jiri/LA_library
1
0
Fork 0
Code Issues Pull Requests Projects Releases Wiki Activity

*** empty log message ***

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
conjgrad.h Normal file
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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
View File

@ -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);