CI estimation
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EC.jl
65
EC.jl
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@ -1,4 +1,4 @@
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using SparseArrays, LinearAlgebra, Arpack, Plots
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using Statistics, SparseArrays, LinearAlgebra, Arpack, Plots
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include("common.jl")
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"EC model for a Hamiltonian family H(c) = H0 + c * H1"
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@ -12,11 +12,18 @@ mutable struct affine_EC
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H1_EC
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N_EC
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ensemble_size::Int
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H0_EC_ensemble
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H1_EC_ensemble
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N_EC_ensemble
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training_E::Vector{ComplexF64}
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exact_E::Vector{ComplexF64}
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extrapolated_E::Vector{ComplexF64}
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extrapolated_CI::Vector{ComplexF64}
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affine_EC(H0::AbstractMatrix{ComplexF64}, H1::AbstractMatrix{ComplexF64}, weights::Vector{ComplexF64}=ones(ComplexF64, size(H0, 1))) = new(H0, H1, weights, false, nothing, nothing, nothing, ComplexF64[], ComplexF64[], ComplexF64[])
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affine_EC(H0::AbstractMatrix{ComplexF64}, H1::AbstractMatrix{ComplexF64}, weights::Vector{ComplexF64}=ones(ComplexF64, size(H0, 1)); ensemble_size=0) =
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new(H0, H1, weights, false, nothing, nothing, nothing, ensemble_size, Matrix[], Matrix[], Matrix[], ComplexF64[], ComplexF64[], ComplexF64[], ComplexF64[])
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end
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"Train an EC model for a given range of c values.
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@ -51,18 +58,20 @@ function train!(EC::affine_EC, c_vals; ref_eval=-10.0, pseudo_inv_rtol=1e-6, gra
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end
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CAEC && append!(training_vecs, conj.(training_vecs))
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weights_mat = spdiagm(EC.weights)
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if gram_schmidt_threshold ≠ 0
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if gram_schmidt_threshold > 0
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EC.ensemble_size > 0 && generate_resampled_EC_matrices(EC, training_vecs, weights_mat, gram_schmidt_threshold)
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training_vecs = gram_schmidt!(training_vecs, EC.weights, gram_schmidt_threshold; verbose=verbose)
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end
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EC_basis = hcat(training_vecs...)
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weights_mat = spdiagm(EC.weights)
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EC.H0_EC = transpose(EC_basis) * weights_mat * EC.H0 * EC_basis
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EC.H1_EC = transpose(EC_basis) * weights_mat * EC.H1 * EC_basis
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EC.N_EC = transpose(EC_basis) * weights_mat * EC_basis
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if pseudo_inv_rtol > 0
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EC.ensemble_size > 0 && generate_resampled_EC_matrices(EC, pseudo_inv_rtol)
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inv_N_EC = pinv(EC.N_EC; rtol=pseudo_inv_rtol)
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EC.H0_EC = inv_N_EC * EC.H0_EC
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EC.H1_EC = inv_N_EC * EC.H1_EC
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@ -72,6 +81,38 @@ function train!(EC::affine_EC, c_vals; ref_eval=-10.0, pseudo_inv_rtol=1e-6, gra
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EC.trained = true
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end
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resample(n::Int) = rand(1:n, n) |> unique |> sort
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"Generate an resampled ensemble of reduced matrices performing Gram-Schmidt orthonormalization for each."
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function generate_resampled_EC_matrices(EC::affine_EC, training_vecs, weights_mat, gram_schmidt_threshold)
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for _ in 1:EC.ensemble_size
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sampled_vecs = deepcopy(training_vecs[resample(length(training_vecs))])
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orth_vecs = gram_schmidt!(sampled_vecs, EC.weights, gram_schmidt_threshold; verbose=false)
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EC_basis = hcat(orth_vecs...)
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H0_EC = transpose(EC_basis) * weights_mat * EC.H0 * EC_basis
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H1_EC = transpose(EC_basis) * weights_mat * EC.H1 * EC_basis
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N_EC = transpose(EC_basis) * weights_mat * EC_basis
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push!(EC.H0_EC_ensemble, H0_EC)
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push!(EC.H1_EC_ensemble, H1_EC)
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push!(EC.N_EC_ensemble, N_EC)
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end
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end
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"Generate an resampled ensemble of reduced matrices performing Moore-Penrose psuedoinverse for each."
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function generate_resampled_EC_matrices(EC::affine_EC, pseudo_inv_rtol)
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for _ in 1:EC.ensemble_size
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sample = resample(size(EC.N_EC, 1))
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new_N_EC = EC.N_EC[sample, sample]
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new_H0_EC = EC.H0_EC[sample, sample]
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new_H1_EC = EC.H1_EC[sample, sample]
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inv_N_EC = pinv(new_N_EC; rtol=pseudo_inv_rtol)
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push!(EC.H0_EC_ensemble, inv_N_EC * new_H0_EC)
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push!(EC.H1_EC_ensemble, inv_N_EC * new_H1_EC)
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end
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end
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"Extrapolate using a trained EC model for a given range of c values
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If a list is provided for ref_eval, they are used as reference values for picking the closest eigenvalues at each point.
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If a single number is provided for ref_eval, it is used as a reference for the first point, and the previous eigenvalue is used as the reference for each successive point.
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@ -106,6 +147,18 @@ function extrapolate!(EC::affine_EC, c_vals; ref_eval=EC.training_E[end], verbos
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H_EC = EC.H0_EC + c .* EC.H1_EC
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evals = isnothing(EC.N_EC) ? eigvals(H_EC) : eigvals(H_EC, EC.N_EC)
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push!(EC.extrapolated_E, nearest(evals, current_E))
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if EC.ensemble_size > 0
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E_ensemble = ComplexF64[]
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for i in 1:EC.ensemble_size
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H_EC = EC.H0_EC_ensemble[i] + c .* EC.H1_EC_ensemble[i]
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evals = isempty(EC.N_EC_ensemble) ? eigvals(H_EC) : eigvals(H_EC, EC.N_EC_ensemble[i])
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push!(E_ensemble, nearest(evals, current_E))
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end
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re_CI = std(real.(E_ensemble))
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im_CI = std(imag.(E_ensemble))
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push!(EC.extrapolated_CI, complex(re_CI, im_CI))
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end
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end
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end
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@ -116,7 +169,11 @@ exportCSV(EC::affine_EC, filename) = exportCSV(filename, (EC.training_E, EC.exac
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function plot(EC::affine_EC, save_fig_filename=nothing; basis_points=nothing, basis_contour=nothing, xlims=nothing, ylims=nothing)
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scatter(real.(EC.training_E), imag.(EC.training_E), label="training")
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scatter!(real.(EC.exact_E), imag.(EC.exact_E), label="exact")
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if EC.ensemble_size > 0
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scatter!(real.(EC.extrapolated_E), imag.(EC.extrapolated_E), xerror=real.(EC.extrapolated_CI), yerror=imag.(EC.extrapolated_CI), label="extrapolated")
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else
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scatter!(real.(EC.extrapolated_E), imag.(EC.extrapolated_E), label="extrapolated")
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end
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isnothing(basis_points) || scatter!(real.(basis_points), imag.(basis_points), m=:x, label="basis")
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isnothing(basis_contour) || plot!(real.(basis_contour), imag.(basis_contour), label="contour")
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@ -32,7 +32,7 @@ extrapolating_ref = [4.076662025307587-0.012709842443350328im,
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1.7164583929199813-0.0005455212208182736im,
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1.233088227541505-0.0003070320106485624im]
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EC = affine_EC(H0, Vp, weights)
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EC = affine_EC(H0, Vp, weights; ensemble_size=32)
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train!(EC, training_c; ref_eval=training_ref, CAEC=true)
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extrapolate!(EC, extrapolating_c; ref_eval=extrapolating_ref)
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@ -32,7 +32,7 @@ exact_E = [4.076662025307587-0.012709842443350328im,
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1.7164583929199813-0.0005455212208182736im,
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1.233088227541505-0.0003070320106485624im]
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EC = affine_EC(H0, Vp, weights)
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EC = affine_EC(H0, Vp, weights; ensemble_size=32)
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train!(EC, training_c; ref_eval=training_ref, CAEC=true)
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extrapolate!(EC, extrapolating_c; precalculated_exact_E=exact_E)
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@ -28,7 +28,7 @@ extrapolating_ref = [4.076662025307587-0.012709842443350328im,
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training_c = [2.6, 2.4, 2.2, 2.0, 1.8]
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extrapolating_c = 0.0 : 0.2 : 1.2
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EC = affine_EC(H0, Vp)
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EC = affine_EC(H0, Vp; ensemble_size=32)
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train!(EC, training_c; ref_eval=training_ref, CAEC=true)
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extrapolate!(EC, extrapolating_c; ref_eval=extrapolating_ref)
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