Tutorial

In order to have a first overview of the main features of the mc_generic class, let’s start with a concrete Monte Carlo code. We will consider maybe the simplest problem ever: a single spin in a magnetic field \(h\) at a temperature \(1/\beta\). The Hamiltonian is simply:

\[\mathcal{H} = - h (n_\uparrow - n_\downarrow).\]

You want to compute the magnetization of this single spin. From statistical mechanics it is clearly just

\[m = \frac{\exp(\beta h) - \exp(-\beta h)}{\exp(\beta h) + \exp(-\beta h)}\]

The C++ code for this problem

Let’s see how we can get this result from a Monte Carlo simulation. Here is a code that would do the job. Note that we put everything in one file here, but obviously you would usually want to cut this into pieces for clarity:

#include <iostream>
#include <triqs/utility/callbacks.hpp>
#include <triqs/mc_tools/mc_generic.hpp>

// --------------- the configuration: a spin, the inverse temperature, the external field ---
struct configuration {
  int spin;
  double beta, h;
  configuration(double beta_, double h_) : spin(-1), beta(beta_), h(h_) {}
};

// --------------- a move: flip the spin ---------------
struct flip {
  configuration *config;

  flip(configuration *config_) : config(config_) {}

  double attempt() { return std::exp(-2 * config->spin * config->h * config->beta); }
  double accept() {
    config->spin *= -1;
    return 1.0;
  }
  void reject() {}
};

//  ----------------- a measurement: the magnetization ------------
struct compute_m {
  configuration *config;
  double Z = 0, M = 0;

  compute_m(configuration *config_) : config(config_) {}

  void accumulate(double sign) {
    Z += sign;
    M += sign * config->spin;
  }

  void collect_results(triqs::mpi::communicator c) {
    double sum_Z = triqs::mpi::reduce(Z, c);
    double sum_M = triqs::mpi::reduce(M, c);
    if (c.rank() == 0) std::cout << "Magnetization: " << sum_M / sum_Z << std::endl;
  }
};

//  ----------------- main ------------
int main(int argc, char *argv[]) {

  // initialize mpi
  triqs::mpi::environment env(argc, argv);
  triqs::mpi::communicator world;

  // greeting
  if (world.rank() == 0) std::cout << "Isolated spin" << std::endl;

  // prepare the MC parameters
  int n_cycles            = 5000000;
  int length_cycle        = 10;
  int n_warmup_cycles     = 10000;
  std::string random_name = "";
  int random_seed         = 374982 + world.rank() * 273894;
  int verbosity           = (world.rank() == 0 ? 2 : 0);

  // construct a Monte Carlo loop
  triqs::mc_tools::mc_generic<double> SpinMC(random_name, random_seed, 1.0, verbosity);

  // parameters of the model
  double beta  = 0.3;
  double field = 0.5;

  // construct configuration
  configuration config(beta, field);

  // add moves and measures
  SpinMC.add_move(flip(&config), "flip move");
  SpinMC.add_measure(compute_m(&config), "magnetization measure");

  // Run and collect results
  SpinMC.warmup_and_accumulate(n_warmup_cycles, n_cycles, length_cycle, triqs::utility::clock_callback(600));

  SpinMC.collect_results(world);
}
---------- Result is -------
Isolated spin

Warming up ...

Accumulating ...
16:42:38   0% ETA 00:00:10 cycle 48360 of 5000000
16:42:40  29% ETA 00:00:05 cycle 1466015 of 5000000
16:42:43  63% ETA 00:00:02 cycle 3181821 of 5000000


Magnetization: 0.149608
Total number of measures: 5000000

Let’s go through the different parts of this code. First we look at main().

Initializing the MPI

As you will see, the Monte Carlo class is completely MPI ready. The first two lines of the main() just initialize the MPI environment and declare a communicator. The default communicator is WORLD which means that all the nodes will be involved in the calculation:

triqs::mpi::environment env(argc, argv);
triqs::mpi::communicator world;

Constructing the Monte Carlo simulation

The lines that follow, define the parameters of the Monte Carlo simulation and construct a Monte Carlo object called SpinMC:

int n_cycles = 5000000;
int length_cycle = 10;
int n_warmup_cycles = 10000;
std::string random_name = "";
int random_seed = 374982 + world.rank() * 273894;
int verbosity = (world.rank() == 0 ? 2: 0);

triqs::mc_tools::mc_generic<double> SpinMC(random_name, random_seed, initial_sign, verbosity);

The SpinMC is an instance of the mc_generic class. First of all, note that you need to include the header <triqs/mc_tools/mc_generic.hpp> in order to access the mc_generic class. The mc_generic class is a template on the type of the Monte Carlo sign. Usually this will be either a double or a complex<double>.

The first two arguments define the random number generator by giving its name in random_name (an empty string means the default generator, i.e. the Mersenne Twister) and the random seed in random_seed. As you see the seed is different for all node with the use of world.rank().

The third argument is the sign of the very first configuration of the simulation. Because the accept method only returns a ratio, this initial sign is used to determine the sign of all generated configurations.

Finally, the last parameter sets the verbosity level. 0 means no output, 1 will output the progress level for the current node and 2 additionally shows some statistics about the simulation when you call collect_results. As you see, we have put verbosity to 2 only for the master node and 0 for all the other ones. This way the information will be printed only by the master.

Moves and measures

At this stage the basic structure of the Monte Carlo is in SpinMC. But we now need to tell it what moves must be tried and what measures must be made. This is done with:

  // Run and collect results

The method add_move expects a move and a name, while add_measure expects a measure and a name. The name can be anything, but different measures must have different names. In this example, the move is an instance of the flip class and the measure an instance of the compute_m class. These classes have been defined in the beginning of the code and they have no direct connection with the mc_generic class (e.g. they don’t have inheritance links with mc_generic). Actually you are almost completely free to design these classes as you want, as long as they satisfy the correct concept.

The move

Let’s go back to the beginning of the code and have a look at the flip class which proposed a flip of the spin. The class is very short. It has a constructor which might define some class variables. But more importantly, it has three member functions that any move must have: attempt, accept and reject:

  configuration *config;

  flip(configuration *config_) : config(config_) {}

  double attempt() { return std::exp(-2 * config->spin * config->h * config->beta); }
  double accept() {
    config->spin *= -1;
    return 1.0;
  }
  void reject() {}
};

The attempt method is called by the Monte Carlo loop in order to try a new move. The Monte Carlo class doesn’t care about what this trial is. All that matters for the loop is the Metropolis ratio describing the transition to a new proposed configuration. It is precisely this ratio that the attempt method is expected to return:

\[T = \frac{P_{y,x} \rho(y)}{P_{x,y}\rho(x)}\]

In our example this ratio is

\[T = \frac{e^{\beta h -\sigma }}{e^{\beta h \sigma}} = e^{ - 2 \beta h \sigma }\]

With this ratio, the Monte Carlo loop decides whether this proposed move should be rejected, or accepted. If the move is accepted, the Monte Carlo calls the accept method of the move, otherwise it calls the reject method. The accept method should always return 1.0 unless you want to correct the sign only when moves are accepted for performance reasons (this rather special case is described in the full reference). Note that the return type of attempt and accept has to be the same as the template of the Monte Carlo class. In our example, nothing has to be done if the move is rejected. If it is accepted, the spin should be flipped.

The measure

Just in the same way, the measures are expected to satisfy a concept. Let’s look at compute_m.

  configuration *config;
  double Z = 0, M = 0;

  compute_m(configuration *config_) : config(config_) {}

  void accumulate(double sign) {
    Z += sign;
    M += sign * config->spin;
  }

  void collect_results(triqs::mpi::communicator c) {
    double sum_Z = triqs::mpi::reduce(Z, c);
    double sum_M = triqs::mpi::reduce(M, c);
    if (c.rank() == 0) std::cout << "Magnetization: " << sum_M / sum_Z << std::endl;
  }
};

//  ----------------- main ------------

Here only two methods are expected, accumulate and collect_results. The method accumulate is called every length_cycle Monte Carlo loops. It takes one argument which is the current sign in the Monte Carlo simulation. Here, we sum the sign in Z (the partition function) and the magnetization in M. The other method collect_results is usually called just once at the very end of the simulation, see below. It is meant to do the final operations that are needed to have your result. Here it just needs to divide M by Z and prints the result on the screen. Note that, it takes the MPI communicator as an argument, meaning that you can easily do MPI operations here. This makes sense because the accumulation will have taken place independently on all nodes and this is the good moment to gather the information from all the nodes. This is why you see reduce operations on the master node here.

Starting the Monte Carlo simulation

Well, at this stage we’re ready to launch our simulation. The moves and measures have been specified, so all you need to do now is start the simulation with:

SpinMC.warmup_and_accumulate(n_warmup_cycles, n_cycles, length_cycle, triqs::utility::clock_callback(600));

The warmup method takes several arguments.

The first three parameters determine the warmup length, number of measurements and the length of the Monte Carlo cycles. The definition of these variables has been detailed earlier in Introduction.

The last argument is used to decide if the simulation must be stopped for some reason before it reaches the full number of cycles n_cycles. For example, you might be running your code on a cluster that only allows for 1 hour simulations. In that case, you would want your simulation to stop, say after 55 minutes, even if it didn’t manage to do the n_cycles cycles.

In practice, the second argument is a std::function<bool ()> which is called at the end of every cycle. If it returns 0 the simulation goes on, if it returns 1 the simulation stops. In this example, we used a function clock_callback(600) which starts returning 1 after 600 seconds. It is defined in the header <triqs/utility/callbacks.hpp>. This way the simulation will last at most 10 minutes.

Note that the simulation would end cleanly. The rest of the code can safely gather results from the statistics that has been accumulated, even if there have been less than n_cycles cycles.

End of the simulation - gathering results

When the simulation is over, it is time to gather the results. This is done by calling:

SpinMC.collect_results(world);

In practice this method goes through all the measurements that have been added to the simulation and calls their collect_results member. As described above, this does the final computations needed to get the result you are interested in. It usually also saves or prints these results.

Writing your own Monte Carlo simulation

I hope that this simple example gave you an idea about how to use the mc_generic class. In the next chapter we will address some more advanced issues, but you should already be able to implement a Monte Carlo simulation of your own. Maybe the only point that we haven’t addressed and which is useful, is how to generate random numbers. Actually, as soon as you have generated an instance of a mc_generic class, like SpinMC above, you automatically have an acces to a random number generator with:

triqs::mc_tools::random_generator RNG = SpinMC.get_rng();

RNG is an instance of a random_generator. If you want to generate a double number on the interval \([0,1[\), you just have to call RNG(). By providing an argument to RNG you can generate integer and real numbers on different intervals. This is described in detail in the section Random number generator.

That’s it! Why don’t you try to write your own Monte Carlo describing an Ising chain in a field? You will find the solution in this section.