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diis.h
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diis.h
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/*
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LA: linear algebra C++ interface library
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Copyright (C) 2008 Jiri Pittner <jiri.pittner@jh-inst.cas.cz> or <jiri@pittnerovi.com>
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This program is free software: you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation, either version 3 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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//DIIS convergence acceleration according to Pulay: Chem. Phys. Lett. 73, 393 (1980); J. Comp. Chem. 3,556 (1982)
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#ifndef _DIIS_H_
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#define _DIIS_H_
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#include "vec.h"
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#include "smat.h"
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#include "mat.h"
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#include "sparsemat.h"
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#include "nonclass.h"
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#include "la_traits.h"
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#include "auxstorage.h"
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namespace LA {
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//Pulay memorial book remarks - for numerical stabilization small addition to diagonal
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const double DIISEPS=1e-9;
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// Typically, T is some solution vector in form of NRVec, NRMat, or NRSMat over double or complex<double> fields
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// actually it can be anything what has operator=(const T&), clear(), dot() , axpy(), norm() and copyonwrite(), and LA_traits<T>::normtype and elementtype
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// and get() and put() if external storage is requested
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template<typename T, typename U>
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class DIIS
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{
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int dim;
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int aktdim;
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bool incore;
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int cyclicshift; //circular buffer of last dim vectors
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typedef typename LA_traits<T>::elementtype Te;
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typedef typename LA_traits<U>::elementtype Ue;
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NRSMat<Ue> bmat;
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AuxStorage<Te> *st;
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AuxStorage<Ue> *errst;
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T *stor;
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U *errstor;
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public:
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DIIS() {dim=0; st=NULL; stor=NULL; errst=NULL; errstor=NULL;}; //for array of diis
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DIIS(const int n, const bool core=1);
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void setup(const int n, const bool core=1);
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~DIIS();
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typename LA_traits<U>::normtype extrapolate(T &vec, const U &errvec, bool verbose=false); //vec is input/output; returns square residual norm
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};
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template<typename T, typename U>
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DIIS<T,U>::DIIS(const int n, const bool core) : dim(n), incore(core), bmat(n+1,n+1)
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{
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st=incore?NULL: new AuxStorage<Te>;
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errst=incore?NULL: new AuxStorage<Ue>;
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stor= incore? new T[dim] : NULL;
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errstor= incore? new U[dim] : NULL;
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bmat= (Ue)0; for(int i=1; i<=n; ++i) bmat(0,i) = (Ue)-1;
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aktdim=cyclicshift=0;
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}
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template<typename T, typename U>
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void DIIS<T,U>::setup(const int n, const bool core)
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{
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dim=n;
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incore=core;
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bmat.resize(n+1);
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st=incore?NULL: new AuxStorage<Te>;
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errst=incore?NULL: new AuxStorage<Ue>;
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stor= incore? new T[dim] : NULL;
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errstor= incore? new U[dim] : NULL;
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bmat= (Ue)0; for(int i=1; i<=n; ++i) bmat(0,i) = (Ue)-1;
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aktdim=cyclicshift=0;
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}
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template<typename T, typename U>
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DIIS<T,U>::~DIIS()
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{
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if(st) delete st;
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if(errst) delete errst;
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if(stor) delete[] stor;
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if(errstor) delete[] errstor;
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}
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template<typename T, typename U>
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typename LA_traits<U>::normtype DIIS<T,U>::extrapolate(T &vec, const U &errvec, bool verbose)
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{
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if(!dim) laerror("attempt to extrapolate from uninitialized DIIS");
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//if dim exceeded, shift
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if(aktdim==dim)
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{
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cyclicshift=(cyclicshift+1)%dim;
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for(int i=1; i<dim; ++i)
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for(int j=1; j<=i; ++j)
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bmat(i,j)=bmat(i+1,j+1);
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}
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else
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++aktdim;
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//store vector
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if(incore)
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{
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stor[(aktdim-1+cyclicshift)%dim]|=vec;
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errstor[(aktdim-1+cyclicshift)%dim]|=errvec;
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}
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else
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{
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st->put(vec,(aktdim-1+cyclicshift)%dim);
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errst->put(errvec,(aktdim-1+cyclicshift)%dim);
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}
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if(aktdim==1) return (typename LA_traits<T>::normtype)1;
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//calculate overlaps of the new error with old ones
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typename LA_traits<T>::normtype norm=errvec.norm();
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bmat(aktdim,aktdim)= norm*norm + DIISEPS;
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if(incore)
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for(int i=1; i<aktdim; ++i)
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bmat(i,aktdim)=errvec.dot(errstor[(i+cyclicshift-1)%dim]);
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else
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{
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U tmp = errvec; tmp.copyonwrite(); //copy dimensions
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for(int i=1; i<aktdim; ++i)
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{
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errst->get(tmp,(i-1+cyclicshift)%dim);
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bmat(i,aktdim)= errvec.dot(tmp);
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}
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}
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//prepare rhs-solution vector
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NRVec<Ue> rhs(dim+1);
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rhs= (Ue)0; rhs[0]= (Ue)-1;
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//solve for coefficients
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//@@@@@@ implement checking for bad condition number and eliminating old vectors
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//@@@ explicit solution - cf. remarks in Pulay memorial book
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{
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NRSMat<Te> amat=bmat;
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linear_solve(amat,rhs,NULL,aktdim+1);
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}
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if(verbose) std::cout <<"DIIS coefficients: "<<rhs<<std::endl;
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//build the new linear combination
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vec.clear();
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if(incore)
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for(int i=1; i<=aktdim; ++i)
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vec.axpy(rhs[i],stor[(i-1+cyclicshift)%dim]);
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else
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{
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T tmp=vec; //copy dimensions
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for(int i=1; i<=aktdim; ++i)
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{
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st->get(tmp,(i-1+cyclicshift)%dim);
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vec.axpy(rhs[i],tmp);
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}
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}
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return norm;
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}
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}//namespace
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#endif
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/*
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LA: linear algebra C++ interface library
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Copyright (C) 2008 Jiri Pittner <jiri.pittner@jh-inst.cas.cz> or <jiri@pittnerovi.com>
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This program is free software: you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation, either version 3 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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//DIIS convergence acceleration according to Pulay: Chem. Phys. Lett. 73, 393 (1980); J. Comp. Chem. 3,556 (1982)
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#ifndef _DIIS_H_
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#define _DIIS_H_
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#include "vec.h"
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#include "smat.h"
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#include "mat.h"
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#include "sparsemat.h"
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#include "nonclass.h"
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#include "la_traits.h"
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#include "auxstorage.h"
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namespace LA {
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//Pulay memorial book remarks - for numerical stabilization small addition to diagonal (but our experience was opposite)
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// Typically, T is some solution vector in form of NRVec, NRMat, or NRSMat over double or complex<double> fields
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// actually it can be anything what has operator=(const T&), clear(), dot() , axpy(), norm() and copyonwrite(), and LA_traits<T>::normtype and elementtype
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// and get() and put() if external storage is requested
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template<typename T, typename U>
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class DIIS
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{
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int dim;
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int aktdim;
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bool incore;
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int cyclicshift; //circular buffer of last dim vectors
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typedef typename LA_traits<T>::elementtype Te;
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typedef typename LA_traits<U>::elementtype Ue;
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typedef typename LA_traits<U>::normtype Un;
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NRSMat<Ue> bmat;
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AuxStorage<Te> *st;
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AuxStorage<Ue> *errst;
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T *stor;
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U *errstor;
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public:
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DIIS() {dim=0; st=NULL; stor=NULL; errst=NULL; errstor=NULL;}; //for array of diis
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DIIS(const int n, const bool core=1);
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void setup(const int n, const bool core=1);
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~DIIS();
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typename LA_traits<U>::normtype extrapolate(T &vec, const U &errvec, bool verbose=false, const Un diiseps=0); //vec is input/output; returns square residual norm
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};
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template<typename T, typename U>
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DIIS<T,U>::DIIS(const int n, const bool core) : dim(n), incore(core), bmat(n+1,n+1)
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{
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st=incore?NULL: new AuxStorage<Te>;
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errst=incore?NULL: new AuxStorage<Ue>;
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stor= incore? new T[dim] : NULL;
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errstor= incore? new U[dim] : NULL;
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bmat= (Ue)0; for(int i=1; i<=n; ++i) bmat(0,i) = (Ue)-1;
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aktdim=cyclicshift=0;
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}
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template<typename T, typename U>
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void DIIS<T,U>::setup(const int n, const bool core)
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{
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dim=n;
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incore=core;
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bmat.resize(n+1);
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st=incore?NULL: new AuxStorage<Te>;
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errst=incore?NULL: new AuxStorage<Ue>;
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stor= incore? new T[dim] : NULL;
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errstor= incore? new U[dim] : NULL;
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bmat= (Ue)0; for(int i=1; i<=n; ++i) bmat(0,i) = (Ue)-1;
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aktdim=cyclicshift=0;
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}
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template<typename T, typename U>
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DIIS<T,U>::~DIIS()
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{
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if(st) delete st;
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if(errst) delete errst;
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if(stor) delete[] stor;
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if(errstor) delete[] errstor;
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}
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template<typename T, typename U>
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typename LA_traits<U>::normtype DIIS<T,U>::extrapolate(T &vec, const U &errvec, bool verbose, const Un diiseps)
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{
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if(!dim) laerror("attempt to extrapolate from uninitialized DIIS");
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//if dim exceeded, shift
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if(aktdim==dim)
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{
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cyclicshift=(cyclicshift+1)%dim;
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for(int i=1; i<dim; ++i)
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for(int j=1; j<=i; ++j)
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bmat(i,j)=bmat(i+1,j+1);
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}
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else
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++aktdim;
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//store vector
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if(incore)
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{
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stor[(aktdim-1+cyclicshift)%dim]|=vec;
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errstor[(aktdim-1+cyclicshift)%dim]|=errvec;
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}
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else
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{
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st->put(vec,(aktdim-1+cyclicshift)%dim);
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errst->put(errvec,(aktdim-1+cyclicshift)%dim);
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}
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if(aktdim==1) return (typename LA_traits<T>::normtype)1;
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//calculate overlaps of the new error with old ones
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typename LA_traits<T>::normtype norm=errvec.norm();
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bmat(aktdim,aktdim) = norm*norm;
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// LV
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bmat(aktdim,aktdim) += diiseps;
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if(incore)
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for(int i=1; i<aktdim; ++i)
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bmat(i,aktdim)=errvec.dot(errstor[(i+cyclicshift-1)%dim]);
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else
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{
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U tmp = errvec; tmp.copyonwrite(); //copy dimensions
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for(int i=1; i<aktdim; ++i)
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{
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errst->get(tmp,(i-1+cyclicshift)%dim);
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bmat(i,aktdim)= errvec.dot(tmp);
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}
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}
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//prepare rhs-solution vector
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NRVec<Ue> rhs(dim+1);
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rhs= (Ue)0; rhs[0]= (Ue)-1;
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//solve for coefficients
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//@@@@@@ implement checking for bad condition number and eliminating old vectors
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//@@@ explicit solution - cf. remarks in Pulay memorial book
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{
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NRSMat<Te> amat=bmat;
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linear_solve(amat,rhs,NULL,aktdim+1);
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}
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if(verbose) std::cout <<"DIIS coefficients: "<<rhs<<std::endl;
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//build the new linear combination
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vec.clear();
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if(incore)
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for(int i=1; i<=aktdim; ++i)
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vec.axpy(rhs[i],stor[(i-1+cyclicshift)%dim]);
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else
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{
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T tmp=vec; //copy dimensions
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for(int i=1; i<=aktdim; ++i)
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{
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st->get(tmp,(i-1+cyclicshift)%dim);
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vec.axpy(rhs[i],tmp);
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}
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}
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return norm;
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}
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}//namespace
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#endif
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