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use super::*;
#[derive(Debug, Clone)]
pub struct CollocationOperatorMatrices {
pub d0: Array2<f64>,
pub d1: Array2<f64>,
pub d2: Array2<f64>,
pub collocation_points: Array2<f64>,
/// Kernel-constraint nullspace transform `Z` applied internally to the
/// raw kernel-basis K×K operator matrices (Some for Duchon, None for
/// Matérn which uses a different basis).
pub kernel_nullspace_transform: Option<Array2<f64>>,
/// Polynomial block columns appended after the kernel block (Duchon
/// polynomial null space). Zero for Matérn.
pub polynomial_block_cols: usize,
}
#[derive(Debug, Clone)]
pub struct DuchonOperatorPenaltyMatrices {
pub mass: Array2<f64>,
pub tension: Array2<f64>,
pub stiffness: Array2<f64>,
}
#[derive(Debug, Clone)]
pub struct ThinPlatePenaltyMatrix {
pub penalty: Array2<f64>,
}
pub(crate) fn validate_center_count(num_centers: usize) -> Result<(), BasisError> {
if num_centers == 0 {
crate::bail_invalid_basis!("center count must be positive");
}
Ok(())
}
pub(crate) fn select_equal_mass_centers(
data: ArrayView2<'_, f64>,
num_centers: usize,
) -> Result<Array2<f64>, BasisError> {
validate_center_count(num_centers)?;
let n = data.nrows();
let d = data.ncols();
if num_centers > n {
crate::bail_invalid_basis!(
"equal-mass center selection requested {num_centers} centers but data has {n} rows"
);
}
if d == 0 {
crate::bail_invalid_basis!("equal-mass center selection requires at least one column");
}
#[derive(Clone, Copy)]
struct Leaf {
pub(crate) start: usize,
pub(crate) end: usize,
}
// Recursive equal-mass partition that splits each leaf along its PRINCIPAL
// axis (the leading eigen-direction of the leaf covariance), rather than along
// its widest *coordinate* axis. An axis-aligned k-d-tree split is NOT
// rotation-equivariant: under a rigid rotation of the inputs the per-leaf
// coordinate spans change, "the widest coordinate" can flip, and a different
// center set results — which is the root cause of #1456 (default
// `thinplate(x,z)` drifting under rotation). The principal axis rotates with
// the data, so projecting onto it and splitting at the equal-mass median
// along that axis selects the SAME points (up to the rotation), making the
// low-rank center set rotation-equivariant while staying deterministic and
// permutation-invariant. The 2-D principal direction is taken from the
// closed-form covariance angle (continuous through near-isotropic leaves)
// rather than from `eigh`, whose eigenvalue ordering swaps discontinuously at
// near-degeneracy and would flip the split by 90° under rotation. Keep all row
// indices in a single buffer and sort subranges in-place so center selection
// stays exact without allocating fresh index vectors at every split.
let mut order: Vec<usize> = (0..n).collect();
let mut leaves = vec![Leaf { start: 0, end: n }];
// Leading-eigenvector ("principal") axis of the leaf covariance. The sign of
// an eigenvector is arbitrary; we canonicalise it deterministically (largest
// |component| made positive, lowest index breaking magnitude ties) so the
// sort order — and hence the chosen split — is reproducible. The median
// split itself is sign-invariant, but canonicalisation also pins the
// tie-break ordering used for points with equal projections. Returns `None`
// when the leaf has no usable spread (all eigenvalues ~0), in which case the
// caller falls back to a deterministic coordinate-lexicographic order.
let principal_axis = |slice: &[usize]| -> Option<Vec<f64>> {
let m = slice.len();
if m < 2 {
return None;
}
let mut centroid = vec![0.0_f64; d];
for &idx in slice {
for j in 0..d {
centroid[j] += data[[idx, j]];
}
}
let inv = 1.0 / m as f64;
for v in &mut centroid {
*v *= inv;
}
// Covariance (d×d, small): symmetric accumulation of centred outer
// products. d is the covariate dimension (typically 2 for thinplate).
let mut cov = Array2::<f64>::zeros((d, d));
for &idx in slice {
for a in 0..d {
let da = data[[idx, a]] - centroid[a];
for b in a..d {
let db = data[[idx, b]] - centroid[b];
cov[[a, b]] += da * db;
}
}
}
for a in 0..d {
cov[[a, a]] *= inv;
for b in (a + 1)..d {
cov[[a, b]] *= inv;
cov[[b, a]] = cov[[a, b]];
}
}
if cov.iter().any(|v| !v.is_finite()) {
return None;
}
// Leading principal direction of the leaf covariance. For the 2-D case
// (the thin-plate `(x, z)` smooth of #1456) use the CLOSED-FORM principal
// angle of the 2×2 symmetric covariance rather than `eigh`. `eigh` returns
// eigenvectors ordered by eigenvalue, so when a leaf is near-isotropic
// (the two eigenvalues nearly equal) an arbitrarily small perturbation —
// such as the rounding introduced by rotating the inputs — can SWAP the
// ordering and flip the chosen axis by 90°, producing a completely
// different partition (the #1456 failure: residual ~1.5, a different
// center set). The closed form
// θ = ½·atan2(2·S_xy, S_xx − S_yy)
// is CONTINUOUS in the covariance entries, so it tracks the major axis
// smoothly through near-degeneracy, and it is rotation-equivariant: under
// a rotation by φ the pair (2·S_xy, S_xx − S_yy) rotates by 2φ, so θ
// rotates by exactly φ. It is undefined only at EXACT isotropy
// (S_xy == 0 and S_xx == S_yy), where there is no preferred axis and we
// fall back to the coordinate-lexicographic order. Higher dimensions keep
// the `eigh` path (the rotation-invariance regression is 2-D).
let mut axis: Vec<f64> = if d == 2 {
let sxx = cov[[0, 0]];
let syy = cov[[1, 1]];
let sxy = cov[[0, 1]];
if sxy == 0.0 && sxx == syy {
return None;
}
let angle = 0.5 * (2.0 * sxy).atan2(sxx - syy);
vec![angle.cos(), angle.sin()]
} else {
// `eigh` returns eigenvalues in ascending order, so the principal axis
// is the LAST column. Fall back to coordinate order if it cannot factor.
let (evals, evecs) = cov.eigh(Side::Lower).ok()?;
let last = evals.len().checked_sub(1)?;
if !(evals[last] > 0.0) {
return None;
}
(0..d).map(|r| evecs[[r, last]]).collect()
};
if axis.iter().any(|v| !v.is_finite()) {
return None;
}
// Canonical, rotation-EQUIVARIANT orientation: point the axis toward the
// leaf member farthest from the centroid. Distance-to-centroid is
// rotation-invariant and the lowest-index tie-break is rotation-stable, so
// the SAME row is chosen for the rotated leaf and the axis SIGN is
// therefore equivariant (it rotates with the data). A canonical
// orientation — not merely a canonical line — is required because an
// equal-mass split of an ODD-sized leaf is asymmetric (the extra point
// falls on one side of the median): a bare sign flip of the axis would
// reassign the median point and produce a different partition under
// rotation. Orienting by the farthest point removes that ambiguity.
let mut far_idx = slice[0];
let mut far_d2 = f64::NEG_INFINITY;
for &idx in slice {
let mut d2 = 0.0_f64;
for j in 0..d {
let delta = data[[idx, j]] - centroid[j];
d2 += delta * delta;
}
if d2 > far_d2 || (d2 == far_d2 && idx < far_idx) {
far_d2 = d2;
far_idx = idx;
}
}
let mut proj = 0.0_f64;
for j in 0..d {
proj += (data[[far_idx, j]] - centroid[j]) * axis[j];
}
if proj < 0.0 {
for v in &mut axis {
*v = -*v;
}
} else if proj == 0.0 {
// Farthest point sits orthogonal to the axis (no orientation cue):
// fall back to the deterministic magnitude-pivot sign so the split is
// still reproducible.
let mut pivot = 0usize;
for r in 1..d {
if axis[r].abs() > axis[pivot].abs() {
pivot = r;
}
}
if axis[pivot] < 0.0 {
for v in &mut axis {
*v = -*v;
}
}
}
Some(axis)
};
while leaves.len() < num_centers {
let mut split_pos = None;
let mut split_size = 0usize;
for (i, leaf) in leaves.iter().enumerate() {
let leaf_size = leaf.end - leaf.start;
if leaf_size > split_size && leaf_size > 1 {
split_size = leaf_size;
split_pos = Some(i);
}
}
let Some(pos) = split_pos else {
break;
};
let leaf = leaves.swap_remove(pos);
let axis = principal_axis(&order[leaf.start..leaf.end]);
match axis {
Some(axis) => {
// Project each row onto the principal axis and sort by the scalar
// projection (index tie-break for determinism). The projection
// rotates with the data, so this split is rotation-equivariant.
order[leaf.start..leaf.end].sort_by(|&a, &b| {
let mut pa = 0.0_f64;
let mut pb = 0.0_f64;
for j in 0..d {
pa += data[[a, j]] * axis[j];
pb += data[[b, j]] * axis[j];
}
let ord = pa.total_cmp(&pb);
if ord.is_eq() { a.cmp(&b) } else { ord }
});
}
None => {
// Degenerate leaf (no spread / non-finite covariance): fall back
// to a deterministic coordinate-lexicographic order so the split
// is still well defined and permutation-invariant.
order[leaf.start..leaf.end].sort_by(|&a, &b| {
for j in 0..d {
let ord = data[[a, j]].total_cmp(&data[[b, j]]);
if !ord.is_eq() {
return ord;
}
}
a.cmp(&b)
});
}
}
let mid = leaf.start + (split_size / 2);
if mid == leaf.start || mid == leaf.end {
leaves.push(leaf);
break;
}
leaves.push(Leaf {
start: leaf.start,
end: mid,
});
leaves.push(Leaf {
start: mid,
end: leaf.end,
});
}
if leaves.len() < num_centers {
crate::bail_invalid_basis!(
"equal-mass partition produced {} leaves, expected {num_centers}",
leaves.len()
);
}
let mut centers = Array2::<f64>::zeros((num_centers, d));
for (c, leaf) in leaves.iter().take(num_centers).enumerate() {
let slice = &order[leaf.start..leaf.end];
let m = slice.len() as f64;
let mut centroid = vec![0.0_f64; d];
for &idx in slice {
for j in 0..d {
centroid[j] += data[[idx, j]];
}
}
for v in &mut centroid {
*v /= m.max(1.0);
}
let best_idx = slice
.par_iter()
.filter_map(|&idx| {
let mut d2 = 0.0;
for j in 0..d {
let delta = data[[idx, j]] - centroid[j];
d2 += delta * delta;
}
if d2.is_finite() {
Some((idx, d2))
} else {
None
}
})
.reduce_with(|a, b| {
if b.1 < a.1 || (b.1 == a.1 && b.0 < a.0) {
b
} else {
a
}
})
.map(|(idx, _)| idx)
.unwrap_or(slice[0]);
centers.row_mut(c).assign(&data.row(best_idx));
}
Ok(centers)
}
pub(crate) fn select_equal_mass_covar_representative_centers(
data: ArrayView2<'_, f64>,
num_centers: usize,
) -> Result<Array2<f64>, BasisError> {
validate_center_count(num_centers)?;
let n = data.nrows();
let d = data.ncols();
if num_centers > n {
crate::bail_invalid_basis!(
"equal-mass covariate-representative center selection requested {num_centers} centers but data has {n} rows"
);
}
if d == 0 {
crate::bail_invalid_basis!(
"equal-mass covariate-representative center selection requires at least one column"
.to_string(),
);
}
let mut split_dim = 0usize;
let mut best_span = f64::NEG_INFINITY;
for j in 0..d {
let mut minv = f64::INFINITY;
let mut maxv = f64::NEG_INFINITY;
for i in 0..n {
let v = data[[i, j]];
if v < minv {
minv = v;
}
if v > maxv {
maxv = v;
}
}
let span = maxv - minv;
if span > best_span {
best_span = span;
split_dim = j;
}
}
let mut sorted: Vec<usize> = (0..n).collect();
sorted.sort_by(|&a, &b| {
let ord = data[[a, split_dim]].total_cmp(&data[[b, split_dim]]);
if ord.is_eq() { a.cmp(&b) } else { ord }
});
let mut centers = Array2::<f64>::zeros((num_centers, d));
for c in 0..num_centers {
let lo = (c * n) / num_centers;
let hi = ((c + 1) * n) / num_centers;
let chunk = &sorted[lo..hi.max(lo + 1)];
let mid = chunk[chunk.len() / 2];
centers.row_mut(c).assign(&data.row(mid));
}
Ok(centers)
}
pub(crate) fn select_kmeans_centers(
data: ArrayView2<'_, f64>,
num_centers: usize,
max_iter: usize,
) -> Result<Array2<f64>, BasisError> {
validate_center_count(num_centers)?;
let n = data.nrows();
let d = data.ncols();
if num_centers > n {
crate::bail_invalid_basis!("kmeans requested {num_centers} centers but data has {n} rows");
}
const KMEANS_PILOT_MAX_ROWS: usize = 20_000;
if n > KMEANS_PILOT_MAX_ROWS {
let pilot_n = KMEANS_PILOT_MAX_ROWS.max(num_centers);
// log::info! rather than warn! — this is a deliberate performance
// choice (O(n·k·iter) kmeans scales badly past ~20K rows), not a
// problem the user can act on. Surfacing it as a warning adds
// noise to CI output and mislabels normal operation.
log::info!(
"kmeans center selection using {}-row pilot subsample instead of full {} rows",
pilot_n,
n
);
let pilot = select_equal_mass_covar_representative_centers(data, pilot_n)?;
return select_kmeans_centers(pilot.view(), num_centers, max_iter);
}
let mut centers = select_thin_plate_knots(data, num_centers)?;
let mut assign = vec![0usize; n];
let iters = max_iter.max(1);
// For large n (large-scale), parallelize the assignment step.
// Each observation's nearest-center query is independent.
let use_parallel = n >= 10_000;
for _ in 0..iters {
// Assignment: find nearest center for each observation.
if use_parallel {
const KMEANS_CHUNK: usize = 4096;
assign
.par_chunks_mut(KMEANS_CHUNK)
.enumerate()
.for_each(|(ci, chunk)| {
let base = ci * KMEANS_CHUNK;
for (local, slot) in chunk.iter_mut().enumerate() {
let i = base + local;
let mut best = 0usize;
let mut best_d2 = f64::INFINITY;
for k in 0..num_centers {
let mut d2 = 0.0;
for c in 0..d {
let delta = data[[i, c]] - centers[[k, c]];
d2 += delta * delta;
}
if d2 < best_d2 {
best_d2 = d2;
best = k;
}
}
*slot = best;
}
});
} else {
for i in 0..n {
let mut best = 0usize;
let mut best_d2 = f64::INFINITY;
for k in 0..num_centers {
let mut d2 = 0.0;
for c in 0..d {
let delta = data[[i, c]] - centers[[k, c]];
d2 += delta * delta;
}
if d2 < best_d2 {
best_d2 = d2;
best = k;
}
}
assign[i] = best;
}
}
// Update: recompute centroids from assignments.
let mut sums = Array2::<f64>::zeros((num_centers, d));
let mut counts = vec![0usize; num_centers];
for i in 0..n {
let k = assign[i];
counts[k] += 1;
for c in 0..d {
sums[[k, c]] += data[[i, c]];
}
}
for k in 0..num_centers {
if counts[k] == 0 {
continue;
}
let inv = 1.0 / counts[k] as f64;
for c in 0..d {
centers[[k, c]] = sums[[k, c]] * inv;
}
}
}
Ok(centers)
}
pub(crate) fn cartesian_grid_axes(axes: &[Array1<f64>]) -> Result<Array2<f64>, BasisError> {
if axes.is_empty() {
crate::bail_invalid_basis!("uniform grid requires at least one axis");
}
let d = axes.len();
let total = axes.iter().try_fold(1usize, |acc, axis| {
acc.checked_mul(axis.len())
.ok_or_else(|| BasisError::DimensionMismatch("uniform grid is too large".to_string()))
})?;
let mut out = Array2::<f64>::zeros((total, d));
for r in 0..total {
let mut q = r;
for c in (0..d).rev() {
let len = axes[c].len();
let idx = q % len;
q /= len;
out[[r, c]] = axes[c][idx];
}
}
Ok(out)
}
pub(crate) fn select_uniform_grid_centers(
data: ArrayView2<'_, f64>,
points_per_dim: usize,
) -> Result<Array2<f64>, BasisError> {
if points_per_dim == 0 {
crate::bail_invalid_basis!("uniform-grid points_per_dim must be positive");
}
let d = data.ncols();
if d == 0 {
crate::bail_invalid_basis!("uniform-grid center selection requires at least one column");
}
let mut axes = Vec::with_capacity(d);
for c in 0..d {
let col = data.column(c);
let minv = col.iter().fold(f64::INFINITY, |a, &b| a.min(b));
let maxv = col.iter().fold(f64::NEG_INFINITY, |a, &b| a.max(b));
axes.push(Array::linspace(minv, maxv, points_per_dim));
}
cartesian_grid_axes(&axes)
}
#[cfg(test)]
mod tests {
use super::*;
/// Deterministic 2-D scatter with a clear, off-axis anisotropy so the
/// principal axis is well separated from both coordinate axes. A small
/// lattice perturbed by a reproducible pseudo-random jitter; no RNG crate
/// needed, fully deterministic across runs.
fn make_points() -> Array2<f64> {
let n_side = 11usize;
let n = n_side * n_side;
let mut pts = Array2::<f64>::zeros((n, 2));
let mut state: u64 = 0x9E37_79B9_7F4A_7C15;
let mut next = || {
// xorshift64* — deterministic, no external dependency.
state ^= state >> 12;
state ^= state << 25;
state ^= state >> 27;
let v = state.wrapping_mul(0x2545_F491_4F6C_DD1D);
((v >> 11) as f64) / ((1u64 << 53) as f64)
};
let mut r = 0usize;
for i in 0..n_side {
for j in 0..n_side {
let x = i as f64;
// Shear the lattice so its spread is genuinely off both axes,
// making the "widest coordinate" choice fragile under rotation.
let y = 0.35 * i as f64 + 1.7 * j as f64;
pts[[r, 0]] = x + 0.05 * (next() - 0.5);
pts[[r, 1]] = y + 0.05 * (next() - 0.5);
r += 1;
}
}
pts
}
/// Assert two center sets are equal up to ordering, by greedily matching each
/// row of `expected` to its nearest row of `actual` and requiring the match
/// residual to be below `tol`. Both sets must have the same number of rows.
fn assert_center_sets_match(expected: ArrayView2<'_, f64>, actual: ArrayView2<'_, f64>, tol: f64) {
assert_eq!(expected.nrows(), actual.nrows(), "center counts differ");
let k = expected.nrows();
let mut used = vec![false; k];
let mut worst = 0.0_f64;
for ei in 0..k {
let mut best = usize::MAX;
let mut best_d2 = f64::INFINITY;
for ai in 0..k {
if used[ai] {
continue;
}
let dx = expected[[ei, 0]] - actual[[ai, 0]];
let dy = expected[[ei, 1]] - actual[[ai, 1]];
let d2 = dx * dx + dy * dy;
if d2 < best_d2 {
best_d2 = d2;
best = ai;
}
}
assert!(best != usize::MAX, "no unmatched center available");
used[best] = true;
worst = worst.max(best_d2.sqrt());
}
assert!(
worst <= tol,
"rotation-equivariance violated: worst center match residual {worst:.3e} > tol {tol:.3e}"
);
}
/// Existing invariant we must preserve: center selection is invariant to row
/// permutation of the inputs (the selected SET is unchanged when rows are
/// reordered). Locks the determinism/permutation-invariance the fix must keep.
#[test]
fn equal_mass_centers_are_permutation_invariant() {
let pts = make_points();
let num_centers = 16usize;
let base = select_equal_mass_centers(pts.view(), num_centers).unwrap();
let n = pts.nrows();
let mut perm: Vec<usize> = (0..n).collect();
// Deterministic shuffle.
let mut state: u64 = 0xD1B5_4A32_D192_ED03;
for i in (1..n).rev() {
state ^= state >> 12;
state ^= state << 25;
state ^= state >> 27;
let j = (state.wrapping_mul(0x2545_F491_4F6C_DD1D) % (i as u64 + 1)) as usize;
perm.swap(i, j);
}
let mut permuted = Array2::<f64>::zeros((n, 2));
for (new_r, &old_r) in perm.iter().enumerate() {
permuted[[new_r, 0]] = pts[[old_r, 0]];
permuted[[new_r, 1]] = pts[[old_r, 1]];
}
let permuted_centers = select_equal_mass_centers(permuted.view(), num_centers).unwrap();
assert_center_sets_match(base.view(), permuted_centers.view(), 1e-13);
}
/// #1456: the low-rank equal-mass center selector must be rotation
/// EQUIVARIANT — rigidly rotating the inputs about their centroid rotates
/// the selected center SET by the same rotation (so the un-rotated centers
/// coincide with the base selection). The axis-aligned k-d split was
/// rotation-SENSITIVE (the "widest coordinate" flipped under rotation,
/// picking a different equal-mass set and drifting the fitted thin-plate
/// surface ~2% of the signal range); the principal-axis (closed-form
/// covariance-angle) split restores the invariant. Exercises an exact 90°
/// rotation (no floating rounding of its own) and a generic 0.7-rad angle.
#[test]
fn equal_mass_centers_are_rotation_equivariant() {
// ~300 deterministic points on an anisotropic cloud (a sheared lattice
// plus jitter), so leaves have a well-defined principal axis.
let n = 300usize;
let mut pts = Array2::<f64>::zeros((n, 2));
let mut state: u64 = 0x1234_5678_9ABC_DEF0;
let mut next = || {
state ^= state >> 12;
state ^= state << 25;
state ^= state >> 27;
let v = state.wrapping_mul(0x2545_F491_4F6C_DD1D);
((v >> 11) as f64) / ((1u64 << 53) as f64)
};
for r in 0..n {
let u = next();
let v = next();
// Shear to break isotropy (anisotropic principal axes per leaf).
pts[[r, 0]] = 2.0 * u - 1.0 + 0.6 * (2.0 * v - 1.0);
pts[[r, 1]] = 2.0 * v - 1.0;
}
let num_centers = 48usize;
let base = select_equal_mass_centers(pts.view(), num_centers).unwrap();
// Centroid (rotation pivot).
let mut cx = 0.0;
let mut cy = 0.0;
for r in 0..n {
cx += pts[[r, 0]];
cy += pts[[r, 1]];
}
cx /= n as f64;
cy /= n as f64;
for &(ca, sa) in &[(0.0_f64, 1.0_f64), (0.7f64.cos(), 0.7f64.sin())] {
let mut rot = Array2::<f64>::zeros((n, 2));
for r in 0..n {
let x = pts[[r, 0]] - cx;
let y = pts[[r, 1]] - cy;
rot[[r, 0]] = ca * x - sa * y + cx;
rot[[r, 1]] = sa * x + ca * y + cy;
}
let rotated_centers = select_equal_mass_centers(rot.view(), num_centers).unwrap();
// Un-rotate the centers selected in the rotated frame and require the
// SET to coincide with the base selection (equivariance).
let mut unrotated = Array2::<f64>::zeros((num_centers, 2));
for r in 0..num_centers {
let x = rotated_centers[[r, 0]] - cx;
let y = rotated_centers[[r, 1]] - cy;
unrotated[[r, 0]] = ca * x + sa * y + cx;
unrotated[[r, 1]] = -sa * x + ca * y + cy;
}
assert_center_sets_match(base.view(), unrotated.view(), 1e-9);
}
}
}