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QCaml/Utils/Davidson.ml
2019-02-28 16:08:28 +01:00

139 lines
3.2 KiB
OCaml

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