From density-matrix renormalization group to matrix product states

In this paper we give an introduction to the numerical density matrix renormalization group (DMRG) algorithm, from the perspective of the more general matrix product state (MPS) formulation. We cover in detail the differences between the original DMRG formulation and the MPS approach, demonstrating the additional flexibility that arises from constructing both the wavefunction and the Hamiltonian in MPS form. We also show how to make use of global symmetries, for both the Abelian and non-Abelian cases.Comment: Numerous small changes and clarifications, added a figur

The principle of indirect elimination

The principle of indirect elimination states that an algorithm for solving discretized differential equations can be used to identify its own bad-converging modes. When the number of bad-converging modes of the algorithm is not too large, the modes thus identified can be used to strongly improve the convergence. The method presented here is applicable to any standard algorithm like Conjugate Gradient, relaxation or multigrid. An example from theoretical physics, the Dirac equation in the presence of almost-zero modes arising from instantons, is studied. Using the principle, bad-converging modes are removed efficiently. Applied locally, the principle is one of the main ingredients of the Iteratively Smooting Unigrid algorithm.Comment: 16 pages, LaTeX-style espart (elsevier preprint style). Three .eps-figures are now added with the figure command

A GPU-based hyperbolic SVD algorithm

A one-sided Jacobi hyperbolic singular value decomposition (HSVD) algorithm, using a massively parallel graphics processing unit (GPU), is developed. The algorithm also serves as the final stage of solving a symmetric indefinite eigenvalue problem. Numerical testing demonstrates the gains in speed and accuracy over sequential and MPI-parallelized variants of similar Jacobi-type HSVD algorithms. Finally, possibilities of hybrid CPU--GPU parallelism are discussed.Comment: Accepted for publication in BIT Numerical Mathematic

A hierarchically blocked Jacobi SVD algorithm for single and multiple graphics processing units

We present a hierarchically blocked one-sided Jacobi algorithm for the singular value decomposition (SVD), targeting both single and multiple graphics processing units (GPUs). The blocking structure reflects the levels of GPU's memory hierarchy. The algorithm may outperform MAGMA's dgesvd, while retaining high relative accuracy. To this end, we developed a family of parallel pivot strategies on GPU's shared address space, but applicable also to inter-GPU communication. Unlike common hybrid approaches, our algorithm in a single GPU setting needs a CPU for the controlling purposes only, while utilizing GPU's resources to the fullest extent permitted by the hardware. When required by the problem size, the algorithm, in principle, scales to an arbitrary number of GPU nodes. The scalability is demonstrated by more than twofold speedup for sufficiently large matrices on a Tesla S2050 system with four GPUs vs. a single Fermi card.Comment: Accepted for publication in SIAM Journal on Scientific Computin

A robust, open-source implementation of the locally optimal block preconditioned conjugate gradient for large eigenvalue problems in quantum chemistry

We present two open-source implementations of the locally optimal block preconditioned conjugate gradient (lobpcg) algorithm to find a few eigenvalues and eigenvectors of large, possibly sparse matrices. We then test lobpcg for various quantum chemistry problems, encompassing medium to large, dense to sparse, well-behaved to ill-conditioned ones, where the standard method typically used is Davidson’s diagonalization. Numerical tests show that while Davidson’s method remains the best choice for most applications in quantum chemistry, LOBPCG represents a competitive alternative, especially when memory is an issue, and can even outperform Davidson for ill-conditioned, non-diagonally dominant problems

Non-normal Recurrent Neural Network (nnRNN): learning long time dependencies while improving expressivity with transient dynamics

A recent strategy to circumvent the exploding and vanishing gradient problem in RNNs, and to allow the stable propagation of signals over long time scales, is to constrain recurrent connectivity matrices to be orthogonal or unitary. This ensures eigenvalues with unit norm and thus stable dynamics and training. However this comes at the cost of reduced expressivity due to the limited variety of orthogonal transformations. We propose a novel connectivity structure based on the Schur decomposition and a splitting of the Schur form into normal and non-normal parts. This allows to parametrize matrices with unit-norm eigenspectra without orthogonality constraints on eigenbases. The resulting architecture ensures access to a larger space of spectrally constrained matrices, of which orthogonal matrices are a subset. This crucial difference retains the stability advantages and training speed of orthogonal RNNs while enhancing expressivity, especially on tasks that require computations over ongoing input sequences