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dft_tools/triqs/mc_tools/v1/mc_move_set.hpp
Olivier Parcollet f2c7d449cc First commit : triqs libs version 1.0 alpha1
for earlier commits, see TRIQS0.x repository.
2013-07-17 19:24:07 +02:00

264 lines
11 KiB
C++

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