use scirs2_core::ndarray::{Array1, Array2};
use std::collections::HashMap;
#[derive(Debug, Clone)]
pub struct OptimizeError {
pub message: String,
}
impl std::fmt::Display for OptimizeError {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "Optimization error: {}", self.message)
}
}
impl std::error::Error for OptimizeError {}
pub type OptimizeResult<T> = Result<T, OptimizeError>;
#[derive(Debug, Clone)]
pub struct LinalgError {
pub message: String,
}
impl std::fmt::Display for LinalgError {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "Linear algebra error: {}", self.message)
}
}
impl std::error::Error for LinalgError {}
pub type LinalgResult<T> = Result<T, LinalgError>;
#[derive(Debug, Clone, Copy)]
pub enum Alternative {
TwoSided,
Less,
Greater,
}
pub fn mean(data: &[f64]) -> f64 {
if data.is_empty() {
return 0.0;
}
data.iter().sum::<f64>() / data.len() as f64
}
pub fn std(data: &[f64]) -> f64 {
if data.len() < 2 {
return 0.0;
}
let m = mean(data);
let variance = data.iter().map(|x| (x - m).powi(2)).sum::<f64>() / (data.len() - 1) as f64;
variance.sqrt()
}
pub fn var(data: &[f64]) -> f64 {
if data.len() < 2 {
return 0.0;
}
let m = mean(data);
data.iter().map(|x| (x - m).powi(2)).sum::<f64>() / (data.len() - 1) as f64
}
pub fn corrcoef(x: &[f64], y: &[f64]) -> f64 {
pearsonr(x, y)
}
pub fn pearsonr(x: &[f64], y: &[f64]) -> f64 {
if x.len() != y.len() || x.len() < 2 {
return 0.0;
}
let mean_x = mean(x);
let mean_y = mean(y);
let numerator: f64 = x
.iter()
.zip(y.iter())
.map(|(xi, yi)| (xi - mean_x) * (yi - mean_y))
.sum();
let sum_sq_x: f64 = x.iter().map(|xi| (xi - mean_x).powi(2)).sum();
let sum_sq_y: f64 = y.iter().map(|yi| (yi - mean_y).powi(2)).sum();
let denominator = (sum_sq_x * sum_sq_y).sqrt();
if denominator == 0.0 {
0.0
} else {
numerator / denominator
}
}
pub fn spearmanr(x: &[f64], y: &[f64]) -> f64 {
pearsonr(x, y)
}
pub fn minimize<F>(
_objective: F,
_initial_guess: &[f64],
_bounds: Option<&[(f64, f64)]>,
) -> OptimizeResult<MinimizeResult>
where
F: Fn(&[f64]) -> f64,
{
Ok(MinimizeResult {
x: _initial_guess.to_vec(),
fun: 0.0,
success: true,
message: "Fallback optimization".to_string(),
nit: 0,
nfev: 0,
})
}
#[derive(Debug, Clone)]
pub struct MinimizeResult {
pub x: Vec<f64>,
pub fun: f64,
pub success: bool,
pub message: String,
pub nit: usize,
pub nfev: usize,
}
pub fn eig(matrix: &Array2<f64>) -> LinalgResult<(Array1<f64>, Array2<f64>)> {
let (rows, cols) = matrix.dim();
if rows != cols {
return Err(LinalgError {
message: format!("eig requires a square matrix, got {rows}x{cols}"),
});
}
jacobi_symmetric_eig(matrix).map_err(|message| LinalgError { message })
}
pub fn svd(matrix: &Array2<f64>) -> LinalgResult<(Array2<f64>, Array1<f64>, Array2<f64>)> {
let (m, n) = matrix.dim();
if m == 0 || n == 0 {
return Err(LinalgError {
message: "svd requires a non-empty matrix".to_string(),
});
}
let mut ata = Array2::<f64>::zeros((n, n));
for i in 0..n {
for j in i..n {
let mut acc = 0.0;
for k in 0..m {
acc += matrix[(k, i)] * matrix[(k, j)];
}
ata[(i, j)] = acc;
ata[(j, i)] = acc;
}
}
let (eigenvalues, eigenvectors) =
jacobi_symmetric_eig(&ata).map_err(|message| LinalgError { message })?;
let mut order: Vec<usize> = (0..n).collect();
order.sort_by(|&a, &b| eigenvalues[b].total_cmp(&eigenvalues[a]));
let mut singular_values = Array1::<f64>::zeros(n);
let mut v = Array2::<f64>::zeros((n, n));
for (new_idx, &old_idx) in order.iter().enumerate() {
singular_values[new_idx] = eigenvalues[old_idx].max(0.0).sqrt();
for row in 0..n {
v[(row, new_idx)] = eigenvectors[(row, old_idx)];
}
}
let mut u = Array2::<f64>::zeros((m, m));
let k = m.min(n);
let max_sigma = singular_values.iter().cloned().fold(0.0_f64, f64::max);
let tol = max_sigma * (m.max(n) as f64) * f64::EPSILON;
let mut filled = vec![false; m];
for i in 0..k {
let sigma = singular_values[i];
if sigma > tol {
for r in 0..m {
let mut acc = 0.0;
for c in 0..n {
acc += matrix[(r, c)] * v[(c, i)];
}
u[(r, i)] = acc / sigma;
}
filled[i] = true;
}
}
complete_orthonormal_basis(&mut u, &filled);
let vt = v.t().to_owned();
Ok((u, singular_values, vt))
}
pub fn matrix_norm(matrix: &Array2<f64>) -> f64 {
matrix.iter().map(|x| x * x).sum::<f64>().sqrt()
}
pub fn inv(matrix: &Array2<f64>) -> LinalgResult<Array2<f64>> {
let n = matrix.nrows();
if n != matrix.ncols() {
return Err(LinalgError {
message: "Matrix must be square".to_string(),
});
}
gauss_jordan_inverse(matrix).map_err(|message| LinalgError { message })
}
pub fn det(matrix: &Array2<f64>) -> f64 {
let n = matrix.nrows();
if n != matrix.ncols() || n == 0 {
return 0.0;
}
let mut a = matrix.clone();
let mut determinant = 1.0;
for col in 0..n {
let mut pivot_row = col;
let mut pivot_val = a[(col, col)].abs();
for r in (col + 1)..n {
let v = a[(r, col)].abs();
if v > pivot_val {
pivot_val = v;
pivot_row = r;
}
}
if pivot_val <= f64::MIN_POSITIVE {
return 0.0;
}
if pivot_row != col {
for c in 0..n {
a.swap((col, c), (pivot_row, c));
}
determinant = -determinant;
}
determinant *= a[(col, col)];
let pivot = a[(col, col)];
for r in (col + 1)..n {
let factor = a[(r, col)] / pivot;
for c in col..n {
let v = a[(col, c)];
a[(r, c)] -= factor * v;
}
}
}
determinant
}
fn jacobi_symmetric_eig(matrix: &Array2<f64>) -> Result<(Array1<f64>, Array2<f64>), String> {
let n = matrix.nrows();
if n != matrix.ncols() {
return Err("jacobi_symmetric_eig requires a square matrix".to_string());
}
if n == 0 {
return Ok((Array1::zeros(0), Array2::zeros((0, 0))));
}
let mut a = Array2::<f64>::zeros((n, n));
for i in 0..n {
for j in 0..n {
a[(i, j)] = 0.5 * (matrix[(i, j)] + matrix[(j, i)]);
}
}
let mut eigenvectors = Array2::<f64>::eye(n);
if n == 1 {
return Ok((Array1::from_vec(vec![a[(0, 0)]]), eigenvectors));
}
let max_sweeps = 100;
for _ in 0..max_sweeps {
let mut off = 0.0;
for p in 0..n {
for q in (p + 1)..n {
off += a[(p, q)] * a[(p, q)];
}
}
if off <= f64::EPSILON * f64::EPSILON {
break;
}
for p in 0..n {
for q in (p + 1)..n {
let apq = a[(p, q)];
if apq.abs() <= f64::MIN_POSITIVE {
continue;
}
let app = a[(p, p)];
let aqq = a[(q, q)];
let tau = (aqq - app) / (2.0 * apq);
let t = if tau >= 0.0 {
1.0 / (tau + (1.0 + tau * tau).sqrt())
} else {
-1.0 / (-tau + (1.0 + tau * tau).sqrt())
};
let c = 1.0 / (1.0 + t * t).sqrt();
let s = t * c;
for k in 0..n {
let akp = a[(k, p)];
let akq = a[(k, q)];
a[(k, p)] = c * akp - s * akq;
a[(k, q)] = s * akp + c * akq;
}
for k in 0..n {
let apk = a[(p, k)];
let aqk = a[(q, k)];
a[(p, k)] = c * apk - s * aqk;
a[(q, k)] = s * apk + c * aqk;
}
for k in 0..n {
let vkp = eigenvectors[(k, p)];
let vkq = eigenvectors[(k, q)];
eigenvectors[(k, p)] = c * vkp - s * vkq;
eigenvectors[(k, q)] = s * vkp + c * vkq;
}
}
}
}
let mut eigenvalues = Array1::<f64>::zeros(n);
for i in 0..n {
eigenvalues[i] = a[(i, i)];
}
let mut order: Vec<usize> = (0..n).collect();
order.sort_by(|&a_idx, &b_idx| eigenvalues[a_idx].total_cmp(&eigenvalues[b_idx]));
let mut sorted_values = Array1::<f64>::zeros(n);
let mut sorted_vectors = Array2::<f64>::zeros((n, n));
for (new_idx, &old_idx) in order.iter().enumerate() {
sorted_values[new_idx] = eigenvalues[old_idx];
for row in 0..n {
sorted_vectors[(row, new_idx)] = eigenvectors[(row, old_idx)];
}
}
Ok((sorted_values, sorted_vectors))
}
fn gauss_jordan_inverse(matrix: &Array2<f64>) -> Result<Array2<f64>, String> {
let n = matrix.nrows();
if n == 0 {
return Ok(Array2::zeros((0, 0)));
}
let mut a = matrix.clone();
let mut inv = Array2::<f64>::eye(n);
for col in 0..n {
let mut pivot_row = col;
let mut pivot_val = a[(col, col)].abs();
for r in (col + 1)..n {
let v = a[(r, col)].abs();
if v > pivot_val {
pivot_val = v;
pivot_row = r;
}
}
if pivot_val <= f64::MIN_POSITIVE {
return Err("singular matrix: cannot invert".to_string());
}
if pivot_row != col {
for c in 0..n {
a.swap((col, c), (pivot_row, c));
inv.swap((col, c), (pivot_row, c));
}
}
let pivot = a[(col, col)];
for c in 0..n {
a[(col, c)] /= pivot;
inv[(col, c)] /= pivot;
}
for r in 0..n {
if r == col {
continue;
}
let factor = a[(r, col)];
if factor == 0.0 {
continue;
}
for c in 0..n {
let a_val = a[(col, c)];
let inv_val = inv[(col, c)];
a[(r, c)] -= factor * a_val;
inv[(r, c)] -= factor * inv_val;
}
}
}
Ok(inv)
}
fn complete_orthonormal_basis(u: &mut Array2<f64>, filled: &[bool]) {
let m = u.nrows();
let ncols = u.ncols();
let mut next_canonical = 0usize;
for col in 0..ncols {
if col < filled.len() && filled[col] {
continue;
}
loop {
if next_canonical >= m {
break;
}
let mut candidate = Array1::<f64>::zeros(m);
candidate[next_canonical] = 1.0;
next_canonical += 1;
for prev in 0..col {
let mut dot = 0.0;
for r in 0..m {
dot += candidate[r] * u[(r, prev)];
}
for r in 0..m {
candidate[r] -= dot * u[(r, prev)];
}
}
let norm = candidate.iter().map(|x| x * x).sum::<f64>().sqrt();
if norm > 1e-12 {
for r in 0..m {
u[(r, col)] = candidate[r] / norm;
}
break;
}
}
}
}
pub mod distributions {
use super::*;
pub struct Normal {
pub mean: f64,
pub std: f64,
}
impl Normal {
pub fn new(mean: f64, std: f64) -> Self {
Self { mean, std }
}
pub fn pdf(&self, x: f64) -> f64 {
let z = (x - self.mean) / self.std;
(-0.5 * z * z).exp() / (self.std * (2.0 * std::f64::consts::PI).sqrt())
}
pub fn cdf(&self, x: f64) -> f64 {
0.5 * (1.0 + ((x - self.mean) / (self.std * 2.0_f64.sqrt())).tanh())
}
}
pub fn norm(mean: f64, std: f64) -> Normal {
Normal::new(mean, std)
}
pub fn gamma(_shape: f64, _scale: f64) -> Normal {
Normal::new(1.0, 1.0) }
pub fn chi2(_df: f64) -> Normal {
Normal::new(1.0, 1.0) }
pub fn beta(_a: f64, _b: f64) -> Normal {
Normal::new(0.5, 0.1) }
pub fn uniform(_low: f64, _high: f64) -> Normal {
Normal::new(0.0, 1.0) }
}
#[derive(Debug, Clone)]
pub struct Graph<N, E> {
nodes: Vec<N>,
edges: Vec<(usize, usize, E)>,
}
impl<N, E> Graph<N, E> {
pub fn new() -> Self {
Self {
nodes: Vec::new(),
edges: Vec::new(),
}
}
pub fn add_node(&mut self, node: N) -> usize {
self.nodes.push(node);
self.nodes.len() - 1
}
pub fn add_edge(&mut self, a: usize, b: usize, edge: E) {
self.edges.push((a, b, edge));
}
pub fn nodes(&self) -> impl Iterator<Item = &N> {
self.nodes.iter()
}
pub fn node_count(&self) -> usize {
self.nodes.len()
}
pub fn edge_count(&self) -> usize {
self.edges.len()
}
}
pub fn shortest_path<N, E>(_graph: &Graph<N, E>, _start: usize, _end: usize) -> Option<Vec<usize>> {
None }
pub fn betweenness_centrality<N, E>(
_graph: &Graph<N, E>,
_normalized: bool,
) -> HashMap<usize, f64> {
HashMap::new() }
pub fn closeness_centrality<N, E>(_graph: &Graph<N, E>, _normalized: bool) -> HashMap<usize, f64> {
HashMap::new() }
pub fn minimum_spanning_tree<N, E>(_graph: &Graph<N, E>) -> Vec<(usize, usize)> {
Vec::new() }
pub fn strongly_connected_components<N, E>(_graph: &Graph<N, E>) -> Vec<Vec<usize>> {
Vec::new() }
#[cfg(test)]
mod tests {
use super::*;
use scirs2_core::ndarray::array;
fn approx(a: f64, b: f64, tol: f64) -> bool {
(a - b).abs() <= tol
}
#[test]
fn test_eig_diagonal() {
let m = array![[3.0, 0.0], [0.0, 1.0]];
let (vals, _vecs) = eig(&m).expect("eig should succeed");
assert!(approx(vals[0], 1.0, 1e-9));
assert!(approx(vals[1], 3.0, 1e-9));
}
#[test]
fn test_eig_non_square_errors() {
let m = array![[1.0, 2.0, 3.0], [4.0, 5.0, 6.0]];
assert!(eig(&m).is_err());
}
#[test]
fn test_inv_identity_property_2x2() {
let a = array![[4.0, 7.0], [2.0, 6.0]];
let a_inv = inv(&a).expect("inverse should succeed");
for r in 0..2 {
for c in 0..2 {
let mut acc = 0.0;
for k in 0..2 {
acc += a[(r, k)] * a_inv[(k, c)];
}
let expected = if r == c { 1.0 } else { 0.0 };
assert!(approx(acc, expected, 1e-6), "[{r},{c}]={acc}");
}
}
}
#[test]
fn test_inv_identity_property_3x3() {
let a = array![[2.0, 1.0, 1.0], [1.0, 3.0, 2.0], [1.0, 0.0, 0.0]];
let a_inv = inv(&a).expect("inverse should succeed");
for r in 0..3 {
for c in 0..3 {
let mut acc = 0.0;
for k in 0..3 {
acc += a[(r, k)] * a_inv[(k, c)];
}
let expected = if r == c { 1.0 } else { 0.0 };
assert!(approx(acc, expected, 1e-6), "[{r},{c}]={acc}");
}
}
}
#[test]
fn test_inv_singular_errors() {
let a = array![[1.0, 2.0], [2.0, 4.0]];
assert!(inv(&a).is_err());
}
#[test]
fn test_inv_non_square_errors() {
let a = array![[1.0, 2.0, 3.0], [4.0, 5.0, 6.0]];
assert!(inv(&a).is_err());
}
#[test]
fn test_det_known() {
let a = array![[4.0, 7.0], [2.0, 6.0]];
assert!(approx(det(&a), 10.0, 1e-9));
let singular = array![[1.0, 2.0], [2.0, 4.0]];
assert!(approx(det(&singular), 0.0, 1e-9));
}
#[test]
fn test_svd_reconstruction() {
let a = array![[3.0, 1.0], [1.0, 3.0], [0.0, 2.0]];
let (u, s, vt) = svd(&a).expect("svd should succeed");
let (m, n) = a.dim();
for r in 0..m {
for c in 0..n {
let mut recon = 0.0;
for k in 0..n.min(m) {
recon += u[(r, k)] * s[k] * vt[(k, c)];
}
assert!(approx(recon, a[(r, c)], 1e-6), "[{r},{c}]={recon}");
}
}
}
}