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/* Ergo, version 3.8.2, a program for linear scaling electronic structure
* calculations.
* Copyright (C) 2023 Elias Rudberg, Emanuel H. Rubensson, Pawel Salek,
* and Anastasia Kruchinina.
*
* 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 3 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, see <http://www.gnu.org/licenses/>.
*
* Primary academic reference:
* Ergo: An open-source program for linear-scaling electronic structure
* calculations,
* Elias Rudberg, Emanuel H. Rubensson, Pawel Salek, and Anastasia
* Kruchinina,
* SoftwareX 7, 107 (2018),
* <http://dx.doi.org/10.1016/j.softx.2018.03.005>
*
* For further information about Ergo, see <http://www.ergoscf.org>.
*/
/** @file LanczosLargestMagnitudeEig.h Class for computing the largest
* magnitude eigenvalue of a symmetric matrix with the Lanczos method.
*
* Copyright(c) Emanuel Rubensson 2007
*
* @author Emanuel Rubensson
* @date February 2007
*
*/
#ifndef MAT_LANCZOSLARGESTMAGNITUDEEIG
#define MAT_LANCZOSLARGESTMAGNITUDEEIG
#include <limits>
#include "Lanczos.h"
namespace mat { /* Matrix namespace */
namespace arn { /* Arnoldi type methods namespace */
template<typename Treal, typename Tmatrix, typename Tvector>
class LanczosLargestMagnitudeEig
: public Lanczos<Treal, Tmatrix, Tvector> {
public:
LanczosLargestMagnitudeEig(Tmatrix const & AA, Tvector const & startVec,
int maxIter = 100, int cap = 100)
: Lanczos<Treal, Tmatrix, Tvector>(AA, startVec, maxIter, cap),
eVal(0), acc(0), eigVectorTri(0), absTol( template_blas_get_num_limit_max<Treal>() ),
relTol(template_blas_sqrt(template_blas_sqrt(getRelPrecision<Treal>()))),
eValTmp(0), accTmp(0) {}
void setRelTol(Treal const newTol) { relTol = newTol; }
void setAbsTol(Treal const newTol) { absTol = newTol; }
inline void getLargestMagnitudeEig(Treal& ev, Treal& accuracy) {
ev = eVal;
accuracy = acc;
}
void getLargestMagnitudeEigPair(Treal& eValue,
Tvector& eVector,
Treal& accuracy);
virtual void run() {
Lanczos<Treal, Tmatrix, Tvector>::run();
computeEigVec();
eVal = eValTmp;
acc = accTmp;
rerun();
/* FIXME! Elias added these extra Lanczos reruns for small
matrices to make the tests pass. This is bad.
Elias note 2011-01-19: now added one more rerun()
because otherwise the test failed when run on Mac.
This is really bad. */
if(this->A.get_nrows() == 5) {
rerun();
rerun();
rerun();
}
}
void rerun() {
#if 1
/* Because of the statistical chance of misconvergence:
* Compute new eigenpair with eigenvector in direction orthogonal
* to the first eigenvector.
*/
Tvector newResidual(eVec);
newResidual.rand();
Treal sP = transpose(eVec) * newResidual;
newResidual += -sP * eVec;
this->restart(newResidual);
Lanczos<Treal, Tmatrix, Tvector>::run();
/* If the new eigenvalue has larger magnitude:
* Use those instead
*/
if (template_blas_fabs(eValTmp) > template_blas_fabs(eVal)) {
eVal = eValTmp;
acc = accTmp;
computeEigVec();
}
// Guard against unrealistically small accuracies
Treal machine_epsilon = mat::getMachineEpsilon<Treal>();
acc = acc / template_blas_fabs(eVal) > 2 * machine_epsilon ? acc : 2 * template_blas_fabs(eVal) * machine_epsilon;
#endif
}
virtual ~LanczosLargestMagnitudeEig() {
delete[] eigVectorTri;
}
protected:
Treal eVal;
Tvector eVec;
Treal acc;
Treal* eigVectorTri; /** Eigenvector to the tridiagonal matrix
* length: this->j
*/
Treal absTol;
Treal relTol;
void computeEigenPairTri();
void computeEigVec();
virtual void update() {
computeEigenPairTri();
}
virtual bool converged() const;
Treal eValTmp;
Treal accTmp;
private:
};
template<typename Treal, typename Tmatrix, typename Tvector>
void LanczosLargestMagnitudeEig<Treal, Tmatrix, Tvector>::
getLargestMagnitudeEigPair(Treal& eValue,
Tvector& eVector,
Treal& accuracy) {
eValue = eVal;
accuracy = acc;
eVector = eVec;
}
template<typename Treal, typename Tmatrix, typename Tvector>
void LanczosLargestMagnitudeEig<Treal, Tmatrix, Tvector>::
computeEigenPairTri() {
delete[] eigVectorTri;
Treal* eigVectorMax = new Treal[this->j];
Treal* eigVectorMin = new Treal[this->j];
/* Get largest eigenvalue. */
int const lMax = this->j - 1;
Treal eValMax;
Treal accMax;
this->Tri.getEigsByIndex(&eValMax, eigVectorMax, &accMax,
lMax, lMax);
/* Get smallest eigenvalue. */
int const lMin = 0;
Treal eValMin;
Treal accMin;
this->Tri.getEigsByIndex(&eValMin, eigVectorMin, &accMin,
lMin, lMin);
if (template_blas_fabs(eValMin) > template_blas_fabs(eValMax)) {
eValTmp = eValMin;
accTmp = accMin;
delete[] eigVectorMax;
eigVectorTri = eigVectorMin;
}
else {
eValTmp = eValMax;
accTmp = accMax;
delete[] eigVectorMin;
eigVectorTri = eigVectorMax;
}
}
template<typename Treal, typename Tmatrix, typename Tvector>
void LanczosLargestMagnitudeEig<Treal, Tmatrix, Tvector>::
computeEigVec() {
/* Compute eigenvector as a linear combination of Krylov vectors */
assert(eigVectorTri);
this->getEigVector(eVec, eigVectorTri);
}
template<typename Treal, typename Tmatrix, typename Tvector>
bool LanczosLargestMagnitudeEig<Treal, Tmatrix, Tvector>::
converged() const {
bool conv = accTmp < absTol; /* Absolute accuracy */
if (template_blas_fabs(eValTmp) > 0) {
conv = conv &&
accTmp / template_blas_fabs(eValTmp) < relTol; /* Relative acc.*/
}
return conv;
}
#if 1
template<typename Treal, typename Tmatrix, typename Tvector>
class LanczosLargestMagnitudeEigIfSmall
: public LanczosLargestMagnitudeEig<Treal, Tmatrix, Tvector> {
public:
LanczosLargestMagnitudeEigIfSmall
(Tmatrix const & AA, Tvector const & startVec,
Treal const maxAbsVal,
int maxIter = 100, int cap = 100)
: LanczosLargestMagnitudeEig<Treal, Tmatrix, Tvector>
(AA, startVec, maxIter, cap), maxAbsValue(maxAbsVal) {
}
bool largestMagEigIsSmall() {return eigIsSmall;}
virtual void run() {
Lanczos<Treal, Tmatrix, Tvector>::run();
this->computeEigVec();
this->eVal = this->eValTmp;
this->acc = this->accTmp;
if (eigIsSmall) /* No need to rerun if eigenvalue is large. */
this->rerun();
}
protected:
Treal const maxAbsValue;
bool eigIsSmall;
virtual void update() {
LanczosLargestMagnitudeEig<Treal, Tmatrix, Tvector>::update();
eigIsSmall = template_blas_fabs(this->eValTmp) < maxAbsValue;
}
virtual bool converged() const;
private:
};
template<typename Treal, typename Tmatrix, typename Tvector>
bool LanczosLargestMagnitudeEigIfSmall<Treal, Tmatrix, Tvector>::
converged() const {
bool convAccuracy =
LanczosLargestMagnitudeEig<Treal, Tmatrix, Tvector>::converged();
return convAccuracy || (!eigIsSmall);
}
#endif
} /* end namespace arn */
//// Utility function
// EMANUEL COMMENT:
// A function similar to euclIfSmall below lies/used to lie inside the MatrixSymmetric class.
// There, the matrix was copied and truncated before the calculation.
// It is unclear if that had a significant positive impact on the execution time - it definitely required more memory.
/** Returns interval containing the Euclidean norm of the matrix M.
* If it is smaller than 'maxAbsVal' it is computed with
* the 'requestedAccuracy'.
* If the norm is larger than 'maxAbsVal', the returned interval is based on
* the Frobenius norm.
*/
template<typename Tmatrix, typename Treal>
Interval<Treal> euclIfSmall(Tmatrix const & M,
Treal const requestedAbsAccuracy,
Treal const requestedRelAccuracy,
Treal const maxAbsVal,
typename Tmatrix::VectorType * const eVecPtr = 0,
int maxIter = -1) {
assert(requestedAbsAccuracy >= 0);
// Treal frobTmp;
/* Check if norm is really small, or can easily be determined to be 'large', in those cases quick return */
Treal euclLowerBound;
Treal euclUpperBound;
M.quickEuclBounds(euclLowerBound, euclUpperBound);
if ( euclUpperBound < requestedAbsAccuracy )
// Norm is really small, quick return
return Interval<Treal>( euclLowerBound, euclUpperBound );
if ( euclLowerBound > maxAbsVal )
// Norm is not small, quick return
return Interval<Treal>( euclLowerBound, euclUpperBound );
if(maxIter == -1)
maxIter = M.get_nrows() * 100;
typename Tmatrix::VectorType guess;
SizesAndBlocks cols;
M.getCols(cols);
guess.resetSizesAndBlocks(cols);
guess.rand();
mat::arn::LanczosLargestMagnitudeEigIfSmall<Treal, Tmatrix, typename Tmatrix::VectorType>
lan(M, guess, maxAbsVal, maxIter);
lan.setAbsTol( requestedAbsAccuracy );
lan.setRelTol( requestedRelAccuracy );
lan.run();
Treal eVal = 0;
Treal acc = 0;
Treal eValMin = 0;
if (lan.largestMagEigIsSmall()) {
if (eVecPtr)
lan.getLargestMagnitudeEigPair(eVal, *eVecPtr, acc);
else
lan.getLargestMagnitudeEig(eVal, acc);
eVal = template_blas_fabs(eVal);
eValMin = eVal - acc;
eValMin = eValMin >= 0 ? eValMin : (Treal)0;
return Interval<Treal>(eValMin, eVal + acc);
}
else {
eValMin = euclLowerBound;
eValMin = eValMin >= maxAbsVal ? eValMin : maxAbsVal;
return Interval<Treal>(eValMin, euclUpperBound);
}
}
} /* end namespace mat */
#endif
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