feral 0.4.0

Sparse symmetric indefinite direct solver in pure Rust, with certified inertia counts.
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
use crate::error::FeralError;

/// Compressed Sparse Column (CSC) matrix storage for symmetric matrices.
///
/// Only the lower triangle is stored. `col_ptr[j]..col_ptr[j+1]` gives the
/// range of entries in column j. Row indices within each column are sorted
/// in ascending order.
#[derive(Debug, Clone)]
pub struct CscMatrix {
    pub n: usize,
    pub col_ptr: Vec<usize>,
    pub row_idx: Vec<usize>,
    pub values: Vec<f64>,
}

/// Symmetric sparsity pattern (full, not just lower triangle).
/// Used for AMD ordering and elimination tree construction.
#[derive(Debug, Clone)]
pub struct CscPattern {
    pub n: usize,
    pub col_ptr: Vec<usize>,
    pub row_idx: Vec<usize>,
}

impl CscMatrix {
    /// Number of stored nonzeros (lower triangle only).
    pub fn nnz(&self) -> usize {
        self.values.len()
    }

    /// Build a CSC matrix from coordinate (triplet) format.
    ///
    /// Entries must be lower-triangle (row >= col). Duplicate entries are summed.
    /// Row indices within each column are sorted.
    pub fn from_triplets(
        n: usize,
        rows: &[usize],
        cols: &[usize],
        vals: &[f64],
    ) -> Result<Self, FeralError> {
        if rows.len() != cols.len() || cols.len() != vals.len() {
            return Err(FeralError::InvalidInput(
                "triplet arrays must have equal length".to_string(),
            ));
        }

        // Count entries per column
        let mut col_counts = vec![0usize; n];
        for &c in cols {
            if c >= n {
                return Err(FeralError::InvalidInput(format!(
                    "column index {} out of bounds for n={}",
                    c, n
                )));
            }
            col_counts[c] += 1;
        }

        // Build col_ptr
        let mut col_ptr = vec![0usize; n + 1];
        for j in 0..n {
            col_ptr[j + 1] = col_ptr[j] + col_counts[j];
        }
        let nnz = col_ptr[n];

        // Place entries
        let mut row_idx = vec![0usize; nnz];
        let mut values = vec![0.0f64; nnz];
        let mut offsets = col_ptr[..n].to_vec();
        for k in 0..rows.len() {
            let (r, c) = (rows[k], cols[k]);
            if r >= n {
                return Err(FeralError::InvalidInput(format!(
                    "row index {} out of bounds for n={}",
                    r, n
                )));
            }
            if r < c {
                return Err(FeralError::InvalidInput(format!(
                    "triplet {} ({}, {}) is upper-triangle; \
                     CscMatrix stores only the lower triangle (row >= col)",
                    k, r, c
                )));
            }
            let pos = offsets[c];
            row_idx[pos] = r;
            values[pos] = vals[k];
            offsets[c] += 1;
        }

        // Sort each column by row index, summing duplicates
        let mut result = CscMatrix {
            n,
            col_ptr,
            row_idx,
            values,
        };
        result.sort_and_sum_duplicates();
        Ok(result)
    }

    /// Sort row indices within each column and sum duplicate entries.
    fn sort_and_sum_duplicates(&mut self) {
        // Two-pass approach: first sort and deduplicate into a compact representation,
        // then rebuild the arrays.
        let mut new_row_idx = Vec::with_capacity(self.row_idx.len());
        let mut new_values = Vec::with_capacity(self.values.len());
        let mut new_col_ptr = vec![0usize; self.n + 1];

        for j in 0..self.n {
            let start = self.col_ptr[j];
            let end = self.col_ptr[j + 1];
            let col_start = new_row_idx.len();

            if start == end {
                new_col_ptr[j + 1] = col_start;
                continue;
            }

            // Collect (row, val) pairs for this column and sort by row
            let mut pairs: Vec<(usize, f64)> = (start..end)
                .map(|k| (self.row_idx[k], self.values[k]))
                .collect();
            pairs.sort_unstable_by_key(|&(r, _)| r);

            // Deduplicate by summing
            let mut prev_row = pairs[0].0;
            let mut prev_val = pairs[0].1;
            for &(r, v) in &pairs[1..] {
                if r == prev_row {
                    prev_val += v;
                } else {
                    new_row_idx.push(prev_row);
                    new_values.push(prev_val);
                    prev_row = r;
                    prev_val = v;
                }
            }
            new_row_idx.push(prev_row);
            new_values.push(prev_val);

            new_col_ptr[j + 1] = new_row_idx.len();
        }

        self.col_ptr = new_col_ptr;
        self.row_idx = new_row_idx;
        self.values = new_values;
    }

    /// Validate the CSC structure.
    pub fn validate(&self) -> Result<(), FeralError> {
        if self.col_ptr.len() != self.n + 1 {
            return Err(FeralError::InvalidInput(format!(
                "col_ptr length {} != n+1={}",
                self.col_ptr.len(),
                self.n + 1
            )));
        }
        if self.row_idx.len() != self.values.len() {
            return Err(FeralError::InvalidInput(
                "row_idx and values length mismatch".to_string(),
            ));
        }
        if self.col_ptr[self.n] != self.row_idx.len() {
            return Err(FeralError::InvalidInput("col_ptr[n] != nnz".to_string()));
        }
        for j in 0..self.n {
            let start = self.col_ptr[j];
            let end = self.col_ptr[j + 1];
            for k in start..end {
                if self.row_idx[k] >= self.n {
                    return Err(FeralError::InvalidInput(format!(
                        "row index {} out of bounds in column {}",
                        self.row_idx[k], j
                    )));
                }
                if self.row_idx[k] < j {
                    return Err(FeralError::InvalidInput(format!(
                        "row index {} in column {} is upper-triangle; \
                         CscMatrix stores only the lower triangle (row >= col)",
                        self.row_idx[k], j
                    )));
                }
            }
            // Check sorted
            for k in (start + 1)..end {
                if self.row_idx[k] <= self.row_idx[k - 1] {
                    return Err(FeralError::InvalidInput(format!(
                        "row indices not sorted in column {} ({}>={})",
                        j,
                        self.row_idx[k - 1],
                        self.row_idx[k]
                    )));
                }
            }
        }
        Ok(())
    }

    /// Expand the lower-triangle CSC to a full symmetric sparsity pattern.
    ///
    /// The result contains both (i,j) and (j,i) for every off-diagonal entry.
    /// Used for AMD ordering and elimination tree construction.
    pub fn symmetric_pattern(&self) -> CscPattern {
        // Count entries per column in the full pattern
        let mut col_counts = vec![0usize; self.n];
        for j in 0..self.n {
            for k in self.col_ptr[j]..self.col_ptr[j + 1] {
                let i = self.row_idx[k];
                col_counts[j] += 1; // lower triangle entry in column j
                if i != j {
                    col_counts[i] += 1; // transpose entry in column i
                }
            }
        }

        // Build col_ptr
        let mut pat_col_ptr = vec![0usize; self.n + 1];
        for j in 0..self.n {
            pat_col_ptr[j + 1] = pat_col_ptr[j] + col_counts[j];
        }
        let pat_nnz = pat_col_ptr[self.n];
        let mut pat_row_idx = vec![0usize; pat_nnz];

        // Place entries
        let mut offsets = pat_col_ptr[..self.n].to_vec();
        for j in 0..self.n {
            for k in self.col_ptr[j]..self.col_ptr[j + 1] {
                let i = self.row_idx[k];
                // (i, j) in lower triangle
                pat_row_idx[offsets[j]] = i;
                offsets[j] += 1;
                if i != j {
                    // (j, i) — transpose
                    pat_row_idx[offsets[i]] = j;
                    offsets[i] += 1;
                }
            }
        }

        // Sort row indices within each column
        for j in 0..self.n {
            let start = pat_col_ptr[j];
            let end = pat_col_ptr[j + 1];
            pat_row_idx[start..end].sort_unstable();
        }

        CscPattern {
            n: self.n,
            col_ptr: pat_col_ptr,
            row_idx: pat_row_idx,
        }
    }

    /// Symmetric matrix-vector product: y = A * x.
    ///
    /// Uses only the stored lower triangle; implicitly applies symmetry.
    pub fn symv(&self, x: &[f64], y: &mut [f64]) {
        for yi in y.iter_mut().take(self.n) {
            *yi = 0.0;
        }
        for j in 0..self.n {
            for k in self.col_ptr[j]..self.col_ptr[j + 1] {
                let i = self.row_idx[k];
                let v = self.values[k];
                y[i] += v * x[j];
                if i != j {
                    y[j] += v * x[i];
                }
            }
        }
    }

    /// Convert to dense symmetric matrix.
    pub fn to_dense(&self) -> crate::dense::matrix::SymmetricMatrix {
        self.to_dense_into(Vec::new())
    }

    /// Densify into a caller-provided buffer (reused to avoid the
    /// `n * n` allocation on every call). The buffer is cleared and
    /// resized to `n * n` zeros before the lower triangle is
    /// scattered in; pass `Vec::new()` for a fresh allocation.
    ///
    /// Byte-exact equivalent to `to_dense()` for the same input.
    /// Used by `FactorWorkspace` to pool the dense-fast-path buffer
    /// across calls — see
    /// `dev/research/phase-2.5.x-to-dense-pooling.md`.
    pub fn to_dense_into(&self, mut buf: Vec<f64>) -> crate::dense::matrix::SymmetricMatrix {
        let nn = self.n * self.n;
        buf.clear();
        buf.resize(nn, 0.0);
        // `from_triplets` guarantees all stored entries are lower-
        // triangle (row >= col), so every `(i, j)` lands at
        // `data[j*n + i]`.
        for j in 0..self.n {
            let col = j * self.n;
            for k in self.col_ptr[j]..self.col_ptr[j + 1] {
                let i = self.row_idx[k];
                buf[col + i] = self.values[k];
            }
        }
        crate::dense::matrix::SymmetricMatrix {
            n: self.n,
            data: buf,
        }
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    fn sample_3x3() -> CscMatrix {
        // [ 2 -1  0 ]
        // [-1  3 -1 ]
        // [ 0 -1  4 ]
        CscMatrix::from_triplets(
            3,
            &[0, 1, 1, 2, 2],
            &[0, 0, 1, 1, 2],
            &[2.0, -1.0, 3.0, -1.0, 4.0],
        )
        .unwrap()
    }

    #[test]
    fn test_from_triplets_basic() {
        let m = sample_3x3();
        assert_eq!(m.n, 3);
        assert_eq!(m.nnz(), 5);
        m.validate().unwrap();
    }

    #[test]
    fn test_from_triplets_duplicate_summing() {
        let m = CscMatrix::from_triplets(2, &[0, 0, 1], &[0, 0, 1], &[1.0, 2.0, 3.0]).unwrap();
        assert_eq!(m.nnz(), 2);
        assert_eq!(m.values[0], 3.0); // 1.0 + 2.0
        assert_eq!(m.values[1], 3.0);
    }

    #[test]
    fn test_symmetric_pattern() {
        let m = sample_3x3();
        let pat = m.symmetric_pattern();
        assert_eq!(pat.n, 3);
        // Full pattern: (0,0), (1,0), (0,1), (1,1), (2,1), (1,2), (2,2)
        // = 7 entries total
        assert_eq!(pat.col_ptr[3], 7);

        // Column 0: rows 0, 1
        assert_eq!(&pat.row_idx[pat.col_ptr[0]..pat.col_ptr[1]], &[0, 1]);
        // Column 1: rows 0, 1, 2
        assert_eq!(&pat.row_idx[pat.col_ptr[1]..pat.col_ptr[2]], &[0, 1, 2]);
        // Column 2: rows 1, 2
        assert_eq!(&pat.row_idx[pat.col_ptr[2]..pat.col_ptr[3]], &[1, 2]);
    }

    #[test]
    fn test_symv() {
        let m = sample_3x3();
        let x = [1.0, 2.0, 3.0];
        let mut y = [0.0; 3];
        m.symv(&x, &mut y);
        // A * x = [2-2, -1+6-3, -2+12] = [0, 2, 10]
        assert!((y[0] - 0.0).abs() < 1e-14);
        assert!((y[1] - 2.0).abs() < 1e-14);
        assert!((y[2] - 10.0).abs() < 1e-14);
    }

    #[test]
    fn test_to_dense_roundtrip() {
        let m = sample_3x3();
        let dense = m.to_dense();
        assert_eq!(dense.get(0, 0), 2.0);
        assert_eq!(dense.get(1, 0), -1.0);
        assert_eq!(dense.get(0, 1), -1.0);
        assert_eq!(dense.get(1, 1), 3.0);
        assert_eq!(dense.get(2, 1), -1.0);
        assert_eq!(dense.get(1, 2), -1.0);
        assert_eq!(dense.get(2, 2), 4.0);
        assert_eq!(dense.get(2, 0), 0.0);
    }

    #[test]
    fn test_validate_rejects_bad_input() {
        let mut m = sample_3x3();
        m.row_idx[0] = 5; // out of bounds
        assert!(m.validate().is_err());
    }

    /// Issue #4: upper-triangle triplets must be rejected, not silently
    /// accepted. The two matrices below describe the same symmetric
    /// system; previously the upper-triangle form was accepted and
    /// produced different solve results downstream.
    #[test]
    fn test_from_triplets_rejects_upper_triangle() {
        // Lower-triangle form: (0,0)=2, (1,0)=1, (1,1)=2
        let lower = CscMatrix::from_triplets(2, &[0, 1, 1], &[0, 0, 1], &[2.0, 1.0, 2.0]).unwrap();
        lower.validate().unwrap();

        // Upper-triangle form of the same matrix: (0,0)=2, (0,1)=1, (1,1)=2.
        // Must be rejected — previously was silently accepted.
        let err = CscMatrix::from_triplets(2, &[0, 0, 1], &[0, 1, 1], &[2.0, 1.0, 2.0])
            .expect_err("upper-triangle triplet must be rejected");
        let msg = format!("{}", err);
        assert!(
            msg.contains("upper-triangle"),
            "error should mention upper-triangle, got: {}",
            msg
        );
    }

    /// `validate()` must also reject upper-triangle row indices, in case
    /// a `CscMatrix` is constructed by a path that bypasses
    /// `from_triplets` (e.g. direct field assignment in tests).
    #[test]
    fn test_validate_rejects_upper_triangle_row() {
        let mut m = sample_3x3();
        // Force an upper-triangle entry: column 1's first row becomes 0
        // (row 0, col 1 is upper-triangle).
        m.row_idx[2] = 0;
        let err = m
            .validate()
            .expect_err("validate must reject upper-triangle row");
        let msg = format!("{}", err);
        assert!(
            msg.contains("upper-triangle"),
            "error should mention upper-triangle, got: {}",
            msg
        );
    }

    #[test]
    fn test_diagonal_matrix() {
        let m = CscMatrix::from_triplets(3, &[0, 1, 2], &[0, 1, 2], &[1.0, 2.0, 3.0]).unwrap();
        assert_eq!(m.nnz(), 3);
        let pat = m.symmetric_pattern();
        assert_eq!(pat.col_ptr[3], 3); // no off-diagonal, so 3 entries total
    }

    #[test]
    fn test_empty_matrix() {
        let m = CscMatrix::from_triplets(3, &[], &[], &[]).unwrap();
        assert_eq!(m.nnz(), 0);
        m.validate().unwrap();
        let pat = m.symmetric_pattern();
        assert_eq!(pat.col_ptr[3], 0);
    }

    #[test]
    fn test_kkt_structure() {
        // Small KKT: [H  A^T; A  -delta*I]
        // H = [2 0; 0 3], A = [1 1], delta = 1e-8
        // Full matrix (3x3):
        // [ 2    0    1  ]
        // [ 0    3    1  ]
        // [ 1    1  -1e-8]
        let m = CscMatrix::from_triplets(
            3,
            &[0, 1, 2, 2, 2],
            &[0, 1, 0, 1, 2],
            &[2.0, 3.0, 1.0, 1.0, -1e-8],
        )
        .unwrap();
        assert_eq!(m.nnz(), 5);
        m.validate().unwrap();

        // symv check
        let x = [1.0, 1.0, 1.0];
        let mut y = [0.0; 3];
        m.symv(&x, &mut y);
        assert!((y[0] - 3.0).abs() < 1e-14); // 2 + 0 + 1
        assert!((y[1] - 4.0).abs() < 1e-14); // 0 + 3 + 1
        assert!((y[2] - (2.0 - 1e-8)).abs() < 1e-14); // 1 + 1 - 1e-8
    }
}