Reindend, add also the 'coarse values' calculation
Former-commit-id: 2dc73a2875823cae187585787bd4d344dea232f9
This commit is contained in:
Marek Nečada
parent
5471367aad
commit
1aa9890155
201
qpms/beyn.c
201
qpms/beyn.c
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@ -51,9 +51,9 @@ double randN(double Sigma, double Mu) {
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#if 0
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// Uniformly random number between -2 and 2
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gsl_complex zrandN(){
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double a = (rand()*4.0/RAND_MAX) - 2;
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double b = (rand()*4.0/RAND_MAX) - 2;
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return gsl_complex_rect(a, b);
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double a = (rand()*4.0/RAND_MAX) - 2;
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double b = (rand()*4.0/RAND_MAX) - 2;
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return gsl_complex_rect(a, b);
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}
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#endif
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@ -97,13 +97,13 @@ BeynSolver *CreateBeynSolver(int M, int L)
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#if 0
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// internal workspace: need storage for 2 MxL matrices
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// plus 3 LxL matrices
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#define MLBUFFERS 2
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#define LLBUFFERS 3
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#define MLBUFFERS 2
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#define LLBUFFERS 3
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size_t ML = MLMax*L, LL = L*L;
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#endif
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return Solver;
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}
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/***************************************************************/
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@ -134,12 +134,12 @@ void DestroyBeynSolver(BeynSolver *Solver)
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void ReRandomize(BeynSolver *Solver, unsigned int RandSeed)
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{
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if (RandSeed==0)
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RandSeed=time(0);
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RandSeed=time(0);
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srandom(RandSeed);
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gsl_matrix_complex *VHat=Solver->VHat;
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for(int nr=0; nr<VHat->size1; nr++)
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for(int nc=0; nc<VHat->size2; nc++)
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gsl_matrix_complex_set(VHat,nr,nc,cs2g(zrandN(1, 0)));
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for(int nc=0; nc<VHat->size2; nc++)
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gsl_matrix_complex_set(VHat,nr,nc,cs2g(zrandN(1, 0)));
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}
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@ -163,7 +163,7 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_t M_function,
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int Verbose = 1;//CheckEnv("SCUFF_BEYN_VERBOSE");
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double RankTol=1.0e-4; //CheckEnv("SCUFF_BEYN_RANK_TOL",&RankTol);
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double ResTol=0.0; // CheckEnv("SCUFF_BEYN_RES_TOL",&ResTol);
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// A0 -> V0Full * Sigma * W0TFull'
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printf(" Beyn: computing SVD...\n");
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gsl_matrix_complex* V0Full = gsl_matrix_complex_alloc(M,L);
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@ -171,37 +171,37 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_t M_function,
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gsl_matrix_complex* W0TFull = gsl_matrix_complex_alloc(L,L);
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//A0->SVD(Sigma, &V0Full, &W0TFull);
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QPMS_ENSURE(Sigma->stride == 1, "Sigma vector stride must be 1 for LAPACKE_zgesdd, got %zd.", Sigma->stride);
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QPMS_ENSURE(V0Full->size1 >= V0Full->size2, "m = %zd, l = %zd, what the hell?");
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QPMS_ENSURE_SUCCESS(LAPACKE_zgesdd(LAPACK_ROW_MAJOR, // A = U*Σ*conjg(V')
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'O' /*jobz, 'O' overwrites a with U and saves conjg(V') in vt if m >= n, i.e. if M >= L, which holds*/,
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V0Full->size1 /* m, number of rows */,
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V0Full->size2 /* n, number of columns */,
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(lapack_complex_double *)(V0Full->data) /*a*/,
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V0Full->tda /*lda*/,
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Sigma->data /*s*/,
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NULL /*u; not used*/,
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M /*ldu; should not be really used but lapacke requires it for some obscure reason*/,
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(lapack_complex_double *)W0TFull->data /*vt*/,
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W0TFull->tda /*ldvt*/
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));
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'O' /*jobz, 'O' overwrites a with U and saves conjg(V') in vt if m >= n, i.e. if M >= L, which holds*/,
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V0Full->size1 /* m, number of rows */,
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V0Full->size2 /* n, number of columns */,
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(lapack_complex_double *)(V0Full->data) /*a*/,
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V0Full->tda /*lda*/,
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Sigma->data /*s*/,
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NULL /*u; not used*/,
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M /*ldu; should not be really used but lapacke requires it for some obscure reason*/,
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(lapack_complex_double *)W0TFull->data /*vt*/,
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W0TFull->tda /*ldvt*/
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));
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// compute effective rank K (number of eigenvalue candidates)
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int K=0;
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for(int k=0; k<Sigma->size /* this is L, actually */; k++)
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{ if (Verbose) printf("Beyn: SV(%i)=%e\n",k,gsl_vector_get(Sigma, k));
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if (gsl_vector_get(Sigma, k) > RankTol )
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{ if (Verbose) printf("Beyn: SV(%i)=%e\n",k,gsl_vector_get(Sigma, k));
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if (gsl_vector_get(Sigma, k) > RankTol )
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K++;
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}
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}
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printf(" Beyn: %i/%i relevant singular values\n",K,L);
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if (K==0)
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{ printf("no singular values found in Beyn eigensolver\n");
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return 0;
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}
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{ printf("no singular values found in Beyn eigensolver\n");
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return 0;
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}
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// set V0, W0T = matrices of first K right, left singular vectors
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gsl_matrix_complex *V0 = gsl_matrix_complex_alloc(M,K);
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@ -217,7 +217,7 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_t M_function,
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gsl_matrix_complex_free(V0Full);
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gsl_matrix_complex_free(W0TFull);
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// B <- V0' * A1 * W0 * Sigma^-1
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gsl_matrix_complex *TM2 = gsl_matrix_complex_calloc(K,L);
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@ -228,14 +228,14 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_t M_function,
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const gsl_complex one = gsl_complex_rect(1,0);
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const gsl_complex zero = gsl_complex_rect(0,0);
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gsl_blas_zgemm(CblasConjTrans, CblasNoTrans, one,
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V0, A1, zero, TM2);
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V0, A1, zero, TM2);
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printf(" Multiplying TM*W0T->B...\n");
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//TM2.Multiply(&W0T, &B, "--transB C"); // B <- TM2 * W0
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gsl_blas_zgemm(CblasNoTrans, CblasConjTrans, one,
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TM2, W0T, zero, B);
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TM2, W0T, zero, B);
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gsl_matrix_complex_free(W0T);
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gsl_matrix_complex_free(TM2);
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@ -243,14 +243,14 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_t M_function,
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printf(" Scaling B <- B*Sigma^{-1}\n");
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gsl_vector_complex *tmp = gsl_vector_complex_calloc(K);
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for(int i = 0; i < K; i++){
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gsl_matrix_complex_get_col(tmp, B, i);
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gsl_vector_complex_scale(tmp, gsl_complex_rect(1.0/gsl_vector_get(Sigma,i), 0));
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gsl_matrix_complex_set_col(B,i,tmp);
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gsl_matrix_complex_get_col(tmp, B, i);
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gsl_vector_complex_scale(tmp, gsl_complex_rect(1.0/gsl_vector_get(Sigma,i), 0));
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gsl_matrix_complex_set_col(B,i,tmp);
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}
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gsl_vector_complex_free(tmp);
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//for(int m=0; m<K; m++) // B <- B * Sigma^{-1}
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// for(int n=0; n<K; n++)
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// B.ScaleEntry(m,n,1.0/Sigma->GetEntry(n));
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@ -282,7 +282,7 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_t M_function,
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));
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gsl_matrix_complex_free(B);
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//B.NSEig(&Lambda, &S);
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// V0S <- V0*S
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@ -333,21 +333,21 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_t M_function,
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/***************************************************************/
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int BeynSolve(BeynSolver *Solver, beyn_function_M_t M_function,
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beyn_function_M_inv_Vhat_t M_inv_Vhat_function, void *Params,
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double complex z0, double Rx, double Ry, int N)
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beyn_function_M_inv_Vhat_t M_inv_Vhat_function, void *Params,
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double complex z0, double Rx, double Ry, int N)
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{
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/***************************************************************/
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/* force N to be even so we can simultaneously evaluate */
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/* the integral with N/2 quadrature points */
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/***************************************************************/
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if ( (N%2)==1 ) N++;
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/*if (Rx==Ry)
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printf("Applying Beyn method with z0=%s,R=%e,N=%i...\n",z2s(z0),Rx,N);
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else
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printf("Applying Beyn method with z0=%s,Rx=%e,Ry=%e,N=%i...\n",z2s(z0),Rx,Ry,N);
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*/
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printf("Applying Beyn method with z0=%s,R=%e,N=%i...\n",z2s(z0),Rx,N);
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else
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printf("Applying Beyn method with z0=%s,Rx=%e,Ry=%e,N=%i...\n",z2s(z0),Rx,Ry,N);
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*/
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const int M = Solver->M;
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const int L = Solver->L;
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gsl_matrix_complex *A0 = Solver->A0;
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@ -361,7 +361,7 @@ int BeynSolve(BeynSolver *Solver, beyn_function_M_t M_function,
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/* evaluate contour integrals by numerical quadrature to get */
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/* A0 and A1 matrices */
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/***************************************************************/
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gsl_matrix_complex_set_zero(A0);
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gsl_matrix_complex_set_zero(A1);
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gsl_matrix_complex_set_zero(A0Coarse);
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@ -369,69 +369,70 @@ int BeynSolve(BeynSolver *Solver, beyn_function_M_t M_function,
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double DeltaTheta = 2.0*M_PI / ((double)N);
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printf(" Evaluating contour integral (%i points)...\n",N);
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for(int n=0; n<N; n++) {
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double Theta = ((double)n)*DeltaTheta;
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double CT = cos(Theta), ST=sin(Theta);
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complex double z1 = Rx*CT + I*Ry*ST;
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complex double dz = (I*Rx*ST + Ry*CT) / N;
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double Theta = ((double)n)*DeltaTheta;
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double CT = cos(Theta), ST=sin(Theta);
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complex double z1 = Rx*CT + I*Ry*ST;
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complex double dz = (I*Rx*ST + Ry*CT) / N;
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//MInvVHat->Copy(VHat);
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// Mitä varten tämä kopiointi on?
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gsl_matrix_complex_memcpy(MInvVHat, VHat);
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//MInvVHat->Copy(VHat);
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// Mitä varten tämä kopiointi on?
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gsl_matrix_complex_memcpy(MInvVHat, VHat);
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// Tän pitäis kutsua eval_WT
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// Output ilmeisesti tallentuun neljänteen parametriin
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if(M_inv_Vhat_function) {
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QPMS_ENSURE_SUCCESS(M_inv_Vhat_function(MInvVHat, VHat, z0+z1, Params));
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} else {
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lapack_int *pivot;
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gsl_matrix_complex *Mmat = gsl_matrix_complex_alloc(M,M);
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QPMS_ENSURE_SUCCESS(M_function(Mmat, z0+z1, Params));
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QPMS_CRASHING_MALLOC(pivot, sizeof(lapack_int) * M);
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QPMS_ENSURE_SUCCESS(LAPACKE_zgetrf(LAPACK_ROW_MAJOR,
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M /*m*/, M /*n*/,(lapack_complex_double *) Mmat->data /*a*/, Mmat->tda /*lda*/, pivot /*ipiv*/));
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QPMS_ENSURE(MInvVHat->tda == L, "wut?");
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QPMS_ENSURE_SUCCESS(LAPACKE_zgetrs(LAPACK_ROW_MAJOR, 'N' /*trans*/,
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M /*n*/, L/*nrhs*/, (lapack_complex_double *)(Mmat->data) /*a*/, Mmat->tda /*lda*/, pivot/*ipiv*/,
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(lapack_complex_double *)(MInvVHat->data) /*b*/, MInvVHat->tda/*ldb*/));
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// Tän pitäis kutsua eval_WT
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// Output ilmeisesti tallentuun neljänteen parametriin
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if(M_inv_Vhat_function) {
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QPMS_ENSURE_SUCCESS(M_inv_Vhat_function(MInvVHat, VHat, z0+z1, Params));
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} else {
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lapack_int *pivot;
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gsl_matrix_complex *Mmat = gsl_matrix_complex_alloc(M,M);
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QPMS_ENSURE_SUCCESS(M_function(Mmat, z0+z1, Params));
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QPMS_CRASHING_MALLOC(pivot, sizeof(lapack_int) * M);
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QPMS_ENSURE_SUCCESS(LAPACKE_zgetrf(LAPACK_ROW_MAJOR,
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M /*m*/, M /*n*/,(lapack_complex_double *) Mmat->data /*a*/, Mmat->tda /*lda*/, pivot /*ipiv*/));
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QPMS_ENSURE(MInvVHat->tda == L, "wut?");
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QPMS_ENSURE_SUCCESS(LAPACKE_zgetrs(LAPACK_ROW_MAJOR, 'N' /*trans*/,
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M /*n*/, L/*nrhs*/, (lapack_complex_double *)(Mmat->data) /*a*/, Mmat->tda /*lda*/, pivot/*ipiv*/,
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(lapack_complex_double *)(MInvVHat->data) /*b*/, MInvVHat->tda/*ldb*/));
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free(pivot);
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gsl_matrix_complex_free(Mmat);
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}
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//UserFunc(z0+zz, Params, VHat, MInvVHat);
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free(pivot);
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gsl_matrix_complex_free(Mmat);
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}
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//UserFunc(z0+zz, Params, VHat, MInvVHat);
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gsl_matrix_complex_scale(MInvVHat, cs2g(dz));
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gsl_matrix_complex_add(A0, MInvVHat);
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if((n%2)==0) {
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gsl_matrix_complex_add(A0Coarse, MInvVHat);
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gsl_matrix_complex_add(A0Coarse, MInvVHat);
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}
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gsl_matrix_complex_scale(MInvVHat, cs2g(z1));
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gsl_matrix_complex_add(A1, MInvVHat);
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if((n%2)==0) {
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gsl_matrix_complex_add(A1Coarse, MInvVHat);
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gsl_matrix_complex_add(A1Coarse, MInvVHat);
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}
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gsl_matrix_complex_scale(MInvVHat, cs2g(dz));
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gsl_matrix_complex_add(A0, MInvVHat);
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if((n%2)==0) {
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gsl_matrix_complex_add(A0Coarse, MInvVHat);
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gsl_matrix_complex_add(A0Coarse, MInvVHat);
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}
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gsl_matrix_complex_scale(MInvVHat, cs2g(z1));
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gsl_matrix_complex_add(A1, MInvVHat);
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if((n%2)==0) {
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gsl_matrix_complex_add(A1Coarse, MInvVHat);
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gsl_matrix_complex_add(A1Coarse, MInvVHat);
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}
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}
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gsl_vector_complex *Eigenvalues = Solver->Eigenvalues;
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//gsl_vector_complex *EVErrors = Solver->EVErrors;
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gsl_vector_complex *EVErrors = Solver->EVErrors;
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gsl_matrix_complex *Eigenvectors = Solver->Eigenvectors;
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int K = ProcessAMatrices(Solver, M_function, Params, A0, A1, z0, Eigenvalues, Eigenvectors);
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//int KCoarse = ProcessAMatrices(Solver, UserFunc, Params, A0Coarse, A1Coarse, z0, EVErrors, Eigenvectors);
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// Log("{K,KCoarse}={%i,%i}",K,KCoarse);
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/*
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for(int k=0; k<EVErrors->N && k<Eigenvalues->N; k++)
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{ EVErrors->ZV[k] -= Eigenvalues->ZV[k];
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EVErrors->ZV[k] = cdouble( fabs(real(EVErrors->ZV[k])),
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fabs(imag(EVErrors->ZV[k]))
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);
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}
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int KCoarse = ProcessAMatrices(Solver, M_function, Params, A0Coarse, A1Coarse, z0, EVErrors, Eigenvectors);
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// Log("{K,KCoarse}={%i,%i}",K,KCoarse);
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gsl_blas_zaxpy(gsl_complex_rect(-1,0), Eigenvalues, EVErrors);
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#if 0
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for(size_t k = 0; k < EVErrors->size && k < Eigenvalues->size; ++k) {
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*/
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EVErrors->ZV[k] -= Eigenvalues->ZV[k];
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EVErrors->ZV[k] = cdouble( fabs(real(EVErrors->ZV[k])),
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fabs(imag(EVErrors->ZV[k]))
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);
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}
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#endif
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return K;
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}
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