ripopt 0.7.1

A memory-safe interior point optimizer in Rust
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
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
use super::{Inertia, KktMatrix, LinearSolver, SolverError, SymmetricMatrix};

/// Dense LDL^T factorization with Bunch-Kaufman pivoting for symmetric indefinite matrices.
///
/// Factors A = P * L * D * L^T * P^T where:
/// - P is a permutation matrix
/// - L is unit lower triangular
/// - D is block diagonal (1x1 and 2x2 blocks)
///
/// This handles the indefinite KKT matrices that arise in interior point methods.
pub struct DenseLdl {
    /// Dimension of the factored matrix.
    n: usize,
    /// The L factor stored as full n×n (lower triangular with unit diagonal).
    l: Vec<f64>,
    /// The D factor: for 1x1 blocks, d[i] is the diagonal entry.
    /// For 2x2 blocks, we store in d and d_offdiag.
    d: Vec<f64>,
    /// Off-diagonal of 2x2 blocks in D. d_offdiag[i] != 0 means (i, i+1) is a 2x2 block.
    d_offdiag: Vec<f64>,
    /// Pivot permutation.
    perm: Vec<usize>,
    /// Inverse permutation.
    perm_inv: Vec<usize>,
    /// Whether the matrix has been factored.
    factored: bool,
    /// Tolerance for determining zero pivots.
    zero_pivot_tol: f64,
    /// Bunch-Kaufman pivot threshold alpha. Default = (1+sqrt(17))/8 ≈ 0.64.
    /// Higher values give more numerical pivoting (better accuracy, more fill).
    pivot_alpha: f64,
}

impl Default for DenseLdl {
    fn default() -> Self {
        Self::new()
    }
}

impl DenseLdl {
    pub fn new() -> Self {
        Self {
            n: 0,
            l: Vec::new(),
            d: Vec::new(),
            d_offdiag: Vec::new(),
            perm: Vec::new(),
            perm_inv: Vec::new(),
            factored: false,
            zero_pivot_tol: 1e-12,
            pivot_alpha: (1.0 + 17.0_f64.sqrt()) / 8.0,
        }
    }

    /// Access L[i][j] (full storage, row-major).
    #[inline]
    fn l_idx(n: usize, i: usize, j: usize) -> usize {
        i * n + j
    }

    /// Factor the matrix using Bunch-Kaufman pivoting.
    ///
    /// This implements the symmetric indefinite factorization A = P L D L^T P^T.
    /// We use the standard Bunch-Kaufman algorithm with alpha = (1 + sqrt(17)) / 8.
    pub fn bunch_kaufman_factor(&mut self, matrix: &SymmetricMatrix) -> Result<Inertia, SolverError> {
        let n = matrix.n;
        self.n = n;
        self.l = vec![0.0; n * n];
        self.d = vec![0.0; n];
        self.d_offdiag = vec![0.0; n];
        self.perm = (0..n).collect();
        self.perm_inv = (0..n).collect();

        if n == 0 {
            self.factored = true;
            return Ok(Inertia {
                positive: 0,
                negative: 0,
                zero: 0,
            });
        }

        // Work with a full dense copy (column-major) for easier pivoting
        let mut a = vec![0.0; n * n];
        for i in 0..n {
            for j in 0..=i {
                let v = matrix.get(i, j);
                a[i * n + j] = v;
                a[j * n + i] = v;
            }
        }

        // Bunch-Kaufman alpha parameter (configurable for quality escalation)
        let alpha = self.pivot_alpha;

        let mut k = 0;
        while k < n {
            // Find pivot
            let (pivot_type, p1, p2) =
                self.find_pivot(&a, n, k, alpha);

            if pivot_type == 1 {
                // 1x1 pivot
                if p1 != k {
                    // Swap rows/columns k and p1
                    self.swap_rows_cols(&mut a, n, k, p1);
                    self.perm.swap(k, p1);
                    // Also swap L entries for previously computed columns
                    for j in 0..k {
                        let idx_k = Self::l_idx(n, k, j);
                        let idx_p1 = Self::l_idx(n, p1, j);
                        self.l.swap(idx_k, idx_p1);
                    }
                }

                let akk = a[k * n + k];
                self.d[k] = akk;

                if akk.abs() > self.zero_pivot_tol {
                    // Compute L column k
                    for i in (k + 1)..n {
                        let idx = Self::l_idx(n, i, k);
                        self.l[idx] = a[i * n + k] / akk;
                    }

                    // Update remaining submatrix: A -= L[:,k] * D[k] * L[:,k]^T
                    for j in (k + 1)..n {
                        for i in j..n {
                            let lik = self.l[Self::l_idx(n, i, k)];
                            let ljk = self.l[Self::l_idx(n, j, k)];
                            a[i * n + j] -= lik * akk * ljk;
                            a[j * n + i] = a[i * n + j]; // symmetric
                        }
                    }
                }
                // Set diagonal of L to 1
                self.l[Self::l_idx(n, k, k)] = 1.0;
                k += 1;
            } else {
                // 2x2 pivot using rows/columns k and p2
                // First bring p2 to position k+1
                if p2 != k + 1 {
                    self.swap_rows_cols(&mut a, n, k + 1, p2);
                    self.perm.swap(k + 1, p2);
                    // Also swap L entries for previously computed columns
                    for j in 0..k {
                        let idx_k1 = Self::l_idx(n, k + 1, j);
                        let idx_p2 = Self::l_idx(n, p2, j);
                        self.l.swap(idx_k1, idx_p2);
                    }
                }
                // Now if p1 != k, swap
                if p1 != k {
                    self.swap_rows_cols(&mut a, n, k, p1);
                    self.perm.swap(k, p1);
                    // Also swap L entries for previously computed columns
                    for j in 0..k {
                        let idx_k = Self::l_idx(n, k, j);
                        let idx_p1 = Self::l_idx(n, p1, j);
                        self.l.swap(idx_k, idx_p1);
                    }
                }

                let akk = a[k * n + k];
                let ak1k = a[(k + 1) * n + k];
                let ak1k1 = a[(k + 1) * n + (k + 1)];

                self.d[k] = akk;
                self.d[k + 1] = ak1k1;
                self.d_offdiag[k] = ak1k;

                // D is the 2x2 block [[akk, ak1k], [ak1k, ak1k1]]
                let det = akk * ak1k1 - ak1k * ak1k;

                if det.abs() > self.zero_pivot_tol {
                    // D^{-1} = (1/det) * [[ak1k1, -ak1k], [-ak1k, akk]]
                    let d_inv_00 = ak1k1 / det;
                    let d_inv_01 = -ak1k / det;
                    let d_inv_11 = akk / det;

                    // Compute L columns k and k+1
                    for i in (k + 2)..n {
                        let aik = a[i * n + k];
                        let aik1 = a[i * n + (k + 1)];
                        self.l[Self::l_idx(n, i, k)] = aik * d_inv_00 + aik1 * d_inv_01;
                        self.l[Self::l_idx(n, i, k + 1)] = aik * d_inv_01 + aik1 * d_inv_11;
                    }

                    // Update remaining submatrix
                    for j in (k + 2)..n {
                        for i in j..n {
                            let lik = self.l[Self::l_idx(n, i, k)];
                            let lik1 = self.l[Self::l_idx(n, i, k + 1)];
                            let ljk = self.l[Self::l_idx(n, j, k)];
                            let ljk1 = self.l[Self::l_idx(n, j, k + 1)];

                            let update = lik * (akk * ljk + ak1k * ljk1)
                                + lik1 * (ak1k * ljk + ak1k1 * ljk1);
                            a[i * n + j] -= update;
                            a[j * n + i] = a[i * n + j];
                        }
                    }
                }

                self.l[Self::l_idx(n, k, k)] = 1.0;
                self.l[Self::l_idx(n, k + 1, k + 1)] = 1.0;
                k += 2;
            }
        }

        // Compute inverse permutation
        for i in 0..n {
            self.perm_inv[self.perm[i]] = i;
        }

        self.factored = true;

        Ok(self.compute_inertia())
    }

    /// Find the pivot for Bunch-Kaufman.
    /// Returns (pivot_type, p1, p2) where:
    /// - pivot_type = 1 for 1x1 pivot at position p1
    /// - pivot_type = 2 for 2x2 pivot at positions (p1, p2)
    fn find_pivot(&self, a: &[f64], n: usize, k: usize, alpha: f64) -> (usize, usize, usize) {
        if k == n - 1 {
            return (1, k, k);
        }

        let akk = a[k * n + k].abs();

        // Find largest off-diagonal in column k (below diagonal)
        let mut lambda = 0.0f64;
        let mut r = k;
        for i in (k + 1)..n {
            let v = a[i * n + k].abs();
            if v > lambda {
                lambda = v;
                r = i;
            }
        }

        if lambda == 0.0 && akk == 0.0 {
            // Zero column — take 1x1 pivot (will be zero pivot)
            return (1, k, k);
        }

        if akk >= alpha * lambda {
            // 1x1 pivot is good enough
            return (1, k, k);
        }

        // Find largest off-diagonal in row r (the row with largest off-diag in col k)
        let mut sigma = 0.0f64;
        for j in k..n {
            if j != r {
                let v = a[r * n + j].abs();
                if v > sigma {
                    sigma = v;
                }
            }
        }

        if akk * sigma >= alpha * lambda * lambda {
            // 1x1 pivot at k
            return (1, k, k);
        }

        let arr = a[r * n + r].abs();
        if arr >= alpha * sigma {
            // 1x1 pivot at r
            return (1, r, r);
        }

        // 2x2 pivot using k and r
        (2, k, r)
    }

    /// Swap rows and columns p and q in a full symmetric matrix.
    fn swap_rows_cols(&self, a: &mut [f64], n: usize, p: usize, q: usize) {
        if p == q {
            return;
        }
        // Swap rows p and q
        for j in 0..n {
            let idx_p = p * n + j;
            let idx_q = q * n + j;
            a.swap(idx_p, idx_q);
        }
        // Swap columns p and q
        for i in 0..n {
            let idx_p = i * n + p;
            let idx_q = i * n + q;
            a.swap(idx_p, idx_q);
        }
    }

    /// Compute inertia from the D factor.
    fn compute_inertia(&self) -> Inertia {
        let mut positive = 0;
        let mut negative = 0;
        let mut zero = 0;

        let mut k = 0;
        while k < self.n {
            if k + 1 < self.n && self.d_offdiag[k].abs() > self.zero_pivot_tol {
                // 2x2 block: eigenvalues from [[d[k], d_offdiag[k]], [d_offdiag[k], d[k+1]]]
                let a = self.d[k];
                let b = self.d_offdiag[k];
                let c = self.d[k + 1];

                let trace = a + c;
                let det = a * c - b * b;
                let disc = (trace * trace - 4.0 * det).max(0.0).sqrt();

                let eig1 = (trace + disc) / 2.0;
                let eig2 = (trace - disc) / 2.0;

                for eig in [eig1, eig2] {
                    if eig > self.zero_pivot_tol {
                        positive += 1;
                    } else if eig < -self.zero_pivot_tol {
                        negative += 1;
                    } else {
                        zero += 1;
                    }
                }
                k += 2;
            } else {
                // 1x1 block
                let d = self.d[k];
                if d > self.zero_pivot_tol {
                    positive += 1;
                } else if d < -self.zero_pivot_tol {
                    negative += 1;
                } else {
                    zero += 1;
                }
                k += 1;
            }
        }

        Inertia {
            positive,
            negative,
            zero,
        }
    }

    /// Solve L * x = b (forward substitution with permutation and 2x2 blocks in D).
    fn solve_internal(&self, rhs: &[f64], solution: &mut [f64]) -> Result<(), SolverError> {
        if !self.factored {
            return Err(SolverError::NumericalFailure(
                "matrix not factored".to_string(),
            ));
        }

        let n = self.n;
        if rhs.len() != n || solution.len() != n {
            return Err(SolverError::DimensionMismatch {
                expected: n,
                got: rhs.len(),
            });
        }

        // Step 1: Apply permutation: y = P * rhs
        let mut y = vec![0.0; n];
        for i in 0..n {
            y[i] = rhs[self.perm[i]];
        }

        // Step 2: Forward substitution: L * z = y
        for i in 0..n {
            let mut sum = y[i];
            #[allow(clippy::needless_range_loop)]
            for j in 0..i {
                sum -= self.l[Self::l_idx(n, i, j)] * y[j];
            }
            y[i] = sum;
        }

        // Step 3: Solve D * w = z
        let mut w = vec![0.0; n];
        let mut k = 0;
        while k < n {
            if k + 1 < n && self.d_offdiag[k].abs() > self.zero_pivot_tol {
                // 2x2 block
                let a = self.d[k];
                let b = self.d_offdiag[k];
                let c = self.d[k + 1];
                let det = a * c - b * b;

                if det.abs() < self.zero_pivot_tol {
                    return Err(SolverError::SingularMatrix);
                }

                w[k] = (c * y[k] - b * y[k + 1]) / det;
                w[k + 1] = (a * y[k + 1] - b * y[k]) / det;
                k += 2;
            } else {
                // 1x1 block
                if self.d[k].abs() < self.zero_pivot_tol {
                    return Err(SolverError::SingularMatrix);
                }
                w[k] = y[k] / self.d[k];
                k += 1;
            }
        }

        // Step 4: Backward substitution: L^T * v = w
        for i in (0..n).rev() {
            let mut sum = w[i];
            #[allow(clippy::needless_range_loop)]
            for j in (i + 1)..n {
                sum -= self.l[Self::l_idx(n, j, i)] * w[j];
            }
            w[i] = sum;
        }

        // Step 5: Apply inverse permutation: solution = P^T * v
        for i in 0..n {
            solution[self.perm[i]] = w[i];
        }

        Ok(())
    }
}

impl DenseLdl {
    /// Return the minimum diagonal entry of D after factorization.
    /// For 2x2 blocks, returns the minimum eigenvalue of the block.
    /// Returns None if not factored or n=0.
    pub fn min_diagonal(&self) -> Option<f64> {
        if !self.factored || self.n == 0 {
            return None;
        }
        let mut min_d = f64::INFINITY;
        let mut k = 0;
        while k < self.n {
            if k + 1 < self.n && self.d_offdiag[k].abs() > self.zero_pivot_tol {
                // 2x2 block: use eigenvalues
                let a = self.d[k];
                let b = self.d_offdiag[k];
                let c = self.d[k + 1];
                let trace = a + c;
                let det = a * c - b * b;
                let disc = (trace * trace - 4.0 * det).max(0.0).sqrt();
                let eig_min = (trace - disc) / 2.0;
                min_d = min_d.min(eig_min);
                k += 2;
            } else {
                min_d = min_d.min(self.d[k]);
                k += 1;
            }
        }
        Some(min_d)
    }
}

impl LinearSolver for DenseLdl {
    fn factor(&mut self, matrix: &KktMatrix) -> Result<Option<Inertia>, SolverError> {
        match matrix {
            KktMatrix::Dense(d) => {
                let inertia = self.bunch_kaufman_factor(d)?;
                Ok(Some(inertia))
            }
            KktMatrix::Sparse(_) => Err(SolverError::NumericalFailure(
                "DenseLdl requires KktMatrix::Dense".into(),
            )),
        }
    }

    fn solve(&mut self, rhs: &[f64], solution: &mut [f64]) -> Result<(), SolverError> {
        self.solve_internal(rhs, solution)
    }

    fn provides_inertia(&self) -> bool {
        true
    }

    fn min_diagonal(&self) -> Option<f64> {
        DenseLdl::min_diagonal(self)
    }

    fn increase_quality(&mut self) -> bool {
        // Escalate pivot threshold: 0.64 → 0.8 → 0.95 → 1.0 (full pivoting).
        // Higher alpha means more numerical pivoting (better accuracy at cost of fill).
        let next = if self.pivot_alpha < 0.7 {
            0.8
        } else if self.pivot_alpha < 0.9 {
            0.95
        } else if self.pivot_alpha < 0.99 {
            1.0
        } else {
            return false; // Already at maximum
        };
        self.pivot_alpha = next;
        true
    }
}

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

    #[test]
    fn test_positive_definite_3x3() {
        // A = [[4, 2, 1], [2, 5, 3], [1, 3, 6]]
        let mut mat = SymmetricMatrix::zeros(3);
        mat.set(0, 0, 4.0);
        mat.set(1, 0, 2.0);
        mat.set(1, 1, 5.0);
        mat.set(2, 0, 1.0);
        mat.set(2, 1, 3.0);
        mat.set(2, 2, 6.0);

        let mut solver = DenseLdl::new();
        let inertia = solver.factor(&KktMatrix::Dense(mat.clone())).unwrap().unwrap();

        assert_eq!(inertia.positive, 3);
        assert_eq!(inertia.negative, 0);
        assert_eq!(inertia.zero, 0);

        // Solve Ax = b where b = [1, 2, 3]
        let rhs = [1.0, 2.0, 3.0];
        let mut sol = [0.0; 3];
        solver.solve(&rhs, &mut sol).unwrap();

        // Verify Ax = b
        let full = mat.to_full();
        for i in 0..3 {
            let ax_i: f64 = (0..3).map(|j| full[i][j] * sol[j]).sum();
            assert!(
                (ax_i - rhs[i]).abs() < 1e-10,
                "Row {}: Ax={}, b={}",
                i,
                ax_i,
                rhs[i]
            );
        }
    }

    #[test]
    fn test_indefinite_matrix() {
        // A = [[1, 2], [2, -1]] — eigenvalues: (1-1)/2 ± sqrt(4+1) = ±sqrt(5)
        // So one positive, one negative eigenvalue
        let mut mat = SymmetricMatrix::zeros(2);
        mat.set(0, 0, 1.0);
        mat.set(1, 0, 2.0);
        mat.set(1, 1, -1.0);

        let mut solver = DenseLdl::new();
        let inertia = solver.factor(&KktMatrix::Dense(mat.clone())).unwrap().unwrap();

        assert_eq!(inertia.positive, 1);
        assert_eq!(inertia.negative, 1);
        assert_eq!(inertia.zero, 0);

        // Solve
        let rhs = [3.0, 1.0];
        let mut sol = [0.0; 2];
        solver.solve(&rhs, &mut sol).unwrap();

        let full = mat.to_full();
        for i in 0..2 {
            let ax_i: f64 = (0..2).map(|j| full[i][j] * sol[j]).sum();
            assert!(
                (ax_i - rhs[i]).abs() < 1e-10,
                "Row {}: Ax={}, b={}",
                i,
                ax_i,
                rhs[i]
            );
        }
    }

    #[test]
    fn test_kkt_shaped_matrix() {
        // KKT matrix: [[H, J^T], [J, 0]]
        // H = [[2, 0], [0, 2]] (positive definite)
        // J = [[1, 1]] (1 constraint, 2 variables)
        // Full: [[2, 0, 1], [0, 2, 1], [1, 1, 0]]
        // Should have inertia (2, 1, 0)
        let mut mat = SymmetricMatrix::zeros(3);
        mat.set(0, 0, 2.0);
        mat.set(1, 1, 2.0);
        mat.set(2, 0, 1.0);
        mat.set(2, 1, 1.0);
        mat.set(2, 2, 0.0);

        let mut solver = DenseLdl::new();
        let inertia = solver.factor(&KktMatrix::Dense(mat.clone())).unwrap().unwrap();

        assert_eq!(
            inertia.positive, 2,
            "Expected 2 positive, got {}",
            inertia.positive
        );
        assert_eq!(
            inertia.negative, 1,
            "Expected 1 negative, got {}",
            inertia.negative
        );
        assert_eq!(inertia.zero, 0, "Expected 0 zero, got {}", inertia.zero);

        // Solve the KKT system
        let rhs = [1.0, 2.0, 3.0];
        let mut sol = [0.0; 3];
        solver.solve(&rhs, &mut sol).unwrap();

        let full = mat.to_full();
        for i in 0..3 {
            let ax_i: f64 = (0..3).map(|j| full[i][j] * sol[j]).sum();
            assert!(
                (ax_i - rhs[i]).abs() < 1e-10,
                "Row {}: Ax={}, b={}",
                i,
                ax_i,
                rhs[i]
            );
        }
    }

    #[test]
    fn test_near_singular_matrix() {
        // A = [[1, 0], [0, 1e-15]] — should have one zero eigenvalue
        let mut mat = SymmetricMatrix::zeros(2);
        mat.set(0, 0, 1.0);
        mat.set(1, 1, 1e-15);

        let mut solver = DenseLdl::new();
        let inertia = solver.factor(&KktMatrix::Dense(mat.clone())).unwrap().unwrap();

        assert_eq!(inertia.positive, 1);
        assert_eq!(inertia.zero, 1);
    }

    #[test]
    fn test_identity() {
        let mut mat = SymmetricMatrix::zeros(4);
        for i in 0..4 {
            mat.set(i, i, 1.0);
        }

        let mut solver = DenseLdl::new();
        let inertia = solver.factor(&KktMatrix::Dense(mat.clone())).unwrap().unwrap();
        assert_eq!(inertia.positive, 4);
        assert_eq!(inertia.negative, 0);
        assert_eq!(inertia.zero, 0);

        let rhs = [1.0, 2.0, 3.0, 4.0];
        let mut sol = [0.0; 4];
        solver.solve(&rhs, &mut sol).unwrap();

        for i in 0..4 {
            assert!((sol[i] - rhs[i]).abs() < 1e-12);
        }
    }

    #[test]
    fn test_larger_kkt() {
        // 4 variables, 2 constraints
        // H = diag(1,2,3,4), J = [[1,0,1,0],[0,1,0,1]]
        // Full 6x6 matrix
        let n = 4;
        let m = 2;
        let dim = n + m;
        let mut mat = SymmetricMatrix::zeros(dim);

        // H diagonal
        for i in 0..n {
            mat.set(i, i, (i + 1) as f64);
        }

        // J entries
        mat.set(4, 0, 1.0); // J[0][0]
        mat.set(4, 2, 1.0); // J[0][2]
        mat.set(5, 1, 1.0); // J[1][1]
        mat.set(5, 3, 1.0); // J[1][3]

        let mut solver = DenseLdl::new();
        let inertia = solver.factor(&KktMatrix::Dense(mat.clone())).unwrap().unwrap();

        assert_eq!(inertia.positive, 4, "Expected 4 positive eigenvalues");
        assert_eq!(inertia.negative, 2, "Expected 2 negative eigenvalues");
        assert_eq!(inertia.zero, 0);

        // Solve and verify
        let rhs = [1.0, 2.0, 3.0, 4.0, 5.0, 6.0];
        let mut sol = [0.0; 6];
        solver.solve(&rhs, &mut sol).unwrap();

        let full = mat.to_full();
        for i in 0..dim {
            let ax_i: f64 = (0..dim).map(|j| full[i][j] * sol[j]).sum();
            assert!(
                (ax_i - rhs[i]).abs() < 1e-9,
                "Row {}: Ax={}, b={}",
                i,
                ax_i,
                rhs[i]
            );
        }
    }

    #[test]
    fn test_negative_definite() {
        let mut mat = SymmetricMatrix::zeros(2);
        mat.set(0, 0, -3.0);
        mat.set(1, 0, -1.0);
        mat.set(1, 1, -4.0);

        let mut solver = DenseLdl::new();
        let inertia = solver.factor(&KktMatrix::Dense(mat.clone())).unwrap().unwrap();

        assert_eq!(inertia.positive, 0);
        assert_eq!(inertia.negative, 2);

        let rhs = [1.0, 2.0];
        let mut sol = [0.0; 2];
        solver.solve(&rhs, &mut sol).unwrap();

        let full = mat.to_full();
        for i in 0..2 {
            let ax_i: f64 = (0..2).map(|j| full[i][j] * sol[j]).sum();
            assert!(
                (ax_i - rhs[i]).abs() < 1e-10,
                "Row {}: Ax={}, b={}",
                i,
                ax_i,
                rhs[i]
            );
        }
    }

    #[test]
    fn test_1x1_matrix() {
        let mut mat = SymmetricMatrix::zeros(1);
        mat.set(0, 0, 5.0);
        let mut solver = DenseLdl::new();
        let inertia = solver.factor(&KktMatrix::Dense(mat.clone())).unwrap().unwrap();
        assert_eq!(inertia.positive, 1);
        assert_eq!(inertia.negative, 0);
        assert_eq!(inertia.zero, 0);
        // Solve 5x = 3
        let rhs = [3.0];
        let mut sol = [0.0];
        solver.solve(&rhs, &mut sol).unwrap();
        assert!((sol[0] - 0.6).abs() < 1e-12);
    }

    #[test]
    fn test_zero_matrix() {
        let mat = SymmetricMatrix::zeros(2);
        let mut solver = DenseLdl::new();
        let inertia = solver.factor(&KktMatrix::Dense(mat.clone())).unwrap().unwrap();
        assert_eq!(inertia.positive, 0);
        assert_eq!(inertia.negative, 0);
        assert_eq!(inertia.zero, 2);
    }

    #[test]
    fn test_solve_unfactored_error() {
        let mut solver = DenseLdl::new();
        let rhs = [1.0, 2.0];
        let mut sol = [0.0; 2];
        let result = solver.solve(&rhs, &mut sol);
        assert!(result.is_err());
    }

    #[test]
    fn test_dimension_mismatch() {
        let mut mat = SymmetricMatrix::zeros(3);
        for i in 0..3 {
            mat.set(i, i, 1.0);
        }
        let mut solver = DenseLdl::new();
        solver.factor(&KktMatrix::Dense(mat.clone())).unwrap();
        let rhs = [1.0, 2.0]; // Wrong size (2 instead of 3)
        let mut sol = [0.0; 2];
        let result = solver.solve(&rhs, &mut sol);
        assert!(result.is_err());
    }

    #[test]
    fn test_round_trip_pivot_swap() {
        // Matrix with zero diagonal to force Bunch-Kaufman pivoting
        // A = [[0, 3, 1], [3, 1, 2], [1, 2, 4]]
        let mut mat = SymmetricMatrix::zeros(3);
        mat.set(0, 0, 0.0);
        mat.set(1, 0, 3.0);
        mat.set(1, 1, 1.0);
        mat.set(2, 0, 1.0);
        mat.set(2, 1, 2.0);
        mat.set(2, 2, 4.0);

        let mut solver = DenseLdl::new();
        solver.factor(&KktMatrix::Dense(mat.clone())).unwrap();

        let rhs = [1.0, 2.0, 3.0];
        let mut sol = [0.0; 3];
        solver.solve(&rhs, &mut sol).unwrap();

        // Verify A * sol = rhs
        let full = mat.to_full();
        for i in 0..3 {
            let ax_i: f64 = (0..3).map(|j| full[i][j] * sol[j]).sum();
            assert!(
                (ax_i - rhs[i]).abs() < 1e-10,
                "Row {}: Ax={}, b={}",
                i, ax_i, rhs[i]
            );
        }
    }
}