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139 lines
3.2 KiB
OCaml
139 lines
3.2 KiB
OCaml
open Lacaml.D
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type t
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let make
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?guess
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?(n_states=1)
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?(n_iter=10)
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?(threshold=1.e-6)
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diagonal
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matrix_prod
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=
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let n = Vec.dim diagonal in (* Size of the matrix to diagonalize *)
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let m = (* Number of requested states *)
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match guess with
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| Some vectors -> (Mat.dim2 vectors) * n_states
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| None -> n_states
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in
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(* Create guess vectors u, with randomly initialized unknown vectors. *)
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let random_vectors =
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let random_vector k =
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Vec.init n (fun i ->
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if i<k then 0.
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else if i=k then 1.e5
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else
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let r1 = Random.float 1.
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and r2 = Random.float 1.
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in
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let a = sqrt (-2. *. log r1)
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and b = Constants.two_pi *. r2 in
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let c = a *. cos b in
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if abs_float c > 1.e-1 then c else 0.
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)
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|> Util.normalize
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in
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List.init m (fun i -> random_vector (i+1))
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in
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let pick_new u =
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Mat.to_col_vecs_list u
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|> Util.list_pack m
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|> List.rev
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|> List.hd
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in
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let u_new =
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match guess with
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| Some vectors -> Mat.to_col_vecs_list vectors
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| None -> random_vectors
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in
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let rec iteration u u_new w iter =
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(* u is a list of orthonormal vectors, on which the operator has
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been applied : w = op.u
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u_new is a list of vector which will increase the size of the
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space.
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*)
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(* Orthonormalize input vectors u_new *)
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let u_new_ortho =
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List.concat [u ; u_new]
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|> Mat.of_col_vecs_list
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|> Util.qr_ortho
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|> pick_new
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in
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(* Apply the operator the m last vectors *)
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let w_new =
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matrix_prod (
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u_new_ortho
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|> Mat.of_col_vecs_list
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|> Matrix.dense_of_mat )
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|> Matrix.to_mat
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|> Mat.to_col_vecs_list
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in
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(* Data for the next iteration *)
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let u_next =
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List.concat [ u ; u_new_ortho ]
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and w_next =
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List.concat [ w ; w_new ]
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in
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(* Build the small matrix h = <U_k | W_l> *)
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let m_U =
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Mat.of_col_vecs_list u_next
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and m_W =
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Mat.of_col_vecs_list w_next
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in
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let m_h =
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gemm ~transa:`T m_U m_W
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in
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(* Diagonalize h *)
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let y, lambda =
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Util.diagonalize_symm m_h
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in
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(* Express m lowest eigenvectors of h in the large basis *)
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let m_new_U =
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gemm ~n:m m_U y
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and m_new_W =
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gemm ~n:m m_W y
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in
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(* Compute the residual as proposed new vectors *)
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let u_proposed =
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Mat.init_cols n m (fun i k -> (lambda.{k} *. m_new_U.{i,k} -. m_new_W.{i,k}) /.
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(max (diagonal.{i} -. lambda.{k}) 0.01) )
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|> Mat.to_col_vecs_list
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in
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let residual_norms = List.map nrm2 u_proposed in
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let residual_norm = List.fold_left (fun accu i -> max accu i) 0. residual_norms in
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Printf.printf "%3d %16.10f %16.8e%!\n" iter lambda.{1} residual_norm;
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if residual_norm > threshold then
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let u_next, w_next, iter =
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if iter = n_iter then
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m_new_U |> pick_new,
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m_new_W |> pick_new,
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0
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else
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u_next, w_next, iter
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in
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iteration u_next u_proposed w_next (iter+1)
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else
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(Mat.of_col_vecs_list u_next |> pick_new |> Mat.of_col_vecs_list), lambda
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in
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iteration [] u_new [] 1
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