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-rw-r--r--stereographic.hpp95
1 files changed, 23 insertions, 72 deletions
diff --git a/stereographic.hpp b/stereographic.hpp
index a3f2cc6..8313f25 100644
--- a/stereographic.hpp
+++ b/stereographic.hpp
@@ -1,22 +1,21 @@
#include <eigen3/Eigen/Cholesky>
-#include "Eigen/src/Core/util/Meta.h"
#include "p-spin.hpp"
-#include "unsupported/Eigen/CXX11/src/Tensor/TensorMeta.h"
Vector stereographicToEuclidean(const Vector& ζ) {
unsigned N = ζ.size() + 1;
Vector z(N);
+
Scalar a = ζ.transpose() * ζ;
Scalar b = 2 * sqrt(N) / (1.0 + a);
for (unsigned i = 0; i < N - 1; i++) {
- z(i) = b * ζ(i);
+ z(i) = ζ(i);
}
- z(N - 1) = b * (a - 1.0) / 2.0;
+ z(N - 1) = (a - 1.0) / 2.0;
- return z;
+ return b * z;
}
Vector euclideanToStereographic(const Vector& z) {
@@ -24,94 +23,46 @@ Vector euclideanToStereographic(const Vector& z) {
Vector ζ(N - 1);
for (unsigned i = 0; i < N - 1; i++) {
- ζ(i) = z(i) / (sqrt(N) - z(N - 1));
+ ζ(i) = z(i);
}
- return ζ;
+ return ζ / (sqrt(N) - z(N - 1));
}
Matrix stereographicJacobian(const Vector& ζ) {
- unsigned N = ζ.size() + 1;
- Matrix J(N - 1, N);
-
- Scalar b = ζ.transpose() * ζ;
-
- for (unsigned i = 0; i < N - 1; i++) {
- for (unsigned j = 0; j < N - 1; j++) {
- J(i, j) = - 4 * sqrt(N) * ζ(i) * ζ(j) / pow(1.0 + b, 2);
- if (i == j) {
- J(i, j) += 2 * sqrt(N) * (1.0 + b) / pow(1.0 + b, 2);
- }
- }
-
- J(i, N - 1) = 4.0 * sqrt(N) * ζ(i) / pow(1.0 + b, 2);
- }
-
- return J;
-}
-
-Matrix stereographicMetric(const Matrix& J) {
- return J * J.adjoint();
-}
-
-// Gives the Christoffel symbol, with Γ_(i1, i2)^(i3).
-Eigen::Tensor<Scalar, 3> stereographicChristoffel(const Vector& ζ, const Matrix& gInvJacConj) {
- unsigned N = ζ.size() + 1;
- Eigen::Tensor<Scalar, 3> dJ(N - 1, N - 1, N);
+ unsigned N = ζ.size();
+ Matrix J(N, N + 1);
Scalar b = 1.0 + (Scalar)(ζ.transpose() * ζ);
- for (unsigned i = 0; i < N - 1; i++) {
- for (unsigned j = 0; j < N - 1; j++) {
- for (unsigned k = 0; k < N - 1; k++) {
- dJ(i, j, k) = 16 * sqrt(N) * ζ(i) * ζ(j) * ζ(k) / pow(b, 3);
- if (i == j) {
- dJ(i, j, k) -= 4 * sqrt(N) * ζ(k) / pow(b, 2);
- }
- if (i == k) {
- dJ(i, j, k) -= 4 * sqrt(N) * ζ(j) / pow(b, 2);
- }
- if (j == k) {
- dJ(i, j, k) -= 4 * sqrt(N) * ζ(i) / pow(b, 2);
- }
- }
- dJ(i, j, N - 1) = - 16 * sqrt(N) * ζ(i) * ζ(j) / pow(b, 3);
+ for (unsigned i = 0; i < N; i++) {
+ for (unsigned j = 0; j < N; j++) {
+ J(i, j) = - ζ(i) * ζ(j);
+
if (i == j) {
- dJ(i, j, N - 1) += 4 * sqrt(N) * ζ(i) / pow(b, 2);
+ J(i, j) += 0.5 * b;
}
}
- }
- std::array<Eigen::IndexPair<int>, 1> ip = {Eigen::IndexPair<int>(2, 1)};
+ J(i, N) = ζ(i);
+ }
- return dJ.contract(Eigen::TensorMap<Eigen::Tensor<const Scalar, 2>>(gInvJacConj.data(), N - 1, N), ip);
+ return 4 * sqrt(N + 1) * J / pow(b, 2);
}
-std::tuple<Scalar, Vector, Matrix> stereographicHamGradHess(const Tensor& J, const Vector& ζ) {
- Vector grad;
- Matrix hess;
-
- Matrix jacobian = stereographicJacobian(ζ);
- Vector z = stereographicToEuclidean(ζ);
-
- std::complex<double> hamiltonian;
+std::tuple<Scalar, Vector, Matrix> stereographicHamGradHess(const Tensor& J, const Vector& ζ, const Vector& z) {
+ Scalar hamiltonian;
Vector gradZ;
Matrix hessZ;
std::tie(hamiltonian, gradZ, hessZ) = hamGradHess(J, z);
- Matrix metric = stereographicMetric(jacobian);
-
- grad = metric.llt().solve(jacobian) * gradZ;
+ Matrix jacobian = stereographicJacobian(ζ);
- /* This is much slower to calculate than the marginal speedup it offers...
- Eigen::Tensor<Scalar, 3> Γ = stereographicChristoffel(ζ, gInvJac.conjugate());
- Vector df = jacobian * gradZ;
- Eigen::Tensor<Scalar, 1> dfT = Eigen::TensorMap<Eigen::Tensor<Scalar, 1>>(df.data(), {df.size()});
- std::array<Eigen::IndexPair<int>, 1> ip = {Eigen::IndexPair<int>(2, 0)};
- Eigen::Tensor<Scalar, 2> H2 = Γ.contract(dfT, ip);
- */
+ Matrix metric = jacobian * jacobian.adjoint();
- hess = jacobian * hessZ * jacobian.transpose(); // - Eigen::Map<Matrix>(H2.data(), ζ.size(), ζ.size());
+ // The metric is Hermitian and positive definite, so a Cholesky decomposition can be used.
+ Vector grad = metric.llt().solve(jacobian) * gradZ;
+ Matrix hess = jacobian * hessZ * jacobian.transpose();
return {hamiltonian, grad, hess};
}