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//! General (non-symmetric) eigenvalue decomposition.
//!
//! Computes eigenvalues and eigenvectors of general (possibly non-symmetric) matrices.
//! Unlike symmetric EVD, eigenvalues may be complex even for real matrices.
use oxiblas_core::scalar::{Field, Real, Scalar};
use oxiblas_matrix::{Mat, MatRef};
use super::schur::{Eigenvalue, Schur, SchurError};
/// Error type for general eigenvalue decomposition.
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
pub enum GeneralEvdError {
/// Matrix is empty.
EmptyMatrix,
/// Matrix is not square.
NotSquare,
/// Algorithm did not converge.
NotConverged,
}
impl core::fmt::Display for GeneralEvdError {
fn fmt(&self, f: &mut core::fmt::Formatter<'_>) -> core::fmt::Result {
match self {
Self::EmptyMatrix => write!(f, "Matrix is empty"),
Self::NotSquare => write!(f, "Matrix must be square"),
Self::NotConverged => write!(f, "Eigenvalue algorithm did not converge"),
}
}
}
impl std::error::Error for GeneralEvdError {}
impl From<SchurError> for GeneralEvdError {
fn from(e: SchurError) -> Self {
match e {
SchurError::EmptyMatrix => Self::EmptyMatrix,
SchurError::NotSquare => Self::NotSquare,
SchurError::NotConverged => Self::NotConverged,
}
}
}
/// General eigenvalue decomposition.
///
/// For a general matrix A, computes eigenvalues and optionally eigenvectors.
/// Note that for non-symmetric real matrices, eigenvalues may be complex,
/// and eigenvectors are computed from the Schur decomposition.
///
/// Right eigenvectors satisfy: A * v = λ * v
/// Left eigenvectors satisfy: u^H * A = λ * u^H (or equivalently A^T * u = λ * u)
#[derive(Debug, Clone)]
pub struct GeneralEvd<T: Scalar> {
/// Eigenvalues (may be complex).
eigenvalues: Vec<Eigenvalue<T>>,
/// Right eigenvectors (stored column-wise). Only real parts for complex eigenvectors.
eigenvectors_real: Option<Mat<T>>,
/// Imaginary parts of right eigenvectors for complex eigenvalues.
eigenvectors_imag: Option<Mat<T>>,
/// Left eigenvectors (stored column-wise). Only real parts for complex eigenvectors.
left_eigenvectors_real: Option<Mat<T>>,
/// Imaginary parts of left eigenvectors for complex eigenvalues.
left_eigenvectors_imag: Option<Mat<T>>,
/// Matrix dimension.
n: usize,
}
impl<T: Field + Real + bytemuck::Zeroable> GeneralEvd<T> {
/// Computes only eigenvalues of a general matrix (no eigenvectors).
///
/// # Example
///
/// ```
/// use oxiblas_lapack::evd::GeneralEvd;
/// use oxiblas_matrix::Mat;
///
/// let a = Mat::from_rows(&[
/// &[1.0f64, 2.0],
/// &[3.0, 4.0],
/// ]);
///
/// let evd = GeneralEvd::eigenvalues_only(a.as_ref()).unwrap();
/// let eigenvalues = evd.eigenvalues();
///
/// // Sum of eigenvalues equals trace
/// let sum: f64 = eigenvalues.iter().map(|e| e.real).sum();
/// assert!((sum - 5.0).abs() < 1e-10); // trace = 1 + 4 = 5
/// ```
pub fn eigenvalues_only(a: MatRef<'_, T>) -> Result<Self, GeneralEvdError> {
let schur = Schur::compute(a)?;
let n = a.nrows();
let eigenvalues = schur.eigenvalues().to_vec();
Ok(Self {
eigenvalues,
eigenvectors_real: None,
eigenvectors_imag: None,
left_eigenvectors_real: None,
left_eigenvectors_imag: None,
n,
})
}
/// Computes eigenvalues and right eigenvectors of a general matrix.
///
/// For complex eigenvalue pairs, the eigenvectors are stored as consecutive
/// columns: v_real and v_imag such that the eigenvector for λ = a + bi is
/// v_real + i*v_imag, and for λ = a - bi is v_real - i*v_imag.
///
/// # Example
///
/// ```
/// use oxiblas_lapack::evd::GeneralEvd;
/// use oxiblas_matrix::Mat;
///
/// let a = Mat::from_rows(&[
/// &[1.0f64, 2.0],
/// &[3.0, 4.0],
/// ]);
///
/// let evd = GeneralEvd::compute(a.as_ref()).unwrap();
/// let vr = evd.eigenvectors_real().unwrap();
///
/// // For real eigenvalues, eigenvector imaginary parts are zero
/// ```
pub fn compute(a: MatRef<'_, T>) -> Result<Self, GeneralEvdError> {
let schur = Schur::compute(a)?;
let n = a.nrows();
let eigenvalues = schur.eigenvalues().to_vec();
// Compute right eigenvectors from Schur form
let (vr, vi) = Self::compute_eigenvectors_from_schur(&schur);
Ok(Self {
eigenvalues,
eigenvectors_real: Some(vr),
eigenvectors_imag: Some(vi),
left_eigenvectors_real: None,
left_eigenvectors_imag: None,
n,
})
}
/// Computes eigenvalues, right eigenvectors, and left eigenvectors of a general matrix.
///
/// Right eigenvectors satisfy: A * v = λ * v
/// Left eigenvectors satisfy: u^H * A = λ * u^H (or equivalently A^T * u = λ * u)
///
/// # Example
///
/// ```
/// use oxiblas_lapack::evd::GeneralEvd;
/// use oxiblas_matrix::Mat;
///
/// let a = Mat::from_rows(&[
/// &[1.0f64, 2.0],
/// &[3.0, 4.0],
/// ]);
///
/// let evd = GeneralEvd::compute_full(a.as_ref()).unwrap();
/// let vr = evd.eigenvectors_real().unwrap();
/// let vl = evd.left_eigenvectors_real().unwrap();
/// ```
pub fn compute_full(a: MatRef<'_, T>) -> Result<Self, GeneralEvdError> {
let n = a.nrows();
if n == 0 {
return Err(GeneralEvdError::EmptyMatrix);
}
if a.ncols() != n {
return Err(GeneralEvdError::NotSquare);
}
// Compute Schur decomposition for A
let schur = Schur::compute(a)?;
let eigenvalues = schur.eigenvalues().to_vec();
// Compute right eigenvectors from Schur form of A
let (vr, vi) = Self::compute_eigenvectors_from_schur(&schur);
// Compute left eigenvectors from Schur form of A^T
// Left eigenvectors of A are right eigenvectors of A^T
let mut at = Mat::zeros(n, n);
for i in 0..n {
for j in 0..n {
at[(i, j)] = a[(j, i)];
}
}
let schur_t = Schur::compute(at.as_ref())?;
let (vl, vl_i) = Self::compute_eigenvectors_from_schur(&schur_t);
Ok(Self {
eigenvalues,
eigenvectors_real: Some(vr),
eigenvectors_imag: Some(vi),
left_eigenvectors_real: Some(vl),
left_eigenvectors_imag: Some(vl_i),
n,
})
}
/// Computes eigenvectors from Schur decomposition.
fn compute_eigenvectors_from_schur(schur: &Schur<T>) -> (Mat<T>, Mat<T>) {
let n = schur.t().nrows();
let t = schur.t();
let q = schur.q();
let eigenvalues = schur.eigenvalues();
let mut vr = Mat::zeros(n, n);
let mut vi = Mat::zeros(n, n);
let eps = <T as Scalar>::epsilon() * T::from_f64(100.0).unwrap_or(T::one());
// Process eigenvalues
let mut col = 0;
let mut ev_idx = 0;
while ev_idx < eigenvalues.len() && col < n {
if eigenvalues[ev_idx].is_real() {
// Real eigenvalue - solve (T - λI)x = 0 by back substitution
let lambda = eigenvalues[ev_idx].real;
let mut x = vec![T::zero(); n];
x[col] = T::one();
// Back substitution for upper triangular system
for i in (0..col).rev() {
let mut sum = T::zero();
for j in (i + 1)..=col {
sum = sum + t[(i, j)] * x[j];
}
let diag = t[(i, i)] - lambda;
if Scalar::abs(diag) > eps {
x[i] = -sum / diag;
}
}
// Normalize
let mut norm_sq = T::zero();
for i in 0..n {
norm_sq = norm_sq + x[i] * x[i];
}
let norm = Real::sqrt(norm_sq);
if norm > eps {
for i in 0..n {
x[i] = x[i] / norm;
}
}
// Transform back: v = Q * x
for i in 0..n {
let mut sum = T::zero();
for j in 0..n {
sum = sum + q[(i, j)] * x[j];
}
vr[(i, col)] = sum;
vi[(i, col)] = T::zero();
}
col += 1;
ev_idx += 1;
} else {
// Complex conjugate pair
let real_part = eigenvalues[ev_idx].real;
let imag_part = Scalar::abs(eigenvalues[ev_idx].imag);
// For 2×2 block with complex eigenvalues, compute eigenvector
// The block is at position (col, col) to (col+1, col+1)
let mut xr = vec![T::zero(); n];
let mut xi = vec![T::zero(); n];
// Simple approach: use (1, (λ - t11)/t12) as basis
if col + 1 < n {
let t11 = t[(col, col)];
let t12 = t[(col, col + 1)];
xr[col] = T::one();
xi[col] = T::zero();
if Scalar::abs(t12) > eps {
// (λ - t11) / t12 where λ = real_part + i*imag_part
// Real part: (real_part - t11) / t12
// Imag part: imag_part / t12
xr[col + 1] = (real_part - t11) / t12;
xi[col + 1] = imag_part / t12;
} else {
xr[col + 1] = T::zero();
xi[col + 1] = T::one();
}
// Normalize
let mut norm_sq = T::zero();
for i in 0..n {
norm_sq = norm_sq + xr[i] * xr[i] + xi[i] * xi[i];
}
let norm = Real::sqrt(norm_sq);
if norm > eps {
for i in 0..n {
xr[i] = xr[i] / norm;
xi[i] = xi[i] / norm;
}
}
// Transform back: v = Q * x
for i in 0..n {
let mut sum_r = T::zero();
let mut sum_i = T::zero();
for j in 0..n {
sum_r = sum_r + q[(i, j)] * xr[j];
sum_i = sum_i + q[(i, j)] * xi[j];
}
// First column: v_real
vr[(i, col)] = sum_r;
vi[(i, col)] = sum_i;
// Second column: v_real (same real part for conjugate)
vr[(i, col + 1)] = sum_r;
vi[(i, col + 1)] = -sum_i; // conjugate
}
col += 2;
ev_idx += 2;
} else {
col += 1;
ev_idx += 1;
}
}
}
(vr, vi)
}
/// Returns the eigenvalues.
pub fn eigenvalues(&self) -> &[Eigenvalue<T>] {
&self.eigenvalues
}
/// Returns the real parts of eigenvalues.
pub fn eigenvalues_real(&self) -> Vec<T> {
self.eigenvalues.iter().map(|e| e.real).collect()
}
/// Returns true if all eigenvalues are real.
pub fn all_eigenvalues_real(&self) -> bool {
self.eigenvalues.iter().all(|e| e.is_real())
}
/// Returns the real parts of eigenvectors (if computed).
pub fn eigenvectors_real(&self) -> Option<MatRef<'_, T>> {
self.eigenvectors_real.as_ref().map(|m| m.as_ref())
}
/// Returns the imaginary parts of right eigenvectors (if computed).
pub fn eigenvectors_imag(&self) -> Option<MatRef<'_, T>> {
self.eigenvectors_imag.as_ref().map(|m| m.as_ref())
}
/// Returns the real parts of left eigenvectors (if computed).
///
/// Left eigenvectors satisfy: u^H * A = λ * u^H
pub fn left_eigenvectors_real(&self) -> Option<MatRef<'_, T>> {
self.left_eigenvectors_real.as_ref().map(|m| m.as_ref())
}
/// Returns the imaginary parts of left eigenvectors (if computed).
pub fn left_eigenvectors_imag(&self) -> Option<MatRef<'_, T>> {
self.left_eigenvectors_imag.as_ref().map(|m| m.as_ref())
}
/// Returns the number of complex eigenvalue pairs.
pub fn num_complex_pairs(&self) -> usize {
self.eigenvalues
.iter()
.filter(|e| !e.is_real() && e.imag > T::zero())
.count()
}
/// Verifies the eigenvalue decomposition: A * v ≈ λ * v for real eigenvalues.
/// Returns the maximum residual norm.
pub fn verify(&self, a: MatRef<'_, T>) -> T {
if self.eigenvectors_real.is_none() {
return T::zero();
}
let vr = self
.eigenvectors_real
.as_ref()
.expect("value should be present");
let vi = self
.eigenvectors_imag
.as_ref()
.expect("value should be present");
let mut max_residual = T::zero();
for (col, eigenvalue) in self.eigenvalues.iter().enumerate() {
if col >= self.n {
break;
}
if eigenvalue.is_real() {
// For real eigenvalue: ||A*v - λ*v||
let lambda = eigenvalue.real;
let mut residual_sq = T::zero();
for i in 0..self.n {
let mut av_i = T::zero();
for j in 0..self.n {
av_i = av_i + a[(i, j)] * vr[(j, col)];
}
let diff = av_i - lambda * vr[(i, col)];
residual_sq = residual_sq + diff * diff;
}
let residual = Real::sqrt(residual_sq);
if residual > max_residual {
max_residual = residual;
}
} else {
// For complex eigenvalue: need to check with complex arithmetic
// A * (vr + i*vi) = (λr + i*λi) * (vr + i*vi)
// Real part: A*vr = λr*vr - λi*vi
// Imag part: A*vi = λr*vi + λi*vr
let lambda_r = eigenvalue.real;
let lambda_i = eigenvalue.imag;
let mut residual_sq = T::zero();
for i in 0..self.n {
// A * vr
let mut avr_i = T::zero();
let mut avi_i = T::zero();
for j in 0..self.n {
avr_i = avr_i + a[(i, j)] * vr[(j, col)];
avi_i = avi_i + a[(i, j)] * vi[(j, col)];
}
// Expected: λr*vr - λi*vi, λr*vi + λi*vr
let expected_r = lambda_r * vr[(i, col)] - lambda_i * vi[(i, col)];
let expected_i = lambda_r * vi[(i, col)] + lambda_i * vr[(i, col)];
let diff_r = avr_i - expected_r;
let diff_i = avi_i - expected_i;
residual_sq = residual_sq + diff_r * diff_r + diff_i * diff_i;
}
let residual = Real::sqrt(residual_sq);
if residual > max_residual {
max_residual = residual;
}
}
}
max_residual
}
}
#[cfg(test)]
impl<T: Field + Real + bytemuck::Zeroable> GeneralEvd<T> {
/// Test-only hook mirroring [`GeneralEvd::eigenvalues_only`] but with a custom
/// QR iteration budget for the underlying Schur decomposition.
///
/// Its sole purpose is to exercise the `Schur -> GeneralEvd` non-convergence
/// propagation path: the `?` below routes a [`SchurError::NotConverged`]
/// through `From<SchurError> for GeneralEvdError`, which must surface as
/// [`GeneralEvdError::NotConverged`] rather than being swallowed or mislabelled.
pub(crate) fn eigenvalues_only_with_budget(
a: MatRef<'_, T>,
max_total_iterations: usize,
) -> Result<Self, GeneralEvdError> {
let schur = Schur::compute_with_iteration_budget(a, max_total_iterations)?;
let n = a.nrows();
let eigenvalues = schur.eigenvalues().to_vec();
Ok(Self {
eigenvalues,
eigenvectors_real: None,
eigenvectors_imag: None,
left_eigenvectors_real: None,
left_eigenvectors_imag: None,
n,
})
}
}
#[cfg(test)]
mod tests {
use super::*;
fn approx_eq(a: f64, b: f64, tol: f64) -> bool {
(a - b).abs() < tol
}
#[test]
fn test_general_evd_eigenvalues_only() {
let a = Mat::from_rows(&[&[1.0f64, 2.0], &[3.0, 4.0]]);
let evd = GeneralEvd::eigenvalues_only(a.as_ref()).unwrap();
let eigenvalues = evd.eigenvalues();
// Sum of eigenvalues = trace
let sum: f64 = eigenvalues.iter().map(|e| e.real).sum();
assert!(approx_eq(sum, 5.0, 1e-10)); // trace = 1 + 4 = 5
// Product of eigenvalues = determinant
let mut prod: f64 = 1.0;
for e in eigenvalues {
prod *= e.real;
}
// det = 1*4 - 2*3 = -2
assert!(approx_eq(prod, -2.0, 1e-10));
}
#[test]
fn test_general_evd_with_eigenvectors() {
let a = Mat::from_rows(&[&[1.0f64, 2.0], &[3.0, 4.0]]);
let evd = GeneralEvd::compute(a.as_ref()).unwrap();
assert!(evd.eigenvectors_real().is_some());
// Eigenvalues should still be correct
let eigenvalues = evd.eigenvalues();
let sum: f64 = eigenvalues.iter().map(|e| e.real).sum();
assert!(approx_eq(sum, 5.0, 1e-10)); // trace = 1 + 4 = 5
// Product of eigenvalues = determinant
let mut prod: f64 = 1.0;
for e in eigenvalues {
prod *= e.real;
}
assert!(approx_eq(prod, -2.0, 1e-10)); // det = 1*4 - 2*3 = -2
}
#[test]
fn test_general_evd_diagonal() {
let a = Mat::from_rows(&[&[2.0f64, 0.0, 0.0], &[0.0, 5.0, 0.0], &[0.0, 0.0, 3.0]]);
let evd = GeneralEvd::compute(a.as_ref()).unwrap();
let eigenvalues = evd.eigenvalues();
let mut eigs: Vec<f64> = eigenvalues.iter().map(|e| e.real).collect();
eigs.sort_by(|a, b| a.partial_cmp(b).unwrap());
assert!(approx_eq(eigs[0], 2.0, 1e-10));
assert!(approx_eq(eigs[1], 3.0, 1e-10));
assert!(approx_eq(eigs[2], 5.0, 1e-10));
assert!(evd.all_eigenvalues_real());
}
#[test]
fn test_general_evd_complex_eigenvalues() {
// Rotation matrix has complex eigenvalues
let theta = core::f64::consts::FRAC_PI_4;
let c = theta.cos();
let s = theta.sin();
let a = Mat::from_rows(&[&[c, -s], &[s, c]]);
let evd = GeneralEvd::compute(a.as_ref()).unwrap();
let eigenvalues = evd.eigenvalues();
assert_eq!(eigenvalues.len(), 2);
assert!(!evd.all_eigenvalues_real());
assert_eq!(evd.num_complex_pairs(), 1);
// Complex conjugate pair
assert!(approx_eq(eigenvalues[0].real, eigenvalues[1].real, 1e-10));
assert!(approx_eq(eigenvalues[0].imag, -eigenvalues[1].imag, 1e-10));
}
#[test]
fn test_general_evd_3x3() {
let a = Mat::from_rows(&[&[1.0f64, 2.0, 3.0], &[0.0, 4.0, 5.0], &[0.0, 0.0, 6.0]]);
let evd = GeneralEvd::compute(a.as_ref()).unwrap();
let eigenvalues = evd.eigenvalues();
// Upper triangular: eigenvalues are diagonal elements
let mut eigs: Vec<f64> = eigenvalues.iter().map(|e| e.real).collect();
eigs.sort_by(|a, b| a.partial_cmp(b).unwrap());
assert!(approx_eq(eigs[0], 1.0, 1e-10));
assert!(approx_eq(eigs[1], 4.0, 1e-10));
assert!(approx_eq(eigs[2], 6.0, 1e-10));
}
#[test]
fn test_general_evd_single() {
let a = Mat::from_rows(&[&[7.0f64]]);
let evd = GeneralEvd::compute(a.as_ref()).unwrap();
assert_eq!(evd.eigenvalues().len(), 1);
assert!(approx_eq(evd.eigenvalues()[0].real, 7.0, 1e-10));
}
#[test]
fn test_general_evd_f32() {
let a = Mat::from_rows(&[&[1.0f32, 2.0], &[3.0, 4.0]]);
let evd = GeneralEvd::compute(a.as_ref()).unwrap();
let eigenvalues = evd.eigenvalues();
let sum: f32 = eigenvalues.iter().map(|e| e.real).sum();
assert!((sum - 5.0).abs() < 1e-4);
}
#[test]
fn test_general_evd_full_with_left_eigenvectors() {
let a = Mat::from_rows(&[&[1.0f64, 2.0], &[3.0, 4.0]]);
let evd = GeneralEvd::compute_full(a.as_ref()).unwrap();
// Should have both right and left eigenvectors
assert!(evd.eigenvectors_real().is_some());
assert!(evd.left_eigenvectors_real().is_some());
let vr = evd.eigenvectors_real().unwrap();
let vl = evd.left_eigenvectors_real().unwrap();
// Both should have the same dimensions
assert_eq!(vr.nrows(), 2);
assert_eq!(vr.ncols(), 2);
assert_eq!(vl.nrows(), 2);
assert_eq!(vl.ncols(), 2);
// Eigenvalues should be correct
let eigenvalues = evd.eigenvalues();
let sum: f64 = eigenvalues.iter().map(|e| e.real).sum();
assert!(approx_eq(sum, 5.0, 1e-10)); // trace = 1 + 4 = 5
}
#[test]
fn test_general_evd_full_diagonal() {
// For a diagonal matrix, left and right eigenvectors should be identity columns
let a = Mat::from_rows(&[&[2.0f64, 0.0], &[0.0, 5.0]]);
let evd = GeneralEvd::compute_full(a.as_ref()).unwrap();
assert!(evd.eigenvectors_real().is_some());
assert!(evd.left_eigenvectors_real().is_some());
// Eigenvalues should be 2 and 5
let eigenvalues = evd.eigenvalues();
let mut eigs: Vec<f64> = eigenvalues.iter().map(|e| e.real).collect();
eigs.sort_by(|a, b| a.partial_cmp(b).unwrap());
assert!(approx_eq(eigs[0], 2.0, 1e-10));
assert!(approx_eq(eigs[1], 5.0, 1e-10));
}
#[test]
fn test_general_evd_full_verify_left_eigenvector_property() {
// Test that left eigenvectors satisfy: u^T * A = λ * u^T
// Since left eigenvectors of A are right eigenvectors of A^T,
// the eigenvalue correspondence may differ.
// We verify that each left eigenvector u satisfies A^T * u = λ * u
// for SOME eigenvalue λ.
let a = Mat::from_rows(&[&[1.0f64, 2.0], &[3.0, 4.0]]);
let evd = GeneralEvd::compute_full(a.as_ref()).unwrap();
let vl = evd.left_eigenvectors_real().unwrap();
let eigenvalues = evd.eigenvalues();
// Collect all eigenvalue real parts
let lambda_values: Vec<f64> = eigenvalues.iter().map(|e| e.real).collect();
// Left eigenvector exists and has approximately right dimension
assert!(
vl.nrows() == 2 && vl.ncols() == 2,
"Left eigenvector matrix should be 2x2"
);
// For each left eigenvector column, find the corresponding eigenvalue
for col in 0..2 {
let norm = (vl[(0, col)] * vl[(0, col)] + vl[(1, col)] * vl[(1, col)]).sqrt();
if norm < 1e-10 {
continue; // Skip zero eigenvectors
}
// Normalize the eigenvector for better numerical comparison
let u0 = vl[(0, col)] / norm;
let u1 = vl[(1, col)] / norm;
// Compute A^T * u (using normalized eigenvector)
let at_u0 = a[(0, 0)] * u0 + a[(1, 0)] * u1;
let at_u1 = a[(0, 1)] * u0 + a[(1, 1)] * u1;
// Find which eigenvalue this eigenvector corresponds to
// For normalized u, A^T * u = λ * u means |A^T * u - λ * u| should be small
let mut min_residual = f64::MAX;
for &lambda in &lambda_values {
let diff0 = (at_u0 - lambda * u0).abs();
let diff1 = (at_u1 - lambda * u1).abs();
let residual = (diff0 * diff0 + diff1 * diff1).sqrt();
min_residual = min_residual.min(residual);
}
// For a unit eigenvector, the residual should be small relative to eigenvalue magnitude
let max_lambda = lambda_values.iter().map(|l| l.abs()).fold(0.0, f64::max);
let tol = 0.5 * max_lambda.max(1.0); // Relative tolerance based on eigenvalue scale
assert!(
min_residual < tol,
"Left eigenvector column {} has min residual {} > tolerance {}",
col,
min_residual,
tol
);
}
}
/// A 5×5 non-symmetric matrix with a tightly clustered spectrum (near 5). It
/// is solvable, but a single QR sweep cannot deflate it, so a starved budget
/// exposes the non-convergence propagation path.
fn slow_converging_5x5() -> Mat<f64> {
Mat::from_rows(&[
&[5.0, 1.0, 0.2, 0.0, 0.1],
&[0.3, 5.0, 1.0, 0.15, 0.0],
&[0.0, 0.25, 5.0, 1.0, 0.2],
&[0.1, 0.0, 0.3, 5.0, 1.0],
&[0.2, 0.1, 0.0, 0.35, 5.0],
])
}
#[test]
fn test_general_evd_reports_non_convergence() {
// Regression for the dead `NotConverged` variant: when the internal Schur
// decomposition fails to converge, GeneralEvd must report NotConverged
// rather than returning fabricated eigenvalues from a partial reduction.
let a = slow_converging_5x5();
let result = GeneralEvd::eigenvalues_only_with_budget(a.as_ref(), 1);
assert_eq!(
result.err(),
Some(GeneralEvdError::NotConverged),
"SchurError::NotConverged must propagate to GeneralEvdError::NotConverged"
);
}
#[test]
fn test_general_evd_converges_with_full_budget() {
// Control: the same matrix converges under the real default budget, so the
// error above is purely the artificial cap — not a broken matrix.
let a = slow_converging_5x5();
let evd = GeneralEvd::eigenvalues_only(a.as_ref()).expect("full budget must converge");
let trace: f64 = (0..5).map(|i| a[(i, i)]).sum();
let eig_sum: f64 = evd.eigenvalues().iter().map(|e| e.real).sum();
assert!(
approx_eq(eig_sum, trace, 1e-8),
"eigenvalue real-part sum {eig_sum} != trace {trace}"
);
}
}