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Grid/lib/algorithms/approx/Chebyshev.h
Jung 9f0d9ade68 Added configure flag for LAPACK. Tested ImplicitlyRestartedLanczos::calc() 
Checking in before cleaning up
2016-02-20 02:50:32 -05:00

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/*************************************************************************************
Grid physics library, www.github.com/paboyle/Grid
Source file: ./lib/algorithms/approx/Chebyshev.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_CHEBYSHEV_H
#define GRID_CHEBYSHEV_H
#include<Grid.h>
#include<algorithms/LinearOperator.h>
namespace Grid {
////////////////////////////////////////////////////////////////////////////////////////////
// Simple general polynomial with user supplied coefficients
////////////////////////////////////////////////////////////////////////////////////////////
template<class Field>
class HermOpOperatorFunction : public OperatorFunction<Field> {
void operator() (LinearOperatorBase<Field> &Linop, const Field &in, Field &out) {
Linop.HermOp(in,out);
};
};
template<class Field>
class Polynomial : public OperatorFunction<Field> {
private:
std::vector<RealD> Coeffs;
public:
Polynomial(std::vector<RealD> &_Coeffs) : Coeffs(_Coeffs) { };
// Implement the required interface
void operator() (LinearOperatorBase<Field> &Linop, const Field &in, Field &out) {
Field AtoN(in._grid);
Field Mtmp(in._grid);
AtoN = in;
out = AtoN*Coeffs[0];
// std::cout <<"Poly in " <<norm2(in)<<" size "<< Coeffs.size()<<std::endl;
// std::cout <<"Coeffs[0]= "<<Coeffs[0]<< " 0 " <<norm2(out)<<std::endl;
for(int n=1;n<Coeffs.size();n++){
Mtmp = AtoN;
Linop.HermOp(Mtmp,AtoN);
out=out+AtoN*Coeffs[n];
// std::cout <<"Coeffs "<<n<<"= "<< Coeffs[n]<< " 0 " <<std::endl;
// std::cout << n<<" " <<norm2(out)<<std::endl;
}
};
};
////////////////////////////////////////////////////////////////////////////////////////////
// Generic Chebyshev approximations
////////////////////////////////////////////////////////////////////////////////////////////
template<class Field>
class Chebyshev : public OperatorFunction<Field> {
private:
std::vector<RealD> Coeffs;
int order;
RealD hi;
RealD lo;
public:
void csv(std::ostream &out){
RealD diff = hi-lo;
for (RealD x=lo-0.2*diff; x<hi+0.2*diff; x+=(hi-lo)/1000) {
RealD f = approx(x);
out<< x<<" "<<f<<std::endl;
}
return;
}
// Convenience for plotting the approximation
void PlotApprox(std::ostream &out) {
out<<"Polynomial approx ["<<lo<<","<<hi<<"]"<<std::endl;
for(RealD x=lo;x<hi;x+=(hi-lo)/50.0){
out <<x<<"\t"<<approx(x)<<std::endl;
}
};
Chebyshev(){};
Chebyshev(RealD _lo,RealD _hi,int _order, RealD (* func)(RealD) ) {Init(_lo,_hi,_order,func);};
Chebyshev(RealD _lo,RealD _hi,int _order) {Init(_lo,_hi,_order);};
////////////////////////////////////////////////////////////////////////////////////////////////////
// c.f. numerical recipes "chebft"/"chebev". This is sec 5.8 "Chebyshev approximation".
////////////////////////////////////////////////////////////////////////////////////////////////////
// CJ: the one we need for Lanczos
void Init(RealD _lo,RealD _hi,int _order)
{
lo=_lo;
hi=_hi;
order=_order;
if(order < 2) exit(-1);
Coeffs.resize(order);
Coeffs.assign(0.,order);
Coeffs[order-1] = 1.;
};
void Init(RealD _lo,RealD _hi,int _order, RealD (* func)(RealD))
{
lo=_lo;
hi=_hi;
order=_order;
if(order < 2) exit(-1);
Coeffs.resize(order);
for(int j=0;j<order;j++){
RealD s=0;
for(int k=0;k<order;k++){
RealD y=std::cos(M_PI*(k+0.5)/order);
RealD x=0.5*(y*(hi-lo)+(hi+lo));
RealD f=func(x);
s=s+f*std::cos( j*M_PI*(k+0.5)/order );
}
Coeffs[j] = s * 2.0/order;
}
};
void JacksonSmooth(void){
RealD M=order;
RealD alpha = M_PI/(M+2);
RealD lmax = std::cos(alpha);
RealD sumUsq =0;
std::vector<RealD> U(M);
std::vector<RealD> a(M);
std::vector<RealD> g(M);
for(int n=0;n<=M;n++){
U[n] = std::sin((n+1)*std::acos(lmax))/std::sin(std::acos(lmax));
sumUsq += U[n]*U[n];
}
sumUsq = std::sqrt(sumUsq);
for(int i=1;i<=M;i++){
a[i] = U[i]/sumUsq;
}
g[0] = 1.0;
for(int m=1;m<=M;m++){
g[m] = 0;
for(int i=0;i<=M-m;i++){
g[m]+= a[i]*a[m+i];
}
}
for(int m=1;m<=M;m++){
Coeffs[m]*=g[m];
}
}
RealD approx(RealD x) // Convenience for plotting the approximation
{
RealD Tn;
RealD Tnm;
RealD Tnp;
RealD y=( x-0.5*(hi+lo))/(0.5*(hi-lo));
RealD T0=1;
RealD T1=y;
RealD sum;
sum = 0.5*Coeffs[0]*T0;
sum+= Coeffs[1]*T1;
Tn =T1;
Tnm=T0;
for(int i=2;i<order;i++){
Tnp=2*y*Tn-Tnm;
Tnm=Tn;
Tn =Tnp;
sum+= Tn*Coeffs[i];
}
return sum;
};
// Implement the required interface
void operator() (LinearOperatorBase<Field> &Linop, const Field &in, Field &out) {
GridBase *grid=in._grid;
//std::cout << "Chevyshef(): in._grid="<<in._grid<<std::endl;
//<<" Linop.Grid()="<<Linop.Grid()<<"Linop.RedBlackGrid()="<<Linop.RedBlackGrid()<<std::endl;
int vol=grid->gSites();
Field T0(grid); T0 = in;
Field T1(grid);
Field T2(grid);
Field y(grid);
Field *Tnm = &T0;
Field *Tn = &T1;
Field *Tnp = &T2;
// Tn=T1 = (xscale M + mscale)in
RealD xscale = 2.0/(hi-lo);
RealD mscale = -(hi+lo)/(hi-lo);
Linop.HermOp(T0,y);
T1=y*xscale+in*mscale;
// sum = .5 c[0] T0 + c[1] T1
out = (0.5*Coeffs[0])*T0 + Coeffs[1]*T1;
for(int n=2;n<order;n++){
Linop.HermOp(*Tn,y);
y=xscale*y+mscale*(*Tn);
*Tnp=2.0*y-(*Tnm);
out=out+Coeffs[n]* (*Tnp);
// Cycle pointers to avoid copies
Field *swizzle = Tnm;
Tnm =Tn;
Tn =Tnp;
Tnp =swizzle;
}
}
};
template<class Field>
class ChebyshevLanczos : public Chebyshev<Field> {
private:
std::vector<RealD> Coeffs;
int order;
RealD alpha;
RealD beta;
RealD mu;
public:
ChebyshevLanczos(RealD _alpha,RealD _beta,RealD _mu,int _order) :
alpha(_alpha),
beta(_beta),
mu(_mu)
{
order=_order;
Coeffs.resize(order);
for(int i=0;i<_order;i++){
Coeffs[i] = 0.0;
}
Coeffs[order-1]=1.0;
};
void csv(std::ostream &out){
for (RealD x=-1.2*alpha; x<1.2*alpha; x+=(2.0*alpha)/10000) {
RealD f = approx(x);
out<< x<<" "<<f<<std::endl;
}
return;
}
RealD approx(RealD xx) // Convenience for plotting the approximation
{
RealD Tn;
RealD Tnm;
RealD Tnp;
Real aa = alpha * alpha;
Real bb = beta * beta;
RealD x = ( 2.0 * (xx-mu)*(xx-mu) - (aa+bb) ) / (aa-bb);
RealD y= x;
RealD T0=1;
RealD T1=y;
RealD sum;
sum = 0.5*Coeffs[0]*T0;
sum+= Coeffs[1]*T1;
Tn =T1;
Tnm=T0;
for(int i=2;i<order;i++){
Tnp=2*y*Tn-Tnm;
Tnm=Tn;
Tn =Tnp;
sum+= Tn*Coeffs[i];
}
return sum;
};
// shift_Multiply in Rudy's code
void AminusMuSq(LinearOperatorBase<Field> &Linop, const Field &in, Field &out)
{
GridBase *grid=in._grid;
Field tmp(grid);
RealD aa= alpha*alpha;
RealD bb= beta * beta;
Linop.HermOp(in,out);
out = out - mu*in;
Linop.HermOp(out,tmp);
tmp = tmp - mu * out;
out = (2.0/ (aa-bb) ) * tmp - ((aa+bb)/(aa-bb))*in;
};
// Implement the required interface
void operator() (LinearOperatorBase<Field> &Linop, const Field &in, Field &out) {
GridBase *grid=in._grid;
int vol=grid->gSites();
Field T0(grid); T0 = in;
Field T1(grid);
Field T2(grid);
Field y(grid);
Field *Tnm = &T0;
Field *Tn = &T1;
Field *Tnp = &T2;
// Tn=T1 = (xscale M )*in
AminusMuSq(Linop,T0,T1);
// sum = .5 c[0] T0 + c[1] T1
out = (0.5*Coeffs[0])*T0 + Coeffs[1]*T1;
for(int n=2;n<order;n++){
AminusMuSq(Linop,*Tn,y);
*Tnp=2.0*y-(*Tnm);
out=out+Coeffs[n]* (*Tnp);
// Cycle pointers to avoid copies
Field *swizzle = Tnm;
Tnm =Tn;
Tn =Tnp;
Tnp =swizzle;
}
}
};
}
#endif
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