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OpenMP in random svd

This commit is contained in:
Anthony Scemama 2020-09-30 21:20:45 +02:00
parent 16d5b14f36
commit 9ee6182443

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@ -13,8 +13,7 @@ subroutine run
include 'constants.include.F' include 'constants.include.F'
double precision, allocatable :: U(:,:), V(:,:), D(:), A(:,:) double precision, allocatable :: U(:,:), V(:,:), D(:), A(:,:)
integer :: i, j, k, l, q, r, m, n, iter integer :: i, j, k, l, q, r, m, n, iter
double precision,allocatable :: Z(:,:), P(:,:), Yt(:,:), UYt(:,:) double precision,allocatable :: Z(:,:), P(:,:), Yt(:,:), UYt(:,:), r1(:,:)
double precision :: r1,r2
m = n_det_alpha_unique m = n_det_alpha_unique
n = n_det_beta_unique n = n_det_beta_unique
@ -25,52 +24,75 @@ subroutine run
! Z(m,r) = A(m,n).P(n,r) ! Z(m,r) = A(m,n).P(n,r)
Z(:,:) = 0.d0 Z(:,:) = 0.d0
allocate(P(n,r))
!$OMP PARALLEL DEFAULT(SHARED) PRIVATE(i,j,k,l,r1)
allocate(r1(N_det,2))
!$OMP DO
do l=1,r do l=1,r
call random_number(r1)
r1(:,1) = dsqrt(-2.d0*dlog(r1(:,1)))
r1(:,1) = r1(:,1) * dcos(dtwo_pi*r1(:,2))
do k=1,N_det do k=1,N_det
i = psi_bilinear_matrix_rows(k) i = psi_bilinear_matrix_rows(k)
j = psi_bilinear_matrix_columns(k) j = psi_bilinear_matrix_columns(k)
call random_number(r1) Z(i,l) = Z(i,l) + psi_bilinear_matrix_values(k,1) * r1(k,1)
call random_number(r2)
r1 = dsqrt(-2.d0*dlog(r1))
r2 = dtwo_pi*r2
Z(i,l) = Z(i,l) + psi_bilinear_matrix_values(k,1) * r1*dcos(r2)
enddo enddo
enddo enddo
!$OMP END DO
deallocate(r1)
!$OMP END PARALLEL
! Power iterations ! Power iterations
allocate(P(n,r))
do iter=1,20 do iter=1,20
print *, 'Power iteration ', iter, '/', 20
! P(n,r) = At(n,m).Z(m,r) ! P(n,r) = At(n,m).Z(m,r)
P(:,:) = 0.d0 !$OMP PARALLEL DEFAULT(SHARED) PRIVATE(i,j,k,l)
!$OMP DO
do l=1,r do l=1,r
P(:,l) = 0.d0
do k=1,N_det do k=1,N_det
i = psi_bilinear_matrix_rows(k) i = psi_bilinear_matrix_rows(k)
j = psi_bilinear_matrix_columns(k) j = psi_bilinear_matrix_columns(k)
P(j,l) = P(j,l) + psi_bilinear_matrix_values(k,1) * Z(i,l) P(j,l) = P(j,l) + psi_bilinear_matrix_values(k,1) * Z(i,l)
enddo enddo
enddo enddo
Z(:,:) = 0.d0 !$OMP END DO
!$OMP BARRIER
!$OMP DO
do l=1,r do l=1,r
Z(:,l) = 0.d0
do k=1,N_det do k=1,N_det
i = psi_bilinear_matrix_rows(k) i = psi_bilinear_matrix_rows(k)
j = psi_bilinear_matrix_columns(k) j = psi_bilinear_matrix_columns(k)
Z(i,l) = Z(i,l) + psi_bilinear_matrix_values(k,1) * P(j,l) Z(i,l) = Z(i,l) + psi_bilinear_matrix_values(k,1) * P(j,l)
enddo enddo
enddo enddo
!$OMP END DO
!$OMP END PARALLEL
! Compute QR ! Compute QR
call ortho_qr(Z,size(Z,1),m,r) call ortho_qr(Z,size(Z,1),m,r)
enddo enddo
! Y(r,n) = Zt(r,m).A(m,n) ! Y(r,n) = Zt(r,m).A(m,n)
allocate(Yt(n,r)) allocate(Yt(n,r))
Yt(:,:) = 0.d0 !$OMP PARALLEL DEFAULT(SHARED) PRIVATE(i,j,k,l)
!$OMP DO
do l=1,r do l=1,r
Yt(:,l) = 0.d0
do k=1,N_det do k=1,N_det
i = psi_bilinear_matrix_rows(k) i = psi_bilinear_matrix_rows(k)
j = psi_bilinear_matrix_columns(k) j = psi_bilinear_matrix_columns(k)
Yt(j,l) = Yt(j,l) + Z(i,l) * psi_bilinear_matrix_values(k,1) Yt(j,l) = Yt(j,l) + Z(i,l) * psi_bilinear_matrix_values(k,1)
enddo enddo
enddo enddo
!$OMP END DO
!$OMP END PARALLEL
allocate(D(r),V(n,r), UYt(r,r)) allocate(D(r),V(n,r), UYt(r,r))
call svd(Yt,size(Yt,1),V,size(V,1),D,UYt,size(UYt,1),n,r) call svd(Yt,size(Yt,1),V,size(V,1),D,UYt,size(UYt,1),n,r)