Alternative approach in recursive "Delta" to avoid overflows.

This commit is contained in:
Marek Nečada 2020-07-20 23:24:06 +03:00
parent 9e42520371
commit bf297c11c3
2 changed files with 50 additions and 11 deletions

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@ -253,7 +253,7 @@ void ewald3_2_sigma_long_Delta(complex double *target, double *target_err, int m
* For production, use ewald3_2_sigma_long_Delta() instead. * For production, use ewald3_2_sigma_long_Delta() instead.
*/ */
void ewald3_2_sigma_long_Delta_recurrent(complex double *target, double *target_err, int maxn, complex double x, void ewald3_2_sigma_long_Delta_recurrent(complex double *target, double *target_err, int maxn, complex double x,
int xbranch, complex double z); int xbranch, complex double z, _Bool bigimz);
/// The Delta_n factor from [Kambe II], Appendix 3, used in 2D-in-3D long range sum. /// The Delta_n factor from [Kambe II], Appendix 3, used in 2D-in-3D long range sum.
/** This function always uses Taylor expansion in \a z. /** This function always uses Taylor expansion in \a z.

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@ -15,10 +15,16 @@
#include <Faddeeva.h> #include <Faddeeva.h>
#include "tiny_inlines.h" #include "tiny_inlines.h"
// Some magic constants
#ifndef COMPLEXPART_REL_ZERO_LIMIT #ifndef COMPLEXPART_REL_ZERO_LIMIT
#define COMPLEXPART_REL_ZERO_LIMIT 1e-14 #define COMPLEXPART_REL_ZERO_LIMIT 1e-14
#endif #endif
#ifndef DELTA_RECURRENT_EXPOVERFLOW_LIMIT
#define DELTA_RECURRENT_EXPOVERFLOW_LIMIT 10.
#endif
gsl_error_handler_t IgnoreUnderflowsGSLErrorHandler; gsl_error_handler_t IgnoreUnderflowsGSLErrorHandler;
void IgnoreUnderflowsGSLErrorHandler (const char * reason, void IgnoreUnderflowsGSLErrorHandler (const char * reason,
@ -296,23 +302,54 @@ static inline complex double csqrt_branch(complex double x, int xbranch) {
return csqrt(x) * min1pow(xbranch); return csqrt(x) * min1pow(xbranch);
} }
// The Delta_n factor from [Kambe II], Appendix 3 // The Delta_n factor from [Kambe II], Appendix 3
// \f[ \Delta_n = \int_n^\infty t^{-1/2 - n} \exp(-t + z^2/(4t))\ud t \f] // \f[ \Delta_n = \int_n^\infty t^{-1/2 - n} \exp(-t + z^2/(4t))\ud t \f]
/* If |Im z| is big, Faddeeva_z might cause double overflow. In such case,
* use bigimz = true to use a slightly different formula to initialise
* the first two elements.
*
* The actual choice is done outside this function in order to enable
* testing/comparison of the results.
*/
void ewald3_2_sigma_long_Delta_recurrent(complex double *target, double *err, void ewald3_2_sigma_long_Delta_recurrent(complex double *target, double *err,
int maxn, complex double x, int xbranch, complex double z) { int maxn, complex double x, int xbranch, complex double z, bool bigimz) {
complex double expfac = cexp(-x + 0.25 * z*z / x); complex double expfac = cexp(-x + 0.25 * z*z / x);
complex double sqrtx = csqrt_branch(x, xbranch); // TODO check carefully, which branch is needed complex double sqrtx = csqrt_branch(x, xbranch); // TODO check carefully, which branch is needed
// These are used in the first two recurrences double w_plus_abs = NAN, w_minus_abs = NAN; // Used only if err != NULL
complex double w_plus = Faddeeva_w(+z/(2*sqrtx) + I*sqrtx, 0);
complex double w_minus = Faddeeva_w(-z/(2*sqrtx) + I*sqrtx, 0);
QPMS_ASSERT(maxn >= 0); QPMS_ASSERT(maxn >= 0);
if (maxn >= 0) // These are used to fill the first two elements for recurrence
target[0] = 0.5 * M_SQRTPI * expfac * (w_minus + w_plus); if(!bigimz) {
if (maxn >= 1) complex double w_plus = Faddeeva_w(+z/(2*sqrtx) + I*sqrtx, 0);
target[1] = I / z * M_SQRTPI * expfac * (w_minus - w_plus); complex double w_minus = Faddeeva_w(-z/(2*sqrtx) + I*sqrtx, 0);
if (maxn >= 0)
target[0] = 0.5 * M_SQRTPI * expfac * (w_minus + w_plus);
if (maxn >= 1)
target[1] = I / z * M_SQRTPI * expfac * (w_minus - w_plus);
if(err) { w_plus_abs = cabs(w_plus); w_minus_abs = cabs(w_minus); }
} else {
/* A different strategy to avoid double overflow using the formula
* w(y) = exp(-y*y) * erfc(-I*y):
* Labeling
* ž_± = ±z/(2*sqrtx) + I * sqrtx
* and expfac = exp(ž**2), where ž**2 = -x + (z*z/4/x),
* we have
* expfac * w(ž_±) = exp(ž**2 - ž_±**2) erfc(-I * ž_±)
* = exp( I * z) erfc(-I * ž_±)
*/
complex double w_plus_n = cexp(- I * z) * Faddeeva_erfc(-I * (+z/(2*sqrtx) + I*sqrtx), 0);
complex double w_minus_n = cexp(+ I * z) * Faddeeva_erfc(-I * (-z/(2*sqrtx) + I*sqrtx), 0);
if (maxn >= 0)
target[0] = 0.5 * M_SQRTPI * (w_minus_n + w_plus_n);
if (maxn >= 1)
target[1] = I / z * M_SQRTPI * (w_minus_n - w_plus_n);
}
for(int n = 1; n < maxn; ++n) { // The rest via recurrence for(int n = 1; n < maxn; ++n) { // The rest via recurrence
// TODO The cpow(x, 0.5 - n) might perhaps better be replaced with a recurrently computed variant // TODO The cpow(x, 0.5 - n) might perhaps better be replaced with a recurrently computed variant
target[n+1] = -(4 / (z*z)) * (-(0.5 - n) * target[n] + target[n-1] - sqrtx * cpow(x, -n) * expfac); target[n+1] = -(4 / (z*z)) * (-(0.5 - n) * target[n] + target[n-1] - sqrtx * cpow(x, -n) * expfac);
if(isnan(creal(target[n+1])) || isnan(cimag(target[n+1]))) {
QPMS_WARN("Encountered NaN.");
}
} }
if (err) { if (err) {
// The error estimates for library math functions are based on // The error estimates for library math functions are based on
@ -322,7 +359,8 @@ void ewald3_2_sigma_long_Delta_recurrent(complex double *target, double *err,
// http://ab-initio.mit.edu/wiki/index.php/Faddeeva_Package // http://ab-initio.mit.edu/wiki/index.php/Faddeeva_Package
// "we find that the accuracy is typically at at least 13 significant digits in both the real and imaginary parts" // "we find that the accuracy is typically at at least 13 significant digits in both the real and imaginary parts"
// FIXME the error estimate seems might be off by several orders of magnitude (try parameters x = -3, z = 0.5, maxn=20) // FIXME the error estimate seems might be off by several orders of magnitude (try parameters x = -3, z = 0.5, maxn=20)
double w_plus_abs = cabs(w_plus), w_minus_abs = cabs(w_minus), expfac_abs = cabs(expfac); // FIXME the error estimate does not take into account the alternative recurrence init. formula (bigimz)
double expfac_abs = cabs(expfac);
double w_plus_err = w_plus_abs * 1e-13, w_minus_err = w_minus_abs * 1e-13; // LPTODO argument error contrib. double w_plus_err = w_plus_abs * 1e-13, w_minus_err = w_minus_abs * 1e-13; // LPTODO argument error contrib.
double expfac_err = expfac_abs * (4 * DBL_EPSILON); // LPTODO add argument error contrib. double expfac_err = expfac_abs * (4 * DBL_EPSILON); // LPTODO add argument error contrib.
double z_abs = cabs(z); double z_abs = cabs(z);
@ -407,6 +445,7 @@ void ewald3_2_sigma_long_Delta(complex double *target, double *err,
if (absz < 2.) // TODO take into account also the other parameters if (absz < 2.) // TODO take into account also the other parameters
ewald3_2_sigma_long_Delta_series(target, err, maxn, x, xbranch, z); ewald3_2_sigma_long_Delta_series(target, err, maxn, x, xbranch, z);
else else
ewald3_2_sigma_long_Delta_recurrent(target, err, maxn, x, xbranch, z); ewald3_2_sigma_long_Delta_recurrent(target, err, maxn, x, xbranch, z,
fabs(cimag(z)) > DELTA_RECURRENT_EXPOVERFLOW_LIMIT);
} }