arael 0.1.0

Nonlinear optimization framework with compile-time symbolic differentiation
Documentation

ARAEL

Algorithms for Robust Autonomy, Estimation, and Localization

A Rust framework for nonlinear optimization with compile-time symbolic differentiation. Define your model and constraints declaratively -- the macro system symbolically differentiates, applies common subexpression elimination, and generates compiled cost/gradient/hessian code.

Features

  • Symbolic math -- expression trees with automatic differentiation, simplification, expansion, LaTeX/Rust code generation
  • Compile-time constraint code generation -- write constraints symbolically, get compiled derivative code with CSE
  • Levenberg-Marquardt solver -- with robust error suppression via the Starship method (US12346118) gamma * atan(r / gamma)
  • Multiple solver backends via LmSolver trait:
    • Dense Cholesky (nalgebra) -- fixed-size dispatch up to 9x9, dynamic for larger
    • Band Cholesky -- pure Rust O(n*kd^2) for block-tridiagonal systems (9.4x faster than dense at 500 poses)
    • Sparse Cholesky (faer, pure Rust) -- for general sparse hessians (66x faster than dense at 200 poses with 6% fill)
    • Eigen SimplicialLLT and CHOLMOD -- optional C++ backends via FFI (--features eigen, --features cholmod)
    • LAPACK band -- optional dpbsv/spbsv backend (--features lapack)
  • Indexed sparse assembly -- precomputed position lists for zero-overhead hessian assembly after first iteration
  • f32 and f64 precision -- #[arael(root)] for f64, #[arael(root, f32)] for f32 throughout
  • Model trait -- hierarchical serialize/deserialize/update protocol for parameter optimization
  • Type-safe references -- Ref<T>, Vec<T>, Deque<T>, Arena<T> for indexed collections with stable references
  • Hessian blocks -- SelfBlock<A> and CrossBlock<A, B> generic over float type for sparse hessian structure
  • WASM/browser support -- the sketch editor compiles to WebAssembly and runs in the browser via eframe/egui

Quick Example: Symbolic Math

use arael::sym::*;

arael::sym! {
    let x = symbol("x");
    let f = sin(x) * x + c(1.0);

    println!("f(x)   = {}", f);           // sin(x) * x + 1
    println!("f'(x)  = {}", f.diff("x")); // x * cos(x) + sin(x)

    let vars = std::collections::HashMap::from([("x", 2.0)]);
    println!("f(2.0) = {}", f.eval(&vars)); // 2.8185...
}

The arael::sym! macro auto-inserts .clone() on variable reuse, so you write natural math without Rust's ownership boilerplate.

See docs/SYM.md for the full symbolic math reference.

Quick Example: Robust Linear Regression

Define a model with optimizable parameters and a residual expression. The gamma * atan(plain_r / gamma) formulation is the Starship robust error suppression method -- residuals up to ~gamma pass linearly, beyond that they saturate, suppressing outlier influence while preserving smooth differentiability:

#[arael::model]
struct DataEntry { x: f32, y: f32 }

#[arael::model]
#[arael(fit(data, |e| {
    let plain_r = (a * e.x + b - e.y) / sigma;
    gamma * atan(plain_r / gamma)
}))]
struct LinearModel {
    a: Param<f32>,
    b: Param<f32>,
    data: Vec<DataEntry>,
    sigma: f32,
    gamma: f32,
}

The macro auto-generates calc_cost(), calc_grad_hessian(), and fit() methods with symbolically differentiated, CSE-optimized compiled code:

fn main() {
    let data = vec![
        DataEntry { x: -0.156, y: -0.094 },
        // ...
    ];

    let mut model = LinearModel::new(data, 0.01);

    // Initial values from ordinary least squares
    model.fit_linear_regression();
    println!("Linear regression: y = {}*x + {}", model.a.value, model.b.value);

    // Robust nonlinear fit -- suppresses outlier influence
    let result = model.fit_with(&LmConfig { verbose: true, ..Default::default() });
    println!("Robust fit: y = {}*x + {}", model.a.value, model.b.value);
}

The robust fit ignores outliers while tracking the inlier data:

Linear Regression

See docs/LINEAR.md for the full walkthrough. Full source: examples/linear_demo.rs.

SLAM Path Optimization

For multi-body optimization (SLAM, bundle adjustment), define your model hierarchy with constraints. The macro system handles symbolic differentiation, reference resolution, and code generation automatically.

The demo (examples/slam_demo.rs) generates a synthetic S-curve trajectory with 60 poses and 240 landmarks observed by 5 cameras. It handles 50% outlier associations with 30x pixel noise via robust suppression and graduated optimization. The solver uses faer sparse Cholesky (pure Rust) to exploit the hessian's sparsity structure:

Hessian Sparsity

The sparsity pattern shows pose-pose blocks (upper-left), pose-landmark coupling (off-diagonal), and landmark self-blocks (lower-right diagonal). The faer sparse Cholesky solver exploits this, achieving 66x speedup over dense at 200 poses.

// Robot pose -- multiple constraints on the same hessian block
#[arael::model]
#[arael(constraint(hb_pose, guard = self.info.gps.is_some(), {
    // GPS constraint (guarded -- only when GPS data is present)
    let raw = pose.pos - pose.info.gps.pos;
    let whitened = pose.info.gps.cov_r.transpose() * raw;
    [gamma * atan(whitened.x * pose.info.gps.cov_isigma.x / gamma), ...]
}))]
#[arael(constraint(hb_pose, {
    // Drift regularizer -- prevents divergence during graduated optimization
    let pos_drift = pose.pos - pose.pos_value;
    [pos_drift.x * path.drift_pos_isigma, ...]
}))]
#[arael(constraint(hb_pose, {
    // Tilt sensor -- accelerometer constrains roll and pitch
    [(pose.ea.x - pose.info.tilt_roll) * path.tilt_isigma,
     (pose.ea.y - pose.info.tilt_pitch) * path.tilt_isigma]
}))]
struct Pose {
    pos: Param<vect3f>,
    ea: SimpleEulerAngleParam<f32>,  // precomputes sin/cos + rotation matrix
    info: PoseInfo,
    hb_pose: SelfBlock<Pose>,
}

// Observation linking a landmark to a pose
#[arael::model]
#[arael(constraint(hb, parent=lm, {
    let mr2w = pose.ea.rotation_matrix();
    let lm_r = mr2w.transpose() * (lm.pos - pose.pos);
    let r_f = feature.mf2r.transpose() * (lm_r - feature.camera_pos);
    let plain1 = atan2(r_f.y, r_f.x) * feature.isigma.x;
    let plain2 = atan2(r_f.z, r_f.x) * feature.isigma.y;
    [gamma * atan(plain1 / gamma), gamma * atan(plain2 / gamma)]
}))]
struct PointFrine {
    #[arael(ref = root.poses)]          // resolved from root collection
    pose: Ref<Pose>,
    #[arael(ref = pose.info.features)]  // chained resolution
    feature: Ref<PointFeature>,
    hb: CrossBlock<PointLandmark, Pose>,
}

// Odometry constraint between consecutive poses
#[arael::model]
#[arael(constraint(hb, {
    let mr2w_prev = prev.ea.rotation_matrix();
    let pos_diff = mr2w_prev.transpose() * (cur.pos - prev.pos);
    let pos_err = pos_diff - cur.info.delta_pos;
    let mr2w_cur = cur.ea.rotation_matrix();
    let expected = mr2w_prev * cur.info.delta_ea.rotation_matrix();
    let ea_err = (expected.transpose() * mr2w_cur).get_euler_angles();
    // ... whitened by decomposed covariance
}))]
struct PosePair {
    #[arael(ref = root.poses)]
    prev: Ref<Pose>,
    #[arael(ref = root.poses)]
    cur: Ref<Pose>,
    hb: CrossBlock<Pose, Pose>,
}

// Root model -- triggers code generation for all constraints
#[arael::model]
#[arael(root)]
struct Path {
    poses: refs::Deque<Pose>,
    landmarks: refs::Vec<PointLandmark>,
    pose_pairs: std::vec::Vec<PosePair>,
    gamma: f32,
    drift_pos_isigma: f32,
    drift_ea_isigma: f32,
    drift_lm_isigma: f32,
    tilt_isigma: f32,
}

The #[arael(root)] attribute generates calc_cost() and calc_grad_hessian() methods that traverse the entire hierarchy, resolve references, and evaluate all constraints with compiled, CSE-optimized derivative code.

See docs/SLAM.md for the full walkthrough.

Localization Demo

Same model as SLAM but landmarks are fixed (known map). Since landmark positions are not optimized, there is no gauge freedom and absolute pose errors are meaningful. No GPS needed -- the known landmarks anchor the solution.

The frine constraint uses a remote block (pose.hb_pose) -- the hessian block lives on Pose, not on PointFrine, since only Pose has parameters. With only pose parameters, the hessian is block-tridiagonal (kd=11 for 6-param poses), so the band solver can be used for O(n) scaling instead of O(n^3) dense -- 9.4x faster at 500 poses.

See examples/loc_demo.rs.

2D Sketch Editor

An interactive constraint-based 2D sketch editor built on the arael optimization framework. Draw geometry, apply constraints, and the solver keeps everything consistent in real time.

Sketch Editor

Running (native)

cargo run -r -p arael-sketch --example editor --features editor

Running (browser)

The sketch editor compiles to WebAssembly and runs in the browser. Requires trunk (cargo install trunk) and the wasm32-unknown-unknown target (rustup target add wasm32-unknown-unknown):

cd arael-sketch
trunk build --release --example editor --features editor
python3 -m http.server -d dist 8080
# Open http://localhost:8080

Tools

  • Line (L), Circle (O), Arc (A), Point (P) -- draw geometry with auto-snap to nearby points, endpoints, and curves
  • Dimension (D) -- add length, distance, and radius dimensions with draggable annotations
  • Select (S) -- click to select, drag to move entities, Backspace/Delete to remove
  • Dark/Light mode toggle, Save/Load (JSON), Undo/Redo (Ctrl+Z/Ctrl+Shift+Z)

Constraints

Horizontal (H), Vertical (V), Coincident (C), Parallel, Perpendicular, Equal length/radius, Tangent (T), Lock (K), Line style (X). Constraints are visualized as symbols on the geometry and can be selected and deleted.

Example: Sketch Solver API

use arael::model::CrossBlock;
use arael::vect::vect2d;
use arael_sketch::*;

let mut sketch = Sketch::new();

// Create a rectangle from 4 lines
let bottom = sketch.add_line(vect2d::new(0.0, 0.0), vect2d::new(3.0, 0.1));
let right  = sketch.add_line(vect2d::new(3.1, 0.0), vect2d::new(3.0, 2.1));
let top    = sketch.add_line(vect2d::new(2.9, 2.0), vect2d::new(0.1, 1.9));
let left   = sketch.add_line(vect2d::new(0.0, 2.1), vect2d::new(0.1, 0.1));

// Horizontal/vertical constraints
sketch.lines[bottom].constraints.horizontal = true;
sketch.lines[top].constraints.horizontal = true;
sketch.lines[left].constraints.vertical = true;
sketch.lines[right].constraints.vertical = true;

// Connect corners (a.p2 == b.p1)
sketch.coincident_ll21.push(CoincidentLL21 { a: bottom, b: right, hb: CrossBlock::new() });
sketch.coincident_ll21.push(CoincidentLL21 { a: right, b: top, hb: CrossBlock::new() });
sketch.coincident_ll21.push(CoincidentLL21 { a: top, b: left, hb: CrossBlock::new() });
sketch.coincident_ll21.push(CoincidentLL21 { a: left, b: bottom, hb: CrossBlock::new() });

// Fix bottom-left corner and set dimensions
sketch.lines[bottom].p1 = arael::model::Param::fixed(vect2d::new(0.0, 0.0));
sketch.lines[bottom].constraints.has_length = true;
sketch.lines[bottom].constraints.length = 4.0;
sketch.lines[left].constraints.has_length = true;
sketch.lines[left].constraints.length = 2.0;

// Solve -- all constraints satisfied simultaneously
sketch.solve();
// bottom: (0,0)->(4,0), right: (4,0)->(4,2), top: (4,2)->(0,2), left: (0,2)->(0,0)

The sketch solver uses Levenberg-Marquardt optimization with drift regularization and robust drag constraints. All constraints are symbolically differentiated at compile time.

See arael-sketch/ for the full implementation.

Project Structure

arael/              Main library
  src/
    model.rs        Param<T>, Model trait, SelfBlock, CrossBlock (generic over float type)
    simple_lm.rs    LM solver, LmSolver trait, Dense/Band/Sparse backends, CooMatrix, CscMatrix
    refs.rs         Type-safe Vec<T>, Deque<T>, Arena<T>, Ref<T>
    vect.rs         vect2<T>, vect3<T>
    matrix.rs       matrix2<T>, matrix3<T>
    quatern.rs      quatern<T>
  cpp/
    eigen_sparse.cpp  Eigen SimplicialLLT + CHOLMOD FFI bridge (optional)

arael-sym/          Symbolic math library
  src/
    lib.rs          E type, constructors, operators
    diff.rs         Symbolic differentiation
    simplify.rs     Algebraic simplification
    cse.rs          Common subexpression elimination
    eval.rs         Evaluation, substitution, free variables
    fmt.rs          Display, LaTeX, Rust code generation
    geo.rs          Symbolic vectors/matrices (vect3sym, matrix3sym)
    linalg.rs       SymVec, SymMat, Jacobian
    parse.rs        Expression parser

arael-macros/       Procedural macros
  src/
    lib.rs          #[arael::model], sym!, field rewriting
    constraint.rs   Constraint code generation, CSE integration

arael-sketch/       2D sketch constraint solver + editor
  src/
    lib.rs          Entities, constraints, solver, Arena storage
  examples/
    editor.rs       Interactive egui-based sketch editor

License

See LICENSE.md.