mirror of
https://github.com/TREX-CoE/qmckl.git
synced 2024-08-19 03:41:44 +02:00
1660 lines
62 KiB
Org Mode
1660 lines
62 KiB
Org Mode
#+TITLE: Sherman-Morrison-Woodbury
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#+SETUPFILE: ../tools/theme.setup
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#+INCLUDE: ../tools/lib.org
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Low- and high-level functions that use the Sherman-Morrison and
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Woodbury matrix inversion formulas to update the inverse of a
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non-singualr matrix
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* Headers
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#+begin_src elisp :noexport :results none :exports none
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(org-babel-lob-ingest "../tools/lib.org")
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#+end_src
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#+begin_src c :comments link :tangle (eval c_test) :noweb yes
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#include "qmckl.h"
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#include "assert.h"
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#ifdef HAVE_CONFIG_H
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#include "config.h"
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#endif
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#include <math.h>
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int main() {
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qmckl_context context;
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context = qmckl_context_create();
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qmckl_exit_code rc;
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#+end_src
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* Helper Functions
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Helper functions that are used by the Sherman-Morrison-Woodbury
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kernels. These functions should only be used in the context of these
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kernels.
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** ~qmckl_slagel_splitting~
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:PROPERTIES:
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:Name: qmckl_slagel_splitting
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:CRetType: double
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:FRetType: double precision
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:END:
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This function is used to set the threshold value that is used in the kernels to determine if a matrix is invertable or not. In the Sherman-Morrison kernels this is determined by comparing the denominator in the Sherman-Morrison formula to the value set in threshold. If the value is smaller than the threshold value it means the matrix is not invertable. In the Woodbury kernels the threshold value is compared with the value of the determinant of the update matrix.
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#+NAME: qmckl_slagel_splitting_args
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| uint64_t | Dim | in | Leading dimension of Slater_inv |
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| uint64_t | N_updates | in | Number of rank-1 updates to be applied to Slater_inv |
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| double | Updates[N_updates*Dim] | in | Array containing the rank-1 updates |
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| uint64_t | Updates_index[N_updates] | in | Array containing positions of the rank-1 updates |
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| double | breakdown | in | Break-down parameter on which to fail or not |
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| double | Slater_inv[Dim*Dim] | inout | Array containing the inverse Slater-matrix |
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| double | later_updates[Dim * N_updates] | inout | Array containing the split updates for later |
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| uint64_t | later_index[N_updates] | inout | Array containing the positions of the split updates for later |
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| uint64_t | later | inout | Number of split updates for later |
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*** Requirements
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Add description of the input variables. (see for e.g. qmckl_distance.org)
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*** C header
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#+CALL: generate_c_header(table=qmckl_slagel_splitting_args,rettyp=get_value("CRetType"),fname=get_value("Name"))
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#+RESULTS:
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#+begin_src c :tangle (eval h_func) :comments org
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qmckl_exit_code qmckl_slagel_splitting_c (
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const uint64_t Dim,
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const uint64_t N_updates,
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const double* Updates,
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const uint64_t* Updates_index,
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const double breakdown,
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double* Slater_inv,
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double* later_updates,
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uint64_t* later_index,
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uint64_t* later );
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#+end_src
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*** Source Fortran
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*** Source C
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#+begin_src c :tangle (eval c) :comments org
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#include <stdbool.h>
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#include <math.h>
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#include "qmckl.h"
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qmckl_exit_code qmckl_slagel_splitting_c(uint64_t Dim,
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uint64_t N_updates,
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const double *Updates,
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const uint64_t *Updates_index,
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const double breakdown,
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double *Slater_inv,
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double *later_updates,
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uint64_t *later_index,
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uint64_t *later) {
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// #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl.
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// std::cerr << "Called slagel_splitting with " << N_updates << " updates" << std::endl;
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// #endif
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double C[Dim];
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double D[Dim];
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uint64_t l = 0;
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// For each update
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while (l < N_updates) {
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// C = S^{-1} x U_l
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for (uint64_t i = 0; i < Dim; i++) {
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C[i] = 0;
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for (uint64_t j = 0; j < Dim; j++) {
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C[i] += Slater_inv[i * Dim + j] * Updates[l * Dim + j];
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}
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}
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// Denominator
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double den = 1 + C[Updates_index[l] - 1];
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if (fabs(den) < breakdown) {
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// U_l = U_l / 2 (do the split)
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for (uint64_t i = 0; i < Dim; i++) {
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later_updates[*later * Dim + i] = Updates[l * Dim + i] / 2.0;
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C[i] /= 2.0;
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}
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later_index[*later] = Updates_index[l];
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(*later)++;
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den = 1 + C[Updates_index[l] - 1];
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}
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double iden = 1 / den;
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// D = v^T x S^{-1}
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for (uint64_t j = 0; j < Dim; j++) {
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D[j] = Slater_inv[(Updates_index[l] - 1) * Dim + j];
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}
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// S^{-1} = S^{-1} - C x D / den
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for (uint64_t i = 0; i < Dim; i++) {
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for (uint64_t j = 0; j < Dim; j++) {
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double update = C[i] * D[j] * iden;
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Slater_inv[i * Dim + j] -= update;
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}
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}
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l += 1;
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}
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return QMCKL_SUCCESS;
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}
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#+end_src
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*** Performance
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** C interface :noexport:
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#+CALL: generate_c_interface(table=qmckl_slagel_splitting_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
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#+RESULTS:
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#+begin_src f90 :tangle (eval f) :comments org :exports none
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integer(c_int32_t) function qmckl_slagel_splitting &
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(Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv, later_updates, later_index, later) &
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bind(C) result(info)
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use, intrinsic :: iso_c_binding
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implicit none
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integer (c_int64_t) , intent(in) , value :: Dim
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integer (c_int64_t) , intent(in) , value :: N_updates
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real (c_double ) , intent(in) :: Updates(N_updates*Dim)
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integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
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real (c_double ) , intent(in) , value :: breakdown
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real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
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real (c_double ) , intent(inout) :: later_updates(Dim * N_updates)
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integer (c_int64_t) , intent(inout) :: later_index(N_updates)
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integer (c_int64_t) , intent(inout) :: later
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integer(c_int32_t), external :: qmckl_slagel_splitting_c
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info = qmckl_slagel_splitting_c &
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(Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv, later_updates, later_index, later)
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end function qmckl_slagel_splitting
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#+end_src
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*** Test :noexport:
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[TODO: FMJC] Write tests for the Sherman-Morrison part.
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* Naïve Sherman-Morrison
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** ~qmckl_sherman_morrison~
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:PROPERTIES:
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:Name: qmckl_sherman_morrison
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:CRetType: qmckl_exit_code
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:FRetType: qmckl_exit_code
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:END:
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This is the simplest of the available Sherman-Morrison-Woodbury
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kernels in QMCkl. It applies rank-1 updates one by one in the order
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that is given. It only checks if the denominator in the
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Sherman-Morrison formula is not too close to zero (and exit with an
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error if it does) during the application of an update.
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#+NAME: qmckl_sherman_morrison_args
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| qmckl_context | context | in | Global state |
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| uint64_t | Dim | in | Leading dimension of Slater_inv |
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| uint64_t | N_updates | in | Number of rank-1 updates to be applied to Slater_inv |
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| double | Updates[N_updates*Dim] | in | Array containing the updates |
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| uint64_t | Updates_index[N_updates] | in | Array containing the rank-1 updates |
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| double | breakdown | in | Break-down parameter on which to fail or not |
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| double | Slater_inv[Dim*Dim] | inout | Array containing the inverse of a Slater-matrix |
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*** Requirements
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Add description of the input variables. (see for e.g. qmckl_distance.org)
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*** C header
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#+CALL: generate_c_header(table=qmckl_sherman_morrison_args,rettyp=get_value("CRetType"),fname=get_value("Name"))
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#+RESULTS:
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#+begin_src c :tangle (eval h_func) :comments org
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qmckl_exit_code qmckl_sherman_morrison_c (
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const qmckl_context context,
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const uint64_t Dim,
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const uint64_t N_updates,
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const double* Updates,
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const uint64_t* Updates_index,
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const double breakdown,
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double* Slater_inv );
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#+end_src
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*** Source Fortran
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#+begin_src f90 :tangle (eval f)
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integer function qmckl_sherman_morrison_f(context, Dim, N_updates, &
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Updates, Updates_index, breakdown, Slater_inv) result(info)
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use qmckl
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implicit none
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integer(qmckl_context) , intent(in) :: context
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integer*8 , intent(in), value :: Dim, N_updates
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integer*8 , intent(in) :: Updates_index(N_updates)
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real*8 , intent(in) :: Updates(N_updates*Dim)
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real*8 , intent(in) :: breakdown
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real*8 , intent(inout) :: Slater_inv(Dim*Dim)
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!logical, external :: qmckl_sherman_morrison_f
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info = qmckl_sherman_morrison(context, Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv)
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end function qmckl_sherman_morrison_f
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#+end_src
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*** Source C
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#+begin_src c :tangle (eval c) :comments org
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#include <stdbool.h>
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#include "qmckl.h"
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qmckl_exit_code qmckl_sherman_morrison_c(const qmckl_context context,
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const uint64_t Dim,
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const uint64_t N_updates,
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const double* Updates,
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const uint64_t* Updates_index,
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const double breakdown,
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double * Slater_inv) {
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// #ifdef DEBUG
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// std::cerr << "Called qmckl_sherman_morrison with " << N_updates << " updates" << std::endl;
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// #endif
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double C[Dim];
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double D[Dim];
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uint64_t l = 0;
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// For each update
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while (l < N_updates) {
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// C = A^{-1} x U_l
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for (uint64_t i = 0; i < Dim; i++) {
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C[i] = 0;
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for (uint64_t j = 0; j < Dim; j++) {
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C[i] += Slater_inv[i * Dim + j] * Updates[l * Dim + j];
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}
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}
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// Denominator
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double den = 1 + C[Updates_index[l] - 1];
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if (fabs(den) < breakdown) {
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return QMCKL_FAILURE;
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}
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double iden = 1 / den;
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// D = v^T x A^{-1}
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for (uint64_t j = 0; j < Dim; j++) {
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D[j] = Slater_inv[(Updates_index[l] - 1) * Dim + j];
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}
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// A^{-1} = A^{-1} - C x D / den
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for (uint64_t i = 0; i < Dim; i++) {
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for (uint64_t j = 0; j < Dim; j++) {
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double update = C[i] * D[j] * iden;
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Slater_inv[i * Dim + j] -= update;
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}
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}
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l += 1;
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}
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return QMCKL_SUCCESS;
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}
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#+end_src
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*** Performance
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** C interface :noexport:
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#+CALL: generate_c_interface(table=qmckl_sherman_morrison_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
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#+RESULTS:
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#+begin_src f90 :tangle (eval f) :comments org :exports none
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integer(c_int32_t) function qmckl_sherman_morrison &
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(context, Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv) &
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bind(C) result(info)
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use, intrinsic :: iso_c_binding
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implicit none
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integer (c_int64_t) , intent(in) , value :: context
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integer (c_int64_t) , intent(in) , value :: Dim
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integer (c_int64_t) , intent(in) , value :: N_updates
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real (c_double ) , intent(in) :: Updates(N_updates*Dim)
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integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
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real (c_double ) , intent(in) :: breakdown
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real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
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integer(c_int32_t), external :: qmckl_sherman_morrison_c
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info = qmckl_sherman_morrison_c &
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(context, Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv)
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end function qmckl_sherman_morrison
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#+end_src
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#+CALL: generate_f_interface(table=qmckl_sherman_morrison_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
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#+RESULTS:
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#+begin_src f90 :tangle (eval fh_func) :comments org :exports none
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interface
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integer(c_int32_t) function qmckl_sherman_morrison &
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(context, Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv) &
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bind(C)
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use, intrinsic :: iso_c_binding
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import
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implicit none
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integer (c_int64_t) , intent(in) , value :: context
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integer (c_int64_t) , intent(in) , value :: Dim
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integer (c_int64_t) , intent(in) , value :: N_updates
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real (c_double ) , intent(in) :: Updates(N_updates*Dim)
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integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
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real (c_double ) , intent(in) :: breakdown
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real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
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end function qmckl_sherman_morrison
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end interface
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#+end_src
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*** Test :noexport:
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[TODO: FMJC] Write tests for the Sherman-Morrison part.
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#+begin_src c :tangle (eval c_test)
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const uint64_t Dim = 2;
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const uint64_t N_updates = 2;
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const uint64_t Updates_index[2] = {0, 0};
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const double Updates[4] = {0.0, 0.0, 0.0, 0.0};
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const double breakdown = 1e-3;
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double Slater_inv[4] = {0.0, 0.0, 0.0, 0.0};
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// [TODO : FMJC ] add realistic tests
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rc = qmckl_sherman_morrison_c(context, Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv);
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assert(rc == QMCKL_SUCCESS);
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#+end_src
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* Woodbury 2x2
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This is the Woodbury 3x3 kernel.
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** ~qmckl_woodbury_2~
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:PROPERTIES:
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:Name: qmckl_woodbury_2
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:CRetType: qmckl_exit_code
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:FRetType: qmckl_exit_code
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:END:
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This is the simplest of the available Sherman-Morrison-Woodbury
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kernels in QMCkl. It applies rank-1 updates one by one in the order
|
|
that is given. It only checks if the denominator in the
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Sherman-Morrison formula is not too close to zero (and exit with an
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error if it does) during the application of an update.
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#+NAME: qmckl_woodbury_2_args
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| qmckl_context | context | in | Global state |
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| uint64_t | Dim | in | Leading dimension of Slater_inv |
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| double | Updates[2*Dim] | in | Array containing the updates |
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| uint64_t | Updates_index[2] | in | Array containing the rank-1 updates |
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| double | breakdown | in | Break-down parameter on which to fail or not |
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| double | Slater_inv[Dim*Dim] | inout | Array containing the inverse of a Slater-matrix |
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*** Requirements
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Add description of the input variables. (see for e.g. qmckl_distance.org)
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*** C header
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#+CALL: generate_c_header(table=qmckl_woodbury_2_args,rettyp=get_value("CRetType"),fname=get_value("Name"))
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#+RESULTS:
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#+begin_src c :tangle (eval h_func) :comments org
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qmckl_exit_code qmckl_woodbury_2_c (
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const qmckl_context context,
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const uint64_t Dim,
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const double* Updates,
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const uint64_t* Updates_index,
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const double breakdown,
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double* Slater_inv );
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#+end_src
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*** Source Fortran
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#+begin_src f90 :tangle (eval f)
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integer function qmckl_woodbury_2_f(context, Dim, &
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Updates, Updates_index, breakdown, Slater_inv) result(info)
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use qmckl
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implicit none
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integer(qmckl_context) , intent(in) :: context
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integer*8 , intent(in), value :: Dim
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integer*8 , intent(in) :: Updates_index(2)
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real*8 , intent(in) :: Updates(2*Dim)
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real*8 , intent(in) :: breakdown
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real*8 , intent(inout) :: Slater_inv(Dim*Dim)
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!logical, external :: qmckl_woodbury_2_f
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info = qmckl_woodbury_2(context, Dim, Updates, Updates_index, breakdown, Slater_inv)
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end function qmckl_woodbury_2_f
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#+end_src
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*** Source C
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#+begin_src c :tangle (eval c) :comments org
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#include <stdbool.h>
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#include "qmckl.h"
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|
|
qmckl_exit_code qmckl_woodbury_2_c(const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
|
|
double * Slater_inv) {
|
|
/*
|
|
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) < breakdown) {
|
|
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;
|
|
}
|
|
|
|
#+end_src
|
|
|
|
|
|
|
|
*** Performance
|
|
|
|
** C interface :noexport:
|
|
|
|
#+CALL: generate_c_interface(table=qmckl_woodbury_2_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval f) :comments org :exports none
|
|
integer(c_int32_t) function qmckl_woodbury_2 &
|
|
(context, Dim, Updates, Updates_index, breakdown, Slater_inv) &
|
|
bind(C) result(info)
|
|
|
|
use, intrinsic :: iso_c_binding
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
real (c_double ) , intent(in) :: Updates(2*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(2)
|
|
real (c_double ) , intent(in) :: breakdown
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
integer(c_int32_t), external :: qmckl_woodbury_2_c
|
|
info = qmckl_woodbury_2_c &
|
|
(context, Dim, Updates, Updates_index, breakdown, Slater_inv)
|
|
|
|
end function qmckl_woodbury_2
|
|
#+end_src
|
|
|
|
#+CALL: generate_f_interface(table=qmckl_woodbury_2_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval fh_func) :comments org :exports none
|
|
interface
|
|
integer(c_int32_t) function qmckl_woodbury_2 &
|
|
(context, Dim, Updates, Updates_index, breakdown, Slater_inv) &
|
|
bind(C)
|
|
use, intrinsic :: iso_c_binding
|
|
import
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
real (c_double ) , intent(in) :: Updates(2*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(2)
|
|
real (c_double ) , intent(in) :: breakdown
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
end function qmckl_woodbury_2
|
|
end interface
|
|
#+end_src
|
|
|
|
*** Test :noexport:
|
|
|
|
[TODO: FMJC] Write tests for the Sherman-Morrison part.
|
|
|
|
|
|
#+begin_src c :tangle (eval c_test)
|
|
const uint64_t woodbury_Dim = 2;
|
|
const uint64_t woodbury_Updates_index[2] = {1, 1};
|
|
const double woodbury_Updates[4] = {1.0, 1.0, 1.0, 1.0};
|
|
const double woodbury_breakdown = 1e-3;
|
|
double woodbury_Slater_inv[4] = {1.0, 1.0, 1.0, 1.0};
|
|
|
|
// [TODO : FMJC ] add realistic tests
|
|
|
|
rc = qmckl_woodbury_2_c(context, woodbury_Dim, woodbury_Updates, woodbury_Updates_index, woodbury_breakdown, woodbury_Slater_inv);
|
|
assert(rc == QMCKL_SUCCESS);
|
|
#+end_src
|
|
|
|
|
|
* Woodbury 3x3
|
|
|
|
This is the Woodbury 3x3 kernel.
|
|
|
|
** ~qmckl_woodbury_3~
|
|
:PROPERTIES:
|
|
:Name: qmckl_woodbury_3
|
|
:CRetType: qmckl_exit_code
|
|
:FRetType: qmckl_exit_code
|
|
:END:
|
|
|
|
This is the simplest of the available Sherman-Morrison-Woodbury
|
|
kernels in QMCkl. 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 (and exit with an
|
|
error if it does) during the application of an update.
|
|
|
|
#+NAME: qmckl_woodbury_3_args
|
|
| qmckl_context | context | in | Global state |
|
|
| uint64_t | Dim | in | Leading dimension of Slater_inv |
|
|
| double | Updates[3*Dim] | in | Array containing the updates |
|
|
| uint64_t | Updates_index[3] | in | Array containing the rank-1 updates |
|
|
| double | breakdown | in | Break-down parameter on which to fail or not |
|
|
| double | Slater_inv[Dim*Dim] | inout | Array containing the inverse of a Slater-matrix |
|
|
|
|
*** Requirements
|
|
|
|
Add description of the input variables. (see for e.g. qmckl_distance.org)
|
|
|
|
*** C header
|
|
|
|
#+CALL: generate_c_header(table=qmckl_woodbury_3_args,rettyp=get_value("CRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src c :tangle (eval h_func) :comments org
|
|
qmckl_exit_code qmckl_woodbury_3_c (
|
|
const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
|
|
double* Slater_inv );
|
|
#+end_src
|
|
|
|
*** Source Fortran
|
|
|
|
#+begin_src f90 :tangle (eval f)
|
|
integer function qmckl_woodbury_3_f(context, Dim, &
|
|
Updates, Updates_index, breakdown, Slater_inv) result(info)
|
|
use qmckl
|
|
implicit none
|
|
integer(qmckl_context) , intent(in) :: context
|
|
integer*8 , intent(in), value :: Dim
|
|
integer*8 , intent(in) :: Updates_index(3)
|
|
real*8 , intent(in) :: Updates(3*Dim)
|
|
real*8 , intent(in) :: breakdown
|
|
real*8 , intent(inout) :: Slater_inv(Dim*Dim)
|
|
!logical, external :: qmckl_woodbury_3_f
|
|
info = qmckl_woodbury_3(context, Dim, Updates, Updates_index, breakdown, Slater_inv)
|
|
end function qmckl_woodbury_3_f
|
|
#+end_src
|
|
|
|
*** Source C
|
|
|
|
#+begin_src c :tangle (eval c) :comments org
|
|
#include <stdbool.h>
|
|
#include "qmckl.h"
|
|
|
|
qmckl_exit_code qmckl_woodbury_3_c(const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
|
|
double * Slater_inv) {
|
|
/*
|
|
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) < breakdown) {
|
|
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;
|
|
}
|
|
|
|
#+end_src
|
|
|
|
*** Performance...
|
|
|
|
** C interface :noexport:
|
|
|
|
#+CALL: generate_c_interface(table=qmckl_woodbury_3_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval f) :comments org :exports none
|
|
integer(c_int32_t) function qmckl_woodbury_3 &
|
|
(context, Dim, Updates, Updates_index, breakdown, Slater_inv) &
|
|
bind(C) result(info)
|
|
|
|
use, intrinsic :: iso_c_binding
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
real (c_double ) , intent(in) :: Updates(3*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(3)
|
|
real (c_double ) , intent(in) , value :: breakdown
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
integer(c_int32_t), external :: qmckl_woodbury_3_c
|
|
info = qmckl_woodbury_3_c &
|
|
(context, Dim, Updates, Updates_index, breakdown, Slater_inv)
|
|
|
|
end function qmckl_woodbury_3
|
|
#+end_src
|
|
|
|
#+CALL: generate_f_interface(table=qmckl_woodbury_3_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval fh_func) :comments org :exports none
|
|
interface
|
|
integer(c_int32_t) function qmckl_woodbury_3 &
|
|
(context, Dim, Updates, Updates_index, breakdown, Slater_inv) &
|
|
bind(C)
|
|
use, intrinsic :: iso_c_binding
|
|
import
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
real (c_double ) , intent(in) :: Updates(3*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(3)
|
|
real (c_double ) , intent(in) , value :: breakdown
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
end function qmckl_woodbury_3
|
|
end interface
|
|
#+end_src
|
|
|
|
*** Test :noexport:
|
|
|
|
[TODO: FMJC] Write tests for the Sherman-Morrison part.
|
|
|
|
|
|
#+begin_src c :tangle (eval c_test)
|
|
const uint64_t woodbury3_Dim = 3;
|
|
const uint64_t woodbury3_Updates_index[3] = {1, 1, 1};
|
|
const double woodbury3_Updates[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
|
|
const double woodbury3_breakdown = 1e-3;
|
|
double woodbury3_Slater_inv[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
|
|
|
|
// [TODO : FMJC ] add realistic tests
|
|
|
|
rc = qmckl_woodbury_3_c(context, woodbury3_Dim, woodbury3_Updates, woodbury3_Updates_index, woodbury3_breakdown, woodbury3_Slater_inv);
|
|
assert(rc == QMCKL_SUCCESS);
|
|
#+end_src
|
|
|
|
|
|
* Sherman-Morrison with update splitting
|
|
|
|
This is like naïve Sherman-Morrising, but whenever a denominator is
|
|
found that is too close to zero the update is split in half. Then one
|
|
half is applied immediately and the other have is ket for later. When
|
|
all the updates have been processed, the list of split updates that
|
|
have been kept for later are processed. If again applying an update
|
|
results in a denominator that is too close to zero, it is split in
|
|
half again. One half is applied immediately and one half is kept for
|
|
later. The algorithm is done when no more updates have been kept for
|
|
later. This recursion will always end in a finite number of steps,
|
|
unless the last original update causes a singular Slater-matrix.
|
|
|
|
** ~qmckl_sherman_morrison_splitting~
|
|
:PROPERTIES:
|
|
:Name: qmckl_sherman_morrison_splitting
|
|
:CRetType: qmckl_exit_code
|
|
:FRetType: qmckl_exit_code
|
|
:END:
|
|
|
|
This is the simplest of the available Sherman-Morrison-Woodbury
|
|
kernels in QMCkl. 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 (and exit with an
|
|
error if it does) during the application of an update.
|
|
|
|
#+NAME: qmckl_sherman_morrison_splitting_args
|
|
| qmckl_context | context | in | Global state |
|
|
| uint64_t | Dim | in | Leading dimension of Slater_inv |
|
|
| uint64_t | N_updates | in | Number of rank-1 updates to be applied to Slater_inv |
|
|
| double | Updates[N_updates*Dim] | in | Array containing the updates |
|
|
| uint64_t | Updates_index[N_updates] | in | Array containing the rank-1 updates |
|
|
| double | breakdown | in | Break-down parameter on which to fail or not |
|
|
| double | Slater_inv[Dim*Dim] | inout | Array containing the inverse of a Slater-matrix |
|
|
|
|
*** Requirements
|
|
|
|
Add description of the input variables. (see for e.g. qmckl_distance.org)
|
|
|
|
*** C header
|
|
|
|
#+CALL: generate_c_header(table=qmckl_sherman_morrison_splitting_args,rettyp=get_value("CRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src c :tangle (eval h_func) :comments org
|
|
qmckl_exit_code qmckl_sherman_morrison_splitting_c (
|
|
const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const uint64_t N_updates,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
|
|
double* Slater_inv );
|
|
#+end_src
|
|
|
|
*** Source Fortran
|
|
|
|
#+begin_src f90 :tangle (eval f)
|
|
integer function qmckl_sherman_morrison_splitting_f(context, Dim, N_updates, &
|
|
Updates, Updates_index, breakdown, Slater_inv) result(info)
|
|
use qmckl
|
|
implicit none
|
|
integer(qmckl_context) , intent(in) :: context
|
|
integer*8 , intent(in), value :: Dim, N_updates
|
|
integer*8 , intent(in) :: Updates_index(N_updates)
|
|
real*8 , intent(in) :: Updates(N_updates*Dim)
|
|
real*8 , intent(in) :: breakdown
|
|
real*8 , intent(inout) :: Slater_inv(Dim*Dim)
|
|
info = qmckl_sherman_morrison_splitting(context, Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv)
|
|
end function qmckl_sherman_morrison_splitting_f
|
|
#+end_src
|
|
|
|
|
|
*** Source C
|
|
|
|
#+begin_src c :tangle (eval c) :comments org
|
|
#include <stdbool.h>
|
|
#include "qmckl.h"
|
|
|
|
qmckl_exit_code qmckl_sherman_morrison_splitting_c(const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const uint64_t N_updates,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
|
|
double * Slater_inv) {
|
|
// #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
|
|
|
|
qmckl_context local_context;
|
|
local_context = qmckl_context_create();
|
|
qmckl_exit_code rc;
|
|
|
|
double later_updates[Dim * N_updates];
|
|
uint64_t later_index[N_updates];
|
|
uint64_t later = 0;
|
|
|
|
rc = qmckl_slagel_splitting_c(Dim, N_updates, Updates, Updates_index,
|
|
breakdown, Slater_inv, later_updates, later_index, &later);
|
|
|
|
if (later > 0) {
|
|
rc = qmckl_sherman_morrison_splitting_c(local_context, Dim, later,
|
|
later_updates, later_index, breakdown, Slater_inv);
|
|
}
|
|
|
|
return QMCKL_SUCCESS;
|
|
}
|
|
|
|
#+end_src
|
|
|
|
*** Performance...
|
|
|
|
** C interface :noexport:
|
|
|
|
#+CALL: generate_c_interface(table=qmckl_sherman_morrison_splitting_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval f) :comments org :exports none
|
|
integer(c_int32_t) function qmckl_sherman_morrison_splitting &
|
|
(context, Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv) &
|
|
bind(C) result(info)
|
|
|
|
use, intrinsic :: iso_c_binding
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
integer (c_int64_t) , intent(in) , value :: N_updates
|
|
real (c_double ) , intent(in) :: Updates(N_updates*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
|
|
real (c_double ) , intent(in) , value :: breakdown
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
integer(c_int32_t), external :: qmckl_sherman_morrison_splitting_c
|
|
info = qmckl_sherman_morrison_splitting_c &
|
|
(context, Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv)
|
|
|
|
end function qmckl_sherman_morrison_splitting
|
|
#+end_src
|
|
|
|
#+CALL: generate_f_interface(table=qmckl_sherman_morrison_splitting_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval fh_func) :comments org :exports none
|
|
interface
|
|
integer(c_int32_t) function qmckl_sherman_morrison_splitting &
|
|
(context, Dim, N_updates, Updates, Updates_index, breakdown, Slater_inv) &
|
|
bind(C)
|
|
use, intrinsic :: iso_c_binding
|
|
import
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
integer (c_int64_t) , intent(in) , value :: N_updates
|
|
real (c_double ) , intent(in) :: Updates(N_updates*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
|
|
real (c_double ) , intent(in) , value :: breakdown
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
end function qmckl_sherman_morrison_splitting
|
|
end interface
|
|
#+end_src
|
|
|
|
|
|
*** Test :noexport:
|
|
|
|
[TODO: FMJC] Write tests for the Sherman-Morrison part.
|
|
|
|
|
|
#+begin_src c :tangle (eval c_test)
|
|
const uint64_t splitting_Dim = 3;
|
|
const uint64_t splitting_N_updates = 3;
|
|
const uint64_t splitting_Updates_index[3] = {1, 1, 1};
|
|
const double splitting_Updates[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
|
|
const double splitting_breakdown = 1e-3;
|
|
double splitting_Slater_inv[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
|
|
|
|
// [TODO : FMJC ] add realistic tests
|
|
|
|
rc = qmckl_sherman_morrison_splitting_c(context, splitting_Dim, splitting_N_updates, splitting_Updates, splitting_Updates_index, splitting_breakdown, splitting_Slater_inv);
|
|
assert(rc == QMCKL_SUCCESS);
|
|
#+end_src
|
|
|
|
|
|
* Woodbury 2x2 with Sherman-Morrison and update splitting
|
|
|
|
This is like naïve Sherman-Morrising, but whenever a denominator is
|
|
found that is too close to zero the update is split in half. Then one
|
|
half is applied immediately and the other have is ket for later. When
|
|
all the updates have been processed, the list of split updates that
|
|
have been kept for later are processed. If again applying an update
|
|
results in a denominator that is too close to zero, it is split in
|
|
half again. One half is applied immediately and one half is kept for
|
|
later. The algorithm is done when no more updates have been kept for
|
|
later. This recursion will always end in a finite number of steps,
|
|
unless the last original update causes a singular Slater-matrix.
|
|
|
|
** ~qmckl_sherman_morrison_smw2s~
|
|
:PROPERTIES:
|
|
:Name: qmckl_sherman_morrison_smw2s
|
|
:CRetType: qmckl_exit_code
|
|
:FRetType: qmckl_exit_code
|
|
:END:
|
|
|
|
This is the simplest of the available Sherman-Morrison-Woodbury
|
|
kernels in QMCkl. 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 (and exit with an
|
|
error if it does) during the application of an update.
|
|
|
|
#+NAME: qmckl_sherman_morrison_smw2s_args
|
|
| qmckl_context | context | in | Global state |
|
|
| uint64_t | Dim | in | Leading dimension of Slater_inv |
|
|
| uint64_t | N_updates | in | Number of rank-1 updates to be applied to Slater_inv |
|
|
| double | Updates[N_updates*Dim] | in | Array containing the updates |
|
|
| uint64_t | Updates_index[N_updates] | in | Array containing the rank-1 updates |
|
|
| double | breakdown | in | Break-down parameter on which to fail or not |
|
|
| double | Slater_inv[Dim*Dim] | inout | Array containing the inverse of a Slater-matrix |
|
|
|
|
*** Requirements
|
|
|
|
Add description of the input variables. (see for e.g. qmckl_distance.org)
|
|
|
|
*** C header
|
|
|
|
#+CALL: generate_c_header(table=qmckl_sherman_morrison_smw2s_args,rettyp=get_value("CRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src c :tangle (eval h_func) :comments org
|
|
qmckl_exit_code qmckl_sherman_morrison_smw2s_c (
|
|
const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const uint64_t N_updates,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
|
|
double* Slater_inv );
|
|
#+end_src
|
|
|
|
|
|
*** Source Fortran
|
|
|
|
#+begin_src f90 :tangle (eval f)
|
|
integer function qmckl_sherman_morrison_smw2s_f(context, Slater_inv, Dim, N_updates, &
|
|
Updates, Updates_index) result(info)
|
|
use qmckl
|
|
implicit none
|
|
integer(qmckl_context) , intent(in) :: context
|
|
integer*8 , intent(in), value :: Dim, N_updates
|
|
integer*8 , intent(in) :: Updates_index(N_updates)
|
|
real*8 , intent(in) :: Updates(N_updates*Dim)
|
|
real*8 , intent(inout) :: Slater_inv(Dim*Dim)
|
|
info = qmckl_sherman_morrison_smw2s (context, Dim, N_updates, Updates, Updates_index, Slater_inv)
|
|
end function qmckl_sherman_morrison_smw2s_f
|
|
#+end_src
|
|
|
|
|
|
*** Source C
|
|
|
|
#+begin_src c :tangle (eval c) :comments org
|
|
#include <stdbool.h>
|
|
#include "qmckl.h"
|
|
|
|
qmckl_exit_code qmckl_sherman_morrison_smw2s_c(const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const uint64_t N_updates,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
|
|
double * Slater_inv) {
|
|
// #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
|
|
|
|
qmckl_context local_context;
|
|
local_context = qmckl_context_create();
|
|
qmckl_exit_code rc;
|
|
|
|
uint64_t n_of_2blocks = N_updates / 2;
|
|
uint64_t remainder = N_updates % 2;
|
|
uint64_t length_2block = 2 * 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];
|
|
rc = qmckl_woodbury_2_c(local_context, Dim, Updates_2block, Updates_index_2block, breakdown, Slater_inv);
|
|
if (rc != 0) { // Send the entire block to slagel_splitting
|
|
uint64_t l = 0;
|
|
rc = qmckl_slagel_splitting_c(Dim, 2, Updates_2block, Updates_index_2block,
|
|
breakdown, Slater_inv, 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;
|
|
rc = qmckl_slagel_splitting_c(Dim, 1, Updates_1block, Updates_index_1block,
|
|
breakdown, Slater_inv, later_updates + (Dim * later), later_index + later, &l);
|
|
later = later + l;
|
|
}
|
|
|
|
if (later > 0) {
|
|
rc = qmckl_sherman_morrison_splitting_c(local_context, Dim, later, later_updates, later_index, breakdown, Slater_inv);
|
|
}
|
|
return QMCKL_SUCCESS;
|
|
}
|
|
|
|
#+end_src
|
|
|
|
*** Performance...
|
|
|
|
** C interface :noexport:
|
|
|
|
#+CALL: generate_c_interface(table=qmckl_sherman_morrison_smw2s_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval f) :comments org :exports none
|
|
integer(c_int32_t) function qmckl_sherman_morrison_smw2s &
|
|
(context, Dim, N_updates, Updates, Updates_index, Slater_inv) &
|
|
bind(C) result(info)
|
|
|
|
use, intrinsic :: iso_c_binding
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
integer (c_int64_t) , intent(in) , value :: N_updates
|
|
real (c_double ) , intent(in) :: Updates(N_updates*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
integer(c_int32_t), external :: qmckl_sherman_morrison_smw2s_c
|
|
info = qmckl_sherman_morrison_smw2s_c &
|
|
(context, Dim, N_updates, Updates, Updates_index, Slater_inv)
|
|
|
|
end function qmckl_sherman_morrison_smw2s
|
|
#+end_src
|
|
|
|
#+CALL: generate_f_interface(table=qmckl_sherman_morrison_smw2s_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval fh_func) :comments org :exports none
|
|
interface
|
|
integer(c_int32_t) function qmckl_sherman_morrison_smw2s &
|
|
(context, Dim, N_updates, Updates, Updates_index, Slater_inv) &
|
|
bind(C)
|
|
use, intrinsic :: iso_c_binding
|
|
import
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
integer (c_int64_t) , intent(in) , value :: N_updates
|
|
real (c_double ) , intent(in) :: Updates(N_updates*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
end function qmckl_sherman_morrison_smw2s
|
|
end interface
|
|
#+end_src
|
|
|
|
*** Test :noexport:
|
|
|
|
[TODO: FMJC] Write tests for the Sherman-Morrison part.
|
|
|
|
|
|
#+begin_src c :tangle (eval c_test)
|
|
const uint64_t smw2s_Dim = 3;
|
|
const uint64_t smw2s_N_updates = 3;
|
|
const uint64_t smw2s_Updates_index[3] = {1, 1, 1};
|
|
const double smw2s_Updates[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
|
|
const double smw2s_breakdown = 1e-3;
|
|
double smw2s_Slater_inv[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
|
|
|
|
// [TODO : FMJC ] add realistic tests
|
|
|
|
rc = qmckl_sherman_morrison_smw2s_c(context, smw2s_Dim, smw2s_N_updates,
|
|
smw2s_Updates, smw2s_Updates_index, smw2s_breakdown, smw2s_Slater_inv);
|
|
assert(rc == QMCKL_SUCCESS);
|
|
#+end_src
|
|
|
|
|
|
* Woodbury 3x3 with Sherman-Morrison and update splitting
|
|
|
|
This is like naïve Sherman-Morrising, but whenever a denominator is
|
|
found that is too close to zero the update is split in half. Then one
|
|
half is applied immediately and the other have is ket for later. When
|
|
all the updates have been processed, the list of split updates that
|
|
have been kept for later are processed. If again applying an update
|
|
results in a denominator that is too close to zero, it is split in
|
|
half again. One half is applied immediately and one half is kept for
|
|
later. The algorithm is done when no more updates have been kept for
|
|
later. This recursion will always end in a finite number of steps,
|
|
unless the last original update causes a singular Slater-matrix.
|
|
|
|
** ~qmckl_sherman_morrison_smw3s~
|
|
:PROPERTIES:
|
|
:Name: qmckl_sherman_morrison_smw3s
|
|
:CRetType: qmckl_exit_code
|
|
:FRetType: qmckl_exit_code
|
|
:END:
|
|
|
|
This is the simplest of the available Sherman-Morrison-Woodbury
|
|
kernels in QMCkl. 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 (and exit with an
|
|
error if it does) during the application of an update.
|
|
|
|
#+NAME: qmckl_sherman_morrison_smw3s_args
|
|
| qmckl_context | context | in | Global state |
|
|
| uint64_t | Dim | in | Leading dimension of Slater_inv |
|
|
| uint64_t | N_updates | in | Number of rank-1 updates to be applied to Slater_inv |
|
|
| double | Updates[N_updates*Dim] | in | Array containing the updates |
|
|
| uint64_t | Updates_index[N_updates] | in | Array containing the rank-1 updates |
|
|
| double | breakdown | in | Break-down parameter on which to fail or not |
|
|
| double | Slater_inv[Dim*Dim] | inout | Array containing the inverse of a Slater-matrix |
|
|
|
|
*** Requirements
|
|
|
|
Add description of the input variables. (see for e.g. qmckl_distance.org)
|
|
|
|
*** C header
|
|
|
|
#+CALL: generate_c_header(table=qmckl_sherman_morrison_smw3s_args,rettyp=get_value("CRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src c :tangle (eval h_func) :comments org
|
|
qmckl_exit_code qmckl_sherman_morrison_smw3s_c (
|
|
const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const uint64_t N_updates,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
|
|
double* Slater_inv );
|
|
#+end_src
|
|
|
|
|
|
*** Source Fortran
|
|
|
|
#+begin_src f90 :tangle (eval f)
|
|
integer function qmckl_sherman_morrison_smw3s_f(context, Slater_inv, Dim, N_updates, &
|
|
Updates, Updates_index) result(info)
|
|
use qmckl
|
|
implicit none
|
|
integer(qmckl_context) , intent(in) :: context
|
|
integer*8 , intent(in), value :: Dim, N_updates
|
|
integer*8 , intent(in) :: Updates_index(N_updates)
|
|
real*8 , intent(in) :: Updates(N_updates*Dim)
|
|
real*8 , intent(inout) :: Slater_inv(Dim*Dim)
|
|
!logical, external :: qmckl_sherman_morrison_f
|
|
info = qmckl_sherman_morrison_smw3s(context, Dim, N_updates, Updates, Updates_index, Slater_inv)
|
|
end function qmckl_sherman_morrison_smw3s_f
|
|
#+end_src
|
|
|
|
|
|
*** Source C
|
|
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#+begin_src c :tangle (eval c) :comments org
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#include <stdbool.h>
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#include "qmckl.h"
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qmckl_exit_code qmckl_sherman_morrison_smw3s_c(const qmckl_context context,
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const uint64_t Dim,
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const uint64_t N_updates,
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const double* Updates,
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const uint64_t* Updates_index,
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const double breakdown,
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double * Slater_inv) {
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// #ifdef DEBUG // Leave commented out since debugging information is not yet implemented in QMCkl.
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// std::cerr << "Called qmckl_sherman_morrison_woodbury_3 with " << N_updates
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// << " updates" << std::endl;
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// #endif
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qmckl_context local_context;
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local_context = qmckl_context_create();
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qmckl_exit_code rc;
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uint64_t n_of_3blocks = N_updates / 3;
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uint64_t remainder = N_updates % 3;
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uint64_t length_3block = 3 * Dim;
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// Apply first 3*n_of_3blocks updates in n_of_3blocks blocks of 3 updates with
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// Woodbury 3x3 kernel
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double later_updates[Dim * N_updates];
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uint64_t later_index[N_updates];
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uint64_t later = 0;
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if (n_of_3blocks > 0) {
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for (uint64_t i = 0; i < n_of_3blocks; i++) {
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double *Updates_3block = &Updates[i * length_3block];
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uint64_t *Updates_index_3block = &Updates_index[i * 3];
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rc = qmckl_woodbury_3_c(local_context, Dim, Updates_3block, Updates_index_3block, breakdown, Slater_inv);
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if (rc != 0) { // Send the entire block to slagel_splitting
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uint64_t l = 0;
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rc = qmckl_slagel_splitting_c(Dim, 3, Updates_3block, Updates_index_3block,
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breakdown, Slater_inv, later_updates + (Dim * later), later_index + later, &l);
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later = later + l;
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}
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}
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}
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if (remainder != 0) { // Apply last remaining block of 2 updates with Woodbury 2x2 kernel
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double *Updates_remainder_block = &Updates[n_of_3blocks * length_3block];
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uint64_t *Updates_index_remainder_block = &Updates_index[3 * n_of_3blocks];
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uint64_t l = 0;
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rc = qmckl_slagel_splitting_c(Dim, remainder, Updates_remainder_block, Updates_index_remainder_block,
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breakdown, Slater_inv, later_updates + (Dim * later), later_index + later, &l);
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later = later + l;
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}
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if (later > 0) {
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rc = qmckl_sherman_morrison_splitting_c(local_context, Dim, later, later_updates, later_index, breakdown, Slater_inv);
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}
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}
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#+end_src
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*** Performance...
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** C interface :noexport:
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#+CALL: generate_c_interface(table=qmckl_sherman_morrison_smw3s_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
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#+RESULTS:
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#+begin_src f90 :tangle (eval f) :comments org :exports none
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integer(c_int32_t) function qmckl_sherman_morrison_smw3s &
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(context, Dim, N_updates, Updates, Updates_index, Slater_inv) &
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bind(C) result(info)
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use, intrinsic :: iso_c_binding
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implicit none
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integer (c_int64_t) , intent(in) , value :: context
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integer (c_int64_t) , intent(in) , value :: Dim
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integer (c_int64_t) , intent(in) , value :: N_updates
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real (c_double ) , intent(in) :: Updates(N_updates*Dim)
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integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
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real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
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integer(c_int32_t), external :: qmckl_sherman_morrison_smw3s_c
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info = qmckl_sherman_morrison_smw3s_c &
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(context, Dim, N_updates, Updates, Updates_index, Slater_inv)
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end function qmckl_sherman_morrison_smw3s
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#+end_src
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#+CALL: generate_f_interface(table=qmckl_sherman_morrison_smw3s_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
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#+RESULTS:
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#+begin_src f90 :tangle (eval fh_func) :comments org :exports none
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interface
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integer(c_int32_t) function qmckl_sherman_morrison_smw3s &
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(context, Dim, N_updates, Updates, Updates_index, Slater_inv) &
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bind(C)
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use, intrinsic :: iso_c_binding
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import
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implicit none
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integer (c_int64_t) , intent(in) , value :: context
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integer (c_int64_t) , intent(in) , value :: Dim
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integer (c_int64_t) , intent(in) , value :: N_updates
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real (c_double ) , intent(in) :: Updates(N_updates*Dim)
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integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
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real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
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end function qmckl_sherman_morrison_smw3s
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end interface
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#+end_src
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*** Test :noexport:
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[TODO: FMJC] Write tests for the Sherman-Morrison part.
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#+begin_src c :tangle (eval c_test)
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const uint64_t smw3s__Dim = 3;
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const uint64_t smw3s__N_updates = 3;
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const uint64_t smw3s__Updates_index[3] = {1, 1, 1};
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const double smw3s_Updates[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
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const double smw3s_breakdown = 1e-3;
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double smw3s_Slater_inv[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
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// [TODO : FMJC ] add realistic tests
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rc = qmckl_sherman_morrison_smw3s_c(context, smw3s_Dim, smw3s_N_updates,
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smw3s_Updates, smw3s_Updates_index, smw3s_breakdown, smw3s_Slater_inv);
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assert(rc == QMCKL_SUCCESS);
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#+end_src
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* Woodbury 3x3 and 2x2 with Sherman-Morrison and update splitting
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This is like naïve Sherman-Morrising, but whenever a denominator is
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found that is too close to zero the update is split in half. Then one
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half is applied immediately and the other have is ket for later. When
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all the updates have been processed, the list of split updates that
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have been kept for later are processed. If again applying an update
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results in a denominator that is too close to zero, it is split in
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half again. One half is applied immediately and one half is kept for
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later. The algorithm is done when no more updates have been kept for
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later. This recursion will always end in a finite number of steps,
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unless the last original update causes a singular Slater-matrix.
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** ~qmckl_sherman_morrison_smw32s~
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:PROPERTIES:
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:Name: qmckl_sherman_morrison_smw32s
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:CRetType: qmckl_exit_code
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:FRetType: qmckl_exit_code
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:END:
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This is the simplest of the available Sherman-Morrison-Woodbury
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kernels in QMCkl. It applies rank-1 updates one by one in the order
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that is given. It only checks if the denominator in the
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Sherman-Morrison formula is not too close to zero (and exit with an
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error if it does) during the application of an update.
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#+NAME: qmckl_sherman_morrison_smw32s_args
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| qmckl_context | context | in | Global state |
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| uint64_t | Dim | in | Leading dimension of Slater_inv |
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| uint64_t | N_updates | in | Number of rank-1 updates to be applied to Slater_inv |
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|
| double | Updates[N_updates*Dim] | in | Array containing the updates |
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|
| uint64_t | Updates_index[N_updates] | in | Array containing the rank-1 updates |
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|
| double | breakdown | in | Break-down parameter on which to fail or not |
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|
| double | Slater_inv[Dim*Dim] | inout | Array containing the inverse of a Slater-matrix |
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|
|
*** Requirements
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|
Add description of the input variables. (see for e.g. qmckl_distance.org)
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|
|
*** C header
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|
|
#+CALL: generate_c_header(table=qmckl_sherman_morrison_smw32s_args,rettyp=get_value("CRetType"),fname=get_value("Name"))
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|
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#+RESULTS:
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|
#+begin_src c :tangle (eval h_func) :comments org
|
|
qmckl_exit_code qmckl_sherman_morrison_smw32s_c (
|
|
const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const uint64_t N_updates,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
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double* Slater_inv );
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|
#+end_src
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|
|
|
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*** Source Fortran
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|
|
#+begin_src f90 :tangle (eval f)
|
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integer function qmckl_sherman_morrison_smw32s_f(context, Slater_inv, Dim, N_updates, &
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|
Updates, Updates_index) result(info)
|
|
use qmckl
|
|
implicit none
|
|
integer(qmckl_context) , intent(in) :: context
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|
integer*8 , intent(in), value :: Dim, N_updates
|
|
integer*8 , intent(in) :: Updates_index(N_updates)
|
|
real*8 , intent(in) :: Updates(N_updates*Dim)
|
|
real*8 , intent(inout) :: Slater_inv(Dim*Dim)
|
|
!logical, external :: qmckl_sherman_morrison_f
|
|
info = qmckl_sherman_morrison_smw32s(context, Dim, N_updates, Updates, Updates_index, Slater_inv)
|
|
end function qmckl_sherman_morrison_smw32s_f
|
|
#+end_src
|
|
|
|
|
|
*** Source C
|
|
|
|
#+begin_src c :tangle (eval c) :comments org
|
|
#include <stdbool.h>
|
|
#include "qmckl.h"
|
|
|
|
qmckl_exit_code qmckl_sherman_morrison_smw32s_c(const qmckl_context context,
|
|
const uint64_t Dim,
|
|
const uint64_t N_updates,
|
|
const double* Updates,
|
|
const uint64_t* Updates_index,
|
|
const double breakdown,
|
|
double * Slater_inv) {
|
|
// #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
|
|
|
|
qmckl_context local_context;
|
|
local_context = qmckl_context_create();
|
|
qmckl_exit_code rc;
|
|
|
|
uint64_t n_of_3blocks = N_updates / 3;
|
|
uint64_t remainder = N_updates % 3;
|
|
uint64_t length_3block = 3 * 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];
|
|
rc = qmckl_woodbury_3_c(local_context, Dim, Updates_3block, Updates_index_3block, breakdown, Slater_inv);
|
|
if (rc != 0) { // Send the entire block to slagel_splitting
|
|
uint64_t l = 0;
|
|
rc = qmckl_slagel_splitting_c(Dim, 3, Updates_3block, Updates_index_3block,
|
|
breakdown, Slater_inv, 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];
|
|
rc = qmckl_woodbury_2_c(local_context, Dim, Updates_2block, Updates_index_2block, breakdown, Slater_inv);
|
|
if (rc != 0) { // Send the entire block to slagel_splitting
|
|
uint64_t l = 0;
|
|
rc = qmckl_slagel_splitting_c(Dim, 2, Updates_2block, Updates_index_2block,
|
|
breakdown, Slater_inv, 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;
|
|
rc = qmckl_slagel_splitting_c(Dim, 1, Updates_1block, Updates_index_1block,
|
|
breakdown, Slater_inv, later_updates + (Dim * later), later_index + later, &l);
|
|
later = later + l;
|
|
}
|
|
|
|
if (later > 0) {
|
|
rc = qmckl_sherman_morrison_splitting_c(local_context, Dim, later, later_updates, later_index, breakdown, Slater_inv);
|
|
}
|
|
}
|
|
|
|
#+end_src
|
|
|
|
*** Performance...
|
|
|
|
** C interface :noexport:
|
|
|
|
#+CALL: generate_c_interface(table=qmckl_sherman_morrison_smw32s_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval f) :comments org :exports none
|
|
integer(c_int32_t) function qmckl_sherman_morrison_smw32s &
|
|
(context, Dim, N_updates, Updates, Updates_index, Slater_inv) &
|
|
bind(C) result(info)
|
|
|
|
use, intrinsic :: iso_c_binding
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
integer (c_int64_t) , intent(in) , value :: N_updates
|
|
real (c_double ) , intent(in) :: Updates(N_updates*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
integer(c_int32_t), external :: qmckl_sherman_morrison_smw32s_c
|
|
info = qmckl_sherman_morrison_smw32s_c &
|
|
(context, Dim, N_updates, Updates, Updates_index, Slater_inv)
|
|
|
|
end function qmckl_sherman_morrison_smw32s
|
|
#+end_src
|
|
|
|
#+CALL: generate_f_interface(table=qmckl_sherman_morrison_smw32s_args,rettyp=get_value("FRetType"),fname=get_value("Name"))
|
|
|
|
#+RESULTS:
|
|
#+begin_src f90 :tangle (eval fh_func) :comments org :exports none
|
|
interface
|
|
integer(c_int32_t) function qmckl_sherman_morrison_smw32s &
|
|
(context, Dim, N_updates, Updates, Updates_index, Slater_inv) &
|
|
bind(C)
|
|
use, intrinsic :: iso_c_binding
|
|
import
|
|
implicit none
|
|
|
|
integer (c_int64_t) , intent(in) , value :: context
|
|
integer (c_int64_t) , intent(in) , value :: Dim
|
|
integer (c_int64_t) , intent(in) , value :: N_updates
|
|
real (c_double ) , intent(in) :: Updates(N_updates*Dim)
|
|
integer (c_int64_t) , intent(in) :: Updates_index(N_updates)
|
|
real (c_double ) , intent(inout) :: Slater_inv(Dim*Dim)
|
|
|
|
end function qmckl_sherman_morrison_smw32s
|
|
end interface
|
|
#+end_src
|
|
|
|
*** Test :noexport:
|
|
|
|
[TODO: FMJC] Write tests for the Sherman-Morrison part.
|
|
|
|
|
|
#+begin_src c :tangle (eval c_test)
|
|
const uint64_t smw32s_Dim = 3;
|
|
const uint64_t smw32s_N_updates = 3;
|
|
const uint64_t smw32s_Updates_index[3] = {1, 1, 1};
|
|
const double smw32s_Updates[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
|
|
const double smw32s_breakdown = 1e-3;
|
|
double smw32s_Slater_inv[9] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
|
|
|
|
// [TODO : FMJC ] add realistic tests
|
|
|
|
rc = qmckl_sherman_morrison_smw32s_c(context, smw32s_Dim, smw32s_N_updates,
|
|
smw32s_Updates, smw32s_Updates_index, smw32s_breakdown, smw32s_Slater_inv);
|
|
assert(rc == QMCKL_SUCCESS);
|
|
#+end_src
|
|
|
|
|
|
|
|
|
|
* End of files
|
|
|
|
#+begin_src c :comments link :tangle (eval c_test)
|
|
assert (qmckl_context_destroy(context) == QMCKL_SUCCESS);
|
|
return 0;
|
|
}
|
|
|
|
#+end_src
|
|
|
|
|
|
# -*- mode: org -*-
|
|
# vim: syntax=c
|
|
|