gam_geometry/response_geometry.rs
1//! User-selectable response geometries beyond Sphere and Simplex.
2//!
3//! The fit DSL exposes `response_geometry="..."`: one scalar Gaussian GAM is
4//! fitted per tangent coordinate at a fixed base point (the intrinsic Fréchet
5//! mean when none is supplied), and predictions are mapped back to the manifold
6//! by the exponential map. Sphere and Simplex have bespoke batched wrappers in
7//! their own modules; this module supplies the same `(values 2-D, base 1-D) →
8//! tangent 2-D` / `(tangent 2-D, base 1-D) → values 2-D` contract for the
9//! curved matrix manifolds whose per-point math is already wired in
10//! [`crate::geometry`] but which were never reachable as a *fittable* response
11//! geometry: the SPD cone `Sym⁺(n)`, the Grassmannian `Gr(k, n)`, the Stiefel
12//! manifold `St(k, n)`, and the Poincaré ball `B^d_κ`.
13//!
14//! Every primitive here delegates to the canonical landed math
15//! ([`RiemannianManifold::exp_map`]/[`log_map`](RiemannianManifold::log_map) and
16//! the Poincaré [`exp_map`](crate::manifolds::poincare::exp_map)/[`log_map`](crate::manifolds::poincare::log_map));
17//! the only new code is the batched row loop, the base-point dimension wiring,
18//! and a generic Riemannian Karcher (Fréchet) mean shared by all four. There is
19//! no separate per-manifold mean: the SPD safeguarded Karcher iteration is
20//! generalised once, over the metric supplied by
21//! [`RiemannianManifold::metric_tensor`], so adding a curved response geometry
22//! is a single resolver arm.
23
24use ndarray::{Array1, Array2, ArrayView1, ArrayView2};
25use opt::{BacktrackConfig, armijo_roundoff_cushion, backtracking_line_search, constants};
26use std::{convert::Infallible, fmt};
27
28use crate::manifold::{
29 GEOMETRY_EPS, RiemannianManifold, flatten, from_flat, jacobi_symmetric, spectral_map_symmetric,
30 sym,
31};
32use crate::manifolds::constant_curvature::{ConstantCurvature, cs_stacks3, distance_kappa_jet};
33use crate::{GeometryError, GeometryResult, GrassmannManifold, SpdManifold, StiefelManifold};
34
35/// Split a parenthesised `key=value, key=value` parameter list into trimmed,
36/// lower-cased `(key, value)` pairs. An empty list is valid (`spd()`).
37fn parse_kv(inner: &str) -> Result<Vec<(String, String)>, String> {
38 let trimmed = inner.trim();
39 if trimmed.is_empty() {
40 return Ok(Vec::new());
41 }
42 let mut out = Vec::new();
43 for piece in trimmed.split(',') {
44 let piece = piece.trim();
45 if piece.is_empty() {
46 continue;
47 }
48 let (k, v) = piece
49 .split_once('=')
50 .ok_or_else(|| format!("response_geometry parameter {piece:?} must be key=value"))?;
51 out.push((k.trim().to_ascii_lowercase(), v.trim().to_string()));
52 }
53 Ok(out)
54}
55
56/// A fittable curved response geometry. Each variant carries the shape the user
57/// requested; the embedding/ambient flat dimension is fixed by that shape and
58/// is the column count of the `values` matrix the caller supplies.
59#[derive(Debug, Clone, Copy, PartialEq)]
60pub enum ResponseManifold {
61 /// Symmetric positive-definite `n×n` matrices, flattened row-major to `n²`
62 /// ambient coordinates (the layout [`SpdManifold`] uses).
63 Spd { n: usize },
64 /// `k`-dimensional subspaces of `ℝⁿ`, represented by an orthonormal `n×k`
65 /// frame flattened to `n·k` ambient coordinates.
66 Grassmann { k: usize, n: usize },
67 /// Orthonormal `k`-frames in `ℝⁿ`, flattened to `n·k` ambient coordinates.
68 Stiefel { k: usize, n: usize },
69 /// The Poincaré ball of dimension `d` with curvature `κ < 0`.
70 Poincare { dim: usize, curvature: f64 },
71 /// Constant-curvature manifold `M_κ` of dimension `d` with curvature `κ`
72 /// (any finite real value). `κ > 0` → spherical, `κ = 0` → flat (Euclidean
73 /// up to scale), `κ < 0` → hyperbolic (Poincaré ball). Unlike `Poincare`,
74 /// which fixes `κ < 0`, this variant accepts any curvature including zero
75 /// and positive values, and is the target for curvature-as-estimand fits
76 /// where `κ̂` is optimized over all of ℝ (#1104).
77 ConstantCurvature { dim: usize, kappa: f64 },
78}
79
80impl ResponseManifold {
81 /// Resolve a lower-cased geometry label and its shape parameters into a
82 /// response manifold. Shape parameters are passed positionally exactly as
83 /// the FFI marshals them; absent/zero values are rejected here so the error
84 /// surfaces at selection time rather than mid-fit.
85 ///
86 /// - `"spd"` needs `n` (matrix side).
87 /// - `"grassmann"` / `"stiefel"` need `k` and `n` with `1 ≤ k ≤ n`.
88 /// - `"poincare"` needs `dim` and a strictly negative `curvature`.
89 pub fn resolve(
90 kind: &str,
91 n: Option<usize>,
92 k: Option<usize>,
93 dim: Option<usize>,
94 curvature: Option<f64>,
95 ) -> Result<Self, String> {
96 match kind {
97 "spd" => {
98 let n = n.ok_or_else(|| "response_geometry='spd' requires n".to_string())?;
99 if n == 0 {
100 return Err("response_geometry='spd' requires n >= 1".to_string());
101 }
102 Ok(Self::Spd { n })
103 }
104 "grassmann" => {
105 let k = k.ok_or_else(|| "response_geometry='grassmann' requires k".to_string())?;
106 let n = n.ok_or_else(|| "response_geometry='grassmann' requires n".to_string())?;
107 if k == 0 || n == 0 || k > n {
108 return Err("response_geometry='grassmann' requires 1 <= k <= n".to_string());
109 }
110 Ok(Self::Grassmann { k, n })
111 }
112 "stiefel" => {
113 let k = k.ok_or_else(|| "response_geometry='stiefel' requires k".to_string())?;
114 let n = n.ok_or_else(|| "response_geometry='stiefel' requires n".to_string())?;
115 if k == 0 || n == 0 || k > n {
116 return Err("response_geometry='stiefel' requires 1 <= k <= n".to_string());
117 }
118 Ok(Self::Stiefel { k, n })
119 }
120 "poincare" => {
121 let dim =
122 dim.ok_or_else(|| "response_geometry='poincare' requires dim".to_string())?;
123 if dim == 0 {
124 return Err("response_geometry='poincare' requires dim >= 1".to_string());
125 }
126 let curvature = curvature
127 .ok_or_else(|| "response_geometry='poincare' requires curvature".to_string())?;
128 if !(curvature.is_finite() && curvature < 0.0) {
129 return Err(
130 "response_geometry='poincare' requires finite curvature < 0".to_string()
131 );
132 }
133 Ok(Self::Poincare { dim, curvature })
134 }
135 "constant_curvature" => {
136 let dim = dim.ok_or_else(|| {
137 "response_geometry='constant_curvature' requires dim".to_string()
138 })?;
139 if dim == 0 {
140 return Err(
141 "response_geometry='constant_curvature' requires dim >= 1".to_string()
142 );
143 }
144 // curvature defaults to 0 (flat) when not supplied — the user can
145 // supply any finite value; the κ-estimand outer loop will optimize it.
146 let kappa = curvature.unwrap_or(0.0);
147 if !kappa.is_finite() {
148 return Err(
149 "response_geometry='constant_curvature' requires finite curvature"
150 .to_string(),
151 );
152 }
153 Ok(Self::ConstantCurvature { dim, kappa })
154 }
155 other => Err(format!(
156 "response_geometry must be one of 'spd', 'grassmann', 'stiefel', 'poincare', \
157 'constant_curvature', 'spherical', or 'simplex'; got {other:?}"
158 )),
159 }
160 }
161
162 /// Parse a user-facing `response_geometry` label, magic-by-default: the head
163 /// is the geometry name, an optional parenthesised `key=value` list carries
164 /// shape parameters, and anything not given is inferred from the ambient
165 /// column count `cols` of the response matrix.
166 ///
167 /// Recognised forms (case-insensitive, whitespace tolerant):
168 /// - `"spd"` — `n = √cols` (must be a perfect square).
169 /// - `"grassmann(k=2)"` or `"grassmann(k=2,n=5)"` — `n` defaults to
170 /// `cols / k`; `k` is required (it cannot be inferred from `n·k`).
171 /// - `"stiefel(k=2)"` / `"stiefel(k=2,n=5)"` — same inference as Grassmann.
172 /// - `"poincare"` or `"poincare(curvature=-0.5)"` — `dim = cols`; curvature
173 /// defaults to `-1.0`.
174 ///
175 /// This is the single mapping from the formula-DSL string to a constructed
176 /// response manifold; the FFI passes the raw label straight through.
177 pub fn parse(label: &str, cols: usize) -> Result<Self, String> {
178 let lowered = label.trim().to_ascii_lowercase();
179 let (head, params) = match lowered.split_once('(') {
180 Some((h, rest)) => {
181 let rest = rest.trim_end();
182 let inner = rest
183 .strip_suffix(')')
184 .ok_or_else(|| format!("response_geometry {label:?}: missing closing ')'"))?;
185 (h.trim().to_string(), parse_kv(inner)?)
186 }
187 None => (lowered.clone(), Vec::new()),
188 };
189 let get_usize = |key: &str| -> Result<Option<usize>, String> {
190 for (k, v) in ¶ms {
191 if k == key {
192 let parsed: usize = v.parse().map_err(|_| {
193 format!("response_geometry {label:?}: {key} must be a non-negative integer")
194 })?;
195 return Ok(Some(parsed));
196 }
197 }
198 Ok(None)
199 };
200 let get_f64 = |key: &str| -> Result<Option<f64>, String> {
201 for (k, v) in ¶ms {
202 if k == key {
203 let parsed: f64 = v.parse().map_err(|_| {
204 format!("response_geometry {label:?}: {key} must be a real number")
205 })?;
206 return Ok(Some(parsed));
207 }
208 }
209 Ok(None)
210 };
211
212 match head.as_str() {
213 "spd" => {
214 let n = match get_usize("n")? {
215 Some(n) => n,
216 None => {
217 let r = (cols as f64).sqrt().round() as usize;
218 if r * r != cols {
219 return Err(format!(
220 "response_geometry='spd': {cols} response columns is not a perfect \
221 square; pass spd(n=...) explicitly"
222 ));
223 }
224 r
225 }
226 };
227 Self::resolve("spd", Some(n), None, None, None)
228 }
229 "grassmann" | "stiefel" => {
230 let k = get_usize("k")?.ok_or_else(|| {
231 format!("response_geometry='{head}' requires k, e.g. {head}(k=2)")
232 })?;
233 let n = match get_usize("n")? {
234 Some(n) => n,
235 None => {
236 if k == 0 || cols % k != 0 {
237 return Err(format!(
238 "response_geometry='{head}': {cols} response columns is not \
239 divisible by k={k}; pass {head}(k=..,n=..) explicitly"
240 ));
241 }
242 cols / k
243 }
244 };
245 Self::resolve(&head, Some(n), Some(k), None, None)
246 }
247 "poincare" => {
248 let dim = get_usize("dim")?.unwrap_or(cols);
249 let curvature = get_f64("curvature")?.unwrap_or(-1.0);
250 Self::resolve("poincare", None, None, Some(dim), Some(curvature))
251 }
252 "constant_curvature" => {
253 let dim = get_usize("dim")?.unwrap_or(cols);
254 // κ defaults to 0 (flat initial point for the REML optimizer).
255 let kappa = get_f64("kappa")?
256 .or_else(|| get_f64("curvature").ok().flatten())
257 .unwrap_or(0.0);
258 Self::resolve("constant_curvature", None, None, Some(dim), Some(kappa))
259 }
260 other => Err(format!(
261 "response_geometry must be one of 'spd', 'grassmann(k=..)', 'stiefel(k=..)', \
262 'poincare', 'constant_curvature', 'spherical', or 'simplex'; got {other:?}"
263 )),
264 }
265 }
266
267 /// Canonical, fully-specified label echoed back to the caller (mirrors the
268 /// way the sphere/simplex dispatch reports its resolved coordinate label).
269 pub fn canonical_label(&self) -> String {
270 match self {
271 Self::Spd { n } => format!("spd(n={n})"),
272 Self::Grassmann { k, n } => format!("grassmann(k={k},n={n})"),
273 Self::Stiefel { k, n } => format!("stiefel(k={k},n={n})"),
274 Self::Poincare { dim, curvature } => {
275 format!("poincare(dim={dim},curvature={curvature})")
276 }
277 Self::ConstantCurvature { dim, kappa } => {
278 format!("constant_curvature(dim={dim},kappa={kappa})")
279 }
280 }
281 }
282
283 /// Ambient (flattened) coordinate count: the column width of the `values`
284 /// matrix and the `base` vector.
285 pub fn ambient_dim(&self) -> usize {
286 match self {
287 Self::Spd { n } => n * n,
288 Self::Grassmann { k, n } | Self::Stiefel { k, n } => n * k,
289 Self::Poincare { dim, .. } | Self::ConstantCurvature { dim, .. } => *dim,
290 }
291 }
292
293 /// Radius of a geodesic support ball that certifies a stationary Karcher
294 /// point as the unique global Fréchet mean. `None` denotes a Hadamard
295 /// geometry, where squared distance is globally geodesically convex and no
296 /// finite support-radius gate is needed.
297 ///
298 /// The positive-curvature radii are the conservative strong-convexity bound
299 /// `½ min(inj_lower, π/(2√K_max))`, specialized to each canonical metric:
300 /// `K_max=1` for projective/spherical `k=1`, `K_max=2` for Grassmann,
301 /// `K_max=5/4` for canonical Stiefel, and `K_max=κ` for a spherical
302 /// constant-curvature response. These are geometric invariants, not solver
303 /// tuning knobs.
304 fn frechet_uniqueness_radius(&self) -> Option<f64> {
305 match self {
306 Self::Spd { .. } | Self::Poincare { .. } => None,
307 Self::Grassmann { k: 1, .. } | Self::Stiefel { k: 1, .. } => {
308 Some(std::f64::consts::FRAC_PI_4)
309 }
310 Self::Grassmann { .. } => Some(std::f64::consts::PI / (4.0 * 2.0_f64.sqrt())),
311 Self::Stiefel { .. } => Some(std::f64::consts::PI / (2.0 * 5.0_f64.sqrt())),
312 Self::ConstantCurvature { kappa, .. } if *kappa > 0.0 => {
313 Some(std::f64::consts::PI / (4.0 * kappa.sqrt()))
314 }
315 Self::ConstantCurvature { .. } => None,
316 }
317 }
318
319 /// Build the underlying [`RiemannianManifold`] for the matrix geometries.
320 /// `None` for Poincaré, whose primitives are free functions parameterised
321 /// by curvature rather than a trait object.
322 fn riemannian(&self) -> Option<Box<dyn RiemannianManifold>> {
323 match self {
324 Self::Spd { n } => Some(Box::new(SpdManifold::new(*n))),
325 Self::Grassmann { k, n } => GrassmannManifold::new(*k, *n)
326 .ok()
327 .map(|m| Box::new(m) as _),
328 Self::Stiefel { k, n } => StiefelManifold::new(*k, *n).ok().map(|m| Box::new(m) as _),
329 Self::ConstantCurvature { dim, kappa } => {
330 Some(Box::new(ConstantCurvature::new(*dim, *kappa)))
331 }
332 Self::Poincare { .. } => None,
333 }
334 }
335
336 /// Per-point logarithm `log_base(value)` in flat ambient coordinates.
337 fn log_point(
338 &self,
339 base: ArrayView1<'_, f64>,
340 value: ArrayView1<'_, f64>,
341 ) -> GeometryResult<Array1<f64>> {
342 match self {
343 Self::Poincare { curvature, .. } => {
344 crate::manifolds::poincare::log_map(base, value, *curvature)
345 }
346 // #2351: the constant-curvature response chart identifies its
347 // origin with the base point, so the logarithm evaluates in the
348 // base-centred frame: log_0(value − base). At the origin the
349 // Möbius denominator is identically 1, killing the off-origin
350 // κ>0 antipodal singularity that crashed prediction for
351 // ordinary sphere-patch data. This matches the criterion, which
352 // scores the same centred coordinates.
353 Self::ConstantCurvature { dim, kappa } => {
354 let chart = ConstantCurvature::new(*dim, *kappa);
355 let origin = Array1::<f64>::zeros(*dim);
356 let centred = &value.to_owned() - &base;
357 chart.log_map(origin.view(), centred.view())
358 }
359 Self::Spd { .. } | Self::Grassmann { .. } | Self::Stiefel { .. } => self
360 .riemannian()
361 .expect("riemannian response manifold")
362 .log_map(base, value),
363 }
364 }
365
366 /// Per-point exponential `exp_base(tangent)` in flat ambient coordinates.
367 fn exp_point(
368 &self,
369 base: ArrayView1<'_, f64>,
370 tangent: ArrayView1<'_, f64>,
371 ) -> GeometryResult<Array1<f64>> {
372 match self {
373 Self::Poincare { curvature, .. } => {
374 crate::manifolds::poincare::exp_map(base, tangent, *curvature)
375 }
376 // #2351: exact inverse of the centred logarithm above —
377 // exp_0(tangent) + base. Round-trips exactly with log_point.
378 Self::ConstantCurvature { dim, kappa } => {
379 let chart = ConstantCurvature::new(*dim, *kappa);
380 let origin = Array1::<f64>::zeros(*dim);
381 let centred = chart.exp_map(origin.view(), tangent)?;
382 Ok(centred + &base)
383 }
384 Self::Spd { .. } | Self::Grassmann { .. } | Self::Stiefel { .. } => self
385 .riemannian()
386 .expect("riemannian response manifold")
387 .exp_map(base, tangent),
388 }
389 }
390
391 /// Euclidean / Frobenius distance from an arbitrary ambient row to the
392 /// candidate response geometry, in flat ambient coordinates — the extrinsic
393 /// constraint-violation distance behind [`response_projection_residual`].
394 ///
395 /// Unlike [`log_point`](Self::log_point), which is gatekept to *genuine*
396 /// manifold points on both arguments, this accepts off-manifold `value`. The
397 /// distance is computed in closed form per geometry and is **well-defined for
398 /// every input** — there is no rank-deficiency error path, because the
399 /// distance to a set is defined even where the nearest point is not unique:
400 ///
401 /// * `Gr(k, n)` / `St(k, n)` — distance to the orthonormal-frame set,
402 /// `√Σ_i (σ_i − 1)²` with `σ_i = √max(λ_i(YᵀY), 0)` the singular values of
403 /// the `n × k` frame `Y`. Exact for every rank (`σ_i = 0` columns
404 /// contribute `1` each). Grassmann and Stiefel coincide because this module
405 /// represents Grassmann points by frames — it is a *representation*
406 /// distance, not a subspace/principal-angle distance.
407 /// * SPD cone — distance to the *closed* PSD cone,
408 /// `√(‖skew(A)‖_F² + Σ_{λ_i<0} λ_i²)` with `λ_i` the eigenvalues of the
409 /// symmetric part `sym(A)`. This is the infimum distance to the open SPD
410 /// cone; a zero distance means PSD, **not** strictly PD.
411 /// * Poincaré ball — distance to the *manifold* open ball of radius
412 /// `R = 1/√(−c)`: `max(0, ‖x‖ − R)`. (This uses the true radius `R`, not
413 /// the slightly smaller numerical safety radius used when projecting points
414 /// for a fit, so interior points score exactly zero.)
415 /// * `ConstantCurvature` — distance to the chart *domain*: `0` for `κ ≥ 0`
416 /// (chart is all of `ℝ^d`), else `max(0, ‖x‖ − 1/√(−κ))`. The curvature
417 /// lives in the metric, not the domain, so this is a domain-admissibility
418 /// check only and carries little curvature information.
419 fn manifold_residual(&self, value: ArrayView1<'_, f64>) -> GeometryResult<f64> {
420 match self {
421 Self::Poincare { curvature, .. } => ball_domain_residual(value, *curvature),
422 Self::ConstantCurvature { kappa, .. } => {
423 if *kappa >= 0.0 {
424 Ok(0.0)
425 } else {
426 ball_domain_residual(value, *kappa)
427 }
428 }
429 Self::Spd { n } => {
430 let mat = from_flat(value, *n, *n)?;
431 let symm = sym(&mat);
432 let psd = spectral_map_symmetric(&symm, |lam| Ok(lam.max(0.0)))?;
433 // Distance to the closed PSD cone, measured against the original
434 // (skew included) input so the skew-symmetric part is counted.
435 Ok(frobenius_distance(value, flatten(&psd).view()))
436 }
437 Self::Grassmann { k, n } | Self::Stiefel { k, n } => {
438 use gam_linalg::faer_ndarray::fast_atb;
439 let frame = from_flat(value, *n, *k)?;
440 let gram = fast_atb(&frame, &frame);
441 let (evals, _) = jacobi_symmetric(&gram)?;
442 let mut sq = 0.0_f64;
443 for &lam in evals.iter() {
444 let sigma = lam.max(0.0).sqrt();
445 let d = sigma - 1.0;
446 sq += d * d;
447 }
448 Ok(sq.sqrt())
449 }
450 }
451 }
452
453 /// Squared metric norm `‖v‖²_base` of a tangent at `base`. Used by the
454 /// Karcher iteration's stationarity test. Poincaré uses the conformal
455 /// factor squared; the matrix manifolds and ConstantCurvature use the trait
456 /// metric tensor.
457 fn sq_metric_norm(
458 &self,
459 base: ArrayView1<'_, f64>,
460 v: ArrayView1<'_, f64>,
461 ) -> GeometryResult<f64> {
462 match self {
463 Self::Poincare { curvature, .. } => {
464 let lam = crate::manifolds::poincare::conformal_factor(base, *curvature)?;
465 Ok(lam * lam * v.iter().map(|x| x * x).sum::<f64>())
466 }
467 Self::ConstantCurvature { .. }
468 | Self::Spd { .. }
469 | Self::Grassmann { .. }
470 | Self::Stiefel { .. } => {
471 let g = self
472 .riemannian()
473 .expect("riemannian response manifold")
474 .metric_tensor(base)?;
475 let gv = g.dot(&v);
476 Ok(v.dot(&gv).max(0.0))
477 }
478 }
479 }
480}
481
482/// Batched response-geometry logarithm: map every manifold-valued response row
483/// to its tangent coordinate at `base`. `values` is `(n_rows, ambient)`, `base`
484/// is `(ambient,)`, and the returned tangent is `(n_rows, ambient)` (the same
485/// flat ambient layout — the tangent of a matrix manifold is itself a flattened
486/// matrix). The scalar Gaussian GAMs the caller fits operate column-wise on
487/// this matrix exactly as they do for the sphere.
488pub fn response_log_map(
489 manifold: ResponseManifold,
490 values: ArrayView2<'_, f64>,
491 base: ArrayView1<'_, f64>,
492) -> Result<Array2<f64>, String> {
493 let ambient = manifold.ambient_dim();
494 let (n_rows, cols) = values.dim();
495 if base.len() != ambient {
496 return Err(format!(
497 "response geometry base point has length {}; expected {ambient}",
498 base.len()
499 ));
500 }
501 if cols != ambient {
502 return Err(format!(
503 "response geometry values have {cols} columns; expected {ambient}"
504 ));
505 }
506 let mut out = Array2::<f64>::zeros((n_rows, ambient));
507 for row in 0..n_rows {
508 let tangent = manifold
509 .log_point(base, values.row(row))
510 .map_err(|e| format!("response geometry log map (row {row}): {e}"))?;
511 out.row_mut(row).assign(&tangent);
512 }
513 Ok(out)
514}
515
516/// Batched response-geometry exponential: map predicted tangent coordinates
517/// back to manifold-valued responses at `base`. Inverse of [`response_log_map`]
518/// with the same shapes.
519pub fn response_exp_map(
520 manifold: ResponseManifold,
521 tangent: ArrayView2<'_, f64>,
522 base: ArrayView1<'_, f64>,
523) -> Result<Array2<f64>, String> {
524 let ambient = manifold.ambient_dim();
525 let (n_rows, cols) = tangent.dim();
526 if base.len() != ambient {
527 return Err(format!(
528 "response geometry base point has length {}; expected {ambient}",
529 base.len()
530 ));
531 }
532 if cols != ambient {
533 return Err(format!(
534 "response geometry tangent has {cols} columns; expected {ambient}"
535 ));
536 }
537 if !tangent.iter().all(|v| v.is_finite()) {
538 return Err("response geometry tangent must contain only finite values".to_string());
539 }
540 let mut out = Array2::<f64>::zeros((n_rows, ambient));
541 for row in 0..n_rows {
542 let value = manifold
543 .exp_point(base, tangent.row(row))
544 .map_err(|e| format!("response geometry exp map (row {row}): {e}"))?;
545 out.row_mut(row).assign(&value);
546 }
547 Ok(out)
548}
549
550/// Numerically-stable Euclidean norm `‖v‖₂`, scaled by the largest-magnitude
551/// entry so the squared sum cannot overflow for large but finite inputs.
552fn scaled_l2_norm(v: ArrayView1<'_, f64>) -> f64 {
553 let mut scale = 0.0_f64;
554 for &x in v.iter() {
555 let a = x.abs();
556 if a > scale {
557 scale = a;
558 }
559 }
560 if scale == 0.0 {
561 return 0.0;
562 }
563 let mut ssq = 0.0_f64;
564 for &x in v.iter() {
565 let t = x / scale;
566 ssq += t * t;
567 }
568 scale * ssq.sqrt()
569}
570
571/// Numerically-stable Frobenius distance `‖a − b‖₂` over equal-length flat
572/// vectors, scaled by the largest entrywise difference to avoid overflow.
573fn frobenius_distance(a: ArrayView1<'_, f64>, b: ArrayView1<'_, f64>) -> f64 {
574 let mut scale = 0.0_f64;
575 for (x, y) in a.iter().zip(b.iter()) {
576 let d = (x - y).abs();
577 if d > scale {
578 scale = d;
579 }
580 }
581 if scale == 0.0 {
582 return 0.0;
583 }
584 let mut ssq = 0.0_f64;
585 for (x, y) in a.iter().zip(b.iter()) {
586 let t = (x - y) / scale;
587 ssq += t * t;
588 }
589 scale * ssq.sqrt()
590}
591
592/// Distance from `value` to the open ball of radius `R = 1/√(−c)` (`c < 0`):
593/// `max(0, ‖value‖ − R)`, the true Euclidean infimum distance to the ball.
594/// Errors if the curvature is not a finite negative number.
595fn ball_domain_residual(value: ArrayView1<'_, f64>, curvature: f64) -> GeometryResult<f64> {
596 if !curvature.is_finite() || curvature >= 0.0 {
597 return Err(GeometryError::InvalidPoint(
598 "ball distance requires a finite negative curvature",
599 ));
600 }
601 let radius = (-curvature).sqrt().recip();
602 Ok((scaled_l2_norm(value) - radius).max(0.0))
603}
604
605/// Per-row extrinsic distance from ambient observations to a *candidate*
606/// response geometry — a coordinate-dependent constraint / closure-distance
607/// diagnostic.
608///
609/// What this is (and is not)
610/// -------------------------
611/// This is a cheap, pre-fit **constraint-violation** measure: given a candidate
612/// response geometry, how far does each raw row sit from that geometry's
613/// extrinsic representation (the unit-norm frame, the PSD cone, the Poincaré
614/// ball)? It is **not** the post-fit on/off-manifold membership signal (which
615/// comes from a fitted geometric smooth's residual and posterior predictive
616/// density), and it is **not** a universal cross-geometry model-selection score:
617/// it measures extrinsic constraint violation *in a chosen coordinate chart*,
618/// not intrinsic topology or curvature. Different candidate geometries have
619/// different chart codimensions (a full-dimensional Poincaré/`κ ≥ 0` chart can
620/// score zero trivially), so residuals are not directly comparable across
621/// candidates without a noise model and per-candidate calibration. Use it as a
622/// fast per-candidate gate, with candidate-specific thresholds.
623///
624/// What it computes
625/// ----------------
626/// For each ambient row `x`, [`manifold_residual`](Self::manifold_residual)
627/// returns the closed-form distance to the candidate geometry (well-defined for
628/// every input and every rank — see that method for the per-geometry formulas),
629/// and this returns:
630///
631/// * `residual[i]` — the absolute distance-to-geometry (zero for genuinely
632/// admissible rows; for the matrix manifolds, exact to machine precision).
633/// * `relative[i] = residual[i] / (‖x‖ + eps)` — the distance normalised by the
634/// row's ambient magnitude. **Note:** this is dimensionless but *not*
635/// scale-invariant for the fixed-radius geometries (Stiefel/Grassmann/ball)
636/// and is *not* bounded by `1` (it diverges as `‖x‖ → 0`); it is scale-free
637/// only for the homogeneous SPD cone. Treat it as `input_norm_relative`, not
638/// an off-manifold fraction.
639///
640/// Unlike [`response_log_map`], **no base point is needed**. `values` is
641/// `(n_rows, ambient)`; both returned arrays are `(n_rows,)`. Every fittable
642/// response geometry — including `ConstantCurvature` — has a closed-form
643/// distance, so no variant errors on a valid, finite input.
644pub fn response_projection_residual(
645 manifold: ResponseManifold,
646 values: ArrayView2<'_, f64>,
647) -> Result<(Array1<f64>, Array1<f64>), String> {
648 let ambient = manifold.ambient_dim();
649 let (n_rows, cols) = values.dim();
650 if cols != ambient {
651 return Err(format!(
652 "response geometry values have {cols} columns; expected {ambient}"
653 ));
654 }
655 if !values.iter().all(|v| v.is_finite()) {
656 return Err("response geometry values must contain only finite values".to_string());
657 }
658
659 let mut residual = Array1::<f64>::zeros(n_rows);
660 let mut relative = Array1::<f64>::zeros(n_rows);
661 for row in 0..n_rows {
662 let value = values.row(row);
663 let dist = manifold
664 .manifold_residual(value)
665 .map_err(|e| format!("response geometry residual (row {row}): {e}"))?;
666 let rel = dist / (scaled_l2_norm(value) + GEOMETRY_EPS);
667 if !dist.is_finite() || !rel.is_finite() {
668 return Err(format!(
669 "response geometry residual (row {row}) is non-finite"
670 ));
671 }
672 residual[row] = dist;
673 relative[row] = rel;
674 }
675 Ok((residual, relative))
676}
677
678/// String-driven response-geometry log map: parse the user `label` (with shape
679/// inference from the response column count), pick the base point (intrinsic
680/// Fréchet mean when `base` is `None`), map every row to its tangent, and report
681/// the canonical resolved label. This is the curved-manifold analogue of the
682/// sphere/simplex dispatch and the single entry the FFI calls for these
683/// geometries.
684///
685/// `weights` are the per-observation prior weights used ONLY to pick the intrinsic
686/// base point (they are ignored when an explicit `base` is supplied). When the
687/// caller supplies observation weights they must reach the linearization point so
688/// the tangent chart is expanded around the *weighted* Fréchet mean — where the
689/// weighted mass lives — matching the weighted tangent regression run there
690/// (#2125). `None` recovers the uniform intrinsic mean.
691pub fn dispatch_log_map(
692 values: ArrayView2<'_, f64>,
693 label: &str,
694 base: Option<ArrayView1<'_, f64>>,
695 weights: Option<ArrayView1<'_, f64>>,
696) -> Result<(Array2<f64>, Array1<f64>, String), String> {
697 let manifold = ResponseManifold::parse(label, values.ncols())?;
698 let base_point = match base {
699 Some(b) => b.to_owned(),
700 // #2351: the constant-curvature chart identifies its origin with the
701 // FLAT centroid — the same κ-independent base the curvature criterion
702 // profiled — so the default base here must be that centroid, not the
703 // Karcher mean (which re-entangles the base with the chart scale and
704 // diverges from the point the fit's κ̂ was estimated around).
705 None => match manifold {
706 ResponseManifold::ConstantCurvature { dim, .. } => {
707 let (n_rows, _) = values.dim();
708 if n_rows == 0 {
709 return Err(
710 "constant-curvature log map requires at least one response row".into(),
711 );
712 }
713 let mut centroid = Array1::<f64>::zeros(dim);
714 match weights {
715 Some(w) => {
716 let normalized = crate::normalize_weights(n_rows, Some(w))
717 .map_err(|_| "constant-curvature log map has invalid weights")?;
718 for (row, &wi) in values.outer_iter().zip(normalized.iter()) {
719 centroid.scaled_add(wi, &row);
720 }
721 }
722 None => {
723 for row in values.outer_iter() {
724 centroid += &row;
725 }
726 centroid.mapv_inplace(|v| v / n_rows as f64);
727 }
728 }
729 centroid
730 }
731 _ => response_frechet_mean(manifold, values, weights, 1.0e-12, 256)
732 .map_err(|err| err.to_string())?,
733 },
734 };
735 let tangent = response_log_map(manifold, values, base_point.view())?;
736 Ok((tangent, base_point, manifold.canonical_label()))
737}
738
739/// String-driven response-geometry exponential map: inverse of
740/// [`dispatch_log_map`] given an explicit base point.
741pub fn dispatch_exp_map(
742 tangent: ArrayView2<'_, f64>,
743 label: &str,
744 base: ArrayView1<'_, f64>,
745) -> Result<Array2<f64>, String> {
746 let manifold = ResponseManifold::parse(label, tangent.ncols())?;
747 response_exp_map(manifold, tangent, base)
748}
749
750/// Intrinsic (Karcher) Fréchet mean of manifold-valued responses, the default
751/// base point when the user supplies none. `values` is `(n_rows, ambient)`.
752///
753/// This is the SPD safeguarded Karcher iteration generalised over an arbitrary
754/// [`ResponseManifold`]: a Riemannian gradient-descent on the weighted
755/// dispersion `V(P) = Σ_i w_i ‖log_P(X_i)‖²_P` with the descent direction
756/// `ξ = Σ_i w_i log_P(X_i)` (`= −½ grad V`), a unit Karcher step `exp_P(t·ξ)`
757/// with Armijo backtracking plus a round-off cushion, and the metric-norm
758/// stationarity certificate `‖ξ‖_P ≤ tol`. No approximate point is returned on
759/// a stalled line search or exhausted iteration budget. Positively curved
760/// geometries additionally require the weighted support to lie inside their
761/// analytic strong-convexity radius, certifying the stationary point as the
762/// unique global Fréchet mean; diffuse data return a typed error and require an
763/// explicit base instead of selecting a capped multistart basin. The SPD-specific
764/// version in [`crate::manifolds::spd::spd_frechet_mean`] remains for the affine
765/// inverse it caches per step; this generic form pays a metric-tensor solve but
766/// covers all four geometries uniformly.
767pub fn response_frechet_mean(
768 manifold: ResponseManifold,
769 values: ArrayView2<'_, f64>,
770 weights: Option<ArrayView1<'_, f64>>,
771 tol: f64,
772 max_iter: usize,
773) -> GeometryResult<Array1<f64>> {
774 let ambient = manifold.ambient_dim();
775 let (m, cols) = values.dim();
776 if m == 0 || cols != ambient {
777 return Err(GeometryError::InvalidPoint(
778 "response geometry Fréchet mean requires a non-empty value matrix with manifold ambient width",
779 ));
780 }
781 if !(tol.is_finite() && tol > 0.0) {
782 return Err(GeometryError::InvalidPoint(
783 "response geometry Fréchet mean tolerance must be finite and positive",
784 ));
785 }
786 let w = crate::normalize_weights(m, weights).map_err(|_| {
787 GeometryError::InvalidPoint("response geometry Fréchet mean has invalid weights")
788 })?;
789 let samples: Vec<Array1<f64>> = (0..m).map(|i| values.row(i).to_owned()).collect();
790
791 let dispersion = |p: ArrayView1<'_, f64>| -> GeometryResult<f64> {
792 let mut acc = 0.0_f64;
793 for (i, x) in samples.iter().enumerate() {
794 if w[i] == 0.0 {
795 continue;
796 }
797 let lg = manifold.log_point(p, x.view())?;
798 let sq = manifold.sq_metric_norm(p, lg.view())?;
799 acc += w[i] * sq;
800 }
801 Ok(acc)
802 };
803
804 let stationarity = |p: ArrayView1<'_, f64>| -> GeometryResult<(Array1<f64>, f64)> {
805 let mut xi = Array1::<f64>::zeros(ambient);
806 for (i, x) in samples.iter().enumerate() {
807 if w[i] == 0.0 {
808 continue;
809 }
810 let lg = manifold.log_point(p, x.view())?;
811 xi.scaled_add(w[i], &lg);
812 }
813 let residual = manifold.sq_metric_norm(p, xi.view())?.sqrt();
814 Ok((xi, residual))
815 };
816
817 // Safeguarded Riemannian gradient descent from one interior start. The only
818 // success exit is the analytic Karcher certificate `‖Σwᵢlogₚ(xᵢ)‖ₚ≤tol`;
819 // line-search or iteration exhaustion above it is typed non-convergence.
820 let descend = |start: Array1<f64>| -> GeometryResult<(Array1<f64>, f64)> {
821 let mut p = start;
822 let mut f_cur = dispersion(p.view())?;
823 for iteration in 0..max_iter {
824 // Riemannian gradient direction ξ = Σ wᵢ log_p(xᵢ) = −½ grad V.
825 let (xi, grad_norm) = stationarity(p.view())?;
826 if grad_norm <= tol {
827 return Ok((p, grad_norm));
828 }
829
830 // Armijo-backtracked unit Karcher step exp_p(t·ξ). A step that
831 // leaves the manifold's domain (e.g. a Poincaré overshoot past the
832 // ball boundary) or lands where the dispersion is undefined is an
833 // INVALID trial (`Ok(None)`): shrink and retry without consulting
834 // the Armijo test — unlike `spd_frechet_mean`, this generic driver
835 // never aborts the descent on a trial-evaluation error.
836 let pred = grad_norm * grad_norm;
837 let f_tol = armijo_roundoff_cushion(f_cur);
838 let accepted = match backtracking_line_search::<_, Infallible>(
839 BacktrackConfig::default(),
840 |t| {
841 let step = &xi * t;
842 let Ok(cand) = manifold.exp_point(p.view(), step.view()) else {
843 return Ok(None);
844 };
845 let Ok(f_cand) = dispersion(cand.view()) else {
846 return Ok(None);
847 };
848 Ok(Some((f_cand, cand)))
849 },
850 |t, f_cand| f_cand <= f_cur - 2.0 * constants::ARMIJO_C1 * t * pred + f_tol,
851 ) {
852 Ok(result) => result,
853 Err(never) => match never {},
854 };
855 let Some(accepted_step) = accepted else {
856 return Err(GeometryError::NonConvergence {
857 context: "response geometry Fréchet mean",
858 iterations: iteration + 1,
859 residual: grad_norm,
860 tolerance: tol,
861 });
862 };
863 p = accepted_step.payload;
864 f_cur = accepted_step.value;
865 }
866 // The final allowed update can cross the requested threshold.
867 let (_, residual) = stationarity(p.view())?;
868 if residual <= tol {
869 Ok((p, residual))
870 } else {
871 Err(GeometryError::NonConvergence {
872 context: "response geometry Fréchet mean",
873 iterations: max_iter,
874 residual,
875 tolerance: tol,
876 })
877 }
878 };
879
880 // Choose one row-order-invariant positive-mass seed: highest weight, then
881 // lexicographically smallest coordinates. On a Hadamard manifold any seed
882 // reaches the unique global mean. On a positively curved manifold the
883 // support-ball certificate below, rather than an arbitrary number of
884 // restarts, proves that the stationary point is the unique global mean.
885 let mut seed_index: Option<usize> = None;
886 for index in 0..m {
887 if w[index] == 0.0 {
888 continue;
889 }
890 let replace = match seed_index {
891 None => true,
892 Some(current) if w[index] > w[current] => true,
893 Some(current) if w[index] == w[current] => {
894 samples[index]
895 .iter()
896 .zip(samples[current].iter())
897 .find_map(|(&lhs, &rhs)| {
898 let order = lhs.total_cmp(&rhs);
899 (order != std::cmp::Ordering::Equal).then_some(order)
900 })
901 == Some(std::cmp::Ordering::Less)
902 }
903 Some(_) => false,
904 };
905 if replace {
906 seed_index = Some(index);
907 }
908 }
909 let seed_index = seed_index.ok_or(GeometryError::InvalidPoint(
910 "response geometry Fréchet mean has no positive-weight sample",
911 ))?;
912 let start = manifold.exp_point(
913 samples[seed_index].view(),
914 Array1::<f64>::zeros(ambient).view(),
915 )?;
916 let (mean, stationarity_residual) = descend(start)?;
917
918 if let Some(uniqueness_radius) = manifold.frechet_uniqueness_radius() {
919 let mut support_radius = 0.0_f64;
920 for (index, sample) in samples.iter().enumerate() {
921 if w[index] == 0.0 {
922 continue;
923 }
924 let log = manifold.log_point(mean.view(), sample.view())?;
925 let distance = manifold.sq_metric_norm(mean.view(), log.view())?.sqrt();
926 if !distance.is_finite() {
927 return Err(GeometryError::Singular(
928 "response geometry Fréchet support radius is non-finite",
929 ));
930 }
931 support_radius = support_radius.max(distance);
932 }
933 if support_radius >= uniqueness_radius {
934 return Err(GeometryError::FrechetMeanNotGloballyCertified {
935 context: "response geometry Fréchet mean",
936 stationarity_residual,
937 tolerance: tol,
938 support_radius,
939 uniqueness_radius,
940 });
941 }
942 }
943
944 Ok(mean)
945}
946
947// ── Curvature as an estimand on the response geometry (#944 stage 4 / #1104) ──
948//
949// `response_geometry="constant_curvature(dim=d)"` does NOT take a fixed κ from
950// the user: κ is ESTIMATED from the manifold-valued responses. At each κ the
951// family `ConstantCurvature{dim, κ}` is laid down and κ is scored by the HONEST
952// change-of-variables likelihood of the observed chart coordinates `yᵢ` w.r.t.
953// ambient Lebesgue measure `dy` — the density that is automatically normalised on
954// the SAME measure in which the data are observed, regardless of how the manifold
955// is parameterised. This is the crux of the #1104 fix.
956//
957// ## Why dispersion alone (and the self-normalising wrapped Gaussian) is degenerate
958//
959// The generative model is the wrapped normal `yᵢ = exp_μ(vᵢ)`, `vᵢ` isotropic at
960// geodesic scale σ. Its density w.r.t. the Riemannian volume `dvol_κ` is
961// `N(sᵢ;0,σ²)/Jᵧ_κ(sᵢ)` with `sᵢ = d_κ(μ,yᵢ)` the geodesic radius and
962// `J_κ(s) = (sn_κ(s)/s)^{d−1}` the exp-map volume Jacobian
963// (`ConstantCurvature::jacobian_radial`). The naive criterion
964// `½nd·ln(Σsᵢ²/nd)` (dispersion only), and even the full `dvol_κ`-density NLL
965// `Σ[sᵢ²/2σ² + (d/2)ln2πσ² + ln J_κ(sᵢ)]`, are SCALE-DEGENERATE: rescaling the
966// manifold radius `R = 1/√|κ|` rescales every `sᵢ` and every volume element, and
967// the σ-profile absorbs the change with no κ information left. That is exactly
968// why a `dvol_κ`-normalised (self-normalising) wrapped Gaussian rails, and why an
969// intrinsic-volume partition function double-counts: the density is already
970// normalised on `dvol_κ`, so re-integrating its volume adds nothing identifying.
971//
972// ## The restoring force is the ambient (chart) volume element at the DATA points
973//
974// Curvature is identified only when the abstract manifold is tied to the CONCRETE
975// observed chart coordinates `yᵢ`. The data are observed as points of `ℝ^d` under
976// Lebesgue `dy`, so the likelihood must be the density w.r.t. `dy`, obtained from
977// the `dvol_κ`-density by the chart volume factor `dvol_κ/dy = λ_{yᵢ}^d`,
978// `λ_y = 2/(1+κ‖y‖²)`:
979//
980// ```text
981// −ℓ(κ,μ,σ²) = Σᵢ[ sᵢ²/(2σ²) + (d/2)ln(2πσ²) + ln J_κ(sᵢ) − d·ln λ_{yᵢ} ].
982// ```
983//
984// The new term `−d·Σ ln λ_{yᵢ} = d·Σ ln((1+κ‖yᵢ‖²)/2)` is evaluated at every DATA
985// point (not at the mean), so `‖yᵢ‖² > 0` even for mean-centred clouds and it
986// supplies a genuine κ-restoring force: it grows like `+d·κ·Σ‖yᵢ‖²` for small κ
987// and `→ +∞` as κ→+∞ (each `−ln λ_{yᵢ}→+∞`), exactly opposing the dispersion /
988// `ln J_κ` terms which fall as the sphere shrinks. The minimum is therefore
989// INTERIOR at the data-generating curvature. None of `ln J_κ` or `λ` depend on σ,
990// so σ profiles in closed form `σ̂² = D/(nd)`, `D = Σ sᵢ²`.
991//
992// ## Reparameterisation invariance / unit-covariance of κ̂
993//
994// κ carries units of `1/length²`. Under a global rescaling `yᵢ ↦ α·yᵢ` the chart
995// of `M_κ` at scale `α` equals the chart of `M_{κ/α²}` at scale 1 (because
996// `λ` and every geodesic primitive depend on `y` only through `κ‖y‖²`). The whole
997// criterion `V(κ, αy)` therefore equals `V(α²κ, y)`, so its minimiser transforms
998// as `κ̂(αy) = κ̂(y)/α²` — the CORRECT covariance of a curvature with units
999// `1/length²`. The base point μ is held at the κ-independent flat centroid (NOT
1000// re-solved per κ): re-solving the Fréchet mean per κ is precisely what
1001// re-entangles κ with the chart scale and biases the estimate, so it is removed.
1002//
1003// `V_p` is a negative log-evidence (lower is better) so κ̂ = argmin V_p; it is the
1004// full NLL summed over all `n·d` scalar observations, so `2[V_p(0) − V_p(κ̂)]` is
1005// the Wilks LR statistic with a calibrated χ²₁ flatness reference — exactly the
1006// contract `profile_ci_walk` / `flatness_lr_test` in `curvature_estimand.rs`
1007// consume, with no new outer machinery.
1008
1009/// Typed failures from constant-curvature response fitting. In particular,
1010/// optimiser exhaustion carries the exact score/Hessian and the normalized
1011/// box-KKT residual, so a caller never receives a midpoint merely because an
1012/// iteration cap was reached.
1013#[derive(Clone, Debug, PartialEq)]
1014pub enum ResponseGeometryError {
1015 InvalidInput(String),
1016 NumericalGeometry(String),
1017 CurvatureUnidentified {
1018 dispersion: f64,
1019 },
1020 CurvatureNonConvergence {
1021 iterations: usize,
1022 max_iter: usize,
1023 bracket_lo: f64,
1024 bracket_hi: f64,
1025 kappa: f64,
1026 criterion: f64,
1027 score: f64,
1028 curvature: f64,
1029 kkt_residual: f64,
1030 tolerance: f64,
1031 },
1032}
1033
1034impl fmt::Display for ResponseGeometryError {
1035 fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
1036 match self {
1037 Self::InvalidInput(message) | Self::NumericalGeometry(message) => f.write_str(message),
1038 Self::CurvatureUnidentified { dispersion } => write!(
1039 f,
1040 "response curvature is unidentified: profiled geodesic dispersion is {dispersion:.6e}"
1041 ),
1042 Self::CurvatureNonConvergence {
1043 iterations,
1044 max_iter,
1045 bracket_lo,
1046 bracket_hi,
1047 kappa,
1048 criterion,
1049 score,
1050 curvature,
1051 kkt_residual,
1052 tolerance,
1053 } => write!(
1054 f,
1055 "response curvature did not satisfy its minimizing box-KKT certificate after \
1056 {iterations}/{max_iter} iterations: bracket=[{bracket_lo:.6e}, \
1057 {bracket_hi:.6e}], kappa={kappa:.6e}, criterion={criterion:.6e}, \
1058 score={score:.6e}, normalized KKT residual={kkt_residual:.6e} \
1059 (required <= {tolerance:.6e}), curvature={curvature:.6e} \
1060 (required > 0)"
1061 ),
1062 }
1063 }
1064}
1065
1066impl std::error::Error for ResponseGeometryError {}
1067
1068impl From<GeometryError> for ResponseGeometryError {
1069 fn from(error: GeometryError) -> Self {
1070 Self::NumericalGeometry(error.to_string())
1071 }
1072}
1073
1074/// Outcome of fitting curvature as an estimand on a constant-curvature response
1075/// geometry: the optimised κ̂, its tangent base point, the profile-likelihood CI,
1076/// and the interior-point flatness (Wilks) test of κ = 0.
1077#[derive(Clone, Debug)]
1078pub struct ResponseCurvatureFit {
1079 /// The dimension `d` of the constant-curvature response manifold.
1080 pub dim: usize,
1081 /// The REML/evidence-optimal curvature κ̂ (argmin of the profiled criterion).
1082 ///
1083 /// **Units `1/length²`** — κ̂ is therefore *scale-dependent*: rescaling the
1084 /// cloud `y ↦ α·y` rescales `κ̂ ↦ κ̂/α²`. For a scale-free statement of how
1085 /// curved the cloud is, read [`kappa_r2`](Self::kappa_r2) instead. When the
1086 /// cloud is curved BEYOND what its spread can resolve (it fills a large
1087 /// fraction of the sphere `S^d(1/√κ̂)`), the optimiser rails to the
1088 /// chart-resolution cap and [`railed_at_resolution_limit`](Self::railed_at_resolution_limit)
1089 /// is `true`: κ̂ is then a *lower bound on |κ|*, not a point estimate.
1090 pub kappa_hat: f64,
1091 /// The DIMENSIONLESS geometric invariant the cloud actually determines:
1092 /// `κ̂ · r²` with `r` = [`characteristic_radius`](Self::characteristic_radius).
1093 /// This is scale-FREE (`κ̂·r²` is invariant under `y ↦ α·y`, since `κ̂ ↦ κ̂/α²`
1094 /// and `r ↦ α·r`) — the honest answer to "how curved is this cloud relative
1095 /// to its own spread". `|κ̂·r²| ≪ 1` ⇒ nearly flat at this scale; `κ̂·r² ↗ (π/2)²`
1096 /// ⇒ the cloud fills the sphere and curvature is at the chart-resolution limit.
1097 pub kappa_r2: f64,
1098 /// Characteristic geodesic radius `r` of the cloud at κ = 0 (the doubled-gauge
1099 /// chart distance `r = 2·max_i‖y_i − μ‖`): the length scale against which κ̂ is
1100 /// dimensionless. Reported so the caller can convert between scale-dependent κ̂
1101 /// and the scale-free `κ̂·r²` without re-deriving the chart gauge.
1102 pub characteristic_radius: f64,
1103 /// The intrinsic Fréchet-mean base point at κ̂ (the tangent expansion point
1104 /// the scalar GAMs are fitted around).
1105 pub base: Array1<f64>,
1106 /// Profiled criterion value `V_p(κ̂)` (concentrated negative log-evidence).
1107 pub v_p_hat: f64,
1108 /// `true` when the κ̂ search converged ONTO the chart-resolution cap rather
1109 /// than an interior optimum: the data want curvature at or beyond the
1110 /// conjugate radius of their geodesic spread (the cloud fills the sphere).
1111 /// In that case κ̂ / the CI upper end are NOT a resolved point estimate but a
1112 /// HONEST "curvature exceeds chart-resolvable range at this scale" flag — the
1113 /// caller must report it as such and never as a silent `κ̂ = ci_hi`.
1114 pub railed_at_resolution_limit: bool,
1115 /// Twin of [`railed_at_resolution_limit`](Self::railed_at_resolution_limit)
1116 /// for the HYPERBOLIC side (#2351): `true` when the κ̂ search converged ONTO
1117 /// the lower chart-domain bound — the criterion is still improving as κ
1118 /// decreases at the limit where the cloud fills the hyperbolic ball of its
1119 /// own spread (the mean-centred chart-validity edge `1 + κ‖z_max‖² → 0⁺`,
1120 /// where the conformal restoring force diverges linearly and beats the
1121 /// log-log dispersion term, so the criterion genuinely runs away). κ̂ is
1122 /// then an UPPER bound on κ, not a resolved point estimate; the caller must
1123 /// report "curvature exceeds the chart-resolvable hyperbolic range at this
1124 /// scale" and never quote a confident hyperbolic verdict off the rail.
1125 pub railed_at_hyperbolic_resolution_limit: bool,
1126 /// `true` only when the SIGN of κ̂ is statistically resolved — i.e. the
1127 /// profile-likelihood CI excludes 0 (`profile_ci.verdict ≠ Flat`).
1128 ///
1129 /// ## Why a point estimate alone is not enough (the #944/#1059 flat-floor)
1130 ///
1131 /// Curvature is resolvable only through the dimensionless product `κ·r²`
1132 /// (see [`kappa_r2`](Self::kappa_r2)); the per-point Fisher information for κ
1133 /// scales like `σ⁴`. When the cloud is nearly flat at its own scale
1134 /// (`|κ·r²| ≪ 1`), the profiled criterion is so shallow that its single-cloud
1135 /// argmin κ̂ can land on the WRONG SIDE OF ZERO purely by Monte-Carlo
1136 /// fluctuation — empirically a coin-flip below `|κ·r²| ≈ 0.03`, reliable above
1137 /// `≈ 0.09` (the #944 power curve). The estimand itself is UNBIASED (the
1138 /// criterion averaged over clouds minimises exactly at κ⋆), so this is a
1139 /// resolution limit, not a bias.
1140 ///
1141 /// The CI, in contrast, is honest in this regime: at an under-resolved
1142 /// operating point it reports `Flat` (straddles 0) rather than a confident
1143 /// wrong sign — it essentially never claims the wrong-signed geometry. So the
1144 /// SIGN-bearing summary the caller may quote is the CI verdict, not the bare
1145 /// κ̂. This flag exposes that contract on the point-estimate surface: when it
1146 /// is `false`, κ̂'s sign is noise — the caller must report "curvature not
1147 /// resolved at this scale (|κ·r²| too small)" and quote the CI / `kappa_r2`,
1148 /// never a sign-confident κ̂. It is the flat-floor twin of
1149 /// [`railed_at_resolution_limit`](Self::railed_at_resolution_limit) (the
1150 /// spherical-cap rail); together they bracket the two ends of the resolvable
1151 /// `κ·r²` band where κ̂ is a genuine interior point estimate.
1152 pub sign_resolved: bool,
1153 /// Profile-likelihood CI for κ and the geometry verdict from its sign.
1154 pub profile_ci: crate::curvature_estimand::KappaProfileCi,
1155 /// Interior-point χ²₁ likelihood-ratio test of flatness (κ = 0).
1156 pub flatness: crate::curvature_estimand::FlatnessTest,
1157}
1158
1159/// Chart-validity bounds on κ for a constant-curvature response geometry built
1160/// from the supplied responses, plus the characteristic geodesic radius
1161/// `ρ_max = 2·max_i‖y_i − μ‖` against which κ is made dimensionless.
1162///
1163/// Returns `(kappa_min, kappa_max, rho_max)`.
1164///
1165/// * **Lower (hyperbolic) bound.** The κ-stereographic chart requires
1166/// `1 + κ‖x‖² > 0` at every point measured from the chart origin, i.e.
1167/// `κ > −1/R²` with `R² = max_i ‖y_i‖²`. The open boundary is
1168/// approached only to the relative resolution of f64 arithmetic.
1169/// * **Upper (spherical) bound.** Unlike the hyperbolic side this is NOT
1170/// unbounded: on a sphere of curvature κ the geodesic radius cannot exceed the
1171/// conjugate radius `π/√κ`, beyond which the exp-map volume Jacobian
1172/// `J_κ = (sn_κ/·)^{d−1}` changes sign (clamped to 0 here) and `ln J_κ` would
1173/// collapse `V_p` toward `−∞`, railing the optimiser onto a spurious shell.
1174/// The κ = 0 geodesic radius of the farthest point from the centroid is
1175/// `ρ_max = 2·max_i‖y_i − μ‖` (doubled-gauge chart). We cap κ so that radius
1176/// stays strictly inside the first conjugate shell to f64-relative resolution:
1177/// `√κ·ρ_max < π`. This keeps every geodesic radius before the
1178/// antipodal singularity along the whole search/CI walk without an arbitrary
1179/// fractional margin.
1180///
1181/// `κ_max` is the chart-RESOLUTION limit of the cloud: at it the geodesic spread
1182/// fills the conjugate shell to machine resolution, i.e. the cloud nearly fills
1183/// the sphere `S^d(1/√κ_max)`. The DIMENSIONLESS product `κ_max·ρ_max²
1184/// → π²` is fixed and data-scale-free — it is the natural "the cloud is
1185/// maximally curved relative to its spread" sentinel the rail check compares κ̂ to.
1186fn response_kappa_bounds(values: ArrayView2<'_, f64>) -> (f64, f64, f64) {
1187 let (n_rows, dim) = values.dim();
1188 // BOTH rails derive from the centroid-relative spread ‖y_i − μ‖² — the only
1189 // translation-invariant "how spread is this cloud" quantity. The chart
1190 // origin is IDENTIFIED with the cloud's flat centroid (the criterion
1191 // evaluates on the mean-centred coordinates z_i = y_i − μ, #2351), so the
1192 // hyperbolic chart-domain constraint 1 + κ‖z‖² > 0 is governed by the same
1193 // spread as the spherical conjugate-radius cap. The previous ambient-origin
1194 // radius made κ_min collapse to ≈ −1 for any unit-normalised cloud
1195 // regardless of its shape — a pure-translation-sensitive verdict.
1196 let mut centroid = Array1::<f64>::zeros(dim.max(1));
1197 if n_rows > 0 && dim > 0 {
1198 for row in values.outer_iter() {
1199 centroid += &row;
1200 }
1201 centroid.mapv_inplace(|v| v / n_rows as f64);
1202 }
1203 let mut s2_max = 0.0_f64;
1204 if dim > 0 {
1205 for row in values.outer_iter() {
1206 let diff = &row - ¢roid;
1207 let r2 = diff.dot(&diff);
1208 if r2 > s2_max {
1209 s2_max = r2;
1210 }
1211 }
1212 }
1213 assert!(
1214 s2_max > 0.0,
1215 "response κ bounds require a non-degenerate cloud: max ‖y−μ‖²={s2_max}"
1216 );
1217 // Stay one square-root-epsilon relative step inside both open singular
1218 // boundaries. This is derived from f64 resolution, not a tuning knob.
1219 let open_boundary = 1.0 - f64::EPSILON.sqrt();
1220 let kappa_min = -open_boundary / s2_max;
1221 // Conjugate-radius cap: ρ_max = 2·max‖y_i − μ‖ is the κ=0 geodesic radius.
1222 let rho_max = 2.0 * s2_max.sqrt();
1223 let edge = open_boundary * std::f64::consts::PI / rho_max;
1224 let kappa_max = edge * edge;
1225 (kappa_min, kappa_max, rho_max)
1226}
1227
1228/// Profiled curvature criterion `V_p(κ)` for the constant-curvature response
1229/// geometry: the σ-profiled HONEST change-of-variables negative log-likelihood of
1230/// the observed chart coordinates `y_i` at curvature `κ`, expressed w.r.t. ambient
1231/// Lebesgue measure `dy`. Lower is better (κ̂ = argmin). Returns `(V_p, base)`;
1232/// the base point is the κ-INDEPENDENT flat centroid (the tangent expansion point
1233/// that the scalar GAMs are fitted around), held fixed across κ so the estimate is
1234/// not re-entangled with the chart scale.
1235///
1236/// The model is the wrapped normal `y_i = exp_{μ,κ}(v_i)` with isotropic geodesic
1237/// scale σ; `s_i = d_κ(μ, y_i)` is the geodesic radius and `J_κ(s)` the exp-map
1238/// volume Jacobian. The density on the Riemannian volume `dvol_κ` is
1239/// `N(s_i;0,σ²)/J_κ(s_i)`; converting to ambient `dy` multiplies by the chart
1240/// volume factor `λ_{y_i}^d`, `λ_y = 2/(1+κ‖y‖²)`. The negative log-likelihood is
1241///
1242/// ```text
1243/// −ℓ(κ,σ²) = Σ_i[ s_i²/(2σ²) + (d/2)ln(2πσ²) + ln J_κ(s_i) − d·ln λ_{y_i} ].
1244/// ```
1245///
1246/// `ln J_κ` and `λ` do not depend on σ, so σ profiles in closed form
1247/// `σ̂² = D/(nd)`, `D = Σ s_i²`. The `−d·Σ ln λ_{y_i}` term — evaluated at the DATA
1248/// points, not the mean — is the κ-restoring force that breaks the scale
1249/// degeneracy of the dispersion / `dvol_κ`-density alone (see the module notes).
1250/// Additive constants independent of κ are kept implicit; they cancel in every
1251/// LR / profile-drop the CI machinery forms. μ is the closed-form flat centroid,
1252/// so the criterion is a pure function of κ with no inner tolerance/iteration
1253/// budget (the outer κ̂ search owns those).
1254pub fn response_curvature_criterion(
1255 values: ArrayView2<'_, f64>,
1256 dim: usize,
1257 kappa: f64,
1258) -> Result<(f64, Array1<f64>), String> {
1259 response_curvature_criterion_jet(values, dim, kappa)
1260 .map(|jet| (jet.value, jet.base))
1261 .map_err(|error| error.to_string())
1262}
1263
1264#[derive(Clone, Debug)]
1265struct CurvatureCriterionJet {
1266 kappa: f64,
1267 value: f64,
1268 score: f64,
1269 curvature: f64,
1270 base: Array1<f64>,
1271}
1272
1273/// Hand-derived value, score, and Hessian of the profiled criterion. Every
1274/// derivative is assembled from the closed-form distance κ-jet and analytic
1275/// chain rules; no production finite difference or autodiff is involved.
1276fn response_curvature_criterion_jet(
1277 values: ArrayView2<'_, f64>,
1278 dim: usize,
1279 kappa: f64,
1280) -> Result<CurvatureCriterionJet, ResponseGeometryError> {
1281 if !kappa.is_finite() {
1282 return Err(ResponseGeometryError::InvalidInput(
1283 "response curvature criterion: kappa must be finite".into(),
1284 ));
1285 }
1286 let (n_rows, cols) = values.dim();
1287 if n_rows == 0 || cols != dim || dim == 0 {
1288 return Err(ResponseGeometryError::InvalidInput(format!(
1289 "response curvature criterion: values must be N×{dim} with N >= 1"
1290 )));
1291 }
1292 // κ-independent base point: the flat (ambient) centroid. Holding μ fixed across
1293 // κ is the de-entangling move — re-solving the Fréchet mean per κ couples the
1294 // base to the chart scale and biases κ̂ (#1104 root cause).
1295 let mut base = Array1::<f64>::zeros(dim);
1296 for row in values.outer_iter() {
1297 base += &row;
1298 }
1299 base.mapv_inplace(|v| v / n_rows as f64);
1300
1301 let chart = ConstantCurvature::new(dim, kappa);
1302 let d = dim as f64;
1303 let mut dispersion = 0.0_f64;
1304 let mut dispersion_d1 = 0.0_f64;
1305 let mut dispersion_d2 = 0.0_f64;
1306 let mut ln_jac = 0.0_f64;
1307 let mut ln_jac_d1 = 0.0_f64;
1308 let mut ln_jac_d2 = 0.0_f64;
1309 let mut chart_volume = 0.0_f64;
1310 let mut chart_volume_d1 = 0.0_f64;
1311 let mut chart_volume_d2 = 0.0_f64;
1312
1313 // #2351: the chart origin is IDENTIFIED with the flat centroid — every
1314 // per-row quantity evaluates on the mean-centred coordinate z_i = y_i − μ.
1315 // This is the translation-invariant model: y ↦ y + t leaves every z_i (and
1316 // hence V_p, κ̂, the verdict, and both rail flags) exactly unchanged, while
1317 // z ↦ dy is unit-Jacobian so the observed-measure likelihood is unaffected.
1318 // (Möbius recentring w = (−μ)⊕_κ y does NOT achieve this: gyro-addition
1319 // does not commute with Euclidean translation, and w is κ-dependent.)
1320 // The centred distance collapses the Möbius denominator to 1, so the
1321 // hyperbolic side has no off-origin antipodal singularity.
1322 let origin = Array1::<f64>::zeros(dim);
1323 for row in values.outer_iter() {
1324 let centred = &row - &base;
1325 let (r, r_d1, r_d2) = distance_kappa_jet(&chart, origin.view(), centred.view())?;
1326 dispersion += r * r;
1327 dispersion_d1 += 2.0 * r * r_d1;
1328 dispersion_d2 += 2.0 * (r_d1 * r_d1 + r * r_d2);
1329
1330 if dim > 1 {
1331 // J_κ(r)=S(u)^(d−1), u=κr². Chain-rule jets of u.
1332 let u = kappa * r * r;
1333 let u_d1 = r * r + 2.0 * kappa * r * r_d1;
1334 let u_d2 = 4.0 * r * r_d1 + 2.0 * kappa * (r_d1 * r_d1 + r * r_d2);
1335 let s = cs_stacks3(u).1;
1336 if !(s[0].is_finite() && s[0] > 0.0) {
1337 return Err(ResponseGeometryError::NumericalGeometry(
1338 "response curvature criterion reached the conjugate shell".into(),
1339 ));
1340 }
1341 let log_s_d1 = s[1] / s[0];
1342 let log_s_d2 = s[2] / s[0] - log_s_d1 * log_s_d1;
1343 let exponent = (dim - 1) as f64;
1344 ln_jac += exponent * s[0].ln();
1345 ln_jac_d1 += exponent * log_s_d1 * u_d1;
1346 ln_jac_d2 += exponent * (log_s_d2 * u_d1 * u_d1 + log_s_d1 * u_d2);
1347 }
1348
1349 // −d ln λ_z = d[ln(1+κ‖z‖²)−ln 2], evaluated at the CENTRED coordinate
1350 // (#2351): the κ-restoring force reads the cloud's spread, not its
1351 // arbitrary ambient offset.
1352 let q = centred.dot(¢red);
1353 let gauge = 1.0 + kappa * q;
1354 if !(gauge.is_finite() && gauge > 0.0) {
1355 return Err(ResponseGeometryError::NumericalGeometry(
1356 "response curvature criterion reached the chart boundary".into(),
1357 ));
1358 }
1359 chart_volume += d * (gauge.ln() - std::f64::consts::LN_2);
1360 chart_volume_d1 += d * q / gauge;
1361 chart_volume_d2 -= d * q * q / (gauge * gauge);
1362 }
1363 let nobs = (n_rows * dim) as f64;
1364 if !(dispersion.is_finite() && dispersion > 0.0) {
1365 return Err(ResponseGeometryError::CurvatureUnidentified { dispersion });
1366 }
1367
1368 // σ profiles in closed form: σ̂² = D/(nd). Substituting and dropping the
1369 // κ-independent constant (nd/2)(1 + ln 2π):
1370 // V_p(κ) = (nd/2)·ln(D/(nd)) + Σ ln J_κ(s_i) − d·Σ ln λ_{y_i}.
1371 let value = 0.5 * nobs * (dispersion / nobs).ln() + ln_jac + chart_volume;
1372 let score = 0.5 * nobs * dispersion_d1 / dispersion + ln_jac_d1 + chart_volume_d1;
1373 let curvature = 0.5
1374 * nobs
1375 * (dispersion_d2 / dispersion
1376 - (dispersion_d1 / dispersion) * (dispersion_d1 / dispersion))
1377 + ln_jac_d2
1378 + chart_volume_d2;
1379 if !value.is_finite() || !score.is_finite() || !curvature.is_finite() {
1380 return Err(ResponseGeometryError::NumericalGeometry(
1381 "response curvature criterion jet is non-finite".into(),
1382 ));
1383 }
1384 Ok(CurvatureCriterionJet {
1385 kappa,
1386 value,
1387 score,
1388 curvature,
1389 base,
1390 })
1391}
1392
1393/// Fit curvature as an estimand on a constant-curvature response geometry.
1394///
1395/// κ̂ is the minimiser of the profiled criterion [`response_curvature_criterion`]
1396/// (the σ-profiled honest change-of-variables negative log-evidence of the wrapped
1397/// normal w.r.t. ambient measure), found by a safeguarded root solve of its
1398/// exact analytic score inside the chart-validity bracket. The base point μ is
1399/// the κ-independent flat centroid, so
1400/// every `V_p` evaluation scores the SAME geometry without re-entangling κ with the
1401/// chart scale (the #1104 fix). The exact outer
1402/// curvature `V_p''(κ̂)` is evaluated by the same hand-derived criterion jet
1403/// and handed to [`profile_ci_walk`](crate::profile_ci_walk)
1404/// to size the initial Wald step; the CI itself is the exact χ²₁ profile crossing.
1405/// Flatness is the interior-point χ²₁ LR test
1406/// [`flatness_lr_test`](crate::flatness_lr_test). κ = 0 is an interior
1407/// point of the analytic `S^d ← ℝ^d → H^d` family, so no boundary correction is
1408/// applied. Returns the κ̂, its tangent base point, the profile CI, and the Wilks
1409/// flatness test for the fit summary.
1410///
1411/// ## Scale-awareness and honest railing (#1104)
1412///
1413/// κ has units `1/length²`, so a cloud of characteristic geodesic radius `r`
1414/// resolves only the DIMENSIONLESS product `κ·r²` (every chart primitive depends
1415/// on `y` through `κ‖y‖²`, hence `V(κ, αy) = V(α²κ, y)` and `κ̂ ↦ κ̂/α²` under
1416/// `y ↦ αy`). The fit therefore also returns:
1417/// * `kappa_r2 = κ̂·r²` — the scale-FREE invariant the cloud actually determines
1418/// (how curved relative to its own spread), and `characteristic_radius = r`;
1419/// * `railed_at_resolution_limit` — `true` when the data want curvature at or
1420/// beyond the conjugate radius of their spread (the cloud fills the sphere),
1421/// so the search converges onto the spherical cap. There κ̂ is a LOWER BOUND on
1422/// `|κ|`, not a resolved point estimate, and the caller must report "curvature
1423/// exceeds chart-resolvable range at this scale" rather than silently quoting
1424/// `κ̂ = ci_hi`. This is the #1104 fix: a tightly-concentrated near-spherical
1425/// cloud (e.g. unit-normalised OLMo activations) no longer SILENTLY rails to a
1426/// huge scale-dependent `ci_hi` while claiming a point estimate + CI.
1427pub fn fit_response_curvature(
1428 values: ArrayView2<'_, f64>,
1429 dim: usize,
1430 level: f64,
1431 tol: f64,
1432 max_iter: usize,
1433) -> Result<ResponseCurvatureFit, ResponseGeometryError> {
1434 if dim == 0 {
1435 return Err(ResponseGeometryError::InvalidInput(
1436 "constant-curvature response geometry requires dim >= 1".into(),
1437 ));
1438 }
1439 let (n_rows, cols) = values.dim();
1440 if n_rows == 0 || cols != dim {
1441 return Err(ResponseGeometryError::InvalidInput(format!(
1442 "constant-curvature response geometry: values must be N×{dim} with N >= 1"
1443 )));
1444 }
1445 if !(level > 0.0 && level < 1.0) {
1446 return Err(ResponseGeometryError::InvalidInput(
1447 "response curvature CI level must lie in (0, 1)".into(),
1448 ));
1449 }
1450 if !(tol.is_finite() && tol > 0.0) {
1451 return Err(ResponseGeometryError::InvalidInput(
1452 "response curvature tolerance must be finite and positive".into(),
1453 ));
1454 }
1455
1456 // Establish identifiability at the flat member before constructing bounds;
1457 // a zero-dispersion point cloud carries no curvature scale.
1458 let flat_jet = response_curvature_criterion_jet(values, dim, 0.0)?;
1459 let (kappa_min, kappa_max, rho_max) = response_kappa_bounds(values);
1460 let span = kappa_max - kappa_min;
1461 let nobs = (n_rows * dim) as f64;
1462 if !(span.is_finite() && span > 0.0) {
1463 return Err(ResponseGeometryError::NumericalGeometry(
1464 "response curvature chart bracket is not finite and ordered".into(),
1465 ));
1466 }
1467
1468 // `V_p` as a closure over the criterion; threaded through both the κ̂ search
1469 // and the CI walk. Every evaluation uses the same κ-independent flat-centroid
1470 // base, so the criterion is a clean 1-D function of κ.
1471 let mut v_p = |kappa: f64| -> Result<f64, String> {
1472 response_curvature_criterion(values, dim, kappa).map(|(v, _)| v)
1473 };
1474
1475 // ── κ̂: analytic score root / constrained box-KKT solve. ─────────────
1476 // `(span/nobs)·|V'|` is dimensionless, response-scale invariant, and row-
1477 // replication invariant. At a bound only the outward score component is a
1478 // KKT violation.
1479 let normalized_kkt = |kappa: f64, score: f64| {
1480 let violation = if kappa == kappa_min {
1481 (-score).max(0.0)
1482 } else if kappa == kappa_max {
1483 score.max(0.0)
1484 } else {
1485 score.abs()
1486 };
1487 span * violation / nobs
1488 };
1489
1490 let lower = response_curvature_criterion_jet(values, dim, kappa_min)?;
1491 let upper = response_curvature_criterion_jet(values, dim, kappa_max)?;
1492 let mut a = kappa_min;
1493 let mut b = kappa_max;
1494 let mut iterations = 0_usize;
1495 let (jet, railed_at_resolution_limit, railed_at_hyperbolic_resolution_limit) = if lower.score
1496 >= 0.0
1497 {
1498 // V'(κ_min) ≥ 0: the constrained minimum sits ON the hyperbolic
1499 // chart-domain bound — the criterion is still improving as κ decreases
1500 // past the limit where the cloud fills the hyperbolic ball of its own
1501 // spread. Exactly symmetric to the spherical rail below (#2351): κ̂ is
1502 // an UPPER bound on κ, not a resolved point estimate, and must be
1503 // reported as railed rather than as a confident hyperbolic verdict.
1504 (lower, false, true)
1505 } else if upper.score <= 0.0 {
1506 // V'(κ_max)≤0 means the criterion is still improving at the
1507 // spherical chart-resolution limit.
1508 (upper, true, false)
1509 } else {
1510 let mut current = flat_jet;
1511 while iterations < max_iter {
1512 iterations += 1;
1513 if normalized_kkt(current.kappa, current.score) <= tol && current.curvature > 0.0 {
1514 break;
1515 }
1516 if current.score < 0.0 {
1517 a = current.kappa;
1518 } else {
1519 b = current.kappa;
1520 }
1521
1522 // Newton's score step supplies local quadratic convergence; the
1523 // analytic sign bracket safeguards it globally. An inadmissible
1524 // Newton point is replaced by the strictly contracting midpoint.
1525 let newton = current.kappa - current.score / current.curvature;
1526 let next = if current.curvature > 0.0 && newton.is_finite() && newton > a && newton < b
1527 {
1528 newton
1529 } else {
1530 0.5 * (a + b)
1531 };
1532 current = response_curvature_criterion_jet(values, dim, next)?;
1533 }
1534 let residual = normalized_kkt(current.kappa, current.score);
1535 if residual > tol || current.curvature <= 0.0 {
1536 return Err(ResponseGeometryError::CurvatureNonConvergence {
1537 iterations,
1538 max_iter,
1539 bracket_lo: a,
1540 bracket_hi: b,
1541 kappa: current.kappa,
1542 criterion: current.value,
1543 score: current.score,
1544 curvature: current.curvature,
1545 kkt_residual: residual,
1546 tolerance: tol,
1547 });
1548 }
1549 (current, false, false)
1550 };
1551 let kappa_hat = jet.kappa;
1552 // #2351: the hyperbolic rail flag must also fire on the BOUNDARY-LAYER
1553 // interior optimum. Near the chart-domain edge the conformal restoring
1554 // force diverges and can pin a nominally-interior stationary point a
1555 // fraction of a percent inside κ_min (measured on isotropic unit-vector
1556 // clouds: κ̂/κ_min ≈ 0.997 with p → 0). Dimensionlessly, κ̂ ≤ 0.99·κ_min
1557 // means the fitted curvature says the cloud fills ≥ 99% of the hyperbolic
1558 // ball of its own spread — the estimate is chart-limited, not resolved,
1559 // regardless of whether the KKT condition binds exactly AT the bound.
1560 let railed_at_hyperbolic_resolution_limit =
1561 railed_at_hyperbolic_resolution_limit || kappa_hat <= 0.99 * kappa_min;
1562 let v_p_hat = jet.value;
1563 let base = jet.base.clone();
1564
1565 // The upper rail flag comes only from the exact active-bound KKT condition
1566 // `V'(κ_max) ≤ 0`; proximity to a bound is not treated as convergence.
1567 // Dimensionless scale-free invariant κ̂·r²: the geometric content the cloud
1568 // actually determines (invariant under y ↦ αy). r = ρ_max is the κ=0 doubled-
1569 // gauge characteristic radius; for a degenerate (point) cloud r = 0 and the
1570 // product is 0 (κ unidentified). This is what the caller should report as the
1571 // honest "how curved relative to its spread" number alongside the dimensional κ̂.
1572 let kappa_r2 = kappa_hat * rho_max * rho_max;
1573
1574 let kappa_tol = tol * span;
1575 if !(kappa_tol.is_finite() && kappa_tol > 0.0) {
1576 return Err(ResponseGeometryError::InvalidInput(
1577 "response curvature tolerance underflows in the chart scale".into(),
1578 ));
1579 }
1580 let profile_ci = crate::curvature_estimand::profile_ci_walk(
1581 &mut v_p,
1582 kappa_hat,
1583 jet.curvature,
1584 kappa_min,
1585 kappa_max,
1586 level,
1587 kappa_tol,
1588 )
1589 .map_err(ResponseGeometryError::NumericalGeometry)?;
1590 let flatness = crate::curvature_estimand::flatness_lr_test(&mut v_p, kappa_hat)
1591 .map_err(ResponseGeometryError::NumericalGeometry)?;
1592
1593 // The sign of κ̂ is statistically resolved iff the profile CI excludes 0 — the
1594 // CI is the honest sign-bearing summary (it reports Flat under-resolution rather
1595 // than a confident wrong sign), so we mirror its verdict onto the point-estimate
1596 // surface. Below the resolvable `κ·r²` floor (`|κ·r²| ≪ 1`) the bare κ̂ argmin can
1597 // flip sign on Monte-Carlo noise, so `false` here means "do not quote κ̂'s sign".
1598 let sign_resolved = !matches!(
1599 profile_ci.verdict,
1600 crate::curvature_estimand::CurvatureVerdict::Flat
1601 );
1602
1603 Ok(ResponseCurvatureFit {
1604 dim,
1605 kappa_hat,
1606 kappa_r2,
1607 characteristic_radius: rho_max,
1608 railed_at_resolution_limit,
1609 railed_at_hyperbolic_resolution_limit,
1610 sign_resolved,
1611 base,
1612 v_p_hat,
1613 profile_ci,
1614 flatness,
1615 })
1616}
1617
1618#[cfg(test)]
1619mod tests {
1620 use super::*;
1621 use ndarray::{Array2, array};
1622
1623 fn round_trip(manifold: ResponseManifold, values: Array2<f64>) {
1624 let base =
1625 response_frechet_mean(manifold, values.view(), None, 1e-12, 500).expect("frechet mean");
1626 let tangent = response_log_map(manifold, values.view(), base.view()).expect("log map");
1627 let back = response_exp_map(manifold, tangent.view(), base.view()).expect("exp map");
1628 for row in 0..values.nrows() {
1629 for col in 0..values.ncols() {
1630 assert!(
1631 (back[[row, col]] - values[[row, col]]).abs() < 1e-6,
1632 "{manifold:?} exp∘log mismatch at ({row},{col}): {} vs {}",
1633 back[[row, col]],
1634 values[[row, col]]
1635 );
1636 }
1637 }
1638 }
1639
1640 #[test]
1641 fn spd_round_trip_and_mean() {
1642 // Three 2×2 SPD matrices, row-major flat.
1643 let values = array![
1644 [2.0, 0.0, 0.0, 1.0],
1645 [1.0, 0.3, 0.3, 2.0],
1646 [3.0, -0.5, -0.5, 1.5],
1647 ];
1648 round_trip(ResponseManifold::Spd { n: 2 }, values);
1649 }
1650
1651 #[test]
1652 fn grassmann_round_trip_and_mean() {
1653 // Gr(1, 3): unit columns (lines through the origin), n·k = 3 flat.
1654 let (c1, s1) = (0.2_f64.cos(), 0.2_f64.sin());
1655 let (c2, s2) = (0.35_f64.cos(), 0.35_f64.sin());
1656 let values = array![[1.0, 0.0, 0.0], [c1, s1, 0.0], [c2, s2, 0.0],];
1657 round_trip(ResponseManifold::Grassmann { k: 1, n: 3 }, values);
1658 }
1659
1660 #[test]
1661 fn stiefel_round_trip_and_mean() {
1662 // St(1, 3): unit 1-frames in ℝ³ (== sphere S²).
1663 let (c1, s1) = (0.2_f64.cos(), 0.2_f64.sin());
1664 let (c2, s2) = (0.3_f64.cos(), 0.3_f64.sin());
1665 let values = array![[1.0, 0.0, 0.0], [c1, s1, 0.0], [c2, 0.0, s2],];
1666 round_trip(ResponseManifold::Stiefel { k: 1, n: 3 }, values);
1667 }
1668
1669 #[test]
1670 fn stiefel_k2_round_trip_and_mean_n_lt_2k() {
1671 // St(3, 2): three orthonormal 2-frames in ℝ³ clustered near [e0, e1],
1672 // exercising the genuine canonical-metric logarithm (k ≥ 2) through the
1673 // full Karcher-mean → log → exp round trip. This is the n < 2k regime
1674 // (n = 3 < 2k = 4) where the economical 2k-block form is rank-deficient.
1675 // Before the k ≥ 2 Stiefel logarithm existed this aborted in
1676 // Fréchet-mean init with a misleading cut-locus error (#1637).
1677 let (c2, s2) = (0.2_f64.cos(), 0.2_f64.sin());
1678 let (c1, s1) = (0.15_f64.cos(), 0.15_f64.sin());
1679 let values = array![
1680 [1.0, 0.0, 0.0, 1.0, 0.0, 0.0],
1681 [c2, 0.0, 0.0, 1.0, s2, 0.0],
1682 [1.0, 0.0, 0.0, c1, 0.0, s1],
1683 ];
1684 round_trip(ResponseManifold::Stiefel { k: 2, n: 3 }, values);
1685 }
1686
1687 #[test]
1688 fn stiefel_k2_round_trip_and_mean_n_ge_2k() {
1689 // St(4, 2): the n ≥ 2k regime (n = 4 = 2k), clustered 2-frames in ℝ⁴.
1690 let (c0, s0) = (0.1_f64.cos(), 0.1_f64.sin());
1691 let (c1, s1) = (0.12_f64.cos(), 0.12_f64.sin());
1692 let values = array![
1693 [1.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0],
1694 [c0, 0.0, 0.0, 1.0, s0, 0.0, 0.0, 0.0],
1695 [1.0, 0.0, 0.0, c1, 0.0, 0.0, 0.0, s1],
1696 ];
1697 round_trip(ResponseManifold::Stiefel { k: 2, n: 4 }, values);
1698 }
1699
1700 #[test]
1701 fn poincare_round_trip_and_mean() {
1702 let values = array![[0.1, 0.2], [-0.3, 0.1], [0.2, -0.25],];
1703 round_trip(
1704 ResponseManifold::Poincare {
1705 dim: 2,
1706 curvature: -1.0,
1707 },
1708 values,
1709 );
1710 }
1711
1712 /// Deterministic Fibonacci-lattice cover of S² (== `St(3,1)` == `Gr(1,3)`
1713 /// projectively), spread over the WHOLE sphere. This is the widely spread
1714 /// cloud that makes the Fréchet objective nearly flat, so a single-seed
1715 /// Karcher descent converges only linearly and exhausts a `max_iter=256`
1716 /// budget — the #2140 trigger.
1717 fn fibonacci_sphere(n: usize) -> Array2<f64> {
1718 let mut v = Array2::<f64>::zeros((n, 3));
1719 let golden = std::f64::consts::PI * (1.0 + 5.0_f64.sqrt());
1720 for idx in 0..n {
1721 let i = idx as f64 + 0.5;
1722 let phi = (1.0 - 2.0 * i / n as f64).acos();
1723 let theta = golden * i;
1724 v[[idx, 0]] = theta.cos() * phi.sin();
1725 v[[idx, 1]] = theta.sin() * phi.sin();
1726 v[[idx, 2]] = phi.cos();
1727 }
1728 v
1729 }
1730
1731 /// Analytic Karcher stationarity residual for a uniform-weight cloud.
1732 fn frechet_residual(
1733 manifold: ResponseManifold,
1734 values: ArrayView2<'_, f64>,
1735 p: ArrayView1<'_, f64>,
1736 ) -> f64 {
1737 let mut xi = Array1::<f64>::zeros(values.ncols());
1738 for row in 0..values.nrows() {
1739 let lg = manifold.log_point(p, values.row(row)).expect("log map");
1740 xi.scaled_add(1.0 / values.nrows() as f64, &lg);
1741 }
1742 manifold
1743 .sq_metric_norm(p, xi.view())
1744 .expect("metric norm")
1745 .sqrt()
1746 }
1747
1748 #[test]
1749 fn successful_stiefel_k1_frechet_mean_is_analytically_stationary() {
1750 let inv = 1.0 / 1.01_f64.sqrt();
1751 let values = array![
1752 [1.0, 0.0, 0.0],
1753 [inv, 0.1 * inv, 0.0],
1754 [inv, 0.0, -0.1 * inv],
1755 [inv, -0.1 * inv, 0.0],
1756 ];
1757 let manifold = ResponseManifold::Stiefel { k: 1, n: 3 };
1758 let tol = 1.0e-10;
1759 let mean = response_frechet_mean(manifold, values.view(), None, tol, 256)
1760 .expect("tight sphere cloud must reach the Karcher certificate");
1761
1762 assert_eq!(mean.len(), 3);
1763 let nrm = (mean[0] * mean[0] + mean[1] * mean[1] + mean[2] * mean[2]).sqrt();
1764 assert!(
1765 (nrm - 1.0).abs() < 1e-9,
1766 "mean must be unit-norm, got {nrm}"
1767 );
1768 let residual = frechet_residual(manifold, values.view(), mean.view());
1769 assert!(
1770 residual <= tol,
1771 "successful mean residual {residual:.3e} exceeds tolerance {tol:.3e}"
1772 );
1773 }
1774
1775 #[test]
1776 fn budget_exhausted_generic_frechet_is_typed_non_convergence() {
1777 let values = fibonacci_sphere(60);
1778 for manifold in [
1779 ResponseManifold::Stiefel { k: 1, n: 3 },
1780 ResponseManifold::Grassmann { k: 1, n: 3 },
1781 ] {
1782 match response_frechet_mean(manifold, values.view(), None, 1.0e-30, 0) {
1783 Err(GeometryError::NonConvergence {
1784 context,
1785 iterations,
1786 residual,
1787 tolerance,
1788 }) => {
1789 assert_eq!(context, "response geometry Fréchet mean");
1790 assert_eq!(iterations, 0);
1791 assert!(residual.is_finite() && residual > tolerance);
1792 }
1793 other => panic!("{manifold:?} expected typed exhaustion, got {other:?}"),
1794 }
1795 }
1796 }
1797
1798 #[test]
1799 fn frechet_global_uniqueness_radii_are_geometry_derived() {
1800 assert_eq!(
1801 ResponseManifold::Spd { n: 2 }.frechet_uniqueness_radius(),
1802 None
1803 );
1804 assert_eq!(
1805 ResponseManifold::Poincare {
1806 dim: 2,
1807 curvature: -1.0
1808 }
1809 .frechet_uniqueness_radius(),
1810 None
1811 );
1812 assert_eq!(
1813 ResponseManifold::Stiefel { k: 1, n: 3 }.frechet_uniqueness_radius(),
1814 Some(std::f64::consts::FRAC_PI_4)
1815 );
1816 assert_eq!(
1817 ResponseManifold::Grassmann { k: 2, n: 4 }.frechet_uniqueness_radius(),
1818 Some(std::f64::consts::PI / (4.0 * 2.0_f64.sqrt()))
1819 );
1820 assert_eq!(
1821 ResponseManifold::ConstantCurvature { dim: 2, kappa: 4.0 }.frechet_uniqueness_radius(),
1822 Some(std::f64::consts::PI / 8.0)
1823 );
1824 assert_eq!(
1825 ResponseManifold::ConstantCurvature {
1826 dim: 2,
1827 kappa: -3.0
1828 }
1829 .frechet_uniqueness_radius(),
1830 None
1831 );
1832
1833 // A tight SPD cluster still converges to the unique Hadamard mean.
1834 let values = array![
1835 [2.0, 0.0, 0.0, 1.0],
1836 [2.1, 0.05, 0.05, 1.02],
1837 [1.95, -0.03, -0.03, 0.98],
1838 ];
1839 let mean = response_frechet_mean(
1840 ResponseManifold::Spd { n: 2 },
1841 values.view(),
1842 None,
1843 1e-12,
1844 500,
1845 )
1846 .expect("SPD cluster must converge");
1847 assert!(mean.iter().all(|c| c.is_finite()));
1848 }
1849
1850 #[test]
1851 fn diffuse_positive_curvature_cloud_has_typed_global_certificate_error() {
1852 let manifold = ResponseManifold::Stiefel { k: 1, n: 2 };
1853 let angle = 0.9_f64;
1854 let values = array![[angle.cos(), -angle.sin()], [angle.cos(), angle.sin()],];
1855 for cloud in [
1856 values.clone(),
1857 values.slice(ndarray::s![..;-1, ..]).to_owned(),
1858 ] {
1859 match response_frechet_mean(manifold, cloud.view(), None, 1.0e-12, 256) {
1860 Err(GeometryError::FrechetMeanNotGloballyCertified {
1861 stationarity_residual,
1862 tolerance,
1863 support_radius,
1864 uniqueness_radius,
1865 ..
1866 }) => {
1867 assert!(stationarity_residual <= tolerance);
1868 assert!(support_radius >= uniqueness_radius);
1869 assert_eq!(uniqueness_radius, std::f64::consts::FRAC_PI_4);
1870 }
1871 other => panic!("expected diffuse-cloud certificate error, got {other:?}"),
1872 }
1873 }
1874 }
1875
1876 #[test]
1877 fn tight_positive_curvature_mean_is_permutation_invariant_beyond_eight_rows() {
1878 let manifold = ResponseManifold::Stiefel { k: 1, n: 2 };
1879 let angles = [
1880 -0.20_f64, -0.16, -0.12, -0.08, -0.04, 0.0, 0.03, 0.06, 0.09, 0.12, 0.15, 0.18,
1881 ];
1882 let mut values = Array2::<f64>::zeros((angles.len(), 2));
1883 for (row, angle) in angles.into_iter().enumerate() {
1884 values[[row, 0]] = angle.cos();
1885 values[[row, 1]] = angle.sin();
1886 }
1887 let reversed = values.slice(ndarray::s![..;-1, ..]).to_owned();
1888 let direct = response_frechet_mean(manifold, values.view(), None, 1.0e-12, 256)
1889 .expect("tight cloud has a certified global mean");
1890 let permuted = response_frechet_mean(manifold, reversed.view(), None, 1.0e-12, 256)
1891 .expect("permuted tight cloud has a certified global mean");
1892 assert!(
1893 (&direct - &permuted)
1894 .iter()
1895 .all(|value| value.abs() <= 1.0e-12)
1896 );
1897 assert!(frechet_residual(manifold, values.view(), direct.view()) <= 1.0e-12);
1898 }
1899
1900 #[test]
1901 fn zero_weight_cut_locus_rows_do_not_affect_mean_or_certificate() {
1902 let manifold = ResponseManifold::Stiefel { k: 1, n: 2 };
1903 let values = array![[1.0, 0.0], [-1.0, 0.0]];
1904 let weights = array![1.0, 0.0];
1905 let mean =
1906 response_frechet_mean(manifold, values.view(), Some(weights.view()), 1.0e-12, 32)
1907 .expect("zero-mass cut-locus row must be ignored");
1908 assert!(
1909 (&mean - &values.row(0))
1910 .iter()
1911 .all(|value| value.abs() <= f64::EPSILON)
1912 );
1913 }
1914
1915 #[test]
1916 fn resolver_rejects_bad_shapes() {
1917 assert!(ResponseManifold::resolve("grassmann", Some(2), Some(3), None, None).is_err());
1918 assert!(ResponseManifold::resolve("spd", None, None, None, None).is_err());
1919 assert!(ResponseManifold::resolve("poincare", None, None, Some(2), Some(1.0)).is_err());
1920 assert!(ResponseManifold::resolve("nonsense", None, None, None, None).is_err());
1921 assert_eq!(
1922 ResponseManifold::resolve("spd", Some(3), None, None, None).unwrap(),
1923 ResponseManifold::Spd { n: 3 }
1924 );
1925 }
1926
1927 #[test]
1928 fn parse_infers_shapes_from_columns() {
1929 // SPD: n from the perfect-square column count.
1930 assert_eq!(
1931 ResponseManifold::parse("spd", 9).unwrap(),
1932 ResponseManifold::Spd { n: 3 }
1933 );
1934 assert!(ResponseManifold::parse("spd", 8).is_err());
1935 // Grassmann/Stiefel: n inferred as cols / k.
1936 assert_eq!(
1937 ResponseManifold::parse("grassmann(k=2)", 10).unwrap(),
1938 ResponseManifold::Grassmann { k: 2, n: 5 }
1939 );
1940 assert_eq!(
1941 ResponseManifold::parse("Stiefel( k = 2 , n = 4 )", 8).unwrap(),
1942 ResponseManifold::Stiefel { k: 2, n: 4 }
1943 );
1944 assert!(ResponseManifold::parse("grassmann", 10).is_err());
1945 assert!(ResponseManifold::parse("grassmann(k=3)", 10).is_err());
1946 // Poincaré: dim = cols, default curvature -1.
1947 assert_eq!(
1948 ResponseManifold::parse("poincare", 3).unwrap(),
1949 ResponseManifold::Poincare {
1950 dim: 3,
1951 curvature: -1.0
1952 }
1953 );
1954 assert_eq!(
1955 ResponseManifold::parse("poincare(curvature=-0.5)", 3).unwrap(),
1956 ResponseManifold::Poincare {
1957 dim: 3,
1958 curvature: -0.5
1959 }
1960 );
1961 assert!(ResponseManifold::parse("hyperbolic", 3).is_err());
1962 }
1963
1964 #[test]
1965 fn dispatch_round_trips_through_user_label() {
1966 // Drive the full string-selected user path for each geometry: parse the
1967 // label, build the intrinsic base, log to the tangent, exp back.
1968 let cases: Vec<(&str, Array2<f64>)> = vec![
1969 (
1970 "spd",
1971 array![
1972 [2.0, 0.0, 0.0, 1.0],
1973 [1.0, 0.3, 0.3, 2.0],
1974 [3.0, -0.5, -0.5, 1.5],
1975 ],
1976 ),
1977 (
1978 "grassmann(k=1)",
1979 array![
1980 [1.0, 0.0, 0.0],
1981 [0.2_f64.cos(), 0.2_f64.sin(), 0.0],
1982 [0.35_f64.cos(), 0.35_f64.sin(), 0.0],
1983 ],
1984 ),
1985 (
1986 "stiefel(k=1)",
1987 array![
1988 [1.0, 0.0, 0.0],
1989 [0.2_f64.cos(), 0.2_f64.sin(), 0.0],
1990 [0.3_f64.cos(), 0.0, 0.3_f64.sin()],
1991 ],
1992 ),
1993 ("poincare", array![[0.1, 0.2], [-0.3, 0.1], [0.2, -0.25]]),
1994 ];
1995 for (label, values) in cases {
1996 let (tangent, base, canonical) =
1997 dispatch_log_map(values.view(), label, None, None).expect("dispatch log");
1998 assert!(canonical.starts_with(label.split('(').next().unwrap()));
1999 let back = dispatch_exp_map(tangent.view(), label, base.view()).expect("dispatch exp");
2000 for row in 0..values.nrows() {
2001 for col in 0..values.ncols() {
2002 assert!(
2003 (back[[row, col]] - values[[row, col]]).abs() < 1e-6,
2004 "{label} exp∘log mismatch at ({row},{col}): {} vs {}",
2005 back[[row, col]],
2006 values[[row, col]]
2007 );
2008 }
2009 }
2010 }
2011 }
2012
2013 #[test]
2014 fn ambient_dim_matches_layout() {
2015 assert_eq!(ResponseManifold::Spd { n: 3 }.ambient_dim(), 9);
2016 assert_eq!(ResponseManifold::Grassmann { k: 2, n: 5 }.ambient_dim(), 10);
2017 assert_eq!(ResponseManifold::Stiefel { k: 2, n: 4 }.ambient_dim(), 8);
2018 assert_eq!(
2019 ResponseManifold::Poincare {
2020 dim: 4,
2021 curvature: -1.0
2022 }
2023 .ambient_dim(),
2024 4
2025 );
2026 }
2027
2028 /// #2125: a weighted response-geometry fit must linearize around the
2029 /// *weighted* Fréchet mean. `dispatch_log_map` picks the tangent base point;
2030 /// before the fix it hard-passed `None` for the weights, so the chart origin
2031 /// was the unweighted intrinsic mean even when the tangent regression was
2032 /// weighted — a biased linearization. Here Stiefel(k=1,n=3) is the sphere S²:
2033 /// two separated clusters, both inside the certified convexity ball, have
2034 /// weights concentrated on the first cluster and must move the base toward it.
2035 #[test]
2036 fn dispatch_log_map_uses_weighted_frechet_mean() {
2037 let a = 0.05_f64;
2038 let separation = 0.6_f64;
2039 // Two clusters on the great circle z = 0: cluster A about [1,0,0]
2040 // (rows 0,1) and cluster B `separation` radians away (rows 2,3).
2041 // Every row is an exact unit vector (cos²+sin²=1).
2042 let values = array![
2043 [a.cos(), a.sin(), 0.0],
2044 [(-a).cos(), (-a).sin(), 0.0],
2045 [(separation - a).cos(), (separation - a).sin(), 0.0],
2046 [(separation + a).cos(), (separation + a).sin(), 0.0],
2047 ];
2048 // Heavily weight cluster A: the weighted mean must sit near [1,0,0],
2049 // whereas the unweighted mean sits near the 45° bisector.
2050 let weights = array![50.0_f64, 50.0, 1.0, 1.0];
2051 let manifold = ResponseManifold::Stiefel { k: 1, n: 3 };
2052
2053 let geodesic = |u: ArrayView1<'_, f64>, v: ArrayView1<'_, f64>| -> f64 {
2054 u.dot(&v).clamp(-1.0, 1.0).acos()
2055 };
2056
2057 let unweighted_ref =
2058 response_frechet_mean(manifold, values.view(), None, 1e-12, 256).expect("unweighted");
2059 let weighted_ref =
2060 response_frechet_mean(manifold, values.view(), Some(weights.view()), 1e-12, 256)
2061 .expect("weighted");
2062 // Sanity: the two intrinsic means genuinely differ, so this design can
2063 // distinguish a weighted from an unweighted base point.
2064 assert!(
2065 geodesic(unweighted_ref.view(), weighted_ref.view()) > 0.2,
2066 "test design degenerate: weighted and unweighted means nearly coincide"
2067 );
2068
2069 let (_t_uw, base_uw, _c) =
2070 dispatch_log_map(values.view(), "stiefel(k=1)", None, None).expect("unweighted chart");
2071 let (_t_w, base_w, _c) =
2072 dispatch_log_map(values.view(), "stiefel(k=1)", None, Some(weights.view()))
2073 .expect("weighted chart");
2074
2075 // (a) Supplying weights must change the base point (before the fix the
2076 // weighted chart origin was byte-identical to the unweighted one).
2077 let moved = base_w
2078 .iter()
2079 .zip(base_uw.iter())
2080 .any(|(w, u)| (w - u).abs() > 1e-9);
2081 assert!(
2082 moved,
2083 "weighted base point is identical to the unweighted one: weights ignored"
2084 );
2085
2086 // (b) The weighted base point must be closer to the WEIGHTED Fréchet
2087 // mean than to the unweighted one.
2088 let d_to_weighted = geodesic(base_w.view(), weighted_ref.view());
2089 let d_to_unweighted = geodesic(base_w.view(), unweighted_ref.view());
2090 assert!(
2091 d_to_weighted < d_to_unweighted,
2092 "weighted base point is nearer the unweighted mean ({d_to_unweighted}) \
2093 than the weighted mean ({d_to_weighted})"
2094 );
2095 // And it should essentially coincide with the weighted mean.
2096 assert!(
2097 d_to_weighted < 1e-6,
2098 "weighted base point is {d_to_weighted} from the weighted Fréchet mean"
2099 );
2100 }
2101
2102 /// Deterministic xorshift64* + Box–Muller standard normals — a dependency-free
2103 /// reproducible source for the synthetic known-κ clouds. Seeded per call so
2104 /// the test is bit-stable across runs and platforms.
2105 struct DetNormal {
2106 state: u64,
2107 spare: Option<f64>,
2108 }
2109 impl DetNormal {
2110 fn new(seed: u64) -> Self {
2111 Self {
2112 state: seed | 1,
2113 spare: None,
2114 }
2115 }
2116 fn u01(&mut self) -> f64 {
2117 // xorshift64*; take the top 53 bits as a (0,1) double.
2118 let mut x = self.state;
2119 x ^= x >> 12;
2120 x ^= x << 25;
2121 x ^= x >> 27;
2122 self.state = x;
2123 let v = x.wrapping_mul(0x2545_F491_4F6C_DD1D);
2124 ((v >> 11) as f64 + 0.5) / (1u64 << 53) as f64
2125 }
2126 fn normal(&mut self) -> f64 {
2127 if let Some(z) = self.spare.take() {
2128 return z;
2129 }
2130 // Box–Muller; clamp u1 away from 0 so ln is finite.
2131 let u1 = self.u01().max(1e-12);
2132 let u2 = self.u01();
2133 let r = (-2.0 * u1.ln()).sqrt();
2134 let theta = 2.0 * std::f64::consts::PI * u2;
2135 self.spare = Some(r * theta.sin());
2136 r * theta.cos()
2137 }
2138 }
2139
2140 /// Build a synthetic cloud at known curvature `k_star`: `n` points whose
2141 /// geodesic normal coordinates about `center` are i.i.d. isotropic Gaussian
2142 /// of scale `sigma`, exp-mapped onto `M_{k_star}`, then mean-centred in the
2143 /// ambient chart to mimic the real (mean-subtracted) response clouds.
2144 fn synth_cloud(dim: usize, k_star: f64, n: usize, sigma: f64, seed: u64) -> Array2<f64> {
2145 let manifold = ResponseManifold::ConstantCurvature { dim, kappa: k_star };
2146 let center = Array1::<f64>::zeros(dim);
2147 let mut rng = DetNormal::new(seed);
2148 let mut values = Array2::<f64>::zeros((n, dim));
2149 for i in 0..n {
2150 let t: Array1<f64> = (0..dim).map(|_| sigma * rng.normal()).collect();
2151 let y = manifold
2152 .exp_point(center.view(), t.view())
2153 .expect("exp tangent to response");
2154 values.row_mut(i).assign(&y);
2155 }
2156 // Mean-centre in the ambient chart (the real-data preprocessing).
2157 let mut mean = Array1::<f64>::zeros(dim);
2158 for row in values.outer_iter() {
2159 mean += &row;
2160 }
2161 mean.mapv_inplace(|v| v / n as f64);
2162 for mut row in values.outer_iter_mut() {
2163 row -= &mean;
2164 }
2165 values
2166 }
2167
2168 #[test]
2169 fn response_curvature_criterion_jet_matches_finite_difference_oracle() {
2170 // Test-only central differences verify the hand-derived score and
2171 // Hessian on both sides of the flat member. Production fitting uses
2172 // only `response_curvature_criterion_jet`.
2173 let values = array![
2174 [0.18, -0.07],
2175 [-0.11, 0.16],
2176 [0.04, 0.21],
2177 [-0.15, -0.09],
2178 [0.09, -0.13],
2179 ];
2180 let h = 1.0e-5;
2181 for kappa in [-0.8, 0.0, 0.9] {
2182 let jet = response_curvature_criterion_jet(values.view(), 2, kappa)
2183 .expect("analytic curvature jet");
2184 let plus = response_curvature_criterion_jet(values.view(), 2, kappa + h)
2185 .expect("positive finite-difference probe");
2186 let minus = response_curvature_criterion_jet(values.view(), 2, kappa - h)
2187 .expect("negative finite-difference probe");
2188 let score_fd = (plus.value - minus.value) / (2.0 * h);
2189 let curvature_fd = (plus.score - minus.score) / (2.0 * h);
2190 let score_scale = 1.0 + jet.score.abs().max(score_fd.abs());
2191 let curvature_scale = 1.0 + jet.curvature.abs().max(curvature_fd.abs());
2192 assert!(
2193 (jet.score - score_fd).abs() <= 2.0e-8 * score_scale,
2194 "kappa={kappa}: analytic score {} != FD {score_fd}",
2195 jet.score
2196 );
2197 assert!(
2198 (jet.curvature - curvature_fd).abs() <= 2.0e-8 * curvature_scale,
2199 "kappa={kappa}: analytic curvature {} != FD {curvature_fd}",
2200 jet.curvature
2201 );
2202 }
2203 }
2204
2205 #[test]
2206 fn response_curvature_budget_exhaustion_is_typed_non_convergence() {
2207 let values = synth_cloud(3, 0.8, 80, 0.15, 0xC0A7_2247);
2208 match fit_response_curvature(values.view(), 3, 0.95, 1.0e-14, 0) {
2209 Err(ResponseGeometryError::CurvatureNonConvergence {
2210 iterations,
2211 max_iter,
2212 kkt_residual,
2213 tolerance,
2214 score,
2215 curvature,
2216 ..
2217 }) => {
2218 assert_eq!(iterations, 0);
2219 assert_eq!(max_iter, 0);
2220 assert!(kkt_residual.is_finite() && kkt_residual > tolerance);
2221 assert!(score.is_finite() && curvature.is_finite());
2222 }
2223 other => panic!("expected typed curvature exhaustion, got {other:?}"),
2224 }
2225 }
2226
2227 /// The #1104 reparameterisation-invariant curvature estimator: on synthetic
2228 /// clouds generated at known κ⋆ the fitted κ̂ must be (a) INTERIOR to the
2229 /// chart bracket (never railed), (b) close to κ⋆ and MONOTONE in κ⋆, (c)
2230 /// produce a smooth (non-degenerate) χ²₁ flatness p-value that does not reject
2231 /// the flat truth, and (d) be correctly COVARIANT under a global rescaling of
2232 /// the cloud (κ has units 1/length², so `y ↦ α y ⇒ κ̂ ↦ κ̂/α²`).
2233 #[test]
2234 fn fit_response_curvature_is_reparameterization_invariant() {
2235 let dim = 3usize;
2236 // Unit-ish scale: σ=0.15 keeps every geodesic radius (≈ a few·σ) well
2237 // inside the κ-stereographic chart for the most hyperbolic κ⋆ = −1.5
2238 // (chart needs ‖y‖² < 1/1.5 ≈ 0.667).
2239 let sigma = 0.15;
2240 let n = 300usize;
2241 let k_stars = [-1.5_f64, -0.5, 0.0, 0.6, 1.2];
2242 let mut k_hats = Vec::new();
2243 for (idx, &k_star) in k_stars.iter().enumerate() {
2244 let values = synth_cloud(dim, k_star, n, sigma, 0xC0FFEE ^ (idx as u64 + 1));
2245 let (kmin, kmax, _rho) = response_kappa_bounds(values.view());
2246 let fit = fit_response_curvature(values.view(), dim, 0.95, 1e-12, 256)
2247 .expect("response curvature fit");
2248 k_hats.push(fit.kappa_hat);
2249
2250 // (a) INTERIOR: κ̂ strictly inside the bracket, not railed to either end.
2251 let span = kmax - kmin;
2252 assert!(
2253 fit.kappa_hat > kmin + 0.02 * span && fit.kappa_hat < kmax - 0.02 * span,
2254 "κ⋆={k_star}: κ̂={} railed to bracket [{kmin}, {kmax}]",
2255 fit.kappa_hat
2256 );
2257
2258 // (b-direct) recovery within a sane tolerance (finite-sample bias is
2259 // O(1/n); the estimator only needs the right region and sign).
2260 assert!(
2261 (fit.kappa_hat - k_star).abs() <= 0.6 + 0.3 * k_star.abs(),
2262 "κ⋆={k_star}: κ̂={} too far",
2263 fit.kappa_hat
2264 );
2265
2266 // (c) the profile CI is a valid interval bracketing κ̂.
2267 assert!(
2268 fit.profile_ci.ci_lo <= fit.kappa_hat && fit.kappa_hat <= fit.profile_ci.ci_hi,
2269 "κ⋆={k_star}: CI [{}, {}] excludes κ̂={}",
2270 fit.profile_ci.ci_lo,
2271 fit.profile_ci.ci_hi,
2272 fit.kappa_hat
2273 );
2274 // The flatness LR statistic and p-value are valid; the p-value is a
2275 // genuine probability strictly between 0 and 1 (smooth, not 0/1).
2276 assert!(fit.flatness.lr_stat >= 0.0);
2277 assert!(
2278 fit.flatness.p_value > 0.0 && fit.flatness.p_value < 1.0,
2279 "κ⋆={k_star}: degenerate flatness p={}",
2280 fit.flatness.p_value
2281 );
2282 // The flat truth κ⋆ = 0 must NOT be rejected at 5% (lr < χ²_{1,.95}).
2283 if k_star == 0.0 {
2284 assert!(
2285 fit.flatness.lr_stat < 3.84,
2286 "flat truth wrongly rejected: lr={}",
2287 fit.flatness.lr_stat
2288 );
2289 }
2290
2291 // (d) RESCALING COVARIANCE: scale the SAME cloud by α and refit; κ̂
2292 // must transform as κ̂/α² (curvature has units 1/length²). We reuse the
2293 // identical points so the only change is the global scale.
2294 let alpha = 1.5_f64;
2295 let scaled = values.mapv(|v| alpha * v);
2296 let fit_scaled = fit_response_curvature(scaled.view(), dim, 0.95, 1e-12, 256)
2297 .expect("scaled response curvature fit");
2298 let expected = fit.kappa_hat / (alpha * alpha);
2299 // Tolerance scales with magnitude; the transform is exact in the
2300 // criterion (V(κ, αy) = V(α²κ, y)) up to the analytic score
2301 // solve's floating-point tolerance.
2302 assert!(
2303 (fit_scaled.kappa_hat - expected).abs() <= 0.05 + 0.05 * expected.abs(),
2304 "κ⋆={k_star}: rescale covariance broken: κ̂(αy)={} vs κ̂(y)/α²={}",
2305 fit_scaled.kappa_hat,
2306 expected
2307 );
2308 }
2309
2310 // (b-monotone) κ̂ is monotone increasing in κ⋆ across the whole sweep.
2311 for w in k_hats.windows(2) {
2312 assert!(w[1] > w[0] - 0.05, "κ̂ not monotone in κ⋆: {:?}", k_hats);
2313 }
2314
2315 // (e) TRANSLATION INVARIANCE (#2351): a rigid ambient translation is a
2316 // no-op for the cloud's intrinsic shape, so κ̂, the verdict, the
2317 // scale-free invariant, and both rail flags must be unchanged to
2318 // numerical identity. This is the direct regression guard for the
2319 // ambient-origin κ_min/conformal-term bug.
2320 let values = synth_cloud(dim, 0.6, n, sigma, 0xC0FFEE ^ 4);
2321 let fit = fit_response_curvature(values.view(), dim, 0.95, 1e-12, 256)
2322 .expect("untranslated fit");
2323 let shifted = &values + 10.0;
2324 let fit_shifted = fit_response_curvature(shifted.view(), dim, 0.95, 1e-12, 256)
2325 .expect("translated fit");
2326 assert!(
2327 (fit.kappa_hat - fit_shifted.kappa_hat).abs()
2328 <= 1.0e-9 * (1.0 + fit.kappa_hat.abs()),
2329 "κ̂ moved under pure translation: {} vs {}",
2330 fit.kappa_hat,
2331 fit_shifted.kappa_hat
2332 );
2333 assert_eq!(fit.profile_ci.verdict, fit_shifted.profile_ci.verdict);
2334 assert!(
2335 (fit.kappa_r2 - fit_shifted.kappa_r2).abs() <= 1.0e-9 * (1.0 + fit.kappa_r2.abs())
2336 );
2337 assert_eq!(
2338 fit.railed_at_resolution_limit,
2339 fit_shifted.railed_at_resolution_limit
2340 );
2341 assert_eq!(
2342 fit.railed_at_hyperbolic_resolution_limit,
2343 fit_shifted.railed_at_hyperbolic_resolution_limit
2344 );
2345 }
2346
2347 /// d = 1 carries REDUCED curvature information: the transverse volume
2348 /// Jacobian is identically 1 (radial isometry), so κ is identified by the
2349 /// conformal-factor restoring force `−d·Σ ln λ_{y_i}` alone (#944 power
2350 /// analysis). The estimator must still run end-to-end, return an INTERIOR
2351 /// κ̂, and produce a valid CI — never divide/exponentiate the absent
2352 /// transverse direction.
2353 #[test]
2354 fn fit_response_curvature_d1_uses_conformal_term_only() {
2355 let sigma = 0.12;
2356 let n = 400usize;
2357 for &k_star in &[-1.0_f64, 0.0, 0.8] {
2358 let values = synth_cloud(1, k_star, n, sigma, 0xD1 ^ (k_star.to_bits()));
2359 let (kmin, kmax, _rho) = response_kappa_bounds(values.view());
2360 let fit = fit_response_curvature(values.view(), 1, 0.95, 1e-12, 256)
2361 .expect("d=1 curvature fit");
2362 let span = kmax - kmin;
2363 assert!(
2364 fit.kappa_hat > kmin + 0.01 * span && fit.kappa_hat < kmax - 0.01 * span,
2365 "d=1 κ⋆={k_star}: κ̂={} railed to [{kmin},{kmax}]",
2366 fit.kappa_hat
2367 );
2368 assert!(
2369 fit.profile_ci.ci_lo <= fit.kappa_hat && fit.kappa_hat <= fit.profile_ci.ci_hi,
2370 "d=1 κ⋆={k_star}: CI excludes κ̂"
2371 );
2372 assert!(fit.kappa_hat.is_finite() && fit.v_p_hat.is_finite());
2373 }
2374 }
2375
2376 /// The criterion guard must reject κ probes AT or PAST the chart boundary
2377 /// gracefully (an `Err`, never a panic / NaN): on the hyperbolic edge
2378 /// `1 + κ‖y‖² ≤ 0` and on the spherical antipode. The `response_kappa_bounds`
2379 /// bracket stays strictly interior, but a stray CI/LR probe can land on the
2380 /// edge, so the criterion itself must be defensive.
2381 #[test]
2382 fn response_curvature_criterion_rejects_boundary_probes() {
2383 // #2351: the chart evaluates on mean-centred coordinates, so the
2384 // hyperbolic edge is κ = −1/max‖y−μ‖² (centroid-relative spread).
2385 let values = array![[0.5_f64, 0.0], [-0.4, 0.3], [0.1, -0.5]];
2386 let centroid = {
2387 let mut c = Array1::<f64>::zeros(2);
2388 for row in values.outer_iter() {
2389 c += &row;
2390 }
2391 c.mapv(|v| v / values.nrows() as f64)
2392 };
2393 let s2_max = values
2394 .outer_iter()
2395 .map(|r| {
2396 let z = &r - ¢roid;
2397 z.dot(&z)
2398 })
2399 .fold(0.0_f64, f64::max);
2400 // Exactly on / past the hyperbolic edge: 1 + κ‖y−μ‖² = 0 (or < 0).
2401 let kappa_edge = -1.0 / s2_max;
2402 assert!(
2403 response_curvature_criterion(values.view(), 2, kappa_edge).is_err(),
2404 "criterion must reject the hyperbolic chart edge κ=−1/R²"
2405 );
2406 assert!(
2407 response_curvature_criterion(values.view(), 2, 1.5 * kappa_edge).is_err(),
2408 "criterion must reject past the hyperbolic chart edge"
2409 );
2410 // Interior κ just inside the edge succeeds and is finite.
2411 let (v, _) = response_curvature_criterion(values.view(), 2, 0.9 * kappa_edge)
2412 .expect("interior κ valid");
2413 assert!(v.is_finite());
2414 // Non-finite κ is rejected up front.
2415 assert!(response_curvature_criterion(values.view(), 2, f64::NAN).is_err());
2416 assert!(response_curvature_criterion(values.view(), 2, f64::INFINITY).is_err());
2417 }
2418
2419 // ── Projection residual (distance to candidate manifold) ───────────────
2420
2421 #[test]
2422 fn projection_residual_is_zero_for_on_manifold_points() {
2423 // On-manifold rows are their own nearest point, so the residual is ~0
2424 // row-wise. No base point / Fréchet mean is involved — projection is
2425 // base-independent — so this no longer depends on the inputs forming an
2426 // admissible Karcher seed.
2427 let cases: Vec<(ResponseManifold, Array2<f64>)> = vec![
2428 (
2429 ResponseManifold::Spd { n: 2 }, // PD: eigenvalues {2,1} and {2,1}
2430 array![[2.0, 0.0, 0.0, 1.0], [1.5, 0.5, 0.5, 1.5]],
2431 ),
2432 (
2433 ResponseManifold::Grassmann { k: 1, n: 3 }, // unit columns
2434 array![[1.0, 0.0, 0.0], [0.6, 0.8, 0.0]],
2435 ),
2436 (
2437 ResponseManifold::Poincare {
2438 dim: 2,
2439 curvature: -1.0,
2440 }, // strictly inside the ball
2441 array![[0.1, 0.2], [-0.3, 0.1]],
2442 ),
2443 ];
2444 for (manifold, values) in cases {
2445 let (resid, rel) =
2446 response_projection_residual(manifold, values.view()).expect("projection residual");
2447 for row in 0..values.nrows() {
2448 assert!(
2449 resid[row] < 1e-9,
2450 "{manifold:?} on-manifold row {row} should have ~0 residual, got {}",
2451 resid[row]
2452 );
2453 assert!(rel[row] < 1e-9 && rel[row] >= 0.0);
2454 }
2455 }
2456 }
2457
2458 #[test]
2459 fn projection_residual_recovers_known_off_manifold_displacement() {
2460 // Closed-form checks against the exact nearest-point distance.
2461
2462 // Gr(1,3) / sphere: nearest unit vector to x is x/‖x‖, so the distance
2463 // is |‖x‖ − 1|. [2,0,0] ⇒ 1; [0,3,0] ⇒ 2. Relative = dist/‖x‖.
2464 let g = ResponseManifold::Grassmann { k: 1, n: 3 };
2465 let gv = array![[2.0, 0.0, 0.0], [0.0, 3.0, 0.0]];
2466 let (gres, grel) = response_projection_residual(g, gv.view()).expect("grassmann");
2467 assert!((gres[0] - 1.0).abs() < 1e-12, "got {}", gres[0]);
2468 assert!((gres[1] - 2.0).abs() < 1e-12, "got {}", gres[1]);
2469 assert!((grel[0] - 0.5).abs() < 1e-12);
2470 assert!((grel[1] - 2.0 / 3.0).abs() < 1e-12);
2471
2472 // SPD(2): nearest PSD matrix clamps negative eigenvalues to 0, so the
2473 // distance is the norm of the discarded negative part. [[1,0],[0,-1]]
2474 // has eigenvalue −1 discarded ⇒ distance 1; ‖x‖_F = √2.
2475 let s = ResponseManifold::Spd { n: 2 };
2476 let sv = array![[1.0, 0.0, 0.0, -1.0]];
2477 let (sres, srel) = response_projection_residual(s, sv.view()).expect("spd");
2478 assert!((sres[0] - 1.0).abs() < 1e-9, "got {}", sres[0]);
2479 assert!((srel[0] - 1.0 / 2.0_f64.sqrt()).abs() < 1e-9);
2480
2481 // Poincaré ball (c = −1, true radius R = 1): the distance to the open
2482 // ball is max(0, ‖x‖ − R). [3,0] ⇒ exactly 2 (not 3 − (1 − BOUNDARY_EPS)
2483 // — the diagnostic uses the manifold radius, not the safety radius).
2484 let p = ResponseManifold::Poincare {
2485 dim: 2,
2486 curvature: -1.0,
2487 };
2488 let pv = array![[3.0, 0.0]];
2489 let (pres, _prel) = response_projection_residual(p, pv.view()).expect("poincare");
2490 assert!((pres[0] - 2.0).abs() < 1e-12, "got {}", pres[0]);
2491
2492 // A different curvature (c = −4, R = 1/2): [2,0] ⇒ 2 − 0.5 = 1.5.
2493 let p4 = ResponseManifold::Poincare {
2494 dim: 2,
2495 curvature: -4.0,
2496 };
2497 let (p4res, _) =
2498 response_projection_residual(p4, array![[2.0, 0.0]].view()).expect("poincare c=-4");
2499 assert!((p4res[0] - 1.5).abs() < 1e-12, "got {}", p4res[0]);
2500 }
2501
2502 #[test]
2503 fn projection_residual_validates_shapes_and_finiteness() {
2504 let manifold = ResponseManifold::Spd { n: 2 }; // ambient = 4
2505 // Wrong column count.
2506 let bad_cols = array![[1.0, 2.0, 3.0]];
2507 assert!(response_projection_residual(manifold, bad_cols.view()).is_err());
2508 // Non-finite value.
2509 let nan_vals = array![[f64::NAN, 0.0, 0.0, 1.0]];
2510 assert!(response_projection_residual(manifold, nan_vals.view()).is_err());
2511 let inf_vals = array![[f64::INFINITY, 0.0, 0.0, 1.0]];
2512 assert!(response_projection_residual(manifold, inf_vals.view()).is_err());
2513 }
2514
2515 #[test]
2516 fn projection_residual_separates_on_and_off_manifold() {
2517 // The motivating case, now honestly answered: an on-manifold row sits
2518 // at zero distance from the candidate shape; a row pushed off it has a
2519 // clearly positive distance. This is the shape-plausibility signal that
2520 // gates which topology is worth fitting — not the post-fit membership
2521 // decision, which comes from the fitted surface's residual instead.
2522 let manifold = ResponseManifold::Grassmann { k: 1, n: 3 };
2523 let on = array![[0.6, 0.8, 0.0]]; // a genuine unit direction
2524 let off = array![[0.6, 0.8, 1.4]]; // same direction, pushed off-sphere
2525
2526 let (resid_on, _) = response_projection_residual(manifold, on.view()).expect("on");
2527 let (resid_off, _) = response_projection_residual(manifold, off.view()).expect("off");
2528
2529 assert!(
2530 resid_on[0] < 1e-9,
2531 "on-manifold should be ~0, got {}",
2532 resid_on[0]
2533 );
2534 assert!(
2535 resid_off[0] > 1e-2 && resid_off[0] > resid_on[0],
2536 "off-manifold distance ({}) must clearly exceed on-manifold ({})",
2537 resid_off[0],
2538 resid_on[0]
2539 );
2540 }
2541
2542 #[test]
2543 fn projection_residual_supports_k_greater_than_one_frames() {
2544 // k > 1 frames use the closed form √Σ(σ_i − 1)². St(2,3), ambient = 6,
2545 // row-major n×k.
2546 let manifold = ResponseManifold::Stiefel { k: 2, n: 3 };
2547
2548 // An orthonormal frame [e1 | e2] is its own nearest point ⇒ residual 0.
2549 let on = array![[1.0, 0.0, 0.0, 1.0, 0.0, 0.0]];
2550 let (resid_on, _) = response_projection_residual(manifold, on.view()).expect("on");
2551 assert!(
2552 resid_on[0] < 1e-9,
2553 "orthonormal frame should be ~0, got {}",
2554 resid_on[0]
2555 );
2556
2557 // Scale the first column by 2: Y = [2·e1 | e2]. YᵀY = diag(4,1) ⇒
2558 // σ = (2,1), distance √((2−1)²+(1−1)²) = 1, relative = 1/‖Y‖_F = 1/√5.
2559 let off = array![[2.0, 0.0, 0.0, 1.0, 0.0, 0.0]];
2560 let (resid_off, rel_off) = response_projection_residual(manifold, off.view()).expect("off");
2561 assert!((resid_off[0] - 1.0).abs() < 1e-9, "got {}", resid_off[0]);
2562 assert!(
2563 (rel_off[0] - 1.0 / 5.0_f64.sqrt()).abs() < 1e-9,
2564 "got {}",
2565 rel_off[0]
2566 );
2567
2568 // Grassmann(2,4) gives the identical score for the same frame data.
2569 let g = ResponseManifold::Grassmann { k: 2, n: 4 };
2570 let g_on = array![[1.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0]];
2571 let (g_resid, _) = response_projection_residual(g, g_on.view()).expect("grassmann");
2572 assert!(g_resid[0] < 1e-9, "got {}", g_resid[0]);
2573 }
2574
2575 #[test]
2576 fn projection_residual_handles_nontrivial_eigenvectors() {
2577 // A frame whose Gram is NOT diagonal, so the singular values come from a
2578 // genuine eigendecomposition. Y = [[1,1],[0,1],[0,0]] (St(2,3)):
2579 // YᵀY = [[1,1],[1,2]], eigenvalues (3±√5)/2, σ = ((1+√5)/2, (√5−1)/2).
2580 // distance² = (σ₁−1)² + (σ₂−1)².
2581 let manifold = ResponseManifold::Stiefel { k: 2, n: 3 };
2582 let y = array![[1.0, 1.0, 0.0, 1.0, 0.0, 0.0]]; // row-major rows [1,1],[0,1],[0,0]
2583 let (resid, _) = response_projection_residual(manifold, y.view()).expect("frame");
2584 let s5 = 5.0_f64.sqrt();
2585 let sig1 = (1.0 + s5) / 2.0;
2586 let sig2 = (s5 - 1.0) / 2.0;
2587 let expect = ((sig1 - 1.0).powi(2) + (sig2 - 1.0).powi(2)).sqrt();
2588 assert!(
2589 (resid[0] - expect).abs() < 1e-9,
2590 "got {} want {}",
2591 resid[0],
2592 expect
2593 );
2594 }
2595
2596 #[test]
2597 fn projection_residual_is_defined_for_rank_deficient_frames() {
2598 // A rank-deficient frame has a well-defined distance even though the
2599 // nearest orthonormal frame is not unique — distance to a compact set is
2600 // always defined, so this must NOT error. Two identical columns e1 give
2601 // YᵀY = [[1,1],[1,1]], σ = (√2, 0), distance √((√2−1)²+(0−1)²) = √(4−2√2).
2602 let manifold = ResponseManifold::Stiefel { k: 2, n: 3 };
2603 let degenerate = array![[1.0, 1.0, 0.0, 0.0, 0.0, 0.0]]; // both columns = e1
2604 let (resid, _) =
2605 response_projection_residual(manifold, degenerate.view()).expect("rank-deficient ok");
2606 let expect = (4.0 - 2.0 * 2.0_f64.sqrt()).sqrt(); // ≈ 1.0823922
2607 assert!(
2608 (resid[0] - expect).abs() < 1e-9,
2609 "got {} want {}",
2610 resid[0],
2611 expect
2612 );
2613
2614 // Minimal case: zero vector on the sphere (Gr(1,3)). Every unit vector is
2615 // a nearest point and the distance is exactly 1 — also must not error.
2616 let sphere = ResponseManifold::Grassmann { k: 1, n: 3 };
2617 let (zres, _) =
2618 response_projection_residual(sphere, array![[0.0, 0.0, 0.0]].view()).expect("zero");
2619 assert!((zres[0] - 1.0).abs() < 1e-12, "got {}", zres[0]);
2620 }
2621
2622 #[test]
2623 fn projection_residual_handles_tiny_full_rank_frame() {
2624 // A tiny but full-rank frame must NOT be rejected as rank-deficient: the
2625 // distance is scale-correct. Y = 1e-7·[e1 | e2] (St(2,3)) ⇒ σ = (1e-7,
2626 // 1e-7), distance √2·(1 − 1e-7) ≈ 1.41421342.
2627 let manifold = ResponseManifold::Stiefel { k: 2, n: 3 };
2628 let tiny = array![[1e-7, 0.0, 0.0, 1e-7, 0.0, 0.0]];
2629 let (resid, _) = response_projection_residual(manifold, tiny.view()).expect("tiny ok");
2630 let expect = 2.0_f64.sqrt() * (1.0 - 1e-7);
2631 assert!(
2632 (resid[0] - expect).abs() < 1e-9,
2633 "got {} want {}",
2634 resid[0],
2635 expect
2636 );
2637 }
2638
2639 #[test]
2640 fn projection_residual_spd_nonsymmetric_and_singular() {
2641 // Non-symmetric input: A = [[1,1],[-1,1]] has sym(A) = I (no negative
2642 // part), but the distance to the PSD cone still counts the skew part:
2643 // ‖A − I‖_F = √2.
2644 let spd = ResponseManifold::Spd { n: 2 };
2645 let asym = array![[1.0, 1.0, -1.0, 1.0]]; // row-major [[1,1],[-1,1]]
2646 let (ares, _) = response_projection_residual(spd, asym.view()).expect("nonsym");
2647 assert!((ares[0] - 2.0_f64.sqrt()).abs() < 1e-9, "got {}", ares[0]);
2648
2649 // A singular PSD matrix diag(1,0) is in the closed cone ⇒ distance 0
2650 // (even though it is not strictly positive definite).
2651 let singular = array![[1.0, 0.0, 0.0, 0.0]];
2652 let (sres, _) = response_projection_residual(spd, singular.view()).expect("singular psd");
2653 assert!(
2654 sres[0] < 1e-12,
2655 "singular PSD should be ~0, got {}",
2656 sres[0]
2657 );
2658 }
2659
2660 #[test]
2661 fn projection_residual_poincare_interior_shell_is_zero() {
2662 // A point in the numerical safety shell R_safe < ‖x‖ < R is a genuine
2663 // interior point of the manifold ball, so it must score exactly 0 — the
2664 // diagnostic uses the true radius, not the projection safety radius.
2665 let p = ResponseManifold::Poincare {
2666 dim: 2,
2667 curvature: -1.0,
2668 };
2669 let shell = array![[0.999999, 0.0]]; // inside R = 1, outside R_safe ≈ 0.99999
2670 let (resid, _) = response_projection_residual(p, shell.view()).expect("shell");
2671 assert!(
2672 resid[0] < 1e-12,
2673 "interior point must be 0, got {}",
2674 resid[0]
2675 );
2676 }
2677
2678 #[test]
2679 fn projection_residual_handles_constant_curvature_domain() {
2680 // ConstantCurvature is a fittable response geometry produced by the
2681 // resolver/parser, so it must return a closed-form distance, not error.
2682 // κ ≥ 0: chart is all of ℝ^d ⇒ every finite row scores 0.
2683 let pos = ResponseManifold::parse("constant_curvature(dim=3,kappa=1.0)", 3)
2684 .expect("parse constant_curvature");
2685 assert!(matches!(pos, ResponseManifold::ConstantCurvature { .. }));
2686 let (pres, _) =
2687 response_projection_residual(pos, array![[0.1, 9.0, -100.0]].view()).expect("kappa>=0");
2688 assert!(pres[0] < 1e-12, "κ≥0 finite row must be 0, got {}", pres[0]);
2689
2690 // κ < 0: chart is the ball of radius 1/√(−κ). For κ = −1, R = 1, so a
2691 // point of norm 3 is at distance 2; an interior point is at 0.
2692 let neg = ResponseManifold::ConstantCurvature {
2693 dim: 2,
2694 kappa: -1.0,
2695 };
2696 let (nres, _) = response_projection_residual(neg, array![[3.0, 0.0], [0.2, 0.1]].view())
2697 .expect("kappa<0");
2698 assert!((nres[0] - 2.0).abs() < 1e-12, "got {}", nres[0]);
2699 assert!(nres[1] < 1e-12, "interior row must be 0, got {}", nres[1]);
2700 }
2701
2702 #[test]
2703 fn projection_residual_accepts_empty_batch() {
2704 // A zero-row batch is valid and returns empty arrays for every geometry.
2705 let manifold = ResponseManifold::Spd { n: 2 }; // ambient = 4
2706 let empty = Array2::<f64>::zeros((0, 4));
2707 let (resid, rel) = response_projection_residual(manifold, empty.view()).expect("empty");
2708 assert_eq!(resid.len(), 0);
2709 assert_eq!(rel.len(), 0);
2710 }
2711}