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/*
CheMPS2: a spin-adapted implementation of DMRG for ab initio quantum chemistry
Copyright (C) 2013-2018 Sebastian Wouters
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.
*/
#include <math.h>
#include <stdlib.h>
#include <iostream>
#include "ConjugateGradient.h"
using std::cout;
using std::endl;
CheMPS2::ConjugateGradient::ConjugateGradient( const int veclength_in, const double RTOL_in, const double DIAG_CUTOFF_in, const bool print_in ){
veclength = veclength_in;
RTOL = RTOL_in;
DIAG_CUTOFF = DIAG_CUTOFF_in;
print = print_in;
state = 'I';
num_matvec = 0;
XVEC = new double[ veclength ];
PRECON = new double[ veclength ];
RHS = new double[ veclength ];
WORK = new double[ veclength ];
RESID = new double[ veclength ];
PVEC = new double[ veclength ];
OPVEC = new double[ veclength ];
}
CheMPS2::ConjugateGradient::~ConjugateGradient(){
delete [] XVEC;
delete [] PRECON;
delete [] RHS;
delete [] WORK;
delete [] RESID;
delete [] PVEC;
delete [] OPVEC;
}
int CheMPS2::ConjugateGradient::get_num_matvec() const{ return num_matvec; }
char CheMPS2::ConjugateGradient::step( double ** pointers ){
/*
Possible states:
- I : just created the class
- G : the guess has been set in XVEC, the diagonal in PRECON, and the right-hand side in RHS
- H : the PRECON, RESID, and XVEC have been set to start the iterations of ( PRECON * operator * PRECON ) * XVEC = RESID = PRECON * RHS
- J : at start-up OPVEC contains operator * PRECON * XVEC
- K : OPVEC, RESID, PVEC have just been set, as well as rnorm and rkT_rk
- L : OPVEC contains operator * PRECON * x_k
- Y : XVEC contains x = operator^{-1} * rhs, and OPVEC contains operator * XVEC
- Z : the converged signal has been given to the user, nothing remains to be done
Possible instructions:
- A : copy the guess to pointers[0], the diagonal of the operator to pointers[1], and the right-hand side of the problem to pointers[2]
- B : perform pointers[1] = operator * pointers[0]
- C : pointers[0] contains the solution; pointers[1][0] the residual norm
- D : there was an error
*/
if ( state == 'I' ){
pointers[0] = XVEC;
pointers[1] = PRECON;
pointers[2] = RHS;
state = 'G';
return 'A';
}
if ( state == 'G' ){
stepG2H();
state = 'H';
}
if ( state == 'H' ){
apply_precon( XVEC, WORK );
pointers[0] = WORK;
pointers[1] = OPVEC;
state = 'J';
num_matvec++;
return 'B';
}
if ( state == 'J' ){
stepJ2K();
state = 'K';
}
if ( state == 'L' ){
stepL2K();
state = 'K';
}
if ( state == 'K' ){
if ( rnorm >= RTOL ){
apply_precon( PVEC, WORK ); // WORK = PRECON * PVEC
pointers[0] = WORK;
pointers[1] = OPVEC;
state = 'L';
} else {
apply_precon( XVEC );
pointers[0] = XVEC;
pointers[1] = OPVEC;
state = 'Y';
}
num_matvec++;
return 'B';
}
if ( state == 'Y' ){
stepY2Z();
pointers[0] = XVEC;
pointers[1] = WORK;
pointers[1][0] = rnorm;
state = 'Z';
return 'C';
}
return 'D';
}
void CheMPS2::ConjugateGradient::stepL2K(){
apply_precon( OPVEC ); // OPVEC_old = ( PRECON * operator * PRECON ) * PVEC_old
const double alpha = rdotr / inprod( PVEC, OPVEC ); // alpha = RESID_old^T * RESID_old / ( PVEC_old^T * ( PRECON * operator * PRECON ) * PVEC_old )
for ( int elem = 0; elem < veclength; elem++ ){
XVEC[ elem ] = XVEC[ elem ] + alpha * PVEC[ elem ]; // XVEC_new <-- XVEC_old + alpha * PVEC_old
}
for ( int elem = 0; elem < veclength; elem++ ){
RESID[ elem ] = RESID[ elem ] - alpha * OPVEC[ elem ]; // RESID_new <-- RESID_old - alpha * ( PRECON * operator * PRECON ) * PVEC_old
}
const double new_rdotr = inprod( RESID );
const double beta = new_rdotr / rdotr; // beta = RESID_new^T * RESID_new / ( RESID_old^T * RESID_old )
for ( int elem = 0; elem < veclength; elem++ ){
PVEC[ elem ] = RESID[ elem ] + beta * PVEC[ elem ]; // PVEC_new = RESID_new + beta * PVEC_old
}
rdotr = new_rdotr;
rnorm = sqrt( rdotr );
if ( print ){ cout << "ConjugateGradient : After " << num_matvec << " matrix-vector products, the residual of p*O*p * x = p*RHS is " << rnorm << endl; }
}
void CheMPS2::ConjugateGradient::stepY2Z(){
rnorm = 0.0;
for ( int elem = 0; elem < veclength; elem++ ){
const double diff = OPVEC[ elem ] - RHS[ elem ];
rnorm += diff * diff;
}
rnorm = sqrt( rnorm );
if ( print ){ cout << "ConjugateGradient : At convergence the residual of O * x = RHS is " << rnorm << endl; }
}
void CheMPS2::ConjugateGradient::stepJ2K(){
apply_precon( OPVEC ); // OPVEC = ( PRECON * operator * PRECON ) * XVEC
for ( int elem = 0; elem < veclength; elem++ ){
RESID[ elem ] = RESID[ elem ] - OPVEC[ elem ]; // RESID = ( precon * RHS ) - ( precon * operator * precon ) * XVEC
}
for ( int elem = 0; elem < veclength; elem++ ){
PVEC[ elem ] = RESID[ elem ]; // PVEC = RESID
}
rdotr = inprod( RESID );
rnorm = sqrt( rdotr );
}
void CheMPS2::ConjugateGradient::stepG2H(){
// PRECON = 1 / sqrt( diag ( operator ) )
for ( int elem = 0; elem < veclength; elem++ ){
if ( PRECON[ elem ] < DIAG_CUTOFF ){ PRECON[ elem ] = DIAG_CUTOFF; }
PRECON[ elem ] = 1.0 / sqrt( PRECON[ elem ] );
}
// RESID = PRECON * RHS
apply_precon( RHS, RESID );
// XVEC = guess / PRECON
for ( int elem = 0; elem < veclength; elem++ ){
XVEC[ elem ] = XVEC[ elem ] / PRECON[ elem ];
}
}
double CheMPS2::ConjugateGradient::inprod( double * vector ){
double inproduct = 0.0;
for ( int elem = 0; elem < veclength; elem++ ){
inproduct += vector[ elem ] * vector[ elem ];
}
return inproduct;
}
double CheMPS2::ConjugateGradient::inprod( double * vector, double * othervector ){
double inproduct = 0.0;
for ( int elem = 0; elem < veclength; elem++ ){
inproduct += vector[ elem ] * othervector[ elem ];
}
return inproduct;
}
void CheMPS2::ConjugateGradient::apply_precon( double * vector ){
for ( int elem = 0; elem < veclength; elem++ ){
vector[ elem ] = PRECON[ elem ] * vector[ elem ];
}
}
void CheMPS2::ConjugateGradient::apply_precon( double * vector, double * result ){
for ( int elem = 0; elem < veclength; elem++ ){
result[ elem ] = PRECON[ elem ] * vector[ elem ];
}
}
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