QMCEigenSearch Class Reference

Abstract implementation of a line search numerical optimization algorithm. More...

#include <QMCEigenSearch.h>

Inheritance diagram for QMCEigenSearch:

List of all members.

Public Member Functions

QMCEigenSearch (QMCObjectiveFunction *function, QMCLineSearchStepLengthSelectionAlgorithm *stepAlg, int maxSteps, double tol)

Constructs and initializes an instance of this class.

virtual ~QMCEigenSearch ()

Virtual destructor.

double get_a_diag (QMCDerivativeProperties &dp, double factor)

void setupHalfStep ()

Array1D< double > getParameters (QMCDerivativeProperties &dp, double a_diag, bool verbose)

Array1D< double > optimize (Array1D< double > &initialGuess, QMCDerivativeProperties &dp, double a_diag_factor, int optStep)

Optimize the function starting from the provided initial guess parameters.

Protected Member Functions

QMCObjectiveFunction * getObjectiveFunction ()

Gets the objective function for the calculation.

Protected Attributes

int optStep

int dim

stringstream stepinfo

Static Protected Attributes

static bool currentlyHalf = true

static vector< double > f

static vector< double > variance

static vector< Array1D< double > > x

Private Attributes

QMCObjectiveFunction * OF

Objective function to optimize.

QMCLineSearchStepLengthSelectionAlgorithm * stepLengthAlg

Step length determining algorithm to use.

double epsilon

Tolerance to converge the solution to.

int maximumSteps

Maximum number of steps allowed for the search.

Static Private Attributes

static int orig_steps = 0

static vector< double > adiag_tests

static Array1D< double > orig_params

static Array2D< double > hamiltonian

static Array2D< double > overlap

Detailed Description

Abstract implementation of a line search numerical optimization algorithm.

As is standard in the field, the optimization is a minimization.

Definition at line 29 of file QMCEigenSearch.h.

Constructor & Destructor Documentation

QMCEigenSearch::QMCEigenSearch	(	QMCObjectiveFunction *	function,
		QMCLineSearchStepLengthSelectionAlgorithm *	stepAlg,
		int	maxSteps,
		double	tol
	)

Constructs and initializes an instance of this class.

Parameters:

	function	objective function to optimize.
	stepAlg	algorithm to use claculate the step length.
	maxSteps	maximum number of steps to be performed during the line search.
	tol	tolerance to converge the solution to. Calculation is converged when $\left\| 1-\frac{f(x_{i+1})}{f(x_{i})} \right\| < tol$ .

Definition at line 32 of file QMCEigenSearch.cpp.

References dim, epsilon, maximumSteps, OF, and stepLengthAlg.

virtual QMCEigenSearch::~QMCEigenSearch ( ) [inline, virtual]

Virtual destructor.

Definition at line 49 of file QMCEigenSearch.h.

Member Function Documentation

double QMCEigenSearch::get_a_diag	(	QMCDerivativeProperties &	dp,
		double	factor
	)

Definition at line 44 of file QMCEigenSearch.cpp.

References QMCFlags::a_diag, adiag_tests, Array1D< T >::dim1(), QMCInput::flags, FunctionR1toR1::function(), QMCDerivativeProperties::getCorrelatedSamples(), globalInput, CubicSpline::initializeWithFunctionValues(), IeeeMath::isNaN(), FunctionR1toR1::minimum(), QMCFlags::optimize_Psi_method, optStep, and Array1D< T >::size().

Referenced by optimize().

void QMCEigenSearch::setupHalfStep ( )

Array1D< double > QMCEigenSearch::getParameters	(	QMCDerivativeProperties &	dp,
		double	a_diag,
		bool	verbose
	)

Definition at line 333 of file QMCEigenSearch.cpp.

References dim, Array1D< T >::dim1(), Array2D< T >::dim1(), QMCInput::flags, Array2D< T >::generalizedEigenvectors(), globalInput, hamiltonian, IeeeMath::isNaN(), QMCFlags::ksi, OF, orig_params, overlap, QMCInput::printAIParameters(), Array2D< T >::printArray2D(), stepinfo, QMCLineSearchStepLengthSelectionAlgorithm::stepLength(), and stepLengthAlg.

Referenced by optimize().

Array1D< double > QMCEigenSearch::optimize	(	Array1D< double > &	initialGuess,
		QMCDerivativeProperties &	dp,
		double	,
		int
	)			`[virtual]`

Optimize the function starting from the provided initial guess parameters.

Parameters:

initialGuess

initial guess parameters for the optimization.

Returns:: optimized parameters.

Implements QMCOptimizationAlgorithm.

Definition at line 168 of file QMCEigenSearch.cpp.

References QMCFlags::a_diag, adiag_tests, Array1D< T >::allocate(), QMCFlags::calculate_Derivatives, QMCInput::cs_Parameters, currentlyHalf, Array1D< T >::deallocate(), dim, Array1D< T >::dim1(), QMCFlags::energy_trial, QMCFlags::equilibration_steps, f, QMCInput::flags, get_a_diag(), QMCDerivativeProperties::getParameterGradient(), QMCDerivativeProperties::getParameterHamiltonian(), QMCDerivativeProperties::getParameterOverlap(), getParameters(), QMCDerivativeProperties::getParameterValue(), QMCDerivativeProperties::getSampleVariance(), globalInput, hamiltonian, QMCFlags::max_time_steps, QMCFlags::optimize_L, optStep, orig_params, orig_steps, overlap, QMCInput::printAIParameters(), stepinfo, variance, and x.

QMCObjectiveFunction * QMCEigenSearch::getObjectiveFunction ( ) [protected]

Gets the objective function for the calculation.

Definition at line 499 of file QMCEigenSearch.cpp.

References OF.

Member Data Documentation

bool QMCEigenSearch::currentlyHalf = true [static, protected]

Definition at line 63 of file QMCEigenSearch.h.

Referenced by optimize().

int QMCEigenSearch::optStep [protected]

Definition at line 70 of file QMCEigenSearch.h.

Referenced by get_a_diag(), and optimize().

int QMCEigenSearch::dim [protected]

Definition at line 71 of file QMCEigenSearch.h.

Referenced by getParameters(), optimize(), and QMCEigenSearch().

stringstream QMCEigenSearch::stepinfo [protected]

Definition at line 72 of file QMCEigenSearch.h.

Referenced by getParameters(), and optimize().

vector< double > QMCEigenSearch::f [static, protected]

Definition at line 74 of file QMCEigenSearch.h.

Referenced by optimize().

vector< double > QMCEigenSearch::variance [static, protected]

Definition at line 75 of file QMCEigenSearch.h.

Referenced by optimize().

vector< Array1D< double > > QMCEigenSearch::x [static, protected]

Definition at line 76 of file QMCEigenSearch.h.

Referenced by optimize().

int QMCEigenSearch::orig_steps = 0 [static, private]

Definition at line 79 of file QMCEigenSearch.h.

Referenced by optimize().

vector< double > QMCEigenSearch::adiag_tests [static, private]

Definition at line 80 of file QMCEigenSearch.h.

Referenced by get_a_diag(), and optimize().

Array1D< double > QMCEigenSearch::orig_params [static, private]

Definition at line 81 of file QMCEigenSearch.h.

Referenced by getParameters(), and optimize().

Array2D< double > QMCEigenSearch::hamiltonian [static, private]

Definition at line 82 of file QMCEigenSearch.h.

Referenced by getParameters(), and optimize().

Array2D< double > QMCEigenSearch::overlap [static, private]

Definition at line 83 of file QMCEigenSearch.h.

Referenced by getParameters(), and optimize().

QMCObjectiveFunction* QMCEigenSearch::OF [private]

Objective function to optimize.

Definition at line 88 of file QMCEigenSearch.h.

Referenced by getObjectiveFunction(), getParameters(), and QMCEigenSearch().

QMCLineSearchStepLengthSelectionAlgorithm* QMCEigenSearch::stepLengthAlg [private]

Step length determining algorithm to use.

Definition at line 93 of file QMCEigenSearch.h.

Referenced by getParameters(), and QMCEigenSearch().

double QMCEigenSearch::epsilon [private]

Tolerance to converge the solution to.

Definition at line 98 of file QMCEigenSearch.h.

Referenced by QMCEigenSearch().

int QMCEigenSearch::maximumSteps [private]

Maximum number of steps allowed for the search.

Definition at line 103 of file QMCEigenSearch.h.

Referenced by QMCEigenSearch().

The documentation for this class was generated from the following files:


Public Member Functions
	QMCEigenSearch (QMCObjectiveFunction function, QMCLineSearchStepLengthSelectionAlgorithm stepAlg, int maxSteps, double tol)
	Constructs and initializes an instance of this class.
virtual	~QMCEigenSearch ()
	Virtual destructor.
double	get_a_diag (QMCDerivativeProperties &dp, double factor)
void	setupHalfStep ()
Array1D< double >	getParameters (QMCDerivativeProperties &dp, double a_diag, bool verbose)
Array1D< double >	optimize (Array1D< double > &initialGuess, QMCDerivativeProperties &dp, double a_diag_factor, int optStep)
	Optimize the function starting from the provided initial guess parameters.
Protected Member Functions
QMCObjectiveFunction *	getObjectiveFunction ()
	Gets the objective function for the calculation.
Protected Attributes
int	optStep
int	dim
stringstream	stepinfo
Static Protected Attributes
static bool	currentlyHalf = true
static vector< double >	f
static vector< double >	variance
static vector< Array1D< double > >	x
Private Attributes
QMCObjectiveFunction *	OF
	Objective function to optimize.
QMCLineSearchStepLengthSelectionAlgorithm *	stepLengthAlg
	Step length determining algorithm to use.
double	epsilon
	Tolerance to converge the solution to.
int	maximumSteps
	Maximum number of steps allowed for the search.
Static Private Attributes
static int	orig_steps = 0
static vector< double >	adiag_tests
static Array1D< double >	orig_params
static Array2D< double >	hamiltonian
static Array2D< double >	overlap