oxicuda-solver 0.1.2

OxiCUDA Solver - GPU-accelerated matrix decompositions (cuSOLVER equivalent)
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
//! GMRES(m) (Generalized Minimal Residual with restart) iterative solver.
//!
//! Solves the linear system `A * x = b` for general matrices using the
//! GMRES algorithm with periodic restarts after `m` iterations.
//!
//! # Algorithm
//!
//! GMRES builds an orthonormal basis for the Krylov subspace
//! `K_m = span{r, A*r, A^2*r, ..., A^{m-1}*r}` via the Arnoldi process,
//! then solves a small least squares problem on the resulting upper
//! Hessenberg matrix using Givens rotations.
//!
//! After `m` iterations without convergence, the algorithm restarts with
//! the current best solution as the new initial guess.

#![allow(dead_code)]

use oxicuda_blas::GpuFloat;

use crate::error::{SolverError, SolverResult};
use crate::handle::SolverHandle;

// ---------------------------------------------------------------------------
// GpuFloat <-> f64 conversion helpers
// ---------------------------------------------------------------------------

fn to_f64<T: GpuFloat>(val: T) -> f64 {
    if T::SIZE == 4 {
        f32::from_bits(val.to_bits_u64() as u32) as f64
    } else {
        f64::from_bits(val.to_bits_u64())
    }
}

fn from_f64<T: GpuFloat>(val: f64) -> T {
    if T::SIZE == 4 {
        T::from_bits_u64(u64::from((val as f32).to_bits()))
    } else {
        T::from_bits_u64(val.to_bits())
    }
}

/// Default restart parameter for GMRES.
const DEFAULT_RESTART: u32 = 30;

// ---------------------------------------------------------------------------
// Configuration
// ---------------------------------------------------------------------------

/// Configuration for the GMRES(m) solver.
#[derive(Debug, Clone)]
pub struct GmresConfig {
    /// Maximum total number of iterations (across all restarts).
    pub max_iter: u32,
    /// Convergence tolerance (relative to ||b||).
    pub tol: f64,
    /// Restart parameter: number of Arnoldi steps before restarting.
    pub restart: u32,
}

impl Default for GmresConfig {
    fn default() -> Self {
        Self {
            max_iter: 1000,
            tol: 1e-6,
            restart: DEFAULT_RESTART,
        }
    }
}

// ---------------------------------------------------------------------------
// Public API
// ---------------------------------------------------------------------------

/// Solves `A * x = b` using GMRES(m) with restart.
///
/// On entry, `x` should contain an initial guess. On exit, `x` contains
/// the approximate solution.
///
/// # Arguments
///
/// * `_handle` — solver handle (reserved for future GPU-accelerated variants).
/// * `spmv` — closure computing `y = A * x`: `spmv(x, y)`.
/// * `b` — right-hand side vector (length n).
/// * `x` — initial guess / solution vector (length n), modified in-place.
/// * `n` — system dimension.
/// * `config` — solver configuration.
///
/// # Returns
///
/// The total number of matrix-vector products performed.
///
/// # Errors
///
/// Returns [`SolverError::ConvergenceFailure`] if the solver does not converge.
pub fn gmres_solve<T, F>(
    _handle: &SolverHandle,
    spmv: F,
    b: &[T],
    x: &mut [T],
    n: u32,
    config: &GmresConfig,
) -> SolverResult<u32>
where
    T: GpuFloat,
    F: Fn(&[T], &mut [T]) -> SolverResult<()>,
{
    let n_usize = n as usize;

    // Validate dimensions.
    if b.len() < n_usize {
        return Err(SolverError::DimensionMismatch(format!(
            "gmres_solve: b length ({}) < n ({n})",
            b.len()
        )));
    }
    if x.len() < n_usize {
        return Err(SolverError::DimensionMismatch(format!(
            "gmres_solve: x length ({}) < n ({n})",
            x.len()
        )));
    }
    if n == 0 {
        return Ok(0);
    }

    let b_norm = vec_norm(b, n_usize);
    let abs_tol = if b_norm > 0.0 {
        config.tol * b_norm
    } else {
        for xi in x.iter_mut().take(n_usize) {
            *xi = T::gpu_zero();
        }
        return Ok(0);
    };

    let m = config.restart.min(n) as usize;
    let mut total_iters = 0_u32;

    // Outer restart loop.
    while total_iters < config.max_iter {
        let iters = gmres_cycle(
            &spmv,
            b,
            x,
            n_usize,
            m,
            abs_tol,
            config.max_iter - total_iters,
        )?;
        total_iters += iters;

        // Check if we converged in this cycle.
        let mut r = vec![T::gpu_zero(); n_usize];
        let mut ax = vec![T::gpu_zero(); n_usize];
        spmv(x, &mut ax)?;
        for i in 0..n_usize {
            r[i] = sub_t(b[i], ax[i]);
        }
        total_iters += 1; // Count the residual check spmv.

        let r_norm = vec_norm(&r, n_usize);
        if r_norm < abs_tol {
            return Ok(total_iters);
        }

        if iters == 0 {
            break; // No progress in this cycle.
        }
    }

    // Compute final residual for error reporting.
    let mut r = vec![T::gpu_zero(); n_usize];
    let mut ax = vec![T::gpu_zero(); n_usize];
    spmv(x, &mut ax)?;
    for i in 0..n_usize {
        r[i] = sub_t(b[i], ax[i]);
    }
    let r_norm = vec_norm(&r, n_usize);

    if r_norm < abs_tol {
        Ok(total_iters)
    } else {
        Err(SolverError::ConvergenceFailure {
            iterations: total_iters,
            residual: r_norm,
        })
    }
}

// ---------------------------------------------------------------------------
// GMRES cycle (one restart)
// ---------------------------------------------------------------------------

/// One GMRES cycle: runs up to `m` Arnoldi steps, solves the Hessenberg
/// least squares problem, and updates `x`.
///
/// Returns the number of matrix-vector products performed in this cycle.
fn gmres_cycle<T, F>(
    spmv: &F,
    b: &[T],
    x: &mut [T],
    n: usize,
    m: usize,
    abs_tol: f64,
    max_iters: u32,
) -> SolverResult<u32>
where
    T: GpuFloat,
    F: Fn(&[T], &mut [T]) -> SolverResult<()>,
{
    // Compute initial residual r = b - A*x.
    let mut r = vec![T::gpu_zero(); n];
    let mut ax = vec![T::gpu_zero(); n];
    spmv(x, &mut ax)?;
    for i in 0..n {
        r[i] = sub_t(b[i], ax[i]);
    }
    let beta = vec_norm(&r, n);

    if beta < abs_tol {
        return Ok(0);
    }

    // Arnoldi basis vectors: V = [v_0, v_1, ..., v_m] where each v_i is length n.
    let mut v_basis: Vec<Vec<T>> = Vec::with_capacity(m + 1);

    // v_0 = r / beta
    let inv_beta = from_f64(1.0 / beta);
    let v0: Vec<T> = r.iter().map(|&ri| mul_t(ri, inv_beta)).collect();
    v_basis.push(v0);

    // Upper Hessenberg matrix H (m+1 x m), stored column-major as Vec<Vec<f64>>.
    let mut h = vec![vec![0.0_f64; m + 1]; m];

    // Givens rotation parameters.
    let mut cs = vec![0.0_f64; m];
    let mut sn = vec![0.0_f64; m];

    // Right-hand side for the Hessenberg least squares: g = beta * e_1.
    let mut g = vec![0.0_f64; m + 1];
    g[0] = beta;

    let mut j = 0;
    let max_j = m.min(max_iters as usize);

    while j < max_j {
        // Arnoldi step: w = A * v_j.
        let mut w = vec![T::gpu_zero(); n];
        spmv(&v_basis[j], &mut w)?;

        // Modified Gram-Schmidt orthogonalization.
        for i in 0..=j {
            h[j][i] = dot_product(&v_basis[i], &w, n);
            let h_ij_t = from_f64(h[j][i]);
            for k in 0..n {
                w[k] = sub_t(w[k], mul_t(h_ij_t, v_basis[i][k]));
            }
        }

        let w_norm = vec_norm(&w, n);
        h[j][j + 1] = w_norm;

        // Normalize w to get v_{j+1}.
        if w_norm > 1e-300 {
            let inv_w = from_f64(1.0 / w_norm);
            let vj1: Vec<T> = w.iter().map(|&wi| mul_t(wi, inv_w)).collect();
            v_basis.push(vj1);
        } else {
            // Lucky breakdown: w is in the span of existing basis.
            let vj1 = vec![T::gpu_zero(); n];
            v_basis.push(vj1);
        }

        // Apply previous Givens rotations to the new column of H.
        for i in 0..j {
            let tmp = cs[i] * h[j][i] + sn[i] * h[j][i + 1];
            h[j][i + 1] = -sn[i] * h[j][i] + cs[i] * h[j][i + 1];
            h[j][i] = tmp;
        }

        // Compute new Givens rotation for row (j, j+1).
        let (c, s) = givens_rotation(h[j][j], h[j][j + 1]);
        cs[j] = c;
        sn[j] = s;

        // Apply to H.
        h[j][j] = c * h[j][j] + s * h[j][j + 1];
        h[j][j + 1] = 0.0;

        // Apply to g.
        let tmp = cs[j] * g[j] + sn[j] * g[j + 1];
        g[j + 1] = -sn[j] * g[j] + cs[j] * g[j + 1];
        g[j] = tmp;

        j += 1;

        // Check convergence: |g[j]| is the residual norm.
        if g[j].abs() < abs_tol {
            break;
        }
    }

    // Solve the upper triangular system H[0:j, 0:j] * y = g[0:j].
    let mut y = vec![0.0_f64; j];
    for i in (0..j).rev() {
        y[i] = g[i];
        for k in (i + 1)..j {
            y[i] -= h[k][i] * y[k];
        }
        if h[i][i].abs() > 1e-300 {
            y[i] /= h[i][i];
        }
    }

    // Update x: x += V * y.
    for i in 0..j {
        let yi_t = from_f64(y[i]);
        for k in 0..n {
            x[k] = add_t(x[k], mul_t(yi_t, v_basis[i][k]));
        }
    }

    Ok(j as u32)
}

// ---------------------------------------------------------------------------
// Helpers
// ---------------------------------------------------------------------------

fn givens_rotation(a: f64, b: f64) -> (f64, f64) {
    if b.abs() < 1e-300 {
        return (1.0, 0.0);
    }
    if a.abs() < 1e-300 {
        return (0.0, if b >= 0.0 { 1.0 } else { -1.0 });
    }
    let r = (a * a + b * b).sqrt();
    (a / r, b / r)
}

fn dot_product<T: GpuFloat>(a: &[T], b: &[T], n: usize) -> f64 {
    let mut sum = 0.0_f64;
    for i in 0..n {
        sum += to_f64(a[i]) * to_f64(b[i]);
    }
    sum
}

fn vec_norm<T: GpuFloat>(v: &[T], n: usize) -> f64 {
    dot_product(v, v, n).sqrt()
}

fn add_t<T: GpuFloat>(a: T, b: T) -> T {
    from_f64(to_f64(a) + to_f64(b))
}

fn sub_t<T: GpuFloat>(a: T, b: T) -> T {
    from_f64(to_f64(a) - to_f64(b))
}

fn mul_t<T: GpuFloat>(a: T, b: T) -> T {
    from_f64(to_f64(a) * to_f64(b))
}

// ---------------------------------------------------------------------------
// Tests
// ---------------------------------------------------------------------------

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

    /// CPU-only GMRES solver for testing without a GPU handle.
    ///
    /// Mirrors `gmres_solve` but omits the `_handle` parameter, enabling
    /// pure host testing with a closure-based matrix-vector product.
    fn gmres_solve_cpu<T, F>(
        spmv: F,
        b: &[T],
        x: &mut [T],
        n: u32,
        config: &GmresConfig,
    ) -> SolverResult<u32>
    where
        T: GpuFloat,
        F: Fn(&[T], &mut [T]) -> SolverResult<()>,
    {
        let n_usize = n as usize;

        if b.len() < n_usize {
            return Err(SolverError::DimensionMismatch(format!(
                "gmres_solve_cpu: b length ({}) < n ({n})",
                b.len()
            )));
        }
        if x.len() < n_usize {
            return Err(SolverError::DimensionMismatch(format!(
                "gmres_solve_cpu: x length ({}) < n ({n})",
                x.len()
            )));
        }
        if n == 0 {
            return Ok(0);
        }

        let b_norm = vec_norm(b, n_usize);
        let abs_tol = if b_norm > 0.0 {
            config.tol * b_norm
        } else {
            for xi in x.iter_mut().take(n_usize) {
                *xi = T::gpu_zero();
            }
            return Ok(0);
        };

        let m = config.restart.min(n) as usize;
        let mut total_iters = 0_u32;

        while total_iters < config.max_iter {
            let iters = gmres_cycle(
                &spmv,
                b,
                x,
                n_usize,
                m,
                abs_tol,
                config.max_iter - total_iters,
            )?;
            total_iters += iters;

            let mut r = vec![T::gpu_zero(); n_usize];
            let mut ax = vec![T::gpu_zero(); n_usize];
            spmv(x, &mut ax)?;
            for i in 0..n_usize {
                r[i] = sub_t(b[i], ax[i]);
            }
            total_iters += 1;

            let r_norm = vec_norm(&r, n_usize);
            if r_norm < abs_tol {
                return Ok(total_iters);
            }

            if iters == 0 {
                break;
            }
        }

        let mut r = vec![T::gpu_zero(); n_usize];
        let mut ax = vec![T::gpu_zero(); n_usize];
        spmv(x, &mut ax)?;
        for i in 0..n_usize {
            r[i] = sub_t(b[i], ax[i]);
        }
        let r_norm = vec_norm(&r, n_usize);

        if r_norm < abs_tol {
            Ok(total_iters)
        } else {
            Err(SolverError::ConvergenceFailure {
                iterations: total_iters,
                residual: r_norm,
            })
        }
    }

    #[test]
    fn gmres_config_default() {
        let cfg = GmresConfig::default();
        assert_eq!(cfg.max_iter, 1000);
        assert!((cfg.tol - 1e-6).abs() < 1e-15);
        assert_eq!(cfg.restart, DEFAULT_RESTART);
    }

    #[test]
    fn gmres_config_custom() {
        let cfg = GmresConfig {
            max_iter: 500,
            tol: 1e-10,
            restart: 50,
        };
        assert_eq!(cfg.restart, 50);
    }

    #[test]
    fn givens_rotation_basic() {
        let (cs, sn) = givens_rotation(3.0, 4.0);
        let r = cs * 3.0 + sn * 4.0;
        assert!((r - 5.0).abs() < 1e-10);
    }

    #[test]
    fn givens_rotation_zero_b() {
        let (cs, sn) = givens_rotation(5.0, 0.0);
        assert!((cs - 1.0).abs() < 1e-15);
        assert!(sn.abs() < 1e-15);
    }

    #[test]
    fn dot_product_basic() {
        let a = [1.0_f64, 2.0, 3.0];
        let b = [4.0_f64, 5.0, 6.0];
        assert!((dot_product(&a, &b, 3) - 32.0).abs() < 1e-10);
    }

    #[test]
    fn vec_norm_unit() {
        let v = [1.0_f64, 0.0, 0.0];
        assert!((vec_norm(&v, 3) - 1.0).abs() < 1e-15);
    }

    /// GMRES converges on a 3×3 identity matrix in a single Arnoldi step.
    ///
    /// A = I, b = [3, 7, -2] → exact solution x = [3, 7, -2].
    /// The identity matrix has a single eigenvalue λ=1, so GMRES minimises
    /// the residual in exactly one step (Krylov space = full space).
    #[test]
    fn gmres_converges_identity_3x3() {
        let b = vec![3.0_f64, 7.0, -2.0];
        let mut x = vec![0.0_f64; 3];
        let config = GmresConfig {
            max_iter: 50,
            tol: 1e-10,
            restart: 10,
        };

        // A = I
        let spmv = |v: &[f64], out: &mut [f64]| -> SolverResult<()> {
            out.copy_from_slice(v);
            Ok(())
        };

        let _iters = gmres_solve_cpu(spmv, &b, &mut x, 3, &config)
            .expect("GMRES should converge on identity system");

        assert!((x[0] - 3.0).abs() < 1e-8, "x[0] = {} expected 3.0", x[0]);
        assert!((x[1] - 7.0).abs() < 1e-8, "x[1] = {} expected 7.0", x[1]);
        assert!(
            (x[2] - (-2.0)).abs() < 1e-8,
            "x[2] = {} expected -2.0",
            x[2]
        );
    }

    /// GMRES converges on a 4×4 tridiagonal SPD system in ≤ N steps.
    ///
    /// A = tridiag(-1, 2, -1), b = [1, 1, 1, 1], exact x = [2, 3, 3, 2].
    #[test]
    fn gmres_converges_tridiagonal_4x4() {
        let b = vec![1.0_f64, 1.0, 1.0, 1.0];
        let mut x = vec![0.0_f64; 4];
        let config = GmresConfig {
            max_iter: 200,
            tol: 1e-10,
            restart: 10,
        };

        // A = tridiag(-1, 2, -1), 4×4
        let spmv = |v: &[f64], out: &mut [f64]| -> SolverResult<()> {
            out[0] = 2.0 * v[0] - v[1];
            out[1] = -v[0] + 2.0 * v[1] - v[2];
            out[2] = -v[1] + 2.0 * v[2] - v[3];
            out[3] = -v[2] + 2.0 * v[3];
            Ok(())
        };

        let _iters = gmres_solve_cpu(spmv, &b, &mut x, 4, &config)
            .expect("GMRES should converge on tridiagonal system");

        assert!((x[0] - 2.0).abs() < 1e-7, "x[0] = {} expected 2.0", x[0]);
        assert!((x[1] - 3.0).abs() < 1e-7, "x[1] = {} expected 3.0", x[1]);
        assert!((x[2] - 3.0).abs() < 1e-7, "x[2] = {} expected 3.0", x[2]);
        assert!((x[3] - 2.0).abs() < 1e-7, "x[3] = {} expected 2.0", x[3]);
    }

    /// GMRES with zero RHS returns immediately without iterating.
    #[test]
    fn gmres_zero_rhs_returns_zero() {
        let b = vec![0.0_f64; 3];
        let mut x = vec![1.0_f64; 3]; // non-zero initial guess
        let config = GmresConfig::default();

        let spmv = |v: &[f64], out: &mut [f64]| -> SolverResult<()> {
            out.copy_from_slice(v);
            Ok(())
        };

        let iters = gmres_solve_cpu(spmv, &b, &mut x, 3, &config).expect("zero RHS should succeed");
        assert_eq!(iters, 0);
        for &xi in &x {
            assert!(xi.abs() < 1e-15, "x should be zeroed for zero RHS");
        }
    }

    /// GMRES returns DimensionMismatch when b is shorter than n.
    #[test]
    fn gmres_dimension_mismatch() {
        let b = vec![1.0_f64]; // length 1, n = 3
        let mut x = vec![0.0_f64; 3];
        let config = GmresConfig::default();
        let spmv = |_: &[f64], _: &mut [f64]| -> SolverResult<()> { Ok(()) };
        let result = gmres_solve_cpu(spmv, &b, &mut x, 3, &config);
        assert!(matches!(result, Err(SolverError::DimensionMismatch(_))));
    }

    /// GMRES converges on a diagonal SPD system in at most N Arnoldi steps.
    ///
    /// A = diag(1, 4, 9), b = [1, 4, 9] → exact x = [1, 1, 1].
    #[test]
    fn gmres_converges_diagonal_spd() {
        let b = vec![1.0_f64, 4.0, 9.0];
        let mut x = vec![0.0_f64; 3];
        let config = GmresConfig {
            max_iter: 100,
            tol: 1e-10,
            restart: 10,
        };

        let spmv = |v: &[f64], out: &mut [f64]| -> SolverResult<()> {
            out[0] = 1.0 * v[0];
            out[1] = 4.0 * v[1];
            out[2] = 9.0 * v[2];
            Ok(())
        };

        let _iters = gmres_solve_cpu(spmv, &b, &mut x, 3, &config)
            .expect("GMRES should converge on diagonal SPD");

        assert!((x[0] - 1.0).abs() < 1e-8, "x[0] = {} expected 1.0", x[0]);
        assert!((x[1] - 1.0).abs() < 1e-8, "x[1] = {} expected 1.0", x[1]);
        assert!((x[2] - 1.0).abs() < 1e-8, "x[2] = {} expected 1.0", x[2]);
    }
}