Example #1
0
 def orthogonalise(self, vectors):
     """
     Orthogonalise the passed vectors with each other and return
     orthonormal vectors.
     """
     if len(vectors) == 0:
         return []
     subspace = [evaluate(vectors[0] / np.sqrt(vectors[0] @ vectors[0]))]
     for v in vectors[1:]:
         w = self.orthogonalise_against(v, subspace)
         subspace.append(evaluate(w / np.sqrt(w @ w)))
     return subspace
Example #2
0
    def symmetrise(self, new_vectors):
        """
        Symmetrise a set of new vectors to be added to the subspace.

        new_vectors          Vectors to symmetrise (updated in-place)

        Returns:
            The updated new_vectors
        """
        if isinstance(new_vectors, AmplitudeVector):
            return self.symmetrise([new_vectors])[0]
        for vec in new_vectors:
            if not isinstance(vec, AmplitudeVector):
                raise TypeError("new_vectors has to be an "
                                "iterable of AmplitudeVector")
            for b in vec.blocks_ph:
                if b not in self.symmetrisation_functions:
                    continue
                vec[b] = evaluate(self.symmetrisation_functions[b](vec[b]))
        return new_vectors
Example #3
0
    def qr(self, vectors):
        """
        A simple (and inefficient / inaccurate) QR decomposition based
        on Gram-Schmidt. Use only if no alternatives.

        vectors : list
            List of vectors representing the input matrix to decompose.
        """
        if len(vectors) == 0:
            return []
        elif len(vectors) == 1:
            norm_v = np.sqrt(vectors[0] @ vectors[0])
            return [evaluate(vectors[0] / norm_v)], np.array([[norm_v]])
        else:
            n_vec = len(vectors)
            Q = self.orthogonalise(vectors)
            R = np.zeros((n_vec, n_vec))
            for i in range(n_vec):
                for j in range(i, n_vec):
                    R[i, j] = Q[i] @ vectors[j]
            return Q, R
Example #4
0
def conjugate_gradient(matrix,
                       rhs,
                       x0=None,
                       conv_tol=1e-9,
                       max_iter=100,
                       callback=None,
                       Pinv=None,
                       cg_type="polak_ribiere",
                       explicit_symmetrisation=IndexSymmetrisation):
    """An implementation of the conjugate gradient algorithm.

    This algorithm implements the "flexible" conjugate gradient using the
    Polak-Ribière formula, but allows to employ the "traditional"
    Fletcher-Reeves formula as well.
    It solves `matrix @ x = rhs` for `x` by minimising the residual
    `matrix @ x - rhs`.

    Parameters
    ----------
    matrix
        Matrix object. Should be an ADC matrix.
    rhs
        Right-hand side, source.
    x0
        Initial guess
    conv_tol : float
        Convergence tolerance on the l2 norm of residuals to consider
        them converged.
    max_iter : int
        Maximum number of iterations
    callback
        Callback to call after each iteration
    Pinv
        Preconditioner to A, typically an estimate for A^{-1}
    cg_type : string
        Identifier to select between polak_ribiere and fletcher_reeves
    explicit_symmetrisation
        Explicit symmetrisation to perform during iteration to ensure
        obtaining an eigenvector with matching symmetry criteria.
    """
    if callback is None:

        def callback(state, identifier):
            pass

    if explicit_symmetrisation is not None and \
            isinstance(explicit_symmetrisation, type):
        explicit_symmetrisation = explicit_symmetrisation(matrix)

    if x0 is None:
        # Start with random guess
        raise NotImplementedError("Random guess is not yet implemented.")
    else:
        x0 = copy(x0)

    if Pinv is None:
        Pinv = PreconditionerIdentity()
    if Pinv is not None and isinstance(Pinv, type):
        Pinv = Pinv(matrix)

    def is_converged(state):
        state.converged = state.residual_norm < conv_tol
        return state.converged

    state = State()

    # Initialise iterates
    state.solution = x0
    state.residual = evaluate(rhs - matrix @ state.solution)
    state.n_applies += 1
    state.residual_norm = np.sqrt(state.residual @ state.residual)
    pk = zk = Pinv @ state.residual

    if explicit_symmetrisation:
        # TODO Not sure this is the right spot ... also this syntax is ugly
        pk = explicit_symmetrisation.symmetrise(pk)

    callback(state, "start")
    while state.n_iter < max_iter:
        state.n_iter += 1

        # Update ak and iterated solution
        # TODO This needs to be modified for general optimisations,
        #      i.e. where A is non-linear
        # https://en.wikipedia.org/wiki/Nonlinear_conjugate_gradient_method
        Apk = matrix @ pk
        state.n_applies += 1
        res_dot_zk = dot(state.residual, zk)
        ak = float(res_dot_zk / dot(pk, Apk))
        state.solution = evaluate(state.solution + ak * pk)

        residual_old = state.residual
        state.residual = evaluate(residual_old - ak * Apk)
        state.residual_norm = np.sqrt(state.residual @ state.residual)

        callback(state, "next_iter")
        if is_converged(state):
            state.converged = True
            callback(state, "is_converged")
            return state

        if state.n_iter == max_iter:
            raise la.LinAlgError("Maximum number of iterations (== " +
                                 str(max_iter) + " reached in conjugate "
                                 "gradient procedure.")

        zk = evaluate(Pinv @ state.residual)

        if explicit_symmetrisation:
            # TODO Not sure this is the right spot ... also this syntax is ugly
            zk = explicit_symmetrisation.symmetrise(zk)

        if cg_type == "fletcher_reeves":
            bk = float(dot(zk, state.residual) / res_dot_zk)
        elif cg_type == "polak_ribiere":
            bk = float(dot(zk, (state.residual - residual_old)) / res_dot_zk)
        pk = zk + bk * pk
Example #5
0
def guesses_from_diagonal_singles(matrix,
                                  n_guesses,
                                  spin_change=0,
                                  spin_block_symmetrisation="none",
                                  degeneracy_tolerance=1e-14):
    motrans = MoIndexTranslation(matrix.mospaces, matrix.axis_spaces["ph"])
    if n_guesses == 0:
        return []

    # Create a result vector of zero vectors with appropriate symmetry setup
    ret = [
        guess_zero(matrix,
                   spin_change=spin_change,
                   spin_block_symmetrisation=spin_block_symmetrisation)
        for _ in range(n_guesses)
    ]

    # Search of the smallest elements
    # This predicate checks an index is an allowed element for the singles
    # part of the guess vectors and has the requested spin-change
    def pred_singles(telem):
        return (ret[0].ph.is_allowed(telem.index)
                and telem.spin_change == spin_change)

    elements = find_smallest_matching_elements(
        pred_singles,
        matrix.diagonal().ph,
        motrans,
        n_guesses,
        degeneracy_tolerance=degeneracy_tolerance)
    if len(elements) == 0:
        return []

    # By construction of find_smallest_elements the returned elements
    # are already sorted such that adjacent vectors of equal value
    # only differ in spin indices (or they consider excitations from
    # degenerate orbitals). We want to form spin-adapted linear combinations
    # for the case of an unrestricted reference in the following
    # and therefore to exclude the spatial degeneracies we sort explicitly
    # only by value, and spatial indices (and not by spin).

    def telem_nospin(telem):
        return (telem.value, telem.block_index_spatial, telem.inblock_index)

    ivec = 0
    for value, group in groupby(elements, key=telem_nospin):
        if ivec >= len(ret):
            break

        group = list(group)
        if len(group) == 1:  # Just add the single vector
            ret[ivec].ph[group[0].index] = 1.0
            ivec += 1
        elif len(group) == 2:
            # Since these two are grouped together, their
            # spatial parts must be identical.

            # Add the positive linear combination ...
            ret[ivec].ph[group[0].index] = 1
            ret[ivec].ph[group[1].index] = 1
            ivec += 1

            # ... and the negative linear combination
            if ivec < n_guesses:
                ret[ivec].ph[group[0].index] = +1
                ret[ivec].ph[group[1].index] = -1
                ivec += 1
        else:
            raise AssertionError("group size > 3 should not occur "
                                 "when setting up single guesse.")
    assert ivec <= n_guesses

    # Resize in case less guesses found than requested
    # and normalise vectors
    return [evaluate(v / np.sqrt(v @ v)) for v in ret[:ivec]]
Example #6
0
    def __next__(self):
        """Advance the iterator, i.e. extend the Lanczos subspace"""
        if self.n_iter == 0:
            # Initialise Lanczos subspace
            v = self.ortho.orthogonalise(self.residual)
            self.lanczos_subspace = v
            r = evaluate(self.matrix @ v)
            alpha = np.empty((self.n_block, self.n_block))
            for p in range(self.n_block):
                alpha[p, :] = v[p] @ r

            # r = r - v * alpha - Y * Sigma
            Sigma, Y = self.ritz_overlaps, self.ritz_vectors
            r = [
                lincomb(np.hstack(([1], -alpha[:, p], -Sigma[:, p])),
                        [r[p]] + v + Y,
                        evaluate=True) for p in range(self.n_block)
            ]

            # r = r - Y * Y'r (Full reorthogonalisation)
            for p in range(self.n_block):
                r[p] = self.ortho.orthogonalise_against(
                    r[p], self.ritz_vectors)

            self.residual = r
            self.n_iter = 1
            self.n_applies = self.n_block
            self.alphas = [alpha]  # Diagonal matrix block of subspace matrix
            self.betas = []  # Side-diagonal matrix blocks
            return LanczosSubspace(self)

        # Iteration 1 and onwards:
        q = self.lanczos_subspace[-self.n_block:]
        v, beta = self.ortho.qr(self.residual)
        if np.linalg.norm(beta) < np.finfo(float).eps * self.n_problem:
            # No point to go on ... new vectors will be decoupled from old ones
            raise StopIteration()

        # r = A * v - q * beta^T
        self.n_applies += self.n_block
        r = self.matrix @ v
        r = [
            lincomb(np.hstack(([1], -(beta.T)[:, p])), [r[p]] + q,
                    evaluate=True) for p in range(self.n_block)
        ]

        # alpha = v^T * r
        alpha = np.empty((self.n_block, self.n_block))
        for p in range(self.n_block):
            alpha[p, :] = v[p] @ r

        # r = r - v * alpha
        r = [
            lincomb(np.hstack(([1], -alpha[:, p])), [r[p]] + v, evaluate=True)
            for p in range(self.n_block)
        ]

        # Full reorthogonalisation
        for p in range(self.n_block):
            r[p] = self.ortho.orthogonalise_against(
                r[p], self.lanczos_subspace + self.ritz_vectors)

        # Commit results
        self.n_iter += 1
        self.lanczos_subspace.extend(v)
        self.residual = r
        self.alphas.append(alpha)
        self.betas.append(beta)
        return LanczosSubspace(self)
Example #7
0
def davidson_iterations(matrix,
                        state,
                        max_subspace,
                        max_iter,
                        n_ep,
                        is_converged,
                        which,
                        callback=None,
                        preconditioner=None,
                        preconditioning_method="Davidson",
                        debug_checks=False,
                        residual_min_norm=None,
                        explicit_symmetrisation=None):
    """Drive the davidson iterations

    Parameters
    ----------
    matrix
        Matrix to diagonalise
    state
        DavidsonState containing the eigenvector guess
    max_subspace : int or NoneType, optional
        Maximal subspace size
    max_iter : int, optional
        Maximal number of iterations
    n_ep : int or NoneType, optional
        Number of eigenpairs to be computed
    is_converged
        Function to test for convergence
    callback : callable, optional
        Callback to run after each iteration
    which : str, optional
        Which eigenvectors to converge to. Needs to be chosen such that
        it agrees with the selected preconditioner.
    preconditioner
        Preconditioner (type or instance)
    preconditioning_method : str, optional
        Precondititoning method. Valid values are "Davidson"
        or "Sleijpen-van-der-Vorst"
    debug_checks : bool, optional
        Enable some potentially costly debug checks
        (Loss of orthogonality etc.)
    residual_min_norm : float or NoneType, optional
        Minimal norm a residual needs to have in order to be accepted as
        a new subspace vector
        (defaults to 2 * len(matrix) * machine_expsilon)
    explicit_symmetrisation
        Explicit symmetrisation to apply to new subspace vectors before
        adding them to the subspace. Allows to correct for loss of index
        or spin symmetries (type or instance)
    """
    if preconditioning_method not in ["Davidson", "Sleijpen-van-der-Vorst"]:
        raise ValueError("Only 'Davidson' and 'Sleijpen-van-der-Vorst' "
                         "are valid preconditioner methods")
    if preconditioning_method == "Sleijpen-van-der-Vorst":
        raise NotImplementedError("Sleijpen-van-der-Vorst preconditioning "
                                  "not yet implemented.")

    if callback is None:

        def callback(state, identifier):
            pass

    # The problem size
    n_problem = matrix.shape[1]

    # The block size
    n_block = len(state.subspace_vectors)

    # The current subspace size
    n_ss_vec = n_block

    # The current subspace
    SS = state.subspace_vectors

    # The matrix A projected into the subspace
    # as a continuous array. Only the view
    # Ass[:n_ss_vec, :n_ss_vec] contains valid data.
    Ass_cont = np.empty((max_subspace, max_subspace))

    eps = np.finfo(float).eps
    if residual_min_norm is None:
        residual_min_norm = 2 * n_problem * eps

    callback(state, "start")
    state.timer.restart("iteration")

    with state.timer.record("projection"):
        # Initial application of A to the subspace
        Ax = evaluate(matrix @ SS)
        state.n_applies += n_ss_vec

    while state.n_iter < max_iter:
        state.n_iter += 1

        assert len(SS) >= n_block
        assert len(SS) <= max_subspace

        # Project A onto the subspace, keeping in mind
        # that the values Ass[:-n_block, :-n_block] are already valid,
        # since they have been computed in the previous iterations already.
        with state.timer.record("projection"):
            Ass = Ass_cont[:n_ss_vec, :n_ss_vec]  # Increase the work view size
            for i in range(n_block):
                Ass[:, -n_block + i] = Ax[-n_block + i] @ SS
            Ass[-n_block:, :] = np.transpose(Ass[:, -n_block:])

        # Compute the which(== largest, smallest, ...) eigenpair of Ass
        # and the associated ritz vector as well as residual
        with state.timer.record("rayleigh_ritz"):
            if Ass.shape == (n_block, n_block):
                rvals, rvecs = la.eigh(Ass)  # Do a full diagonalisation
            else:
                # TODO Maybe play with precision a little here
                # TODO Maybe use previous vectors somehow
                v0 = None
                rvals, rvecs = sla.eigsh(Ass, k=n_block, which=which, v0=v0)

        with state.timer.record("residuals"):
            # Form residuals, A * SS * v - λ * SS * v = Ax * v + SS * (-λ*v)
            def form_residual(rval, rvec):
                coefficients = np.hstack((rvec, -rval * rvec))
                return lincomb(coefficients, Ax + SS, evaluate=True)

            residuals = [
                form_residual(rvals[i], v)
                for i, v in enumerate(np.transpose(rvecs))
            ]
            assert len(residuals) == n_block

            # Update the state's eigenpairs and residuals
            epair_mask = select_eigenpairs(rvals, n_ep, which)
            state.eigenvalues = rvals[epair_mask]
            state.residuals = [residuals[i] for i in epair_mask]
            state.residual_norms = np.array([r @ r for r in state.residuals])
            # TODO This is misleading ... actually residual_norms contains
            #      the norms squared. That's also the used e.g. in adcman to
            #      check for convergence, so using the norm squared is fine,
            #      in theory ... it should just be consistent. I think it is
            #      better to go for the actual norm (no squared) inside the code
            #
            #      If this adapted, also change the conv_tol to tol conversion
            #      inside the Lanczos procedure.

        callback(state, "next_iter")
        state.timer.restart("iteration")
        if is_converged(state):
            # Build the eigenvectors we desire from the subspace vectors:
            state.eigenvectors = [
                lincomb(v, SS, evaluate=True)
                for i, v in enumerate(np.transpose(rvecs)) if i in epair_mask
            ]

            state.converged = True
            callback(state, "is_converged")
            state.timer.stop("iteration")
            return state

        if state.n_iter == max_iter:
            warnings.warn(
                la.LinAlgWarning(
                    f"Maximum number of iterations (== {max_iter}) "
                    "reached in davidson procedure."))
            state.eigenvectors = [
                lincomb(v, SS, evaluate=True)
                for i, v in enumerate(np.transpose(rvecs)) if i in epair_mask
            ]
            state.timer.stop("iteration")
            state.converged = False
            return state

        if n_ss_vec + n_block > max_subspace:
            callback(state, "restart")
            with state.timer.record("projection"):
                # The addition of the preconditioned vectors goes beyond max.
                # subspace size => Collapse first, ie keep current Ritz vectors
                # as new subspace
                SS = [
                    lincomb(v, SS, evaluate=True) for v in np.transpose(rvecs)
                ]
                state.subspace_vectors = SS
                Ax = [
                    lincomb(v, Ax, evaluate=True) for v in np.transpose(rvecs)
                ]
                n_ss_vec = len(SS)

                # Update projection of ADC matrix A onto subspace
                Ass = Ass_cont[:n_ss_vec, :n_ss_vec]
                for i in range(n_ss_vec):
                    Ass[:, i] = Ax[i] @ SS
            # continue to add residuals to space

        with state.timer.record("preconditioner"):
            if preconditioner:
                if hasattr(preconditioner, "update_shifts"):
                    # Epsilon factor to make sure that 1 / (shift - diagonal)
                    # does not become ill-conditioned as soon as the shift
                    # approaches the actual diagonal values (which are the
                    # eigenvalues for the ADC(2) doubles part if the coupling
                    # block are absent)
                    rvals_eps = 1e-6
                    preconditioner.update_shifts(rvals - rvals_eps)

                preconds = evaluate(preconditioner @ residuals)
            else:
                preconds = residuals

            # Explicitly symmetrise the new vectors if requested
            if explicit_symmetrisation:
                explicit_symmetrisation.symmetrise(preconds)

        # Project the components of the preconditioned vectors away
        # which are already contained in the subspace.
        # Then add those, which have a significant norm to the subspace.
        with state.timer.record("orthogonalisation"):
            n_ss_added = 0
            for i in range(n_block):
                pvec = preconds[i]
                # Project out the components of the current subspace
                # That is form (1 - SS * SS^T) * pvec = pvec + SS * (-SS^T * pvec)
                coefficients = np.hstack(([1], -(pvec @ SS)))
                pvec = lincomb(coefficients, [pvec] + SS, evaluate=True)
                pnorm = np.sqrt(pvec @ pvec)
                if pnorm > residual_min_norm:
                    # Extend the subspace
                    SS.append(evaluate(pvec / pnorm))
                    n_ss_added += 1
                    n_ss_vec = len(SS)

            if debug_checks:
                orth = np.array([[SS[i] @ SS[j] for i in range(n_ss_vec)]
                                 for j in range(n_ss_vec)])
                orth -= np.eye(n_ss_vec)
                state.subspace_orthogonality = np.max(np.abs(orth))
                if state.subspace_orthogonality > n_problem * eps:
                    warnings.warn(
                        la.LinAlgWarning(
                            "Subspace in davidson has lost orthogonality. "
                            "Expect inaccurate results."))

        if n_ss_added == 0:
            state.timer.stop("iteration")
            state.converged = False
            state.eigenvectors = [
                lincomb(v, SS, evaluate=True)
                for i, v in enumerate(np.transpose(rvecs)) if i in epair_mask
            ]
            warnings.warn(
                la.LinAlgWarning(
                    "Davidson procedure could not generate any further vectors for "
                    "the subspace. Iteration cannot be continued like this and will "
                    "be aborted without convergence. Try a different guess."))
            return state

        with state.timer.record("projection"):
            Ax.extend(matrix @ SS[-n_ss_added:])
            state.n_applies += n_ss_added