Source code for linalg.custom_eig

import torch
import config as cfg
from linalg.eig_sym import SYMEIG
from linalg.eig_arnoldi import SYMARNOLDI, ARNOLDI
from linalg.eig_lobpcg import SYMLOBPCG

[docs]def truncated_eig_sym(M, chi, abs_tol=1.0e-14, rel_tol=None, ad_decomp_reg=1.0e-12, \ keep_multiplets=False, eps_multiplet=1.0e-12, verbosity=0): r""" :param M: symmetric matrix of dimensions :math:`N \times N` :param chi: desired maximal rank :math:`\chi` :param abs_tol: absolute tolerance on minimal(in magnitude) eigenvalue :param rel_tol: relative tolerance on minimal(in magnitude) eigenvalue :param keep_multiplets: truncate spectrum down to last complete multiplet :param eps_multiplet: allowed splitting within multiplet :param verbosity: logging verbosity :type M: torch.tensor :type chi: int :type abs_tol: float :type rel_tol: float :type keep_multiplets: bool :type eps_multiplet: float :type verbosity: int :return: leading :math:`\chi` eigenvalues D and eigenvectors U :rtype: torch.tensor, torch.tensor Returns leading :math:`\chi` eigenpairs of a matrix M, where M is a symmetric matrix :math:`M=M^T`, by computing the full symmetric decomposition :math:`M= UDU^T`. Returned tensors have dimensions .. math:: dim(D)=(\chi),\ dim(U)=(N,\chi) """ reg= torch.as_tensor(ad_decomp_reg, dtype=M.real.dtype if M.is_complex() else M.dtype,\ device=M.device) D, U= SYMEIG.apply(M,reg) # estimate the chi_new chi_new= chi if keep_multiplets and chi<D.shape[0]: # regularize by discarding small values gaps=torch.abs(D[:chi+1].clone().detach()) # S[S < abs_tol]= 0. gaps[gaps < abs_tol]= 0. # compute gaps and normalize by larger sing. value. Introduce cutoff # for handling vanishing values set to exact zero gaps=(gaps[:chi]-torch.abs(D[1:chi+1]))/(gaps[:chi]+1.0e-16) gaps[gaps > 1.0]= 0. if gaps[chi-1] < eps_multiplet: # the chi is within the multiplet - find the largest chi_new < chi # such that the complete multiplets are preserved for i in range(chi-1,-1,-1): if gaps[i] > eps_multiplet: chi_new= i break Dt = D[:chi].clone() Dt[chi_new+1:]=0. Ut = U[:, :Dt.shape[0]].clone() Ut[:, chi_new+1:]=0. return Dt, Ut Dt = D[:min(chi,D.shape[0])] Ut = U[:, :Dt.shape[0]] return Dt, Ut
[docs]def truncated_eig_symarnoldi(M, chi, abs_tol=1.0e-14, rel_tol=None, keep_multiplets=False, \ eps_multiplet=1.0e-12, verbosity=0): r""" :param M: symmetric matrix of dimensions :math:`N \times N` :param chi: desired maximal rank :math:`\chi` :param abs_tol: absolute tolerance on minimal(in magnitude) eigenvalue :param rel_tol: relative tolerance on minimal(in magnitude) eigenvalue :param keep_multiplets: truncate spectrum down to last complete multiplet :param eps_multiplet: allowed splitting within multiplet :param verbosity: logging verbosity :type M: torch.tensor :type chi: int :type abs_tol: float :type rel_tol: float :type keep_multiplets: bool :type eps_multiplet: float :type verbosity: int :return: leading :math:`\chi` eigenvalues D and eigenvectors U :rtype: torch.tensor, torch.tensor **Note:** `depends on scipy` Returns leading :math:`\chi` eigenpairs of a matrix M, where M is a symmetric matrix :math:`M=M^T`, by computing the partial symmetric decomposition :math:`M= UDU^T` up to rank :math:`\chi`. Returned tensors have dimensions .. math:: dim(D)=(\chi),\ dim(U)=(N,\chi) .. note:: This function does not support autograd. """ D, U= SYMARNOLDI.apply(M, chi+int(keep_multiplets)) # estimate the chi_new chi_new= chi if keep_multiplets: # regularize by discarding small values gaps=torch.abs(D.clone().detach()) # S[S < abs_tol]= 0. gaps[gaps < abs_tol]= 0. # compute gaps and normalize by larger sing. value. Introduce cutoff # for handling vanishing values set to exact zero gaps=(gaps[:len(D)-1]-torch.abs(D[1:len(D)]))/(gaps[:len(D)-1]+1.0e-16) gaps[gaps > 1.0]= 0. if gaps[chi-1] < eps_multiplet: # the chi is within the multiplet - find the largest chi_new < chi # such that the complete multiplets are preserved for i in range(chi-1,-1,-1): if gaps[i] > eps_multiplet: chi_new= i break Dt = D[:chi].clone() Dt[chi_new+1:]=0. Ut = U[:, :Dt.shape[0]].clone() Ut[:, chi_new+1:]=0. return Dt, Ut return D, U
[docs]def truncated_eig_arnoldi(M, chi, v0=None, dtype=None, device=None, abs_tol=1.0e-14, rel_tol=None, keep_multiplets=False, eps_multiplet=1.0e-12, verbosity=0): r""" :param M: matrix of dimensions :math:`N \times N` or numpy LinearOperator :param chi: desired maximal rank :math:`\chi` :param v0: initial vector :param abs_tol: absolute tolerance on minimal(in magnitude) eigenvalue :param rel_tol: relative tolerance on minimal(in magnitude) eigenvalue :param keep_multiplets: truncate spectrum down to last complete multiplet :param eps_multiplet: allowed splitting within multiplet :param verbosity: logging verbosity :type M: torch.Tensor or scipy.sparse.linalg.LinearOperator :type chi: int :type v0: torch.Tensor :type abs_tol: float :type rel_tol: float :type keep_multiplets: bool :type eps_multiplet: float :type verbosity: int :return: leading :math:`\chi` eigenvalues D and eigenvectors U :rtype: torch.tensor, torch.tensor **Note:** `depends on scipy` Returns leading :math:`\chi` eigenpairs of a matrix M, where M is a symmetric matrix :math:`M=M^T`, by computing the partial symmetric decomposition :math:`M= UDU^T` up to rank :math:`\chi`. Returned tensors have dimensions .. math:: dim(D)=(\chi),\ dim(U)=(N,\chi) .. note:: This function does not support autograd. """ D, U= ARNOLDI.apply(M, chi+int(keep_multiplets), v0, dtype, device) if keep_multiplets: raise Exception("keep_multiplets not implemented") return D, U
def truncated_eig_symlobpcg(M, chi, abs_tol=1.0e-14, rel_tol=None, keep_multiplets=False, \ eps_multiplet=1.0e-8, verbosity=0): r""" :param M: symmetric matrix of dimensions :math:`N \times N` :param chi: desired maximal rank :math:`\chi` :param abs_tol: absolute tolerance on minimal(in magnitude) eigenvalue :param rel_tol: relative tolerance on minimal(in magnitude) eigenvalue :param keep_multiplets: truncate spectrum down to last complete multiplet :param eps_multiplet: allowed splitting within multiplet :param verbosity: logging verbosity :type M: torch.tensor :type chi: int :type abs_tol: float :type rel_tol: float :type keep_multiplets: bool :type eps_multiplet: float :type verbosity: int :return: leading :math:`\chi` eigenvalues D and eigenvectors U :rtype: torch.tensor, torch.tensor Returns leading (by magnitude) :math:`\chi` eigenpairs of a matrix M, where M is a symmetric matrix :math:`M=M^T`, by computing the partial symmetric decomposition :math:`MM= UDU^T` up to rank :math:`\chi`. The decomposition is computed by LOBPCG. Returned tensors have dimensions .. math:: dim(D)=(\chi),\ dim(U)=(N,\chi) """ # (optional) verify hermicity M_asymm_norm= torch.norm(M-M.t()) assert M_asymm_norm/torch.abs(M).max() < 1.0e-8, "M is not symmetric" MM= M@M D2, U= SYMLOBPCG.apply(MM, chi+int(keep_multiplets), min(abs_tol,eps_multiplet)) # find multiplets m=[] l=0 for i in range(chi): l+=1 g=D2[i]-D2[i+1] if g>eps_multiplet: m.append(l) l=0 if D2[i+1]<abs_tol: break mixed_spec= U.t() @ M @ U D= torch.diag(mixed_spec) i=0 for ml in m: if ml>1: Dml, Uml= torch.symeig(mixed_spec[i:i+ml,i:i+ml], eigenvectors=True) U[:,i:i+ml]= U[:,i:i+ml] @ Uml D[i:i+ml]= Dml i+= ml # estimate the chi_new chi_new= chi if keep_multiplets: # regularize by discarding small values gaps=torch.abs(D2.clone().detach()) # S[S < abs_tol]= 0. gaps[gaps < abs_tol]= 0. # compute gaps and normalize by the largest sing. value. Introduce cutoff # for handling vanishing values set to exact zero gaps=(gaps[:len(D2)-1]-torch.abs(D2[1:len(D2)]))/(gaps[:len(D2)-1]+1.0e-16) gaps[gaps > 1.0]= 0. if gaps[chi-1] < eps_multiplet: # the chi is within the multiplet - find the largest chi_new < chi # such that the complete multiplets are preserved for i in range(chi-1,-1,-1): if gaps[i] > eps_multiplet: chi_new= i break Dt = D[:chi].clone() Dt[chi_new+1:]=0. Ut = U[:, :Dt.shape[0]].clone() Ut[:, chi_new+1:]=0. return Dt, Ut return D, U def truncated_eig_symlobpcg_v2(M, chi, abs_tol=1.0e-14, rel_tol=None, keep_multiplets=False, \ eps_multiplet=1.0e-8, verbosity=0): r""" :param M: symmetric matrix of dimensions :math:`N \times N` :param chi: desired maximal rank :math:`\chi` :param abs_tol: absolute tolerance on minimal(in magnitude) eigenvalue :param rel_tol: relative tolerance on minimal(in magnitude) eigenvalue :param keep_multiplets: truncate spectrum down to last complete multiplet :param eps_multiplet: allowed splitting within multiplet :param verbosity: logging verbosity :type M: torch.tensor :type chi: int :type abs_tol: float :type rel_tol: float :type keep_multiplets: bool :type eps_multiplet: float :type verbosity: int :return: leading :math:`\chi` eigenvalues D and eigenvectors U :rtype: torch.tensor, torch.tensor Returns leading (by magnitude) :math:`\chi` eigenpairs of a matrix M, where M is a symmetric matrix :math:`M=M^T`, by computing the partial symmetric decomposition :math:`MM= UDU^T` up to rank :math:`\chi`. The decomposition is computed by LOBPCG. Returned tensors have dimensions .. math:: dim(D)=(\chi),\ dim(U)=(N,\chi) """ # (optional) verify hermicity M_asymm_norm= torch.norm(M-M.t()) assert M_asymm_norm/torch.abs(M).max() < 1.0e-8, "M is not symmetric" # get both negative and positive leading vectors Dp, Up= SYMLOBPCG.apply(M, chi+int(keep_multiplets), None) Dn, Un= SYMLOBPCG.apply(-M, chi+int(keep_multiplets), None) # sort by magnitude in descending order, keeping the reference to two spectra tmp= [(Dp[i],i,1) for i in range(Dp.size(0))]+[(Dn[i],i,0) for i in range(Dn.size(0))] tmp.sort(key=lambda e: e[0], reverse=True) # estimate the chi_new chi_new= chi if keep_multiplets: Dpn= torch.cat((Dp, Dn)) Dpn, ppn= torch.sort(Dpn, descending=True) Dpn= Dpn[:chi+1] # regularize by discarding small values gaps=torch.abs(Dpn.clone().detach()) # S[S < abs_tol]= 0. gaps[gaps < abs_tol]= 0. # compute gaps and normalize by the largest sing. value. Introduce cutoff # for handling vanishing values set to exact zero gaps=(gaps[:len(Dpn)-1]-torch.abs(Dpn[1:len(Dpn)]))/(gaps[:len(Dpn)-1]+1.0e-16) gaps[gaps > 1.0]= 0. if gaps[chi-1] < eps_multiplet: # the chi is within the multiplet - find the largest chi_new < chi # such that the complete multiplets are preserved for i in range(chi-1,-1,-1): if gaps[i] > eps_multiplet: chi_new= min(i+1, chi) break # pick the leading chi_new eigenpairs and recover two lists of indices ind_p= filter(lambda x: x[1][2]==1, enumerate(tmp[:chi_new])) ind_n= filter(lambda x: x[1][2]==0, enumerate(tmp[:chi_new])) # maps of joined_index, original_index ind_p= list(torch.as_tensor(list(l)) for l in zip(*[(i[0],i[1][1]) for i in ind_p]) ) ind_n= list(torch.as_tensor(list(l)) for l in zip(*[(i[0],i[1][1]) for i in ind_n]) ) D= torch.zeros(chi, dtype=M.dtype, device=M.device) D.put_(ind_p[0], Dp[ind_p[1]]) D.put_(ind_n[0], -Dn[ind_n[1]]) U= torch.zeros((M.size(0),chi), dtype=M.dtype, device=M.device) U[:,ind_p[0]]= Up[:,ind_p[1]] U[:,ind_n[0]]= Un[:,ind_n[1]] return D, U