Deflated Multigrid Multilevel Monte Carlo

TL;DR

This paper enhances trace estimation in lattice QCD by combining exact deflation with multigrid multilevel Monte Carlo, significantly reducing variance and computational effort in estimating the inverse Dirac operator's trace.

Contribution

It introduces a novel combination of exact deflation with multigrid multilevel Monte Carlo for more efficient trace estimation in lattice QCD.

Findings

Significant variance reduction in trace estimates.

Reduced computational work compared to previous methods.

Effective combination of deflation and multilevel Monte Carlo.

Abstract

In lattice QCD, the trace of the inverse of the discretized Dirac operator appears in the disconnected fermion loop contribution to an observable. As simulation methods get more and more precise, these contributions become increasingly important. Hence, we consider here the problem of computing the trace $\mathrm{tr}(D^{-1})$, with $D$ the Dirac operator. The Hutchinson method, which is very frequently used to stochastically estimate the trace of a function of a matrix, approximates the trace as the average over estimates of the form $x^{H} D^{-1} x$, with the entries of the vector $x$ following a certain probability distribution. For $N$ samples, the accuracy is $\mathcal{O}(1/\sqrt{N})$. In recent work, we have introduced multigrid multilevel Monte Carlo: having a multigrid hierarchy with operators $D_{\ell}$, $P_{\ell}$ and $R_{\ell}$, for level $\ell$, we can rewrite the trace $\mathrm{tr}(D^{-1})$ via a telescopic sum with difference-levels, written in terms of the aforementioned operators and with a reduced variance. We have seen significant reductions in the variance and the total work with respect to exactly deflated Hutchinson. In this work, we explore the use of exact deflation in combination with the multigrid multilevel Monte Carlo method, and demonstrate how this leads to both algorithmic and computational gains.