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Francois Coppens 2023-02-10 17:16:08 +01:00
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commit 6ad4aabdfa

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@ -33,39 +33,39 @@ range(2, 22)
* Naïve Sherman-Morrison
:PROPERTIES:
:Name: qmckl_sherman_morrison_naive
:CRetType: qmckl_exit_code
:FRetType: qmckl_exit_code
:END:
This is the simplest of the available Sherman-Morrison-Woodbury kernels. It applies rank-1 updates one by one in
the order that is given. It only checks if the denominator in the Sherman-Morrison formula is not too close to
zero when an update is evaluated. It will exit with an error code of the denominator is too close to zero.
:PROPERTIES:
:Name: qmckl_sherman_morrison_naive
:CRetType: qmckl_exit_code
:FRetType: qmckl_exit_code
:END:
The formula for any update $u_j$ (index $j$ is suppresed for clarity) that is applied is
\[
(S + uv^T)^{-1} = S^{-1} - \frac{S^{-1} uv^T S^{-1}}{1 + v^T S^{-1} u}
\]
This is the simplest of the available Sherman-Morrison-Woodbury kernels. It applies rank-1 updates one by one in
the order that is given. It only checks if the denominator in the Sherman-Morrison formula is not too close to
zero when an update is evaluated. It will exit with an error code of the denominator is too close to zero.
where
$S$ is the Slater-matrix,
$u$ and $v^T$ are the column and row vectors containing the updates,
$S^{-1}$ is the inverse of the Slater-matrix.
The formula for any update $u_j$ (index $j$ is suppresed for clarity) that is applied is
\[
(S + uv^T)^{-1} = S^{-1} - \frac{S^{-1} uv^T S^{-1}}{1 + v^T S^{-1} u}
\]
Even though the Slater-matrix $S$ with all updates applied at once is invertable, during the course of applying
updates to the inverse Slater-matrix $S^{-1}$ one-by-one it can happen that one of the intermediate inverse
matrices $S^{-1}$ becomes singular. Therefore a global threshold value $\epsilon$ is defined that is used to
evaluate each individual update $u_j$ when it is applied.
where
$S$ is the Slater-matrix,
$u$ and $v^T$ are the column and row vectors containing the updates,
$S^{-1}$ is the inverse of the Slater-matrix.
This value sets the lower bound for which the
denominator $1+v_j^TS^{-1}u_j$ is considered to be too small and will most probably result in a singular matrix
$S$, or at least in an inverse of $S$ of very poor numerical quality. Therefore, when $1+v_j^TS^{-1}u_j \geq \epsilon$,
the update is applied as usual and the kernel exits with return code \texttt{QMCKL_SUCCESS}.
If $1+v_j^TS^{-1}u_j \leq \epsilon$ the update is rejected and the kernel exits with return code \texttt{QMCKL_FAILURE}.
Even though the Slater-matrix $S$ with all updates applied at once is invertable, during the course of applying
updates to the inverse Slater-matrix $S^{-1}$ one-by-one it can happen that one of the intermediate inverse
matrices $S^{-1}$ becomes singular. Therefore a global threshold value $\epsilon$ is defined that is used to
evaluate each individual update $u_j$ when it is applied.
If the determinant of the Slater-matrix is passed, it will be updated to the determinant resulting
from applying the updates to the original matrix.
This value sets the lower bound for which the
denominator $1+v_j^TS^{-1}u_j$ is considered to be too small and will most probably result in a singular matrix
$S$, or at least in an inverse of $S$ of very poor numerical quality. Therefore, when $1+v_j^TS^{-1}u_j \geq \epsilon$,
the update is applied as usual and the kernel exits with return code \texttt{QMCKL_SUCCESS}.
If $1+v_j^TS^{-1}u_j \leq \epsilon$ the update is rejected and the kernel exits with return code \texttt{QMCKL_FAILURE}.
If the determinant of the Slater-matrix is passed, it will be updated to the determinant resulting
from applying the updates to the original matrix.
#+NAME: qmckl_sherman_morrison_naive_args
| Variable | Type | In/Out | Description |
@ -149,15 +149,15 @@ end function qmckl_sherman_morrison_naive_doc
** Requirements
* ~context~ is not ~QMCKL_NULL_CONTEXT~
* ~LDS >= 2~
* ~Dim >= 2~
* ~N_updates >= 1~
* ~Updates~ is allocated with $N_updates \times Dim$ elements
* ~Updates_index~ is allocated with $N_updates$ elements
* ~breakdown~ is a small number such that $0 < breakdown << 1$
* ~Slater_inv~ is allocated with $Dim \times Dim$ elements
* ~determinant > 0~
* ~context~ is not ~QMCKL_NULL_CONTEXT~
* ~LDS >= 2~
* ~Dim >= 2~
* ~N_updates >= 1~
* ~Updates~ is allocated with $N_updates \times Dim$ elements
* ~Updates_index~ is allocated with $N_updates$ elements
* ~breakdown~ is a small number such that $0 < breakdown << 1$
* ~Slater_inv~ is allocated with $Dim \times Dim$ elements
* ~determinant > 0~
** C headers (exposed in qmckl.h)
@ -612,9 +612,9 @@ end interface
* End of files
#+begin_src c :comments link :tangle (eval c_test)
assert (qmckl_context_destroy(context) == QMCKL_SUCCESS);
return 0;
#+begin_src c :comments link :tangle (eval c_test)
assert (qmckl_context_destroy(context) == QMCKL_SUCCESS);
return 0;
}
#+end_src