Example #1
0
    def implicit_restart(self, H, evals, p):
        n = len(self.H)
        k = n - p
        Q = np.identity(n, np.complex128)
        eye = np.identity(n, np.complex128)

        t0 = g.time()
        for i in range(p):
            Qi, Ri = np.linalg.qr(H - evals[i] * eye)
            H = Ri @ Qi + evals[i] * eye
            Q = Q @ Qi
        t1 = g.time()

        if self.verbose:
            g.message(f"Arnoldi: QR in {t1-t0} s")

        r = g.eval(self.basis[k] * H[k, k - 1] +
                   self.basis[-1] * self.H[-1][-1] * Q[n - 1, k - 1])
        rn = g.norm2(r)**0.5

        t0 = g.time()
        g.rotate(self.basis, np.ascontiguousarray(Q.T), 0, k, 0, n)
        t1 = g.time()

        if self.verbose:
            g.message(f"Arnoldi: rotate in {t1-t0} s")

        self.basis = self.basis[0:k]
        self.basis.append(g.eval(r / rn))
        self.H = [[H[j, i] for j in range(i + 2)] for i in range(k)]
        self.H[-1][-1] = rn
Example #2
0
    def rotate_basis_to_evec(self, little_evec):
        n = len(self.H)

        t0 = g.time()
        g.rotate(self.basis[0:n], np.ascontiguousarray(little_evec.T), 0, n, 0,
                 n)
        t1 = g.time()

        if self.verbose:
            g.message(f"Arnoldi: rotate in {t1-t0} s")

        return self.basis[0:n]
Example #3
0
File: core.py Project: waterret/gpt
assert eps == 0.0

eps = g.norm2((b < a) - (a > b)) ** 0.5
g.message(f"Test a < b compatible with b > a: {eps}")
assert eps == 0.0

################################################################################
# Test basis rotate against linear combination
################################################################################
a = [g.complex(grid) for i in range(3)]
b = [g.complex(grid) for i in range(3)]
rng.cnormal(a)
c = [g.copy(x) for x in a]
Qt = np.array([[1, 2, 3], [9, 7, 13], [15, 17, 19]], dtype=np.complex128)
for i in range(3):
    g.linear_combination(b[i], a, Qt[i])
g.rotate(a, Qt, 0, 3, 0, 3, True)
g.rotate(c, Qt, 0, 3, 0, 3, False)
for i in range(3):
    eps = g.norm2(a[i] - b[i]) / g.norm2(a[i])
    g.message(f"Test basis rotate {i} on accelerator: {eps}")
    assert eps < 1e-13
    eps = g.norm2(c[i] - b[i]) / g.norm2(a[i])
    g.message(f"Test basis rotate {i} on host: {eps}")
    assert eps < 1e-13

################################################################################
# Test mem_report
################################################################################
g.mem_report()
Example #4
0
File: irl.py Project: mbruno46/gpt
    def __call__(self, mat, src, ckpt=None):

        # verbosity
        verbose = g.default.is_verbose("irl")

        # checkpointer
        if ckpt is None:
            ckpt = g.checkpointer_none()
        ckpt.grid = src.grid
        self.ckpt = ckpt

        # first approximate largest eigenvalue
        pit = g.algorithms.eigen.power_iteration(eps=0.05,
                                                 maxiter=10,
                                                 real=True)
        lambda_max = pit(mat, src)[0]

        # parameters
        Nm = self.params["Nm"]
        Nk = self.params["Nk"]
        Nstop = self.params["Nstop"]
        assert Nm >= Nk and Nstop <= Nk

        # tensors
        dtype = np.float64
        lme = np.empty((Nm, ), dtype)
        lme2 = np.empty((Nm, ), dtype)
        ev = np.empty((Nm, ), dtype)
        ev2 = np.empty((Nm, ), dtype)
        ev2_copy = np.empty((Nm, ), dtype)

        # fields
        f = g.lattice(src)
        v = g.lattice(src)
        evec = [g.lattice(src) for i in range(Nm)]

        # advice memory storage
        if not self.params["advise"] is None:
            g.advise(evec, self.params["advise"])

        # scalars
        k1 = 1
        k2 = Nk
        beta_k = 0.0

        # set initial vector
        evec[0] @= src / g.norm2(src)**0.5

        # initial Nk steps
        for k in range(Nk):
            self.step(mat, ev, lme, evec, f, Nm, k)

        # restarting loop
        for it in range(self.params["maxiter"]):
            if verbose:
                g.message("Restart iteration %d" % it)
            for k in range(Nk, Nm):
                self.step(mat, ev, lme, evec, f, Nm, k)
            f *= lme[Nm - 1]

            # eigenvalues
            for k in range(Nm):
                ev2[k] = ev[k + k1 - 1]
                lme2[k] = lme[k + k1 - 1]

            # diagonalize
            t0 = g.time()
            Qt = np.identity(Nm, dtype)
            self.diagonalize(ev2, lme2, Nm, Qt)
            t1 = g.time()

            if verbose:
                g.message("Diagonalization took %g s" % (t1 - t0))

            # sort
            ev2_copy = ev2.copy()
            ev2 = list(reversed(sorted(ev2)))

            # implicitly shifted QR transformations
            Qt = np.identity(Nm, dtype)
            t0 = g.time()
            for ip in range(k2, Nm):
                g.qr_decomposition(ev, lme, Nm, Nm, Qt, ev2[ip], k1, Nm)
            t1 = g.time()

            if verbose:
                g.message("QR took %g s" % (t1 - t0))

            # rotate
            t0 = g.time()
            g.rotate(evec, Qt, k1 - 1, k2 + 1, 0, Nm)
            t1 = g.time()

            if verbose:
                g.message("Basis rotation took %g s" % (t1 - t0))

            # compression
            f *= Qt[k2 - 1, Nm - 1]
            f += lme[k2 - 1] * evec[k2]
            beta_k = g.norm2(f)**0.5
            betar = 1.0 / beta_k
            evec[k2] @= betar * f
            lme[k2 - 1] = beta_k

            if verbose:
                g.message("beta_k = ", beta_k)

            # convergence test
            if it >= self.params["Nminres"]:
                if verbose:
                    g.message("Rotation to test convergence")

                # diagonalize
                for k in range(Nm):
                    ev2[k] = ev[k]
                    lme2[k] = lme[k]
                Qt = np.identity(Nm, dtype)

                t0 = g.time()
                self.diagonalize(ev2, lme2, Nk, Qt)
                t1 = g.time()

                if verbose:
                    g.message("Diagonalization took %g s" % (t1 - t0))

                B = g.copy(evec[0])

                allconv = True
                if beta_k >= self.params["betastp"]:
                    jj = 1
                    while jj <= Nstop:
                        j = Nstop - jj
                        g.linear_combination(B, evec[0:Nk], Qt[j, 0:Nk])
                        B *= 1.0 / g.norm2(B)**0.5
                        if not ckpt.load(v):
                            mat(v, B)
                            ckpt.save(v)
                        ev_test = g.inner_product(B, v).real
                        eps2 = g.norm2(v - ev_test * B) / lambda_max**2.0
                        if verbose:
                            g.message("%-65s %-45s %-50s" % (
                                "ev[ %d ] = %s" % (j, ev2_copy[j]),
                                "<B|M|B> = %s" % (ev_test),
                                "|M B - ev B|^2 / ev_max^2 = %s" % (eps2),
                            ))
                        if eps2 > self.params["resid"]:
                            allconv = False
                        if jj == Nstop:
                            break
                        jj = min([Nstop, 2 * jj])

                if allconv:
                    if verbose:
                        g.message("Converged in %d iterations" % it)
                        break

        t0 = g.time()
        g.rotate(evec, Qt, 0, Nstop, 0, Nk)
        t1 = g.time()

        if verbose:
            g.message("Final basis rotation took %g s" % (t1 - t0))

        return (evec[0:Nstop], ev2_copy[0:Nstop])
Example #5
0
    def __call__(self, mat, src, ckpt=None):

        # verbosity
        verbose = g.default.is_verbose("irl")

        # checkpointer
        if ckpt is None:
            ckpt = g.checkpointer_none()
        ckpt.grid = src.grid
        self.ckpt = ckpt

        # first approximate largest eigenvalue
        pit = g.algorithms.eigen.power_iteration(eps=0.05, maxiter=10, real=True)
        lambda_max = pit(mat, src)[0]

        # parameters
        Nm = self.params["Nm"]
        Nu = self.params["Nu"]
        Nk = self.params["Nk"]
        Nstop = self.params["Nstop"]
        Np = Nm-Nk
        MaxIter=self.params["maxiter"]
        Np /= MaxIter
        assert Nm >= Nk and Nstop <= Nk
        print ( 'Nm=',Nm,'Nu=',Nu,'Nk=',Nk )

        # tensors
        dtype = np.float64
        ctype = np.complex128
         
        lme = np.zeros((Nu,Nm), ctype)
        lmd = np.zeros((Nu,Nm), ctype)
        lme2 = np.zeros((Nu,Nm), ctype)
        lmd2 = np.empty((Nu,Nm), ctype)
        Qt = np.zeros((Nm,Nm),ctype)
        Q = np.zeros((Nm,Nm),ctype)
        ev = np.empty((Nm,), dtype)
        ev2_copy = np.empty((Nm,), dtype)

        # fields
        f = g.lattice(src)
        v = g.lattice(src)
        evec = [g.lattice(src) for i in range(Nm)]
        w = [g.lattice(src) for i in range(Nu)]
        w_copy = [g.lattice(src) for i in range(Nu)]

        # advice memory storage
        if not self.params["advise"] is None:
            g.advise(evec, self.params["advise"])

        # scalars
        k1 = 1
        k2 = Nk
        beta_k = 0.0

        rng=g.random("test")
        # set initial vector
#        rng.zn(w)
        for i in range(Nu):
            rng.zn(w[i])
            if i > 0: 
                g.orthogonalize(w[i],evec[0:i])
            evec[i]=g.copy(w[i])
            evec[i] *= 1.0/ g.norm2(evec[i]) ** 0.5
            g.message("norm(evec[%d]=%e "%(i,g.norm2(evec[i])))
            if i > 0: 
                for j in range(i):
                    ip=g.innerProduct(evec[j],w[i])
                    if np.abs(ip) >1e-6:
                        g.message("inner(evec[%d],w[%d])=%e %e"% (j,i,ip.real,ip.imag))
#           evec[i] @= src[i] / g.norm2(src[i]) ** 0.5

        # initial Nk steps
        Nblock_k = int(Nk/Nu)
        for b in range(Nblock_k):
            self.blockStep(mat, lmd, lme, evec, w, w_copy, Nm, b,Nu)

        Nblock_p = int(Np/Nu)
        # restarting loop
#        for it in range(self.params["maxiter"]):
        for it in range(MaxIter):
            if verbose:
                g.message("Restart iteration %d" % it)

            Nblock_l = Nblock_k + it*Nblock_p;
            Nblock_r = Nblock_l + Nblock_p;
            Nl = Nblock_l*Nu
            Nr = Nblock_r*Nu
#           ev2.resize(Nr)
            ev2 = np.empty((Nr,), dtype)

            for b in range(Nblock_l, Nblock_r):
                self.blockStep(mat,  lmd, lme, evec, w, w_copy, Nm, b,Nu)

            for u in range(Nu):
                for k in range(Nr):
                    lmd2[u,k]=lmd[u,k]
                    lme2[u,k]=lme[u,k]


            Qt = np.identity(Nr, ctype)
            
            # diagonalize
            t0 = g.time()
#            self.diagonalize(ev2, lme2, Nm, Qt)
            self.diagonalize(ev2,lmd2,lme2,Nu,Nr,Qt)
#    def diagonalize(self, eval, lmd, lme, Nu, Nk, Nm, Qt):
            t1 = g.time()

            if verbose:
                g.message("Diagonalization took %g s" % (t1 - t0))

            # sort
            ev2_copy = ev2.copy()
            ev2 = list(reversed(sorted(ev2)))

            for i in range(Nr):
                g.message("Rval[%d]= %e"%(i,ev2[i]))

            # rotate
#            t0 = g.time()
#            g.rotate(evec, Qt, k1 - 1, k2 + 1, 0, Nm)
#            t1 = g.time()

#            if verbose:
#                g.message("Basis rotation took %g s" % (t1 - t0))

            # convergence test
            if it >= self.params["Nminres"]:
                if verbose:
                    g.message("Rotation to test convergence")

                # diagonalize
                for k in range(Nr):
                    ev2[k] = ev[k]
            #        lme2[k] = lme[k]
                for u in range(Nu):
                    for k in range(Nr):
                        lmd2[u,k]=lmd[u,k]
                        lme2[u,k]=lme[u,k]
                Qt = np.identity(Nm, ctype)

                t0 = g.time()
#                self.diagonalize(ev2, lme2, Nk, Qt)
                self.diagonalize(ev2,lmd2,lme2,Nu,Nr,Qt)
                t1 = g.time()

                if verbose:
                    g.message("Diagonalization took %g s" % (t1 - t0))

                B = g.copy(evec[0])

                allconv = True
                if beta_k >= self.params["betastp"]:
                    jj = 1
                    while jj <= Nstop:
                        j = Nstop - jj
                        g.linear_combination(B, evec[0:Nr], Qt[j, 0:Nr])
                        g.message("norm=%e"%(g.norm2(B)))
                        B *= 1.0 / g.norm2(B) ** 0.5
                        if not ckpt.load(v):
                            mat(v, B)
                            ckpt.save(v)
                        ev_test = g.innerProduct(B, v).real
                        eps2 = g.norm2(v - ev_test * B) / lambda_max ** 2.0
                        if verbose:
                            g.message(
                                "%-65s %-45s %-50s"
                                % (
                                    "ev[ %d ] = %s" % (j, ev2_copy[j]),
                                    "<B|M|B> = %s" % (ev_test),
                                    "|M B - ev B|^2 / ev_max^2 = %s" % (eps2),
                                )
                            )
                        if eps2 > self.params["resid"]:
                            allconv = False
                        if jj == Nstop:
                            break
                        jj = min([Nstop, 2 * jj])

                if allconv:
                    if verbose:
                        g.message("Converged in %d iterations" % it)
                        break

        t0 = g.time()
        g.rotate(evec, Qt, 0, Nstop, 0, Nk)
        t1 = g.time()

        if verbose:
            g.message("Final basis rotation took %g s" % (t1 - t0))

        return (evec[0:Nstop], ev2_copy[0:Nstop])