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arXiv:2003.05286 · SciPost Physics Core

Fast and stable determinant quantum Monte Carlo

Carsten Bauer

Published Jun 29, 2020• 13 citations
arXivHTMLPDF

Abstract

We assess numerical stabilization methods employed in fermion many-body quantum Monte Carlo simulations. In particular, we empirically compare various matrix decomposition and inversion schemes to gain control over numerical instabilities arising in the computation of equal-time and time-displaced Green's functions within the determinant quantum Monte Carlo (DQMC) framework. Based on this comparison, we identify a procedure based on pivoted QR decompositions which is both efficient and accurate to machine precision. The Julia programming language is used for the assessment and implementations of all discussed algorithms are provided in the open-source software library StableDQMC.jl.

DOI
10.21468/scipostphyscore.2.2.011

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We assess numerical stabilization methods employed in fermion many-body quantum Monte Carlo simulations. In particular, we empirically compare various matrix decomposition and inversion schemes to gain control over numerical instabilities arising in the computation of equal-time and time-displaced Green's functions within the determinant quantum Monte Carlo (DQMC) framework. Based on this comparison, we identify a procedure based on pivoted QR decompositions which is both efficient and accurate to machine precision. The Julia programming language is used for the assessment and implementations of all discussed algorithms are provided in the open-source software library StableDQMC.jl.
At low temperatures TTT where 1/T=β≫11/T=β\gg11/T=β≫1 the naïve implementation of determinant quantum Monte Carlo (DQMC) methods suffers from loss of precision and numerical instabilities when evaluating the fermion determinant. This instability propagates into the calculation of observables that rely on the evaluation of the inverse of the fermion matrix, or the Greens function. For DQMC methods that rely on the Hamiltonian Monte Carlo (HMC) algorithm, an additional complication comes from evaluating the force terms required for integrating Hamilton's equations of motion, since here loss of precision and numerical instabilities are also prevalent. We show how to address all these issues using various choices of matrix decompositions, allowing us to simulate at β≳90β\gtrsim 90β≳90, which corresponds to room temperature for graphene structures. Furthermore, our implementation has numerical costs that scale similarly to the naïve implementation, namely as O(Nx3Nt)\mathcal{O}(N_x^3N_t)O(Nx3​Nt​), where NxN_xNx​ (NtN_tNt​) is the number of spatial (temporal) sites.
Some algorithms for the numerically exact treatment of fermion determinants are summarised. This is not supposed to be a review, rather a concise handbook. The audience is expected to have a basic understanding of how to put fermions on a computer. We primarily discuss different ways to work with the fermion matrix in the "sausage" (Green's function) formulation for quantum Monte Carlo (QMC). We emphasise the need for varied approaches in different space-time volume regimes. In particular, for small spatial volumes we describe a numerically stable method based on dense matrix operations. It is designed specifically to deal with very low temperature regimes. On the other hand, for (relatively) large volumes we describe a highly efficient and scalable sparse matrix approach.
QMCPACK is open source scientific software designed to perform Quantum Monte Carlo (QMC) simulation, a first-principles method for describing many-body systems. The evaluation of each Monte Carlo move requires finding the determinant of a dense matrix in the wave functions. This calculation forms a key computational kernel in QMCPACK. After each accepted event, the wave function matrix undergoes a rank-one update to represent a single particle move within the system. The matrix inverse is updated via the Sherman-Morrison formula; occasionally, the explicit inverse must be recomputed to maintain numerical stability.; We propose an alternate approach to this kernel that utilizes QR factorization to maintain stability without refactorization. In addition, algorithms based on a novel delayed update scheme are explored in this effort. This strategy enables probability evaluation for multiple successive Monte Carlo moves, with application of accepted moves to the wave function matrix delayed until an event is denied, or a predetermined limit on acceptances p is reached. Accepted events grouped in this manner are then applied to the matrix en bloc with enhanced arithmetic intensity and computational efficiency.
Determinant Quantum Monte Carlo (DQMC) provides numerically exact solutions for strongly correlated fermionic systems but faces significant computational challenges with increasing system size. While submatrix updates were originally developed for Hirsch-Fye QMC with onsite interactions at finite temperatures, their comprehensive application in DQMC has remained unexplored despite noted algorithmic similarities. We present the first comprehensive application of submatrix updates in DQMC, significantly extending beyond the original scope by enabling simulations with extended interactions and at zero temperature. Building upon conventional fast updates and delay updates, our generalized implementation achieves an order-of-magnitude improvement in computational efficiency, enabling simulations of the half-filled Hubbard model on lattices up to 8,000 sites - a scale previously challenging with standard DQMC implementations. This enhanced computational capability allows us to accurately determine the finite-temperature phase diagram of the 3D Hubbard model at half-filling. Our findings not only shed light on the phase transitions within these complex systems but also pave the way for more effective simulations of strongly correlated electrons, potentially guiding experimental efforts in cold atom simulations of the 3D Hubbard model.
We present a unified theory of the variational Monte Carlo (VMC) and determinant quantum Monte Carlo (DQMC) methods using a novel density matrix formulation of VMC. We introduce an efficient algorithm for VMC to compute correlation functions and expectation values based on the auxiliary field Hirsch-Hubbard-Stratonovic transformation. We show that this new approach to VMC converges significantly faster than its traditional implementations. Furthermore, we generalize the Trotter-Suzuki decomposition to finite imaginary time steps τ∼O(1)τ\sim O(1)τ∼O(1) and develop a variational quantum Monte Carlo (VQMC) method accordingly, which is more accurate than VMC and can incorporate quantum fluctuations more efficiently. The two extreme limits of the VQMC method, namely infinitesimal and infinite imaginary time steps, correspond to the DQMC and VMC techniques, respectively. We demonstrate that our VQMC allows us to access lower temperatures in comparison with the conventional DQMC before the sign problem comes into play. We finally show that our VQMC can also enhance the accuracy of the projector Monte Carlo methods by providing better and less biased candidates for the trial wave functions, requiring shorter projection times for a given accuracy and alleviating the sign problem further.
In the absence of a fermion sign problem, auxiliary-field (or determinantal) quantum Monte Carlo (DQMC) approaches have long been the numerical method of choice for unbiased, large-scale simulations of interacting many-fermion systems. More recently, the conceptual scope of this approach has been expanded by introducing ingenious schemes to compute entanglement entropies within its framework. On a practical level, these approaches, however, suffer from a variety of numerical instabilities that have largely impeded their applicability. Here we report on a number of algorithmic advances to overcome many of these numerical instabilities and significantly improve the calculation of entanglement measures in the zero-temperature projective DQMC approach, ultimately allowing us to reach similar system sizes as for the computation of conventional observables. We demonstrate the applicability of this improved DQMC approach by providing an entanglement perspective on the quantum phase transition from a magnetically ordered Mott insulator to a band insulator in the bilayer square lattice Hubbard model at half filling.