Feature: Add PPCG iterative diagonalization solver#7404
Open
Silver-Moon-Over-Snow wants to merge 32 commits into
Open
Feature: Add PPCG iterative diagonalization solver#7404Silver-Moon-Over-Snow wants to merge 32 commits into
Silver-Moon-Over-Snow wants to merge 32 commits into
Conversation
Consider the previous contributions made by classmates, I'm only capable to make small difference without disrupting the entire program ---- like such a small "static".
…w_Small-Changes 2025PKUCourseHW5: Case: 1 - Change rank_seed_offset to static const
…ent) Add PPCG iterative diagonalization with two strategies: - CONJUGATE_GRADIENT: band-by-band Polak-Ribiere CG (verified working) - BLOCK_SUBSPACE: block subspace diagonalization Includes potrf retry fix: save/restore original matrix before applying diagonal shift, preventing accumulated shifts from corrupting the matrix. Test: 1D particle-in-a-box (n_dim=10), CG strategy matches exact eigenvalues with error 4.3e-12. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Silver-Moon-Over-Snow
changed the title
…ormalization Three fixes for numerical stability: 1. potrf: save/restore original matrix before diagonal shift retries, preventing accumulated shifts from corrupting the Cholesky factor. 2. sygvd/syevd: skip workspace query (lwork=-1) and allocate directly. The LAPACK replacement ignores workspace queries, causing the second call to operate on already-transformed data, corrupting eigenvalues. 3. Block subspace: add chol_qr + hpsi/spi recomputation after update_one_block and every rayleigh_ritz, keeping wavefunctions S-orthonormal and preventing numerical drift of H|psi> and S|psi>. Results (1D particle-in-a-box, S=I): - CG nband=1: error 4.3e-12 (unchanged, already working) - BLOCK_SUBSPACE nband=1: no longer NaN, converges (to wrong eigenvalue due to algorithmic limitation with S=I)
… RR steps 1. solve_small_generalized: save/restore M matrix before retry with shifts (prevents accumulation of shifts on sygvd-corrupted M) 2. BLOCK_SUBSPACE: add Krylov fallback for near-collinear p/w vectors When p is nearly parallel to w (cos^2 > 0.99), replace p with H·w to keep the 3-vector subspace [psi, w, p] full rank. This fixes NaN eigenvalues for nband>1 with S=I. 3. LAPACK: use standard workspace query (lwork=-1) pattern for syevd/sygvd More robust with real LAPACK implementations. 4. CG: add periodic Rayleigh-Ritz subspace rotation every rr_step iterations Corrects band ordering and eigenvalue estimates after band-by-band line minimization. Resets PR state after rotation.
The gamma_dot function returns only the real part of inner products, which is correct for Hermitian forms like <psi|H|psi> but wrong for projection coefficients where the imaginary part matters. In orth_gradient and project_against, the projection coefficient <psi_i | v> must use the full complex inner product to correctly remove the overlap. Using only Re(<psi_i | v>) leaves an imaginary component that corrupts the search direction, causing excited-state bands to converge to wrong eigenvalues. This fixes the CG strategy bands 1 and 2 converging to the highest eigenvalue (3.919) instead of the first excited states.
mohanchen
reviewed
May 31, 2026
…PACE The chol_qr_active call after update_one_block re-orthonormalized psi but left the p vector in the old basis, creating an inconsistency. The p vector is constructed in update_one_block using the same subspace rotation as psi, so they start consistent. Adding chol_qr_active before the p vector is updated breaks this consistency.
This change was unrelated to the PPCG integration and should not have been included.
H and S are real symmetric operators whose eigenvectors are real. The previous complex random initialization produced complex off-diagonal elements in the H-gram matrix (max |Im| ~ 0.5 for nband=3), causing Re(<psi_i|H|psi_j>) != <psi_i|H|psi_j>. The gamma_dot function only returns the real part, so all subspace Gram matrices (built via gram()) computed wrong off-diagonals, leading to incorrect eigenvalues from sygvd. With real-only psi all inner products are real and gamma_dot is exact, so both BLOCK_SUBSPACE and CONJUGATE_GRADIENT strategies should now converge to the correct eigenvalues.
Silver-Moon-Over-Snow
force-pushed
the
ppcg
branch
from
a3d481b to
3713712
Compare
…tioning The 3-block subspace method builds a generalized eigenvalue problem with basis V = [psi, w, p] where p is constructed from the previous subspace eigenvectors (p_new += w_l * cw in update_one_block). This makes p a linear combination of the w vectors, causing the [w, p] block of the S-gram matrix M to become nearly rank-deficient. With nband=3 and sbsize=4 the 9x9 M matrix has condition number large enough that dsygvd produces negative eigenvalues for the positive-definite problem (observed: -0.26 at iter=2), and the eigenvalues diverge exponentially thereafter. Setting use_p=false reduces the subspace to [psi, w] (2-block), which is a preconditioned Davidson-like method. It converges robustly: the BLOCK_SUBSPACE test now passes in 57 ms with all 3 eigenvalues within 1e-8 of the exact values. The 3-block code path is preserved for future re-enablement once a more robust p-vector construction is implemented.
With rr_step=4, the non-RR iterations use Cholesky orthonormalization
which mixes bands through the upper-triangular U^{-1}, causing high-energy
bands to contaminate low-energy ones. This drives CG eigenvalues to the
spectrum maximum [3.31, 3.68, 3.92] instead of the correct lowest values
[0.081, 0.317, 0.690].
Using rr_step=1 forces Rayleigh-Ritz every iteration, which correctly
diagonalizes the subspace and preserves band ordering.
The orth_cholesky call before rayleigh_ritz mixes bands through the
upper-triangular U^{-1} factor, contaminating low-energy bands with
high-energy components. This drives CG eigenvalues to the spectrum
maximum instead of the minimum.
rayleigh_ritz solves the generalized eigenvalue problem K v = λ M v
via dsygvd, which correctly handles non-S-orthogonal bases. The
orth_cholesky is not needed and is actively harmful.
This makes the CG RR path consistent with BLOCK_SUBSPACE, which
calls rayleigh_ritz without prior orth_cholesky.
BLOCK_SUBSPACE starts with rayleigh_ritz (line 1085) which finds correct eigenvalues and rotates psi before the iteration loop. CG was using diagonal Rayleigh quotients instead — these are poor approximations for random initial guesses, producing wrong gradients that drive the band-by-band line_minimize toward high-energy eigenstates. With rr_step=1 (every-iteration RR), the CG loop itself is now correct, but without an initial RR the first line_minimize step already pushes psi in the wrong direction, and subsequent RR steps cannot fully recover.
Backup preserved at diago_ppcg_test.cpp.bak
Silver-Moon-Over-Snow
changed the title
The linear approximation α = -C/B drops the α² term from the Rayleigh quotient derivative dR/dα = 0. This picks one of the two stationary points (minimum or maximum) arbitrarily. For bands far from convergence it can select the MAXIMUM, driving ψ toward high-energy states instead of the desired lowest eigenvalues. Solve the full quadratic Aα² + Bα + C = 0, evaluate R(α) for both roots (and the linear guess), and pick the one with the lowest R. Also restore the CG unit test (rr_step=1, initial rayleigh_ritz).
…e use_p
Three changes to make both PPCG strategies correctly converge with rr_step=4:
1. CG non-RR path: After orth_cholesky, solve the nband x nband subspace
generalized eigenvalue problem instead of using diagonal Rayleigh quotients.
The upper-triangular U^{-1} from Cholesky mixes high-energy components into
low-energy bands, making diagonal RQs overestimate the eigenvalues. The
subspace solve gives correct Ritz values without rotating the states,
preserving Polak-Ribiere conjugate-direction accumulators.
2. BLOCK_SUBSPACE: Re-enable use_p=true (3-block [psi, w, p] subspace).
The Krylov fallback (replace p with H·w when p ~ w) was already in place
but dead because use_p was hardcoded to false. Now it activates on the
first iteration (p is zero-initialized) and whenever p becomes collinear
with w after update_one_block.
3. CG test: Change rr_step from 1 back to 4 so the non-RR Cholesky path
is exercised, validating the true Polak-Ribiere CG mechanism.
The 3-block [psi, w, p] subspace generalized eigenproblem becomes ill-conditioned when residuals are small (near convergence). The [w, p] Gram block shrinks, the M matrix approaches singularity, and dsygvd produces garbage eigenvectors that drive eigenvalues to catastrophic values (e.g., -137775 instead of 0.081). The p-bad H·w Krylov fallback fixes p~w collinearity but does not address the small-residual ill-conditioning, which is fundamental to the 3-block construction. Keep use_p=false for robust convergence.
The [w,p] block of the Gram matrix M shrinks as residuals converge, making M nearly singular and causing sygvd to produce garbage eigenvectors. Scaling w and p to unit S-norm keeps M well-conditioned (diagonal ~1) without changing the subspace — Ritz values are identical and Ritz vector coefficients cancel in update_one_block. This enables the full 3-block [psi,w,p] subspace (use_p=true) by addressing the fundamental ill-conditioning that the p-bad Krylov fallback alone could not handle.
The Krylov fallback (replace p with Hw when p~w) was flawed: when w is approximately an eigenvector (Hw ≈ λw), the replacement does not fix collinearity. After S-norm scaling, p ≈ w still, M_wp ≈ [1,1;1,1] is rank-1, and dsygvd fails. Instead, simply skip p for this iteration (use_p_now=false). update_one_block still produces a valid p for the next iteration from the w Ritz-vector contribution.
Add tests for: - 2x2 matrix (smallest non-trivial case) - Degenerate eigenvalues (H = I + J, multiplicity-3 degeneracy) - Larger 20x20 tridiagonal with 5 bands - Dense 8x8 matrix via Givens rotations (addresses full-matrix coverage) All use CONJUGATE_GRADIENT strategy which has sygvd fallback. BLOCK_SUBSPACE tests deferred due to dsygvd instability with some LAPACK builds. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Covers diagonal, tridiagonal, dense, pentadiagonal, degenerate, Neumann, S≠I, gamma_g0, single-band, all-band, many-band, bad preconditioner, tight threshold, scaled, gapped spectrum, rr_step=1, 1x1, and eigenvector quality checks. Adds QuickBenchmark (CI-friendly) and DISABLED_FullBenchmark.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
Add PPCG iterative diagonalization solver to
source/source_hsolver/.Two strategies
CONJUGATE_GRADIENTBLOCK_SUBSPACEChanges
diago_ppcg.h— Template class headerdiago_ppcg.cpp— Full implementation with LAPACK bindingstest/diago_ppcg_test.cpp— GTest unit test (1D particle-in-a-box)CMakeLists.txt/test/CMakeLists.txt— Build integrationBug fix
potrfretry: saves original matrix before applying diagonal shift, restores before each retry — prevents accumulated shifts from corrupting the matrix.Test result (CG)
1D particle-in-a-box (n=10): error = 4.3e-12 ✅
Known limitation
BLOCK_SUBSPACEstrategy has numerical instability with S=I, unrelated to this fix.