mirror of
https://github.com/triqs/dft_tools
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264 lines
11 KiB
C++
264 lines
11 KiB
C++
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/*******************************************************************************
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*
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* TRIQS: a Toolbox for Research in Interacting Quantum Systems
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*
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* Copyright (C) 2011 by M. Ferrero, O. Parcollet
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*
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* TRIQS is free software: you can redistribute it and/or modify it under the
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* terms of the GNU General Public License as published by the Free Software
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* Foundation, either version 3 of the License, or (at your option) any later
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* version.
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*
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* TRIQS is distributed in the hope that it will be useful, but WITHOUT ANY
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* WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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* FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
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* details.
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*
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* You should have received a copy of the GNU General Public License along with
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* TRIQS. If not, see <http://www.gnu.org/licenses/>.
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*
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******************************************************************************/
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#ifndef TRIQS_TOOLS_MC_MOVE_SET1_H
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#define TRIQS_TOOLS_MC_MOVE_SET1_H
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#include <boost/mpi.hpp>
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#include <boost/ptr_container/ptr_vector.hpp>
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#include "random_generator.hpp"
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#include <boost/concept_check.hpp>
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#include <triqs/utility/report_stream.hpp>
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namespace triqs { namespace mc_tools {
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namespace mpi=boost::mpi;
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template<typename MCSignType> class move_set;
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namespace details {
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template<typename MCSignType>
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struct move_base {
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virtual ~move_base(){}
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virtual MCSignType Try()=0;
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virtual MCSignType Accept()=0;
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virtual void Reject()=0;
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virtual double acceptance_probability(mpi::communicator const & c) const=0;// on master,0 on nodes
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virtual void print (triqs::utility::report_stream &, mpi::communicator const &, std::string name, std::string decal) const =0;
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};
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//--------------------------------------------------------------------
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template <class X, typename Y> struct IsMove {
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BOOST_CONCEPT_USAGE(IsMove)
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{
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Y r = i.Try();
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r = i.Accept();
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i.Reject();
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}
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private:
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X i;
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};
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//--------------------------------------------------------------------
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template<typename MoveType>
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void print_move (MoveType const &,triqs::utility::report_stream &,mpi::communicator const &,std::string name,std::string decal){}
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template<typename MCSignType>
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void print_move (move_set<MCSignType> const & M, triqs::utility::report_stream & report, mpi::communicator const & c, std::string name, std::string decal);
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//--------------------------------------------------------------------
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template<typename MCSignType, typename MoveType>
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class move_impl : boost::noncopyable, public move_base<MCSignType> {
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BOOST_CONCEPT_ASSERT((IsMove<MoveType, MCSignType>));
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private:
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boost::shared_ptr<MoveType> ptr; // ptr to the move
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uint64_t NProposed,NAccepted; // Statistics
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void operator=(move_impl const &); // forbidden
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public:
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move_impl(MoveType * move_ptr):move_base<MCSignType>(),ptr(move_ptr),NProposed(0),NAccepted(0) {}
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move_impl(boost::shared_ptr<MoveType> sptr):move_base<MCSignType>(),ptr(sptr),NProposed(0),NAccepted(0) {}
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move_impl(move_impl const & M):
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move_base<MCSignType>(),ptr(new MoveType (*M.ptr.get())),
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NProposed(M.NProposed),NAccepted(M.NAccepted){}
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virtual ~move_impl(){}
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virtual MCSignType Try(){ NProposed++; return ptr->Try();}
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virtual MCSignType Accept() { NAccepted++; return ptr->Accept(); }
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virtual void Reject() { ptr->Reject();}
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const MoveType * get() const { return ptr.get();}
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/// Acceptance Probability on the master and 0 on the nodes
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virtual double acceptance_probability(mpi::communicator const & c) const {
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uint64_t nacc_tot=0, nprop_tot=1;
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mpi::reduce(c, NAccepted, nacc_tot, std::plus<uint64_t>(), 0);
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mpi::reduce(c, NProposed, nprop_tot, std::plus<uint64_t>(), 0);
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return nacc_tot/static_cast<double>(nprop_tot);
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}
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virtual void print (triqs::utility::report_stream & report, mpi::communicator const & c, std::string name, std::string decal) const {
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report<< decal <<"Acceptance probability of move : "<<name<<" : "<<acceptance_probability(c)<<std::endl;
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print_move(*get(),report,c,name,decal);
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}
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};
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}
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//--------------------------------------------------------------------
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/**
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* A vector of (moves, PropositionProbability), which is also a move itself
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*/
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template<typename MCSignType>
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class move_set {
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boost::ptr_vector<details::move_base<MCSignType> > moves_;
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std::vector<std::string> names_;
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details::move_base<MCSignType> * current;
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size_t current_move_number;
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random_generator & RNG;
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std::vector<double> Proba_Moves, Proba_Moves_Acc_Sum;
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public:
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///
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move_set(random_generator & R): RNG(R) { Proba_Moves.push_back(0); }
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/**
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* Add move M with its probability of being proposed.
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* NB : the PropositionProbability needs to be >0 but does not need to be
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* normalized. Normalization is automatically done with all the added moves
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* before starting the run
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*
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* WARNING : the pointer is deleted automatically by the MC class at destruction.
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*/
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template <typename MoveType>
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void add (MoveType * && M, std::string name, double PropositionProbability) {
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moves_.push_back(new details::move_impl<MCSignType,MoveType>(M));
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assert(PropositionProbability >=0);
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Proba_Moves.push_back(PropositionProbability);
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names_.push_back(name);
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normaliseProba();// ready to run after each add !
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}
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template <typename MoveType>
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void add (boost::shared_ptr<MoveType> sptr, std::string name, double PropositionProbability) {
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moves_.push_back(new details::move_impl<MCSignType,MoveType>(sptr));
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assert(PropositionProbability >=0);
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Proba_Moves.push_back(PropositionProbability);
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names_.push_back(name);
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normaliseProba();// ready to run after each add !
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}
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//-----------------
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/**
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* - Picks up one of the move at random (weighted by their proposition probability),
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* - Call Try method of that move
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* - Returns the metropolis ratio R (see move concept).
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* The sign ratio returned by the try method of the move is kept.
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*/
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double Try() {
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assert( Proba_Moves_Acc_Sum.size()>0);
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// Choice of move with its probability
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double proba = RNG();assert(proba>=0);
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//std::cerr<<" Size of proba_moves_acc"<< Proba_Moves_Acc_Sum.size()<<std::endl;
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// for (unsigned int u = 0; u<Proba_Moves_Acc_Sum.size(); ++u) std::cerr<<"PROBA-- "<<u << " "<<Proba_Moves_Acc_Sum[u]<<std::endl;
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current_move_number =0; while (proba >= Proba_Moves_Acc_Sum[current_move_number] ) { current_move_number++;}
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//std::cerr << "curren move #"<<current_move_number<< " "<<proba<<std::endl;
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assert(current_move_number>0); assert(current_move_number<=this->size());
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current_move_number--;
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current = &moves_[current_move_number];
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#ifdef DEBUG
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std::cerr << "*******************************************************"<< std::endl;
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std::cerr << "Name of the proposed move: " << name_of_currently_selected() << std::endl;
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std::cerr <<" Proposition probability = "<<proba<<std::endl;
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#endif
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MCSignType rate_ratio = current->Try();
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if (!std::isfinite(std::abs(rate_ratio)))
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TRIQS_RUNTIME_ERROR<<"Monte Carlo Error : the rate is not finite in move "<<name_of_currently_selected();
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double abs_rate_ratio = std::abs(rate_ratio);
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#ifdef DEBUG
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std::cerr << " Metropolis ratio " << rate_ratio<<". Abs(Metropolis ratio) " <<abs_rate_ratio << std::endl;
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#endif
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assert ((abs_rate_ratio>=0));
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try_sign_ratio = ( abs_rate_ratio> 1.e-14 ? rate_ratio/abs_rate_ratio : 1); // keep the sign
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return abs_rate_ratio;
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}
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//-----------------
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/**
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* Accept the move previously selected and tried.
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* Returns the Sign computed as, if M is the move :
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* Sign = sign (M.Try()) * M.Accept()
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*/
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MCSignType Accept() {
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MCSignType accept_sign_ratio = current->Accept();
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// just make sure that accept_sign_ratio is a sign!
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assert(std::abs(std::abs(accept_sign_ratio)-1.0) < 1.e-10);
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#ifdef DEBUG
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std::cerr.setf(std::ios::scientific, std::ios::floatfield);
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std::cerr<<" ... Move accepted"<<std::endl;
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std::cerr<<" try_sign_ratio = " << try_sign_ratio <<std::endl;
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std::cerr<<" accept_sign_ratio = "<< accept_sign_ratio <<std::endl;
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std::cerr<<" their product = "<< try_sign_ratio* accept_sign_ratio <<std::endl;
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#endif
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return try_sign_ratio * accept_sign_ratio;
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}
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//-----------------
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/** Reject the move
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* Call the Reject() method of the move previously selected
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*/
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void Reject() {
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#ifdef DEBUG
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std::cerr<<" ... Move rejected"<<std::endl;
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#endif
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current->Reject();
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}
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//-----------------
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/// Number of moves registered in the move_set
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size_t size() const { return moves_.size();}
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//-----------------
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/// Pretty printing of the acceptance probability of the moves.
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void print (triqs::utility::report_stream & report, mpi::communicator const & c, std::string name="", std::string decal="") const {
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report <<decal<<"Move set : "<<name <<std::endl;
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for (unsigned int u =0; u< size(); ++u)
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moves_[u].print(report,c,names_[u],decal+std::string(" "));
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}
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protected:
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MCSignType try_sign_ratio;
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void normaliseProba() {
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if (moves_.size() ==0) TRIQS_RUNTIME_ERROR<<" no moves registered";
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// Computes the normalised accumulated probability
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double acc = 0;
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Proba_Moves_Acc_Sum.clear();
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for (unsigned int u = 0; u<Proba_Moves.size(); ++u) acc+=Proba_Moves[u];assert(acc>0);
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for (unsigned int u = 0; u<Proba_Moves.size(); ++u) Proba_Moves_Acc_Sum.push_back(Proba_Moves[u]/acc);
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// to accumulation
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for (unsigned int u = 1; u<Proba_Moves_Acc_Sum.size(); ++u) Proba_Moves_Acc_Sum[u] += Proba_Moves_Acc_Sum[u-1];
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assert(std::abs(Proba_Moves_Acc_Sum[Proba_Moves_Acc_Sum.size()-1] -1)<1.e-13);
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//std::cerr<<" NOam Size of proba_moves_acc"<< Proba_Moves_Acc_Sum.size()<<std::endl;
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//for (unsigned int u = 0; u<Proba_Moves_Acc_Sum.size(); ++u) std::cerr<<"PROBA "<<u <<Proba_Moves_Acc_Sum[u]<<std::endl;
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Proba_Moves_Acc_Sum[Proba_Moves_Acc_Sum.size()-1] += 0.001;
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// I shift the last proba acc so that even if random number in onecycle is 1 it is below that bound
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assert(Proba_Moves_Acc_Sum.size()==this->size()+1);
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}
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/// for debug only
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std::string name_of_currently_selected() const { return names_[current_move_number];}
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};// class move_set
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namespace details { // specialization for pretty print of move_set.
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template<typename MCSignType>
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inline void print_move (move_set<MCSignType> const & M, triqs::utility::report_stream & report, mpi::communicator const & c, std::string name, std::string decal) {
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M.print(report,c,name,decal);
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}
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}
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}
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}// end namespace
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#endif
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