QMCProperty Class Reference

All of the statistical information used in calculating a quantity or property during a calculation. More...

#include <QMCProperty.h>

List of all members.

Public Member Functions

 QMCProperty ()
 Creates a zeroed out instance of the class and generates the MPI types if they have not been done.
void zeroOut ()
 Sets all of the data in the object to zero.
void newSample (double s, double weight)
 Adds a new data sample to the object.
unsigned long getNumberSamples ()
 Gets the number of data samples entered into the object.
string getLongString ()
string getShortString ()
double getAverage ()
 Gets the average of the data entered into the object.
double getVariance ()
 Gets the variance of the data entered into the object.
double getSkewness ()
double getKurtosis ()
double getSeriallyCorrelatedVariance ()
 Gets the serially correlated variance of the data entered into the object.
double getStandardDeviation ()
 Gets the standard deviation of the data entered into the object.
double getSeriallyCorrelatedStandardDeviation ()
 Gets the serially correlated standard deviation of the data entered into the object.
double getStandardDeviationStandardDeviation ()
 Gets the standard deviation of the standard deviation.
void operator= (const QMCProperty &rhs)
 Sets two objects equal.
void operator+= (QMCProperty &rhs)
 This will add the data from rhs to our data.
QMCProperty operator+ (QMCProperty &rhs)
 Returns the sum of two QMCproperties.
void reWeight (double w)
 This will change the overall importance of our data.
void toXML (ostream &strm)
 Writes the state of this object to an XML stream.
bool readXML (istream &strm)
 Loads the state of this object from an XML stream.
void printAll (ostream &strm)
 Formats and prints the all the decorrelation data for the property to a stream.
double getBlockVariance (int i)
 Gets the correct variance for the block.
double getBlockSkewness (int i)
double getBlockKurtosis (int i)
double getBlockStandardDeviation (int i)
 Gets the correct standard deviation for the block.
double getBlockStandardDeviationStandardDeviation (int i)
 Gets the correct standard deviation of the standard deviation for the block.
double getBlockVarianceStandardDeviation (int i)
 Gets the correct standard deviation of the variance for the block.
double getCorrelationLength ()
 The correlation length for the decorrelated data.
double getCorrelationLength (int i)
 The correlation length for a particular block i.

Static Public Attributes

static MPI_Datatype MPI_TYPE
 The MPI data type for a QMCProperty.
static MPI_Op MPI_REDUCE
 The MPI operation for performing MPI_Reduce on QMCproperties.

Private Member Functions

int getDecorrDepth ()
 Parameters used in fitting the decorrelation plot to a function to estimate the standard deviation.
void generateInitialGuessFittingParameters ()
 Generates an initial guess set of parameters used in fitting the standard deviation decorrelation plot.

Static Private Member Functions

static void calculateObjectiveFunction (Array1D< double > &params, Array1D< double > &standardDeviations, Array1D< double > &standardDeviationsErrors, double &functionValue, Array1D< double > &gradientValue)
 Calculates the value and gradient of the function used to fit the standard deviation.
static void calculateObjectiveFunction (Array1D< double > &params, Array1D< double > &standardDeviations, Array1D< double > &standardDeviationsErrors, double &functionValue)
 Calculates the value of the function used to fit the standard deviation.
static double calculateLineSearchObjectiveFunction (Array1D< double > &params, Array1D< double > &searchDirection, double stepLength, Array1D< double > &standardDeviations, Array1D< double > &standardDeviationsErrors)
 Calculates the value of the 1-D objective function from the line search.
static double calculateLineSearchObjectiveFunctionDerivative (Array1D< double > &params, Array1D< double > &searchDirection, double stepLength, Array1D< double > &standardDeviations, Array1D< double > &standardDeviationsErrors)
 Calculates the derivative of the 1-D objective function from the line search.
static double cubicInterpolateStep (double alphaLo, double alphaHi, double phi_0, double phi_alphaLo, double phi_alphaHi, double phiPrime_0)
 Perform a cubic interpolation to choose a step length in the interval [a_lo,a_hi].
static double zoom (double alphaLo, double alphaHi, double phi_0, double phi_alphaLo, double phi_alphaHi, double phiPrime_0, Array1D< double > &params, Array1D< double > &searchDirection, Array1D< double > &standardDeviations, Array1D< double > &standardDeviationsErrors)
 Finds a point in the interval [a_lo, a_hi] that satisfy the strong Wolfe conditions.
static double wolfeStepLength (double alphaGuess, Array1D< double > &params, Array1D< double > &searchDirection, Array1D< double > &gradient, double functionValue, Array1D< double > &standardDeviations, Array1D< double > &standardDeviationsErrors)
 Finds a point between 0 and the maximum step length which satisfies the Wolfe conditions.
static void buildMpiType ()
 Build MPI_TYPE.
static void buildMpiReduce ()
 Build MPI_REDUCE.
static void Reduce_Function (QMCProperty *in, QMCProperty *inout, int *len, MPI_Datatype *dptr)
 An MPI function which allows MPI_Reduce to be used in adding QMCproperties.

Private Attributes

QMCStatistic DeCorr [DCL]
int DeCorr_flags [DCL]
double DeCorr_sample [DCL]
double DeCorr_weight [DCL]

Static Private Attributes

static bool mpiTypeCreated = false
 A flag which tells if MPI_TYPE has been generated.

Friends

ostream & operator<< (ostream &strm, QMCProperty &rhs)
 Formats and prints the property to a stream as a single line.

Detailed Description

All of the statistical information used in calculating a quantity or property during a calculation.

Definition at line 42 of file QMCProperty.h.

Constructor & Destructor Documentation

QMCProperty::QMCProperty (  ) 

Creates a zeroed out instance of the class and generates the MPI types if they have not been done.

Definition at line 16 of file QMCProperty.cpp.

References buildMpiReduce(), buildMpiType(), mpiTypeCreated, and zeroOut().

Member Function Documentation

int QMCProperty::getDecorrDepth (  )  [private]

Parameters used in fitting the decorrelation plot to a function to estimate the standard deviation.

Gets the decorrelation depth- the index of the decorrelation array where the variance reaches a plateau.

Definition at line 183 of file QMCProperty.cpp.

References DeCorr, getBlockStandardDeviation(), getBlockStandardDeviationStandardDeviation(), and getNumberSamples().

Referenced by getCorrelationLength(), getKurtosis(), getShortString(), getSkewness(), getStandardDeviation(), getStandardDeviationStandardDeviation(), and printAll().

void QMCProperty::zeroOut (  ) 

Sets all of the data in the object to zero.

Definition at line 40 of file QMCProperty.cpp.

References DCL, DeCorr, DeCorr_flags, DeCorr_sample, DeCorr_weight, getNumberSamples(), and QMCStatistic::zeroOut().

Referenced by QMCProperty(), readXML(), and QMCProperties::zeroOut().

void QMCProperty::newSample ( double  s,
double  weight 
)

Adds a new data sample to the object.

Parameters:
s new sample data
weight statistical weight of the sample

Definition at line 423 of file QMCProperty.cpp.

References DCL, DeCorr, DeCorr_flags, DeCorr_sample, DeCorr_weight, and QMCStatistic::newSample().

Referenced by QMCReadAndEvaluateConfigs::AddNewConfigToProperites(), QMCWalker::calculateObservables(), QMCRun::calculateObservables(), and QMCProperties::newSample().

unsigned long QMCProperty::getNumberSamples (  ) 

Gets the number of data samples entered into the object.

Returns:
number of samples in the object.

Definition at line 56 of file QMCProperty.cpp.

References DeCorr, and QMCStatistic::getNumberSamples().

Referenced by QMCManager::checkConvergenceBasedTerminationCriteria(), QMCManager::checkMaxTimeTerminationCriteria(), getDecorrDepth(), QMCDerivativeProperties::getEffectiveTimeStep(), QMCDerivativeProperties::getEffectiveTimeStepVariance(), QMCProperties::newSample(), operator<<(), QMCManager::optimize(), QMCCorrelatedSamplingVMCOptimization::optimize(), printAll(), toXML(), QMCManager::updateEstimatedEnergy(), QMCManager::writeEnergyResultsSummary(), QMCManager::writeTimingData(), and zeroOut().

string QMCProperty::getLongString (  ) 

Definition at line 61 of file QMCProperty.cpp.

References getAverage(), and getStandardDeviation().

Referenced by operator<<().

string QMCProperty::getShortString (  ) 

Definition at line 81 of file QMCProperty.cpp.

References getAverage(), getDecorrDepth(), and getStandardDeviation().

Referenced by QMCManager::writeEnergyResultsSummary().

double QMCProperty::getAverage (  ) 

Gets the average of the data entered into the object.

Returns:
average of the data in the object.

Definition at line 118 of file QMCProperty.cpp.

References DeCorr, and QMCStatistic::getAverage().

Referenced by QMCEquilibrationArray::getDecorrObjectIndex(), QMCDerivativeProperties::getEffectiveTimeStep(), QMCDerivativeProperties::getEffectiveTimeStepVariance(), getLongString(), QMCDerivativeProperties::getParameterGradient(), QMCDerivativeProperties::getParameterHamiltonian(), QMCDerivativeProperties::getParameterValue(), getShortString(), QMCProperties::newSample(), QMCEquilibrationArray::newSample(), QMCCorrelatedSamplingVMCOptimization::optimize(), QMCManager::run(), QMCManager::updateEstimatedEnergy(), and QMCManager::writeEnergyResultsSummary().

double QMCProperty::getVariance (  ) 

Gets the variance of the data entered into the object.

Returns:
variance of the data in the object.

Definition at line 405 of file QMCProperty.cpp.

References getStandardDeviation().

Referenced by QMCDerivativeProperties::getEffectiveTimeStepVariance(), and QMCDerivativeProperties::getSampleVariance().

double QMCProperty::getSkewness (  ) 

Definition at line 139 of file QMCProperty.cpp.

References getBlockSkewness(), and getDecorrDepth().

double QMCProperty::getKurtosis (  ) 

Definition at line 155 of file QMCProperty.cpp.

References getBlockKurtosis(), and getDecorrDepth().

double QMCProperty::getSeriallyCorrelatedVariance (  ) 

Gets the serially correlated variance of the data entered into the object.

Returns:
serially correlated variance of the data in the object.

Definition at line 400 of file QMCProperty.cpp.

References DeCorr, and QMCStatistic::getVariance().

Referenced by QMCDerivativeProperties::getParameterValue(), getSeriallyCorrelatedStandardDeviation(), QMCCorrelatedSamplingVMCOptimization::optimize(), and QMCManager::writeEnergyResultsSummary().

double QMCProperty::getStandardDeviation (  ) 

Gets the standard deviation of the data entered into the object.

Returns:
standard deviation of the data in the object.

Definition at line 123 of file QMCProperty.cpp.

References getBlockStandardDeviation(), and getDecorrDepth().

Referenced by QMCManager::checkConvergenceBasedTerminationCriteria(), getLongString(), getShortString(), getVariance(), and QMCManager::writeEnergyResultsSummary().

double QMCProperty::getSeriallyCorrelatedStandardDeviation (  ) 

Gets the serially correlated standard deviation of the data entered into the object.

Returns:
serially correlated standard deviation of the data in the object.

Definition at line 411 of file QMCProperty.cpp.

References getSeriallyCorrelatedVariance().

double QMCProperty::getStandardDeviationStandardDeviation (  ) 

Gets the standard deviation of the standard deviation.

Returns:
standard deviation of the standard deviation.

Definition at line 416 of file QMCProperty.cpp.

References getBlockStandardDeviationStandardDeviation(), and getDecorrDepth().

void QMCProperty::operator= ( const QMCProperty &  rhs  ) 

Sets two objects equal.

Definition at line 476 of file QMCProperty.cpp.

References DCL, DeCorr, DeCorr_flags, DeCorr_sample, and DeCorr_weight.

void QMCProperty::operator+= ( QMCProperty &  rhs  ) 

This will add the data from rhs to our data.

Definition at line 500 of file QMCProperty.cpp.

QMCProperty QMCProperty::operator+ ( QMCProperty &  rhs  ) 

Returns the sum of two QMCproperties.

Parameters:
rhs QMCProperty to add to this one.
Returns:
sum of these two QMCProperties.

Definition at line 505 of file QMCProperty.cpp.

References DCL, DeCorr, DeCorr_flags, DeCorr_sample, DeCorr_weight, and QMCStatistic::newSample().

void QMCProperty::reWeight ( double  w  ) 

This will change the overall importance of our data.

This function basically just calls reWeight on the QMCStatistic DeCorr objects.

Definition at line 488 of file QMCProperty.cpp.

References DCL, DeCorr, DeCorr_flags, DeCorr_weight, and QMCStatistic::reWeight().

void QMCProperty::toXML ( ostream &  strm  ) 

Writes the state of this object to an XML stream.

Parameters:
strm XML stream

Definition at line 606 of file QMCProperty.cpp.

References DCL, DeCorr, DeCorr_flags, DeCorr_sample, DeCorr_weight, and getNumberSamples().

Referenced by QMCProperties::toXML().

bool QMCProperty::readXML ( istream &  strm  ) 

Loads the state of this object from an XML stream.

Parameters:
strm XML stream
Returns:
whether the read was successful

Definition at line 662 of file QMCProperty.cpp.

References DCL, DeCorr, DeCorr_flags, DeCorr_sample, DeCorr_weight, and zeroOut().

Referenced by QMCProperties::readXML().

void QMCProperty::printAll ( ostream &  strm  ) 

Formats and prints the all the decorrelation data for the property to a stream.

Definition at line 746 of file QMCProperty.cpp.

References DCL, DeCorr, QMCStatistic::getAverage(), getBlockKurtosis(), getBlockSkewness(), getBlockStandardDeviation(), getBlockStandardDeviationStandardDeviation(), getBlockVariance(), getBlockVarianceStandardDeviation(), getCorrelationLength(), getDecorrDepth(), QMCStatistic::getNumberSamples(), getNumberSamples(), and QMCStatistic::getVariance().

Referenced by operator<<().

double QMCProperty::getBlockVariance ( int  i  ) 

Gets the correct variance for the block.

Where the variance is calculated using

\[ \sigma^2 = \frac{\left(\frac{1}{n}\sum^{n}_{i=1}x^{2}_{i}\right) - \left(\frac{1}{n}\sum^{n}_{i=1}x_{i}\right)^{2}}{n-1} \]

as is described in the Dynamic Distributable Decorrelation Algorithm (DDDA) paper by Kent and Feldmann.

Parameters:
i block number.
Returns:
variance for block.

Definition at line 826 of file QMCProperty.cpp.

References DeCorr, QMCStatistic::getNumberSamples(), and QMCStatistic::getVariance().

Referenced by getBlockStandardDeviation(), getBlockVarianceStandardDeviation(), getCorrelationLength(), and printAll().

double QMCProperty::getBlockSkewness ( int  i  ) 

Definition at line 834 of file QMCProperty.cpp.

References DeCorr, and QMCStatistic::getSkewness().

Referenced by getSkewness(), and printAll().

double QMCProperty::getBlockKurtosis ( int  i  ) 

Definition at line 842 of file QMCProperty.cpp.

References DeCorr, and QMCStatistic::getKurtosis().

Referenced by getKurtosis(), and printAll().

double QMCProperty::getBlockStandardDeviation ( int  i  ) 

Gets the correct standard deviation for the block.

Where the standard deviation is calculated using

\[ \sigma = \sqrt{\frac{\left(\frac{1}{n}\sum^{n}_{i=1}x^{2}_{i}\right) - \left(\frac{1}{n}\sum^{n}_{i=1}x_{i}\right)^{2}}{n-1}} \]

as is described in the Dynamic Distributable Decorrelation Algorithm (DDDA) paper by Kent and Feldmann.

Parameters:
i block number.
Returns:
standard deviation for block.

Definition at line 858 of file QMCProperty.cpp.

References getBlockVariance().

Referenced by getBlockStandardDeviationStandardDeviation(), getDecorrDepth(), QMCEquilibrationArray::getDecorrObjectIndex(), getStandardDeviation(), QMCEquilibrationArray::newSample(), and printAll().

double QMCProperty::getBlockStandardDeviationStandardDeviation ( int  i  ) 

Gets the correct standard deviation of the standard deviation for the block.

Where the standard deviation of the standard deviation is calculated using

\[ \sigma = \sqrt{\frac{\left(\frac{1}{n}\sum^{n}_{i=1}x^{2}_{i}\right) - \left(\frac{1}{n}\sum^{n}_{i=1}x_{i}\right)^{2}}{n-1}} \left(\frac{1}{\sqrt{2(n-1)}}\right) \]

as is described in the Flyvbjerg-Petersen data blocking paper (JCP 1989 p461).

Parameters:
i block number.
Returns:
standard deviation of the standard deviation for block.

Definition at line 863 of file QMCProperty.cpp.

References DeCorr, getBlockStandardDeviation(), and QMCStatistic::getNumberSamples().

Referenced by getDecorrDepth(), getStandardDeviationStandardDeviation(), and printAll().

double QMCProperty::getBlockVarianceStandardDeviation ( int  i  ) 

Gets the correct standard deviation of the variance for the block.

Where the standard deviation of the variance is calculated using

\[ \sigma = \frac{\left(\frac{1}{n}\sum^{n}_{i=1}x^{2}_{i}\right) - \left(\frac{1}{n}\sum^{n}_{i=1}x_{i}\right)^{2}}{n-1} \sqrt{\frac{2}{n-1}}) \]

as is described in the Flyvbjerg-Petersen data blocking paper (JCP 1989 p461).

Parameters:
i block number.
Returns:
standard deviation of the standard deviation for block.

Definition at line 850 of file QMCProperty.cpp.

References DeCorr, getBlockVariance(), and QMCStatistic::getNumberSamples().

Referenced by printAll().

double QMCProperty::getCorrelationLength (  ) 

The correlation length for the decorrelated data.

Definition at line 171 of file QMCProperty.cpp.

References getDecorrDepth().

Referenced by operator<<(), printAll(), and QMCManager::writeEnergyResultsSummary().

double QMCProperty::getCorrelationLength ( int  i  ) 

The correlation length for a particular block i.

Definition at line 177 of file QMCProperty.cpp.

References getBlockVariance().

void QMCProperty::calculateObjectiveFunction ( Array1D< double > &  params,
Array1D< double > &  standardDeviations,
Array1D< double > &  standardDeviationsErrors,
double &  functionValue,
Array1D< double > &  gradientValue 
) [static, private]

Calculates the value and gradient of the function used to fit the standard deviation.

This function is

\[ r^2(p) = \sum\left[ y_{i} - f(x_{i};p) \right]^2 \]

where

\[ f(x_{i};p) = \frac{p(0)^{2}e^{p(2)^{2}x+p(3)^{2}x^{2}}} {1+p(1)^{2}e^{p(2)^{2}x+p(3)^{2}x^{2}}} \]

and

\[ x_{i} = log_{2}(blockSize_{i}). \]

Parameters:
params set of parameters to evaluate the function with
standardDeviations the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
standardDeviationsErrors one standard deviation error in the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
functionValue calculated function value is returned here
gradientValue calculated gradient value is returned here

Definition at line 871 of file QMCProperty.cpp.

Referenced by calculateLineSearchObjectiveFunction(), and calculateLineSearchObjectiveFunctionDerivative().

void QMCProperty::calculateObjectiveFunction ( Array1D< double > &  params,
Array1D< double > &  standardDeviations,
Array1D< double > &  standardDeviationsErrors,
double &  functionValue 
) [static, private]

Calculates the value of the function used to fit the standard deviation.

This function is

\[ r^2(p) = \sum\left[ y_{i} - f(x_{i};p) \right]^2 \]

where

\[ f(x_{i};p) = \frac{p(0)^{2}e^{p(2)^{2}x+p(3)^{2}x^{2}}} {1+p(1)^{2}e^{p(2)^{2}x+p(3)^{2}x^{2}}} \]

and

\[ x_{i} = log_{2}(blockSize_{i}). \]

Parameters:
params set of parameters to evaluate the function with
standardDeviations the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
standardDeviationsErrors one standard deviation error in the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
functionValue calculated function value is returned here

Definition at line 949 of file QMCProperty.cpp.

double QMCProperty::calculateLineSearchObjectiveFunction ( Array1D< double > &  params,
Array1D< double > &  searchDirection,
double  stepLength,
Array1D< double > &  standardDeviations,
Array1D< double > &  standardDeviationsErrors 
) [static, private]

Calculates the value of the 1-D objective function from the line search.

This function is

\[ \phi(\alpha) = r^2(p+\alpha d) \]

where $p$ is the current set of parameters, $d$ is the search direction, and $\alpha$ is the step length parameter.

Parameters:
params set of parameters to evaluate the function with
searchDirection direction the line search is being performed along.
stepLength parameter determining how long of a step to take in the line search.
standardDeviations the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
standardDeviationsErrors one standard deviation error in the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
Returns:
value of the 1-D objective function for the given step length parameter.

Definition at line 993 of file QMCProperty.cpp.

References calculateObjectiveFunction().

Referenced by wolfeStepLength(), and zoom().

double QMCProperty::calculateLineSearchObjectiveFunctionDerivative ( Array1D< double > &  params,
Array1D< double > &  searchDirection,
double  stepLength,
Array1D< double > &  standardDeviations,
Array1D< double > &  standardDeviationsErrors 
) [static, private]

Calculates the derivative of the 1-D objective function from the line search.

This function is

\[ \phi(\alpha) = r^2(p+\alpha d) \]

where $p$ is the current set of parameters, $d$ is the search direction, and $\alpha$ is the step length parameter.

Parameters:
params set of parameters to evaluate the function with
searchDirection direction the line search is being performed along.
stepLength parameter determining how long of a step to take in the line search.
standardDeviations the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
standardDeviationsErrors one standard deviation error in the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
Returns:
derivate of the 1-D objective function for the given step length parameter.

Definition at line 1012 of file QMCProperty.cpp.

References calculateObjectiveFunction().

Referenced by wolfeStepLength(), and zoom().

double QMCProperty::cubicInterpolateStep ( double  alphaLo,
double  alphaHi,
double  phi_0,
double  phi_alphaLo,
double  phi_alphaHi,
double  phiPrime_0 
) [static, private]

Perform a cubic interpolation to choose a step length in the interval [a_lo,a_hi].

See Nocedal and Wright p 56-58.

Parameters:
alphaLo lower bound on the step length.
alphaHi upper bound on the step length.
phi_0 objective function value at the current parameters
phi_alphaLo 1-D objective function value at the smallest step length.
phi_alphaHi 1-D objective function value at the largest step length.
phiPrime_0 derivative of the 1-D objective function at the current parameters.
Returns:
calculated step length

Definition at line 1033 of file QMCProperty.cpp.

Referenced by wolfeStepLength(), and zoom().

double QMCProperty::zoom ( double  alphaLo,
double  alphaHi,
double  phi_0,
double  phi_alphaLo,
double  phi_alphaHi,
double  phiPrime_0,
Array1D< double > &  params,
Array1D< double > &  searchDirection,
Array1D< double > &  standardDeviations,
Array1D< double > &  standardDeviationsErrors 
) [static, private]

Finds a point in the interval [a_lo, a_hi] that satisfy the strong Wolfe conditions.

See Nocedal and Wright p 60.

Parameters:
alphaLo lower bound on the step length.
alphaHi upper bound on the step length.
phi_0 objective function value at the current parameters
phi_alphaLo 1-D objective function value at the smallest step length.
phi_alphaHi 1-D objective function value at the largest step length.
phiPrime_0 derivative of the 1-D objective function at the current parameters.
params set of parameters to evaluate the function with
searchDirection direction the line search is being performed along.
standardDeviations the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
standardDeviationsErrors one standard deviation error in the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
Returns:
step length satisfying the strong Wolfe conditions.

Definition at line 1101 of file QMCProperty.cpp.

References calculateLineSearchObjectiveFunction(), calculateLineSearchObjectiveFunctionDerivative(), and cubicInterpolateStep().

Referenced by wolfeStepLength().

double QMCProperty::wolfeStepLength ( double  alphaGuess,
Array1D< double > &  params,
Array1D< double > &  searchDirection,
Array1D< double > &  gradient,
double  functionValue,
Array1D< double > &  standardDeviations,
Array1D< double > &  standardDeviationsErrors 
) [static, private]

Finds a point between 0 and the maximum step length which satisfies the Wolfe conditions.

See Nocedal and Wright p 59.

Parameters:
alphaGuess guess at a step length satisfying the Wolfe conditions.
params set of parameters to evaluate the function with
searchDirection direction the line search is being performed along.
gradient gradient of the objective function.
functionValue value of the objective function at the current set of parameters.
standardDeviations the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
standardDeviationsErrors one standard deviation error in the standard deviation calculated for each block size. These could be calculated on the fly but have been added here to improve performance.
Returns:
step length satisfying the strong Wolfe conditions.

Definition at line 1161 of file QMCProperty.cpp.

References calculateLineSearchObjectiveFunction(), calculateLineSearchObjectiveFunctionDerivative(), cubicInterpolateStep(), and zoom().

void QMCProperty::generateInitialGuessFittingParameters (  )  [private]

Generates an initial guess set of parameters used in fitting the standard deviation decorrelation plot.

Definition at line 1243 of file QMCProperty.cpp.

void QMCProperty::buildMpiType (  )  [static, private]

Build MPI_TYPE.

Definition at line 1288 of file QMCProperty.cpp.

References DCL, DeCorr, DeCorr_flags, DeCorr_sample, DeCorr_weight, MPI_TYPE, and QMCStatistic::MPI_TYPE.

Referenced by QMCProperty().

void QMCProperty::buildMpiReduce (  )  [static, private]

Build MPI_REDUCE.

Definition at line 1282 of file QMCProperty.cpp.

References MPI_REDUCE, and Reduce_Function().

Referenced by QMCProperty().

void QMCProperty::Reduce_Function ( QMCProperty *  in,
QMCProperty *  inout,
int *  len,
MPI_Datatype *  dptr 
) [static, private]

An MPI function which allows MPI_Reduce to be used in adding QMCproperties.

Definition at line 1335 of file QMCProperty.cpp.

Referenced by buildMpiReduce().

Friends And Related Function Documentation

ostream& operator<< ( ostream &  strm,
QMCProperty &  rhs 
) [friend]

Formats and prints the property to a stream as a single line.

Definition at line 802 of file QMCProperty.cpp.

Member Data Documentation

QMCStatistic QMCProperty::DeCorr[DCL] [private]

Definition at line 45 of file QMCProperty.h.

Referenced by buildMpiType(), getAverage(), getBlockKurtosis(), getBlockSkewness(), getBlockStandardDeviationStandardDeviation(), getBlockVariance(), getBlockVarianceStandardDeviation(), getDecorrDepth(), getNumberSamples(), getSeriallyCorrelatedVariance(), newSample(), operator+(), operator=(), printAll(), readXML(), reWeight(), toXML(), and zeroOut().

int QMCProperty::DeCorr_flags[DCL] [private]

Definition at line 46 of file QMCProperty.h.

Referenced by buildMpiType(), newSample(), operator+(), operator=(), readXML(), reWeight(), toXML(), and zeroOut().

double QMCProperty::DeCorr_sample[DCL] [private]

Definition at line 47 of file QMCProperty.h.

Referenced by buildMpiType(), newSample(), operator+(), operator=(), readXML(), toXML(), and zeroOut().

double QMCProperty::DeCorr_weight[DCL] [private]

Definition at line 48 of file QMCProperty.h.

Referenced by buildMpiType(), newSample(), operator+(), operator=(), readXML(), reWeight(), toXML(), and zeroOut().

bool QMCProperty::mpiTypeCreated = false [static, private]

A flag which tells if MPI_TYPE has been generated.

Definition at line 453 of file QMCProperty.h.

Referenced by QMCProperty().

MPI_Datatype QMCProperty::MPI_TYPE [static]

The MPI data type for a QMCProperty.

Definition at line 476 of file QMCProperty.h.

Referenced by buildMpiType(), QMCProperties::buildMpiType(), QMCManager::gatherDensities(), QMCManager::gatherExtraProperties(), and QMCManager::gatherForces().

MPI_Op QMCProperty::MPI_REDUCE [static]

The MPI operation for performing MPI_Reduce on QMCproperties.

Definition at line 481 of file QMCProperty.h.

Referenced by buildMpiReduce(), QMCManager::gatherDensities(), QMCManager::gatherExtraProperties(), and QMCManager::gatherForces().

The documentation for this class was generated from the following files:
Generated on Sat Jul 5 16:14:05 2008 for QMcBeaver by  doxygen 1.5.6