Create eigen_barrage_parallel_refinement_testing.py
Browse files
eigen_barrage_parallel_refinement_testing.py
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| 1 |
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"""
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| 2 |
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Diagnostic: what exactly breaks in parallel root-finding?
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| 4 |
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Test 1: Pure parallel Laguerre (no Aberth, no clamp, no damp)
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| 5 |
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Test 2: Parallel Laguerre + Aberth
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Test 3: Sequential Laguerre + deflation (baseline)
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Prints per-iteration convergence to identify exactly where it goes wrong.
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"""
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import math, torch
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| 11 |
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torch.backends.cuda.matmul.allow_tf32 = False
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torch.set_float32_matmul_precision('highest')
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dev = torch.device('cuda')
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B = 512; N = 6
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torch.manual_seed(42)
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A = (lambda R: (R+R.mT)/2)(torch.randn(B, N, N, device=dev))
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| 19 |
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rv, rV = torch.linalg.eigh(A)
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| 21 |
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# FL Phase 1 β get characteristic polynomial
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sc = (torch.linalg.norm(A.reshape(B,-1), dim=-1) / math.sqrt(N)).clamp(min=1e-12)
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| 23 |
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As = A / sc[:, None, None]; Ad = As.double()
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| 24 |
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I_d = torch.eye(N, device=dev, dtype=torch.float64).unsqueeze(0).expand(B,-1,-1)
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c = torch.zeros(B, N+1, device=dev, dtype=torch.float64); c[:, N] = 1.0
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Mk = torch.zeros(B, N, N, device=dev, dtype=torch.float64)
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for k in range(1, N+1):
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Mk = torch.bmm(Ad, Mk) + c[:, N-k+1, None, None] * I_d
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c[:, N-k] = -(Ad * Mk).sum((-2,-1)) / k
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# True roots (scaled)
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true_roots = (rv / sc.unsqueeze(-1)).double().sort(dim=-1).values
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# Init from diagonal
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z_init = Ad.diagonal(dim1=-2, dim2=-1).sort(dim=-1).values
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| 36 |
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pert = torch.linspace(-1e-3, 1e-3, N, device=dev, dtype=torch.float64).unsqueeze(0)
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| 37 |
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z_init = z_init + pert
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| 38 |
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| 39 |
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def horner_pd(c, z):
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| 40 |
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"""Evaluate p(z), p'(z), p''(z)/2 via Horner. c: [B,n+1], z: [B,n]"""
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| 41 |
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B, n_roots = z.shape
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| 42 |
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n = c.shape[1] - 1
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| 43 |
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pv = c[:, n:n+1].expand(B, n_roots)
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| 44 |
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dp = torch.zeros_like(pv)
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| 45 |
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d2 = torch.zeros_like(pv)
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for j in range(n-1, -1, -1):
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d2 = d2 * z + dp
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| 48 |
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dp = dp * z + pv
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pv = pv * z + c[:, j:j+1]
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| 50 |
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return pv, dp, d2
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| 52 |
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def laguerre_step(c, z, n):
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| 53 |
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pv, dp, d2 = horner_pd(c, z)
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| 54 |
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ok = pv.abs() > 1e-30
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| 55 |
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ps = torch.where(ok, pv, torch.ones_like(pv))
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| 56 |
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G = torch.where(ok, dp / ps, torch.zeros_like(dp))
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| 57 |
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H = G * G - torch.where(ok, 2.0 * d2 / ps, torch.zeros_like(d2))
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| 58 |
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disc = ((n-1.0) * (n * H - G * G)).clamp(min=0.0)
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| 59 |
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sq = torch.sqrt(disc)
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| 60 |
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gp = G + sq; gm = G - sq
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| 61 |
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den = torch.where(gp.abs() >= gm.abs(), gp, gm)
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| 62 |
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return torch.where(den.abs() > 1e-20, float(n) / den, torch.zeros_like(den))
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| 63 |
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mask_eye = torch.eye(N, device=dev, dtype=torch.bool).unsqueeze(0)
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| 65 |
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| 66 |
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def aberth_correction(z):
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| 67 |
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diffs = z.unsqueeze(-1) - z.unsqueeze(-2)
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| 68 |
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diffs_safe = diffs.masked_fill(mask_eye, 1.0)
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| 69 |
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return (1.0 / diffs_safe).masked_fill(mask_eye, 0.0).sum(-1)
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| 70 |
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| 71 |
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def report(label, z, iteration):
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| 72 |
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err = (z.sort(dim=-1).values - true_roots).abs().max().item()
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| 73 |
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# Check for duplicates: min gap between sorted roots
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| 74 |
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zs = z.sort(dim=-1).values
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| 75 |
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min_gap = (zs[:, 1:] - zs[:, :-1]).min().item()
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| 76 |
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# p(z) residual
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| 77 |
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pv, _, _ = horner_pd(c, z)
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| 78 |
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p_res = pv.abs().max().item()
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| 79 |
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print(f" {label:>5} it={iteration:>2} max_err={err:.2e} min_gap={min_gap:.2e} |p(z)|={p_res:.2e}")
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| 80 |
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| 81 |
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print("="*78)
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| 82 |
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print(" Diagnostic: Parallel Root-Finding")
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| 83 |
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print("="*78)
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print(f" B={B} N={N}")
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| 85 |
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print(f" True eigenvalue range: [{true_roots.min().item():.3f}, {true_roots.max().item():.3f}]")
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| 86 |
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print(f" Diagonal init range: [{z_init.min().item():.3f}, {z_init.max().item():.3f}]")
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| 87 |
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| 88 |
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# βββ Test 1: Pure parallel Laguerre (no Aberth) βββ
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| 89 |
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print(f"\n --- Test 1: Pure Laguerre (no Aberth) ---")
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| 90 |
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z = z_init.clone()
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| 91 |
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for it in range(20):
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step = laguerre_step(c, z, N)
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| 93 |
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z = z - step
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| 94 |
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if it < 5 or it % 5 == 4:
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| 95 |
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report("PurL", z, it)
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| 96 |
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| 97 |
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# βββ Test 2: Laguerre + Aberth (full strength) βββ
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| 98 |
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print(f"\n --- Test 2: Laguerre + Aberth (full) ---")
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| 99 |
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z = z_init.clone()
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| 100 |
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for it in range(20):
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| 101 |
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step = laguerre_step(c, z, N)
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| 102 |
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corr = aberth_correction(z)
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| 103 |
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denom = 1.0 - step * corr
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| 104 |
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denom_safe = torch.where(denom.abs() > 1e-20, denom, torch.ones_like(denom))
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| 105 |
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full_step = torch.where(denom.abs() > 1e-20, step / denom_safe, step)
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| 106 |
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z = z - full_step
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| 107 |
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if it < 5 or it % 5 == 4:
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| 108 |
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report("LA-F", z, it)
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| 109 |
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| 110 |
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# βββ Test 3: Laguerre + weak Aberth (0.1Γ correction) βββ
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| 111 |
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print(f"\n --- Test 3: Laguerre + weak Aberth (0.1x) ---")
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| 112 |
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z = z_init.clone()
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| 113 |
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for it in range(20):
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| 114 |
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step = laguerre_step(c, z, N)
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| 115 |
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corr = aberth_correction(z)
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| 116 |
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denom = 1.0 - 0.1 * step * corr
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| 117 |
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denom_safe = torch.where(denom.abs() > 1e-20, denom, torch.ones_like(denom))
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| 118 |
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full_step = torch.where(denom.abs() > 1e-20, step / denom_safe, step)
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| 119 |
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z = z - full_step
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| 120 |
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if it < 5 or it % 5 == 4:
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| 121 |
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report("LA.1", z, it)
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| 122 |
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| 123 |
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# βββ Test 4: Pure Laguerre + post-sort each iteration βββ
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| 124 |
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print(f"\n --- Test 4: Pure Laguerre + re-sort ---")
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| 125 |
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z = z_init.clone()
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| 126 |
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for it in range(20):
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| 127 |
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step = laguerre_step(c, z, N)
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| 128 |
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z = z - step
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| 129 |
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z = z.sort(dim=-1).values # keep sorted
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| 130 |
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if it < 5 or it % 5 == 4:
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| 131 |
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report("PL+S", z, it)
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| 132 |
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| 133 |
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# βββ Test 5: Laguerre + Aberth + damped ramp βββ
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| 134 |
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print(f"\n --- Test 5: Laguerre + Aberth damped (0.1 β 1.0) ---")
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| 135 |
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z = z_init.clone()
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| 136 |
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for it in range(20):
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| 137 |
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step = laguerre_step(c, z, N)
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| 138 |
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corr = aberth_correction(z)
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| 139 |
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alpha = min(1.0, 0.1 + 0.1 * it)
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| 140 |
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denom = 1.0 - alpha * step * corr
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| 141 |
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denom_safe = torch.where(denom.abs() > 1e-20, denom, torch.ones_like(denom))
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| 142 |
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full_step = torch.where(denom.abs() > 1e-20, step / denom_safe, step)
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| 143 |
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z = z - full_step
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| 144 |
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z = z.sort(dim=-1).values
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| 145 |
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if it < 5 or it % 5 == 4:
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| 146 |
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report("LADa", z, it)
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| 147 |
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| 148 |
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# βββ Test 6: Newton + Aberth (original Aberth-Ehrlich) βββ
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| 149 |
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print(f"\n --- Test 6: Newton + Aberth ---")
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| 150 |
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z = z_init.clone()
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| 151 |
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for it in range(20):
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| 152 |
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pv, dp, _ = horner_pd(c, z)
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| 153 |
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ok = dp.abs() > 1e-30
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| 154 |
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w = torch.where(ok, pv / dp, torch.zeros_like(pv))
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| 155 |
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corr = aberth_correction(z)
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| 156 |
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denom = 1.0 - w * corr
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| 157 |
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denom_safe = torch.where(denom.abs() > 1e-20, denom, torch.ones_like(denom))
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| 158 |
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full_step = torch.where(denom.abs() > 1e-20, w / denom_safe, w)
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| 159 |
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z = z - full_step
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| 160 |
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if it < 5 or it % 5 == 4:
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| 161 |
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report("NwAb", z, it)
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| 162 |
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| 163 |
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# βββ Test 7: Pure Newton (no Aberth) βββ
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| 164 |
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print(f"\n --- Test 7: Pure Newton ---")
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| 165 |
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z = z_init.clone()
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| 166 |
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for it in range(20):
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| 167 |
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pv, dp, _ = horner_pd(c, z)
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| 168 |
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ok = dp.abs() > 1e-30
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| 169 |
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w = torch.where(ok, pv / dp, torch.zeros_like(pv))
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| 170 |
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z = z - w
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| 171 |
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if it < 5 or it % 5 == 4:
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| 172 |
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report("PurN", z, it)
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| 173 |
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| 174 |
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print("="*78)
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