| """ |
| Diagnostic: what exactly breaks in parallel root-finding? |
| |
| Test 1: Pure parallel Laguerre (no Aberth, no clamp, no damp) |
| Test 2: Parallel Laguerre + Aberth |
| Test 3: Sequential Laguerre + deflation (baseline) |
| |
| Prints per-iteration convergence to identify exactly where it goes wrong. |
| """ |
| import math, torch |
|
|
| torch.backends.cuda.matmul.allow_tf32 = False |
| torch.set_float32_matmul_precision('highest') |
|
|
| dev = torch.device('cuda') |
| B = 512; N = 6 |
| torch.manual_seed(42) |
| A = (lambda R: (R+R.mT)/2)(torch.randn(B, N, N, device=dev)) |
| rv, rV = torch.linalg.eigh(A) |
|
|
| |
| sc = (torch.linalg.norm(A.reshape(B,-1), dim=-1) / math.sqrt(N)).clamp(min=1e-12) |
| As = A / sc[:, None, None]; Ad = As.double() |
| I_d = torch.eye(N, device=dev, dtype=torch.float64).unsqueeze(0).expand(B,-1,-1) |
| c = torch.zeros(B, N+1, device=dev, dtype=torch.float64); c[:, N] = 1.0 |
| Mk = torch.zeros(B, N, N, device=dev, dtype=torch.float64) |
| for k in range(1, N+1): |
| Mk = torch.bmm(Ad, Mk) + c[:, N-k+1, None, None] * I_d |
| c[:, N-k] = -(Ad * Mk).sum((-2,-1)) / k |
|
|
| |
| true_roots = (rv / sc.unsqueeze(-1)).double().sort(dim=-1).values |
|
|
| |
| z_init = Ad.diagonal(dim1=-2, dim2=-1).sort(dim=-1).values |
| pert = torch.linspace(-1e-3, 1e-3, N, device=dev, dtype=torch.float64).unsqueeze(0) |
| z_init = z_init + pert |
|
|
| def horner_pd(c, z): |
| """Evaluate p(z), p'(z), p''(z)/2 via Horner. c: [B,n+1], z: [B,n]""" |
| B, n_roots = z.shape |
| n = c.shape[1] - 1 |
| pv = c[:, n:n+1].expand(B, n_roots) |
| dp = torch.zeros_like(pv) |
| d2 = torch.zeros_like(pv) |
| for j in range(n-1, -1, -1): |
| d2 = d2 * z + dp |
| dp = dp * z + pv |
| pv = pv * z + c[:, j:j+1] |
| return pv, dp, d2 |
|
|
| def laguerre_step(c, z, n): |
| pv, dp, d2 = horner_pd(c, z) |
| ok = pv.abs() > 1e-30 |
| ps = torch.where(ok, pv, torch.ones_like(pv)) |
| G = torch.where(ok, dp / ps, torch.zeros_like(dp)) |
| H = G * G - torch.where(ok, 2.0 * d2 / ps, torch.zeros_like(d2)) |
| disc = ((n-1.0) * (n * H - G * G)).clamp(min=0.0) |
| sq = torch.sqrt(disc) |
| gp = G + sq; gm = G - sq |
| den = torch.where(gp.abs() >= gm.abs(), gp, gm) |
| return torch.where(den.abs() > 1e-20, float(n) / den, torch.zeros_like(den)) |
|
|
| mask_eye = torch.eye(N, device=dev, dtype=torch.bool).unsqueeze(0) |
|
|
| def aberth_correction(z): |
| diffs = z.unsqueeze(-1) - z.unsqueeze(-2) |
| diffs_safe = diffs.masked_fill(mask_eye, 1.0) |
| return (1.0 / diffs_safe).masked_fill(mask_eye, 0.0).sum(-1) |
|
|
| def report(label, z, iteration): |
| err = (z.sort(dim=-1).values - true_roots).abs().max().item() |
| |
| zs = z.sort(dim=-1).values |
| min_gap = (zs[:, 1:] - zs[:, :-1]).min().item() |
| |
| pv, _, _ = horner_pd(c, z) |
| p_res = pv.abs().max().item() |
| print(f" {label:>5} it={iteration:>2} max_err={err:.2e} min_gap={min_gap:.2e} |p(z)|={p_res:.2e}") |
|
|
| print("="*78) |
| print(" Diagnostic: Parallel Root-Finding") |
| print("="*78) |
| print(f" B={B} N={N}") |
| print(f" True eigenvalue range: [{true_roots.min().item():.3f}, {true_roots.max().item():.3f}]") |
| print(f" Diagonal init range: [{z_init.min().item():.3f}, {z_init.max().item():.3f}]") |
|
|
| |
| print(f"\n --- Test 1: Pure Laguerre (no Aberth) ---") |
| z = z_init.clone() |
| for it in range(20): |
| step = laguerre_step(c, z, N) |
| z = z - step |
| if it < 5 or it % 5 == 4: |
| report("PurL", z, it) |
|
|
| |
| print(f"\n --- Test 2: Laguerre + Aberth (full) ---") |
| z = z_init.clone() |
| for it in range(20): |
| step = laguerre_step(c, z, N) |
| corr = aberth_correction(z) |
| denom = 1.0 - step * corr |
| denom_safe = torch.where(denom.abs() > 1e-20, denom, torch.ones_like(denom)) |
| full_step = torch.where(denom.abs() > 1e-20, step / denom_safe, step) |
| z = z - full_step |
| if it < 5 or it % 5 == 4: |
| report("LA-F", z, it) |
|
|
| |
| print(f"\n --- Test 3: Laguerre + weak Aberth (0.1x) ---") |
| z = z_init.clone() |
| for it in range(20): |
| step = laguerre_step(c, z, N) |
| corr = aberth_correction(z) |
| denom = 1.0 - 0.1 * step * corr |
| denom_safe = torch.where(denom.abs() > 1e-20, denom, torch.ones_like(denom)) |
| full_step = torch.where(denom.abs() > 1e-20, step / denom_safe, step) |
| z = z - full_step |
| if it < 5 or it % 5 == 4: |
| report("LA.1", z, it) |
|
|
| |
| print(f"\n --- Test 4: Pure Laguerre + re-sort ---") |
| z = z_init.clone() |
| for it in range(20): |
| step = laguerre_step(c, z, N) |
| z = z - step |
| z = z.sort(dim=-1).values |
| if it < 5 or it % 5 == 4: |
| report("PL+S", z, it) |
|
|
| |
| print(f"\n --- Test 5: Laguerre + Aberth damped (0.1 β 1.0) ---") |
| z = z_init.clone() |
| for it in range(20): |
| step = laguerre_step(c, z, N) |
| corr = aberth_correction(z) |
| alpha = min(1.0, 0.1 + 0.1 * it) |
| denom = 1.0 - alpha * step * corr |
| denom_safe = torch.where(denom.abs() > 1e-20, denom, torch.ones_like(denom)) |
| full_step = torch.where(denom.abs() > 1e-20, step / denom_safe, step) |
| z = z - full_step |
| z = z.sort(dim=-1).values |
| if it < 5 or it % 5 == 4: |
| report("LADa", z, it) |
|
|
| |
| print(f"\n --- Test 6: Newton + Aberth ---") |
| z = z_init.clone() |
| for it in range(20): |
| pv, dp, _ = horner_pd(c, z) |
| ok = dp.abs() > 1e-30 |
| w = torch.where(ok, pv / dp, torch.zeros_like(pv)) |
| corr = aberth_correction(z) |
| denom = 1.0 - w * corr |
| denom_safe = torch.where(denom.abs() > 1e-20, denom, torch.ones_like(denom)) |
| full_step = torch.where(denom.abs() > 1e-20, w / denom_safe, w) |
| z = z - full_step |
| if it < 5 or it % 5 == 4: |
| report("NwAb", z, it) |
|
|
| |
| print(f"\n --- Test 7: Pure Newton ---") |
| z = z_init.clone() |
| for it in range(20): |
| pv, dp, _ = horner_pd(c, z) |
| ok = dp.abs() > 1e-30 |
| w = torch.where(ok, pv / dp, torch.zeros_like(pv)) |
| z = z - w |
| if it < 5 or it % 5 == 4: |
| report("PurN", z, it) |
|
|
| print("="*78) |