#include // Sherman-Morrison-Woodbury break-down threshold #ifndef THRESHOLD #define THRESHOLD 1e-3 #endif static double threshold(); // Naïve Sherman Morrison bool qmckl_sherman_morrison(double *Slater_inv, uint64_t Dim, uint64_t N_updates, double *Updates, uint64_t *Updates_index); // Woodbury 2x2 kernel bool qmckl_woodbury_2(double *Slater_inv, const uint64_t Dim, double *Updates, const uint64_t *Updates_index); // Woodbury 3x3 kernel bool qmckl_woodbury_3(double *Slater_inv, const uint64_t Dim, double *Updates, const uint64_t *Updates_index); // Sherman Morrison, with J. Slagel splitting (caller function) void qmckl_sherman_morrison_splitting(double *Slater_inv, uint64_t Dim, uint64_t N_updates, double *Updates, uint64_t *Updates_index); // Sherman Morrison, with J. Slagel splitting // http://hdl.handle.net/10919/52966 static void slagel_splitting(double *Slater_inv, uint64_t Dim, uint64_t N_updates, double *Updates, uint64_t *Updates_index, double *later_updates, uint64_t *later_index, uint64_t *later); // Mixed Sherman-Morrison-Woodbury kernel using // Woodbury 2x2 and Sherman-Morrison with update-splitting void qmckl_sherman_morrison_woodbury_2(double *Slater_inv, const uint64_t Dim, const uint64_t N_updates, double *Updates, uint64_t *Updates_index); // Mixed Sherman-Morrison-Woodbury kernel using // Woodbury 3x3, Woodbury 2x2 and Sherman-Morrison with update-splitting void qmckl_sherman_morrison_woodbury_3(double *Slater_inv, const uint64_t Dim, const uint64_t N_updates, double *Updates, uint64_t *Updates_index); // Sherman-Morrison-Woodbury break-down threshold static double threshold() { const double threshold = THRESHOLD; // #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl. // std::cerr << "Break-down threshold set to: " << threshold << std::endl; // #endif return threshold; } // Naïve Sherman Morrison bool qmckl_sherman_morrison(double *Slater_inv, uint64_t Dim, uint64_t N_updates, double *Updates, uint64_t *Updates_index) { // #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl. // std::cerr << "Called qmckl_sherman_morrison with " << N_updates << " updates" << std::endl; // #endif double C[Dim]; double D[Dim]; uint64_t l = 0; // For each update while (l < N_updates) { // C = A^{-1} x U_l for (uint64_t i = 0; i < Dim; i++) { C[i] = 0; for (uint64_t j = 0; j < Dim; j++) { C[i] += Slater_inv[i * Dim + j] * Updates[l * Dim + j]; } } // Denominator double den = 1 + C[Updates_index[l] - 1]; if (fabs(den) < threshold()) { return QMCKL_FAILURE; } double iden = 1 / den; // D = v^T x A^{-1} for (uint64_t j = 0; j < Dim; j++) { D[j] = Slater_inv[(Updates_index[l] - 1) * Dim + j]; } // A^{-1} = A^{-1} - C x D / den for (uint64_t i = 0; i < Dim; i++) { for (uint64_t j = 0; j < Dim; j++) { double update = C[i] * D[j] * iden; Slater_inv[i * Dim + j] -= update; } } l += 1; } return QMCKL_SUCCESS; } // Woodbury 2x2 kernel bool qmckl_woodbury_2(double *Slater_inv, const uint64_t Dim, double *Updates, const uint64_t *Updates_index) { /* C := S^{-1} * U, dim x 2 B := 1 + V * C, 2 x 2 D := V * S^{-1}, 2 x dim */ // #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl. // std::cerr << "Called Woodbury 2x2 kernel" << std::endl; // #endif const uint64_t row1 = (Updates_index[0] - 1); const uint64_t row2 = (Updates_index[1] - 1); // Compute C = S_inv * U !! NON-STANDARD MATRIX MULTIPLICATION BECAUSE // OF LAYOUT OF 'Updates' !! double C[2 * Dim]; for (uint64_t i = 0; i < Dim; i++) { for (uint64_t j = 0; j < 2; j++) { C[i * 2 + j] = 0; for (uint64_t k = 0; k < Dim; k++) { C[i * 2 + j] += Slater_inv[i * Dim + k] * Updates[Dim * j + k]; } } } // Compute B = 1 + V * C const double B0 = C[row1 * 2] + 1; const double B1 = C[row1 * 2 + 1]; const double B2 = C[row2 * 2]; const double B3 = C[row2 * 2 + 1] + 1; // Check if determinant of inverted matrix is not zero double det = B0 * B3 - B1 * B2; if (fabs(det) < threshold()) { return QMCKL_FAILURE; } // Compute B^{-1} with explicit formula for 2x2 inversion double Binv[4], idet = 1.0 / det; Binv[0] = idet * B3; Binv[1] = -1.0 * idet * B1; Binv[2] = -1.0 * idet * B2; Binv[3] = idet * B0; // Compute tmp = B^{-1} x (V.S^{-1}) double tmp[2 * Dim]; for (uint64_t i = 0; i < 2; i++) { for (uint64_t j = 0; j < Dim; j++) { tmp[i * Dim + j] = Binv[i * 2] * Slater_inv[row1 * Dim + j]; tmp[i * Dim + j] += Binv[i * 2 + 1] * Slater_inv[row2 * Dim + j]; } } // Compute (S + U V)^{-1} = S^{-1} - C x tmp for (uint64_t i = 0; i < Dim; i++) { for (uint64_t j = 0; j < Dim; j++) { Slater_inv[i * Dim + j] -= C[i * 2] * tmp[j]; Slater_inv[i * Dim + j] -= C[i * 2 + 1] * tmp[Dim + j]; } } return QMCKL_SUCCESS; } // Woodbury 3x3 kernel bool qmckl_woodbury_3(double *Slater_inv, const uint64_t Dim, double *Updates, const uint64_t *Updates_index) { /* C := S^{-1} * U, dim x 3 B := 1 + V * C, 3 x 3 D := V * S^{-1}, 3 x dim */ // #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl. // std::cerr << "Called Woodbury 3x3 kernel" << std::endl; // #endif const uint64_t row1 = (Updates_index[0] - 1); const uint64_t row2 = (Updates_index[1] - 1); const uint64_t row3 = (Updates_index[2] - 1); // Compute C = S_inv * U !! NON-STANDARD MATRIX MULTIPLICATION BECAUSE // OF LAYOUT OF 'Updates' !! double C[3 * Dim]; for (uint64_t i = 0; i < Dim; i++) { for (uint64_t j = 0; j < 3; j++) { C[i * 3 + j] = 0; for (uint64_t k = 0; k < Dim; k++) { C[i * 3 + j] += Slater_inv[i * Dim + k] * Updates[Dim * j + k]; } } } // Compute B = 1 + V.C const double B0 = C[row1 * 3] + 1; const double B1 = C[row1 * 3 + 1]; const double B2 = C[row1 * 3 + 2]; const double B3 = C[row2 * 3]; const double B4 = C[row2 * 3 + 1] + 1; const double B5 = C[row2 * 3 + 2]; const double B6 = C[row3 * 3]; const double B7 = C[row3 * 3 + 1]; const double B8 = C[row3 * 3 + 2] + 1; // Check if determinant of B is not too close to zero double det; det = B0 * (B4 * B8 - B5 * B7) - B1 * (B3 * B8 - B5 * B6) + B2 * (B3 * B7 - B4 * B6); if (fabs(det) < threshold()) { return QMCKL_FAILURE; } // Compute B^{-1} with explicit formula for 3x3 inversion double Binv[9], idet = 1.0 / det; Binv[0] = (B4 * B8 - B7 * B5) * idet; Binv[1] = -(B1 * B8 - B7 * B2) * idet; Binv[2] = (B1 * B5 - B4 * B2) * idet; Binv[3] = -(B3 * B8 - B6 * B5) * idet; Binv[4] = (B0 * B8 - B6 * B2) * idet; Binv[5] = -(B0 * B5 - B3 * B2) * idet; Binv[6] = (B3 * B7 - B6 * B4) * idet; Binv[7] = -(B0 * B7 - B6 * B1) * idet; Binv[8] = (B0 * B4 - B3 * B1) * idet; // Compute tmp = B^{-1} x (V.S^{-1}) double tmp[3 * Dim]; for (uint64_t i = 0; i < 3; i++) { for (uint64_t j = 0; j < Dim; j++) { tmp[i * Dim + j] = Binv[i * 3] * Slater_inv[row1 * Dim + j]; tmp[i * Dim + j] += Binv[i * 3 + 1] * Slater_inv[row2 * Dim + j]; tmp[i * Dim + j] += Binv[i * 3 + 2] * Slater_inv[row3 * Dim + j]; } } // Compute (S + U V)^{-1} = S^{-1} - C x tmp for (uint64_t i = 0; i < Dim; i++) { for (uint64_t j = 0; j < Dim; j++) { Slater_inv[i * Dim + j] -= C[i * 3] * tmp[j]; Slater_inv[i * Dim + j] -= C[i * 3 + 1] * tmp[Dim + j]; Slater_inv[i * Dim + j] -= C[i * 3 + 2] * tmp[2 * Dim + j]; } } return QMCKL_SUCCESS; } // Sherman Morrison, with J. Slagel splitting (caller function) // http://hdl.handle.net/10919/52966 void qmckl_sherman_morrison_splitting(double *Slater_inv, uint64_t Dim, uint64_t N_updates, double *Updates, uint64_t *Updates_index) { // #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl. // std::cerr << "Called qmckl_sherman_morrison_splitting with " << N_updates << " updates" << std::endl; // #endif double later_updates[Dim * N_updates]; uint64_t later_index[N_updates]; uint64_t later = 0; slagel_splitting(Slater_inv, Dim, N_updates, Updates, Updates_index, later_updates, later_index, &later); if (later > 0) { qmckl_sherman_morrison_splitting(Slater_inv, Dim, later, later_updates, later_index); } } // Sherman Morrison, with J. Slagel splitting // http://hdl.handle.net/10919/52966 static void slagel_splitting(double *Slater_inv, uint64_t Dim, uint64_t N_updates, double *Updates, uint64_t *Updates_index, double *later_updates, uint64_t *later_index, uint64_t *later) { // #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl. // std::cerr << "Called slagel_splitting with " << N_updates << " updates" << std::endl; // #endif double C[Dim]; double D[Dim]; uint64_t l = 0; // For each update while (l < N_updates) { // C = S^{-1} x U_l for (uint64_t i = 0; i < Dim; i++) { C[i] = 0; for (uint64_t j = 0; j < Dim; j++) { C[i] += Slater_inv[i * Dim + j] * Updates[l * Dim + j]; } } // Denominator double den = 1 + C[Updates_index[l] - 1]; if (fabs(den) < threshold()) { // U_l = U_l / 2 (do the split) for (uint64_t i = 0; i < Dim; i++) { later_updates[*later * Dim + i] = Updates[l * Dim + i] / 2.0; C[i] /= 2.0; } later_index[*later] = Updates_index[l]; (*later)++; den = 1 + C[Updates_index[l] - 1]; } double iden = 1 / den; // D = v^T x S^{-1} for (uint64_t j = 0; j < Dim; j++) { D[j] = Slater_inv[(Updates_index[l] - 1) * Dim + j]; } // S^{-1} = S^{-1} - C x D / den for (uint64_t i = 0; i < Dim; i++) { for (uint64_t j = 0; j < Dim; j++) { double update = C[i] * D[j] * iden; Slater_inv[i * Dim + j] -= update; } } l += 1; } } // Sherman-Morrison-Woodbury 2x2 kernel // qmckl_woodbury_2, slagel_splitting mixing scheme void qmckl_sherman_morrison_woodbury_2(double *Slater_inv, const uint64_t Dim, const uint64_t N_updates, double *Updates, uint64_t *Updates_index) { // #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl. // std::cerr << "Called qmckl_sherman_morrison_woodbury_2 with " << N_updates // << " updates" << std::endl; // #endif uint64_t n_of_2blocks = N_updates / 2; uint64_t remainder = N_updates % 2; uint64_t length_2block = 2 * Dim; uint64_t length_1block = 1 * Dim; // Apply first 2*n_of_2blocks updates in n_of_2blocks blocks of 2 updates with // Woodbury 2x2 kernel double later_updates[Dim * N_updates]; uint64_t later_index[N_updates]; uint64_t later = 0; if (n_of_2blocks > 0) { for (uint64_t i = 0; i < n_of_2blocks; i++) { double *Updates_2block = &Updates[i * length_2block]; uint64_t *Updates_index_2block = &Updates_index[i * 2]; bool ok; ok = qmckl_woodbury_2(Slater_inv, Dim, Updates_2block, Updates_index_2block); if (!ok) { // Send the entire block to slagel_splitting uint64_t l = 0; slagel_splitting(Slater_inv, Dim, 2, Updates_2block, Updates_index_2block, later_updates + (Dim * later), later_index + later, &l); later = later + l; } } } if (remainder == 1) { // Apply last remaining update with slagel_splitting double *Updates_1block = &Updates[n_of_2blocks * length_2block]; uint64_t *Updates_index_1block = &Updates_index[2 * n_of_2blocks]; uint64_t l = 0; slagel_splitting(Slater_inv, Dim, 1, Updates_1block, Updates_index_1block, later_updates + (Dim * later), later_index + later, &l); later = later + l; } if (later > 0) { qmckl_sherman_morrison_splitting(Slater_inv, Dim, later, later_updates, later_index); } } // Sherman-Morrison-Woodbury 3x3 kernel // qmckl_woodbury_2, qmckl_woodbury_3, slagel_splitting mixing scheme void qmckl_sherman_morrison_woodbury_3(double *Slater_inv, const uint64_t Dim, const uint64_t N_updates, double *Updates, uint64_t *Updates_index) { // #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl. // std::cerr << "Called qmckl_sherman_morrison_woodbury_3 with " << N_updates // << " updates" << std::endl; // #endif uint64_t n_of_3blocks = N_updates / 3; uint64_t remainder = N_updates % 3; uint64_t length_3block = 3 * Dim; uint64_t length_2block = 2 * Dim; uint64_t length_1block = 1 * Dim; // Apply first 3*n_of_3blocks updates in n_of_3blocks blocks of 3 updates with // Woodbury 3x3 kernel double later_updates[Dim * N_updates]; uint64_t later_index[N_updates]; uint64_t later = 0; if (n_of_3blocks > 0) { for (uint64_t i = 0; i < n_of_3blocks; i++) { double *Updates_3block = &Updates[i * length_3block]; uint64_t *Updates_index_3block = &Updates_index[i * 3]; bool ok; ok = qmckl_woodbury_3(Slater_inv, Dim, Updates_3block, Updates_index_3block); if (!ok) { // Send the entire block to slagel_splitting uint64_t l = 0; slagel_splitting(Slater_inv, Dim, 3, Updates_3block, Updates_index_3block, later_updates + (Dim * later), later_index + later, &l); later = later + l; } } } if (remainder == 2) { // Apply last remaining block of 2 updates with Woodbury 2x2 kernel double *Updates_2block = &Updates[n_of_3blocks * length_3block]; uint64_t *Updates_index_2block = &Updates_index[3 * n_of_3blocks]; bool ok; ok = qmckl_woodbury_2(Slater_inv, Dim, Updates_2block, Updates_index_2block); if (!ok) { // Send the entire block to slagel_splitting uint64_t l = 0; slagel_splitting(Slater_inv, Dim, 2, Updates_2block, Updates_index_2block, later_updates + (Dim * later), later_index + later, &l); later = later + l; } } else if (remainder == 1) { // Apply last remaining update with slagel_splitting double *Updates_1block = &Updates[n_of_3blocks * length_3block]; uint64_t *Updates_index_1block = &Updates_index[3 * n_of_3blocks]; uint64_t l = 0; slagel_splitting(Slater_inv, Dim, 1, Updates_1block, Updates_index_1block, later_updates + (Dim * later), later_index + later, &l); later = later + l; } if (later > 0) { qmckl_sherman_morrison_splitting(Slater_inv, Dim, later, later_updates, later_index); } }