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int first;
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if(start == 0){
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std::cout << "start == 0\n"; //TESTING
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_poly(_Linop,bq[0],bf);
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alpha = real(innerProduct(bq[0],bf));//alpha = bq[0]^dag A bq[0]
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std::cout << "alpha = " << alpha << std::endl;
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|
||
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;
|
||
// 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) ){
|
||
|
||
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);
|
||
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);
|
||
Resize(evals,Nm,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;
|
||
|
||
for(int i = SS - lock_num - 1; i >= SS - Nk && i >= 0; --i){
|
||
|
||
RealD diff = 0;
|
||
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;
|
||
}
|
||
}
|
||
std::cout << "Got " << converged << " so far " <<std::endl;
|
||
}
|
||
|
||
///Check
|
||
void Check(DenseVector<RealD> &evals,
|
||
DenseVector<DenseVector<RealD> > &evecs) {
|
||
|
||
DenseVector<RealD> goodval(this->get);
|
||
|
||
EigenSort(evals,evecs);
|
||
|
||
int NM = Nm;
|
||
|
||
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++){
|
||
// 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
|
||
|