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This commit is contained in:
jiri 2005-02-04 14:31:42 +00:00
parent a235d4cb98
commit 6e2727f595
14 changed files with 150 additions and 40 deletions
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14
conjgrad.h Normal file
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@ -0,0 +1,14 @@
#include "vec.h"
#include "smat.h"
#include "mat.h"
#include "sparsemat.h"
#include "nonclass.h"
//conjugate gradient solution of a linear system
//matrix can be any class which has nrows(), ncols(), diagonalof() and NRVec::gemv() available
//does not even have to be explicitly stored
template<typename T, typename Matrix>
extern void conjgrad(const Matrix &bigmat, const NRVec<T> &b, NRVec<T> &x, const bool doguess, const double tol, const int itmax, const bool verbose, bool issquare,const bool precondition);

2
gmres.h
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@ -10,4 +10,4 @@
//does not even have to be explicitly stored
template<typename T, typename Matrix>
extern void gmres(const Matrix &bigmat, const NRVec<T> &b, NRVec<T> &x, const bool doguess=1, const double eps=1e-7, const int MAXIT=50, int neustart=0, const bool verbose=1, bool square=1,const bool precondition=1);
extern void gmres(const Matrix &bigmat, const NRVec<T> &b, NRVec<T> &x, const bool doguess=1, const double eps=1e-7, const int MAXIT=50, const bool verbose=1, bool square=1,const bool precondition=1, int neustart=0);

16
laerror.cc Normal file
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@ -0,0 +1,16 @@
// LA errorr handler
#include <iostream>
#include "laerror.h"
void laerror(const char *s1)
{
std::cerr << "LA:ERROR - ";
if(!s1)
std::cerr << "udefined.\n";
else {
if(s1) std::cerr << s1;
std::cerr << "\n";
}
throw LAerror(s1);
exit(1);
}

14
laerror.h Normal file
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@ -0,0 +1,14 @@
#ifndef _LAERROR_H_
#define _LAERROR_H_
//exception class for laerror
class LAerror
{
const char *msg;
public:
LAerror(const char *s) {msg=s;};
};
extern void laerror(const char *);
#endif

20
mat.cc
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@ -743,28 +743,38 @@ const complex<double> NRMat< complex<double> >::trace() const
//get diagonal; for compatibility with large matrices do not return newly created object
//for non-square get diagonal of A^TA, will be used as preconditioner
void NRMat<double>::diagonalof(NRVec<double> &r) const
void NRMat<double>::diagonalof(NRVec<double> &r, const bool divide) const
{
#ifdef DEBUG
if (r.size() != nn) laerror("diagonalof() incompatible vector");
#endif
double a;
r.copyonwrite();
if(nn==mm)
{
#ifdef MATPTR
for (int i=0; i< nn; i++) r[i] = v[i][i];
if(divide) for (int i=0; i< nn; i++) if((a=v[i][i])) r[i]/=a;
else for (int i=0; i< nn; i++) r[i] = v[i][i];
#else
{int i,j; for (i=j=0; j< nn; ++j, i+=nn+1) r[j] = v[i];}
if(divide) {int i,j; for (i=j=0; j< nn; ++j, i+=nn+1) if((a=v[i])) r[j] /=a;}
else {int i,j; for (i=j=0; j< nn; ++j, i+=nn+1) r[j] = v[i];}
#endif
}
else //non-square
{
for (int i=0; i< mm; i++)
{
#ifdef MATPTR
r[i] = cblas_ddot(nn,v[0]+i,mm,v[0]+i,mm);
a= cblas_ddot(nn,v[0]+i,mm,v[0]+i,mm);
#else
r[i] = cblas_ddot(nn,v+i,mm,v+i,mm);
a=cblas_ddot(nn,v+i,mm,v+i,mm);
#endif
if(divide) {if(a) r[i]/=a;}
else r[i] = a;
}
}
}

2
mat.h
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@ -58,7 +58,7 @@ public:
const NRVec<T> operator*(const NRVec<T> &rhs) const; // Mat * Vec
const NRVec<T> rsum() const; //sum of rows
const NRVec<T> csum() const; //sum of columns
void diagonalof(NRVec<T> &) const; //get diagonal
void diagonalof(NRVec<T> &, const bool divide=0) const; //get diagonal
inline T* operator[](const int i); //subscripting: pointer to row i
inline const T* operator[](const int i) const;
inline T& operator()(const int i, const int j); // (i,j) subscripts

17
nonclass.cc
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@ -98,23 +98,6 @@ void lawritemat(FILE *file,const T *a,int r,int c,const char *form0,
}
}
// LA errorr handler
void laerror(const char *s1, const char *s2, const char *s3, const char *s4)
{
std::cerr << "LA:ERROR - ";
if(!s1)
std::cerr << "udefined.";
else {
if(s1) std::cerr << s1;
if(s2) std::cerr << s2;
if(s3) std::cerr << s3;
if(s4) std::cerr << s4;
}
std::cerr << endl;
//@@@throw
exit(1);
}
//////////////////////
// LAPACK interface //
//////////////////////

3
nonclass.h
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@ -5,6 +5,7 @@
#include "smat.h"
#include "mat.h"
//MISC
export template <class T>
const NRMat<T> diagonalmatrix(const NRVec<T> &x)
@ -51,6 +52,8 @@ extern T trace2(const NRMat<T> &a, const NRMat<T> &b, bool trb=0); \
extern T trace2(const NRSMat<T> &a, const NRSMat<T> &b, const bool diagscaled=0);\
extern void linear_solve(NRMat<T> &a, NRMat<T> *b, double *det=0); \
extern void linear_solve(NRSMat<T> &a, NRMat<T> *b, double *det=0); \
extern void linear_solve(NRMat<T> &a, NRVec<T> &b, double *det=0); \
extern void linear_solve(NRSMat<T> &a, NRVec<T> &b, double *det=0); \
extern void diagonalize(NRMat<T> &a, NRVec<T> &w, const bool eivec=1, const bool corder=1, int n=0); \
extern void diagonalize(NRSMat<T> &a, NRVec<T> &w, NRMat<T> *v, const bool corder=1);\
extern void singular_decomposition(NRMat<T> &a, NRMat<T> *u, NRVec<T> &s,\

8
smat.cc
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@ -45,11 +45,17 @@ NRSMat<T> & NRSMat<T>::operator=(const T &a)
//get diagonal
template <typename T>
void NRSMat<T>::diagonalof(NRVec<T> &r) const
void NRSMat<T>::diagonalof(NRVec<T> &r, const bool divide) const
{
#ifdef DEBUG
if(r.size()!=nn) laerror("incompatible vector in diagonalof()");
#endif
r.copyonwrite();
if (divide)
for (int i=0; i<nn; i++) {T a =v[i*(i+1)/2+i]; if(a!=0.) r[i] /= a;}
else
for (int i=0; i<nn; i++) r[i] = v[i*(i+1)/2+i];
}

2
smat.h
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@ -43,7 +43,7 @@ public:
const NRMat<T> operator*(const NRMat<T> &rhs) const; // SMat*Mat
const T dot(const NRSMat &rhs) const; // Smat.Smat
const NRVec<T> operator*(const NRVec<T> &rhs) const;
void diagonalof(NRVec<T> &) const; //get diagonal
void diagonalof(NRVec<T> &, const bool divide=0) const; //get diagonal
inline const T& operator[](const int ij) const;
inline T& operator[](const int ij);
inline const T& operator()(const int i, const int j) const;

18
sparsemat.cc
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@ -486,26 +486,36 @@ for(i=0;i<nn;++i)
//get diagonal, do not construct a new object, but store in existing one, important for huge CI matrices
// with the divide option is used as a preconditioner, another choice of preconditioner is possible
template <class T>
void SparseMat<T>::diagonalof(NRVec<T> &r) const
void SparseMat<T>::diagonalof(NRVec<T> &r, const bool divide) const
{
#ifdef DEBUG
if((int)mm!=r.size()) laerror("incompatible vector size in diagonalof()");
#endif
matel<T> *l=list;
r=(T)0;
NRVec<T> *rr;
r.copyonwrite();
if(divide) {rr=new NRVec<T>(mm); *rr=(T)0;}
else {r=(T)0; rr=&r;}
if(nn==mm) //square
while(l)
{
if(l->row == l->col) r[l->row]+= l->elem;
if(l->row == l->col) (*rr)[l->row]+= l->elem;
l= l->next;
}
else //diagonal of A^TA, assuming it has been simplified (only one entry per position), will be used as preconditioner only anyway
while(l)
{
r[l->col] += l->elem*l->elem *(l->col!=l->row && symmetric?2.:1.);
(*rr)[l->col] += l->elem*l->elem *(l->col!=l->row && symmetric?2.:1.);
l= l->next;
}
if(divide)
{
for(unsigned int i=0; i<mm; ++i) if((*rr)[i]!=0.) r[i]/=(*rr)[i];
delete rr;
}
}

2
sparsemat.h
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@ -88,7 +88,7 @@ public:
inline const SparseMat operator-(const SparseMat &rhs) const {return SparseMat(*this) -= rhs;} //must not be symmetric+general
const NRVec<T> multiplyvector(const NRVec<T> &rhs, const bool transp=0) const; //sparse matrix * dense vector optionally transposed
inline const NRVec<T> operator*(const NRVec<T> &rhs) const {return multiplyvector(rhs);} //sparse matrix * dense vector
void diagonalof(NRVec<T> &) const; //get diagonal
void diagonalof(NRVec<T> &, const bool divide=0) const; //get diagonal
const SparseMat operator*(const SparseMat &rhs) const;
void gemm(const T beta, const SparseMat &a, const char transa, const SparseMat &b, const char transb, const T alpha);//this := alpha*op( A )*op( B ) + beta*this, if this is symemtric, only half will be added onto it
const T dot(const SparseMat &rhs) const; //supervector dot product

69
t.cc
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@ -7,6 +7,8 @@
#include "matexp.h"
#include "fourindex.h"
#include "davidson.h"
#include "gmres.h"
#include "conjgrad.h"
extern void test(const NRVec<double> &x);
@ -42,6 +44,10 @@ NRVec<double> x(1.,10);
NRVec<double> y(2.,10);
NRVec<double> z(-2.,10);
cout.setf(ios::fixed);
cout.precision(12);
if(0) test(x);
y.axpy(3,x);
@ -785,7 +791,7 @@ cout <<v;
}
if(1)
if(0)
{
int n,m;
cin>>n >>m;
@ -800,16 +806,65 @@ for(int i=0;i<n;++i) for(int j=0;j<=i;++j)
}
NRMat<double> aa=a;
cout <<aa;
diagonalize(aa,rr);
cout <<aa;
cout <<rr;
NRVec<double> r(m);
NRVec<double> *eivecs = new NRVec<double>[m];
davidson(a,eivecs,r,m);
davidson(a,r,eivecs,m,1);
cout <<"Davidson energies " <<r;
cout <<"Exact energies " ;
for(int i=0; i<m; ++i) cout <<rr[i]<<" ";
cout <<endl;
cout <<"Eigenvectors compare:\n";
for(int i=0; i<m; ++i)
{
cout <<eivecs[i];
for(int j=0; j<n;++j) cout <<aa[j][i]<<" ";
cout <<endl;
}
}
if(1)
{
int n,m;
cin>>n >>m;
NRMat<double> a(n,m);
NRVec<double> b(n);
NRVec<double> x(m);
for(int i=0;i<n;++i) for(int j=0;j<m;++j)
{
//a(j,i)= 2*i*i*i-5*j+ +9*8*7*6*5*4*3*2/(i+j+1.)+3*(i*i+2*j*j*j);
a(i,j)= random()/(1.+RAND_MAX);
if(i==j) a(i,i)+= .5*(i-n);
}
for(int i=0;i<n;++i) b[i] = i;
NRVec<double> bb=b;
//cout <<a;
//cout <<b;
NRMat<double>aa=a;
linear_solve(aa,bb);
//cout <<bb;
//gmres (a,b,x,1,1e-10,100,1,0,1,0);
conjgrad(a,b,x,1,1e-10,200,1,0,1);
cout <<"\nsolution compare:\n";
for(int i=0; i<m; ++i)
{
cout <<"iterative solver: ";
cout <<x[i];
cout <<" direct solver:";
cout <<bb[i];
cout <<endl;
}
cout <<r;
}

3
vec.h
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@ -1,7 +1,7 @@
#ifndef _LA_VEC_H_
#define _LA_VEC_H_
#include "laerror.h"
extern "C" {
#include "cblas.h"
@ -20,7 +20,6 @@ template <typename T> class SparseMat;
//////////////////////////////////////////////////////////////////////////////
// Forward declarations
void laerror(const char *s1=0, const char *s2=0, const char *s3=0, const char *s4=0);
template <typename T> void lawritemat(FILE *file,const T *a,int r,int c,
const char *form0,int nodim,int modulo, int issym);