rmumps 0.1.0

Pure Rust multifrontal sparse symmetric indefinite solver
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
use crate::dense::DenseMat;
use crate::Inertia;

/// y[i] -= alpha * x[i], using SIMD when available.
#[cfg(target_arch = "aarch64")]
#[inline]
fn axpy_neg(alpha: f64, x: &[f64], y: &mut [f64]) {
    let n = x.len();
    debug_assert!(y.len() >= n);
    unsafe {
        use std::arch::aarch64::*;
        let av = vdupq_n_f64(alpha);
        let mut i = 0;
        while i + 8 <= n {
            let x0 = vld1q_f64(x.as_ptr().add(i));
            let x1 = vld1q_f64(x.as_ptr().add(i + 2));
            let x2 = vld1q_f64(x.as_ptr().add(i + 4));
            let x3 = vld1q_f64(x.as_ptr().add(i + 6));
            let y0 = vld1q_f64(y.as_ptr().add(i));
            let y1 = vld1q_f64(y.as_ptr().add(i + 2));
            let y2 = vld1q_f64(y.as_ptr().add(i + 4));
            let y3 = vld1q_f64(y.as_ptr().add(i + 6));
            vst1q_f64(y.as_mut_ptr().add(i),     vfmsq_f64(y0, x0, av));
            vst1q_f64(y.as_mut_ptr().add(i + 2), vfmsq_f64(y1, x1, av));
            vst1q_f64(y.as_mut_ptr().add(i + 4), vfmsq_f64(y2, x2, av));
            vst1q_f64(y.as_mut_ptr().add(i + 6), vfmsq_f64(y3, x3, av));
            i += 8;
        }
        while i + 2 <= n {
            let xv = vld1q_f64(x.as_ptr().add(i));
            let yv = vld1q_f64(y.as_ptr().add(i));
            vst1q_f64(y.as_mut_ptr().add(i), vfmsq_f64(yv, xv, av));
            i += 2;
        }
        if i < n { y[i] -= alpha * x[i]; }
    }
}

/// y[i] -= a0 * x0[i] + a1 * x1[i], rank-2 AXPY.
#[cfg(target_arch = "aarch64")]
#[inline]
fn axpy2_neg(a0: f64, a1: f64, x0: &[f64], x1: &[f64], y: &mut [f64]) {
    let n = x0.len();
    debug_assert!(x1.len() >= n && y.len() >= n);
    unsafe {
        use std::arch::aarch64::*;
        let av0 = vdupq_n_f64(a0);
        let av1 = vdupq_n_f64(a1);
        let mut i = 0;
        while i + 4 <= n {
            let x0a = vld1q_f64(x0.as_ptr().add(i));
            let x0b = vld1q_f64(x0.as_ptr().add(i + 2));
            let x1a = vld1q_f64(x1.as_ptr().add(i));
            let x1b = vld1q_f64(x1.as_ptr().add(i + 2));
            let ya = vld1q_f64(y.as_ptr().add(i));
            let yb = vld1q_f64(y.as_ptr().add(i + 2));
            let ya = vfmsq_f64(ya, x0a, av0);
            let yb = vfmsq_f64(yb, x0b, av0);
            let ya = vfmsq_f64(ya, x1a, av1);
            let yb = vfmsq_f64(yb, x1b, av1);
            vst1q_f64(y.as_mut_ptr().add(i), ya);
            vst1q_f64(y.as_mut_ptr().add(i + 2), yb);
            i += 4;
        }
        while i < n {
            y[i] -= a0 * x0[i] + a1 * x1[i];
            i += 1;
        }
    }
}

#[cfg(not(target_arch = "aarch64"))]
#[inline]
fn axpy_neg(alpha: f64, x: &[f64], y: &mut [f64]) {
    for i in 0..x.len() {
        y[i] -= alpha * x[i];
    }
}

#[cfg(not(target_arch = "aarch64"))]
#[inline]
fn axpy2_neg(a0: f64, a1: f64, x0: &[f64], x1: &[f64], y: &mut [f64]) {
    for i in 0..x0.len() {
        y[i] -= a0 * x0[i] + a1 * x1[i];
    }
}

/// Result of Bunch-Kaufman LDL^T factorization of a dense symmetric matrix.
#[derive(Debug, Clone)]
pub struct BunchKaufmanResult {
    /// Unit lower triangular factor L (stored in full n x n, row-major layout within DenseMat).
    pub l: DenseMat,
    /// Diagonal of D (1x1 blocks).
    pub d_diag: Vec<f64>,
    /// Off-diagonal of D (2x2 blocks). `d_offdiag[k]` != 0 means (k, k+1) is a 2x2 block.
    pub d_offdiag: Vec<f64>,
    /// Pivot permutation: original index -> factored position.
    pub perm: Vec<usize>,
    /// Inverse permutation.
    pub perm_inv: Vec<usize>,
    /// Inertia computed from D.
    pub inertia: Inertia,
}

/// Bunch-Kaufman alpha parameter: (1 + sqrt(17)) / 8.
const BK_ALPHA: f64 = 0.6404;

/// Tolerance for zero pivot detection.
const ZERO_PIVOT_TOL: f64 = 1e-12;

/// Default threshold for pivot acceptance in multifrontal factorization.
/// Threshold for pivot acceptance in multifrontal factorization.
/// Matches MA57/MUMPS default CNTL(1) = 0.01. IPOPT uses 1e-6 with MUMPS
/// but that requires MC64 scaling to be effective; without MC64, 0.01
/// provides better numerical quality on general problems.
pub const DEFAULT_PIVOT_THRESHOLD: f64 = 0.01;

/// Pivot selection result.
#[derive(Debug, Clone, Copy, PartialEq)]
pub enum PivotResult {
    /// 1x1 pivot at the given position.
    OneByOne(usize),
    /// 2x2 pivot at the given positions.
    TwoByTwo(usize, usize),
    /// Pivot rejected — should be delayed (passed to parent supernode).
    Delayed,
}

/// Find pivot for Bunch-Kaufman algorithm.
/// Returns (pivot_type, p1, p2):
/// - pivot_type=1: 1x1 pivot at row/col p1
/// - pivot_type=2: 2x2 pivot at rows/cols (p1, p2)
fn find_pivot(a: &[f64], n: usize, k: usize) -> (usize, usize, usize) {
    if k == n - 1 {
        return (1, k, k);
    }

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

    // Find largest off-diagonal |a[i][k]| for i > k
    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 {
        return (1, k, k); // zero column
    }

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

    // Find largest off-diagonal in row r
    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 >= BK_ALPHA * lambda * lambda {
        return (1, k, k); // 1x1 pivot at k
    }

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

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

/// Find pivot with threshold-based rejection for multifrontal delayed pivots.
///
/// Unlike `find_pivot`, this can return `PivotResult::Delayed` when the candidate
/// pivot is too small relative to the largest off-diagonal, indicating the column
/// should be passed to the parent supernode for better numerical stability.
pub fn find_pivot_threshold(
    a: &[f64],
    n: usize,
    k: usize,
    threshold: f64,
) -> PivotResult {
    if k == n - 1 {
        // Last column — check if acceptable
        let akk = a[k * n + k].abs();
        if akk < ZERO_PIVOT_TOL {
            return PivotResult::Delayed;
        }
        return PivotResult::OneByOne(k);
    }

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

    // Find largest off-diagonal |a[i][k]| for i > k
    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 {
        return PivotResult::Delayed; // zero column — delay it
    }

    // Threshold test: accept 1x1 pivot at k if |a_kk| >= threshold * max_off_diagonal
    if akk >= threshold * lambda {
        return PivotResult::OneByOne(k);
    }

    // Try standard BK selection
    // Find largest off-diagonal in row r
    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 >= BK_ALPHA * lambda * lambda {
        // Recheck threshold for 1x1 pivot at k
        if akk >= threshold * lambda {
            return PivotResult::OneByOne(k);
        }
        return PivotResult::Delayed;
    }

    let arr = a[r * n + r].abs();
    if arr >= threshold * sigma {
        return PivotResult::OneByOne(r);
    }

    // Try 2x2 pivot — check that it's numerically adequate
    let akr = a[k * n + r].abs().max(a[r * n + k].abs());
    if akr > ZERO_PIVOT_TOL {
        // 2x2 pivot det check
        let d_kk = a[k * n + k];
        let d_kr = a[r * n + k];
        let d_rr = a[r * n + r];
        let det = (d_kk * d_rr - d_kr * d_kr).abs();
        let max_elem = akk.max(arr).max(akr);
        if det >= threshold * max_elem * max_elem {
            return PivotResult::TwoByTwo(k, r);
        }
    }

    PivotResult::Delayed
}

/// Swap rows and columns p and q in the active submatrix [start..n, start..n].
/// Columns [0..start) have already been factored and stored in L separately,
/// so their entries in `a` are stale and don't need swapping.
#[inline]
fn swap_rows_cols_from(a: &mut [f64], n: usize, p: usize, q: usize, start: usize) {
    if p == q {
        return;
    }
    // Swap rows p and q (only columns start..n matter)
    for j in start..n {
        a.swap(p * n + j, q * n + j);
    }
    // Swap columns p and q (only rows start..n matter)
    for i in start..n {
        a.swap(i * n + p, i * n + q);
    }
}

/// Compute inertia from D diagonal and off-diagonal entries.
pub fn compute_inertia(d_diag: &[f64], d_offdiag: &[f64], n: usize) -> Inertia {
    let mut positive = 0;
    let mut negative = 0;
    let mut zero = 0;

    let mut k = 0;
    while k < n {
        if k + 1 < n && d_offdiag[k].abs() > ZERO_PIVOT_TOL {
            // 2x2 block eigenvalues
            let a = d_diag[k];
            let b = d_offdiag[k];
            let c = d_diag[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 > ZERO_PIVOT_TOL {
                    positive += 1;
                } else if eig < -ZERO_PIVOT_TOL {
                    negative += 1;
                } else {
                    zero += 1;
                }
            }
            k += 2;
        } else {
            let d = d_diag[k];
            if d > ZERO_PIVOT_TOL {
                positive += 1;
            } else if d < -ZERO_PIVOT_TOL {
                negative += 1;
            } else {
                zero += 1;
            }
            k += 1;
        }
    }

    Inertia { positive, negative, zero }
}

/// Bunch-Kaufman LDL^T factorization of a dense symmetric indefinite matrix.
/// Input: symmetric matrix in `a` (full storage, row-major within DenseMat n x n).
/// The input matrix is consumed (overwritten).
pub fn dense_ldlt_bunch_kaufman(a: &mut DenseMat) -> BunchKaufmanResult {
    let n = a.nrows;
    debug_assert_eq!(a.ncols, n);

    let mut l = DenseMat::zeros(n, n);
    let mut d_diag = vec![0.0; n];
    let mut d_offdiag = vec![0.0; n];
    let mut perm: Vec<usize> = (0..n).collect();
    let mut work = vec![0.0f64; 2 * n];

    let aa = &mut a.data;

    let mut k = 0;
    while k < n {
        let (pivot_type, p1, p2) = find_pivot(aa, n, k);

        if pivot_type == 1 {
            if p1 != k {
                // Swap only the active part of aa (columns k..n)
                swap_rows_cols_from(aa, n, k, p1, k);
                perm.swap(k, p1);
                // Swap L entries for previously computed columns
                for j in 0..k {
                    l.data.swap(k * n + j, p1 * n + j);
                }
            }

            let akk = aa[k * n + k];
            d_diag[k] = akk;

            if akk.abs() > ZERO_PIVOT_TOL {
                let m = n - k - 1;
                for i in 0..m {
                    work[i] = aa[(k + 1 + i) * n + k] / akk;
                    l.data[(k + 1 + i) * n + k] = work[i];
                }
                for i in 0..m {
                    let si = work[i] * akk;
                    let base = (k + 1 + i) * n + (k + 1);
                    axpy_neg(si, &work[..m], &mut aa[base..base + m]);
                }
            }
            l.data[k * n + k] = 1.0;
            k += 1;
        } else {
            if p2 != k + 1 {
                swap_rows_cols_from(aa, n, k + 1, p2, k);
                perm.swap(k + 1, p2);
                for j in 0..k {
                    l.data.swap((k + 1) * n + j, p2 * n + j);
                }
            }
            if p1 != k {
                swap_rows_cols_from(aa, n, k, p1, k);
                perm.swap(k, p1);
                for j in 0..k {
                    l.data.swap(k * n + j, p1 * n + j);
                }
            }

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

            d_diag[k] = akk;
            d_diag[k + 1] = ak1k1;
            d_offdiag[k] = ak1k;

            let det = akk * ak1k1 - ak1k * ak1k;

            if det.abs() > ZERO_PIVOT_TOL {
                let d_inv_00 = ak1k1 / det;
                let d_inv_01 = -ak1k / det;
                let d_inv_11 = akk / det;

                let m = n - k - 2;
                for i in 0..m {
                    let aik = aa[(k + 2 + i) * n + k];
                    let aik1 = aa[(k + 2 + i) * n + (k + 1)];
                    work[i] = aik * d_inv_00 + aik1 * d_inv_01;
                    work[m + i] = aik * d_inv_01 + aik1 * d_inv_11;
                    l.data[(k + 2 + i) * n + k] = work[i];
                    l.data[(k + 2 + i) * n + (k + 1)] = work[m + i];
                }

                for i in 0..m {
                    let li0 = work[i];
                    let li1 = work[m + i];
                    let si0 = li0 * akk + li1 * ak1k;
                    let si1 = li0 * ak1k + li1 * ak1k1;
                    let base = (k + 2 + i) * n + (k + 2);
                    axpy2_neg(si0, si1, &work[..m], &work[m..m + m], &mut aa[base..base + m]);
                }
            }

            l.data[k * n + k] = 1.0;
            l.data[(k + 1) * n + (k + 1)] = 1.0;
            k += 2;
        }
    }

    let mut perm_inv = vec![0; n];
    for i in 0..n {
        perm_inv[perm[i]] = i;
    }

    let inertia = compute_inertia(&d_diag, &d_offdiag, n);

    BunchKaufmanResult { l, d_diag, d_offdiag, perm, perm_inv, inertia }
}

/// Solve A*x = b given the Bunch-Kaufman factorization A = P*L*D*L^T*P^T.
/// rhs is the right-hand side b, solution receives x.
pub fn bunch_kaufman_solve(bk: &BunchKaufmanResult, rhs: &[f64], solution: &mut [f64]) {
    let n = bk.l.nrows;

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

    // Step 2: Forward substitution L * z = y
    for i in 0..n {
        for j in 0..i {
            y[i] -= bk.l.data[i * n + j] * y[j];
        }
    }

    // Step 3: Solve D * w = z
    let mut w = vec![0.0; n];
    let mut k = 0;
    while k < n {
        if k + 1 < n && bk.d_offdiag[k].abs() > ZERO_PIVOT_TOL {
            let a = bk.d_diag[k];
            let b = bk.d_offdiag[k];
            let c = bk.d_diag[k + 1];
            let det = a * c - b * b;
            w[k] = (c * y[k] - b * y[k + 1]) / det;
            w[k + 1] = (a * y[k + 1] - b * y[k]) / det;
            k += 2;
        } else {
            w[k] = y[k] / bk.d_diag[k];
            k += 1;
        }
    }

    // Step 4: Backward substitution L^T * v = w
    for i in (0..n).rev() {
        for j in (i + 1)..n {
            w[i] -= bk.l.data[j * n + i] * w[j];
        }
    }

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

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

    fn make_full_symmetric(vals: &[&[f64]]) -> DenseMat {
        let n = vals.len();
        let mut m = DenseMat::zeros(n, n);
        for i in 0..n {
            for j in 0..n {
                m.set(i, j, vals[i][j]);
            }
        }
        m
    }

    fn verify_factorization(orig: &DenseMat, bk: &BunchKaufmanResult) {
        let n = orig.nrows;
        // Reconstruct P*L*D*L^T*P^T and compare to original
        // First compute L*D*L^T
        let mut ldlt = DenseMat::zeros(n, n);
        for i in 0..n {
            for j in 0..n {
                let mut val = 0.0;
                let mut kk = 0;
                while kk < n {
                    if kk + 1 < n && bk.d_offdiag[kk].abs() > ZERO_PIVOT_TOL {
                        // 2x2 block
                        let lik0 = bk.l.data[i * n + kk];
                        let lik1 = bk.l.data[i * n + kk + 1];
                        let ljk0 = bk.l.data[j * n + kk];
                        let ljk1 = bk.l.data[j * n + kk + 1];
                        let d00 = bk.d_diag[kk];
                        let d01 = bk.d_offdiag[kk];
                        let d11 = bk.d_diag[kk + 1];
                        // (L*D)_{i,kk} = lik0*d00 + lik1*d01
                        // (L*D)_{i,kk+1} = lik0*d01 + lik1*d11
                        val += (lik0 * d00 + lik1 * d01) * ljk0
                            + (lik0 * d01 + lik1 * d11) * ljk1;
                        kk += 2;
                    } else {
                        let lik = bk.l.data[i * n + kk];
                        let ljk = bk.l.data[j * n + kk];
                        val += lik * bk.d_diag[kk] * ljk;
                        kk += 1;
                    }
                }
                ldlt.set(i, j, val);
            }
        }

        // Apply P: A_orig[perm[i], perm[j]] should == ldlt[i,j]
        for i in 0..n {
            for j in 0..n {
                let expected = orig.get(bk.perm[i], bk.perm[j]);
                let got = ldlt.get(i, j);
                assert!(
                    (expected - got).abs() < 1e-10,
                    "P*L*D*L^T*P^T mismatch at ({},{}): expected {} got {}",
                    i, j, expected, got
                );
            }
        }
    }

    #[test]
    fn test_bk_spd_3x3() {
        let mut a = make_full_symmetric(&[
            &[4.0, 2.0, 1.0],
            &[2.0, 5.0, 3.0],
            &[1.0, 3.0, 6.0],
        ]);
        let orig = a.clone();
        let bk = dense_ldlt_bunch_kaufman(&mut a);
        assert_eq!(bk.inertia, Inertia { positive: 3, negative: 0, zero: 0 });
        verify_factorization(&orig, &bk);
    }

    #[test]
    fn test_bk_indefinite_2x2() {
        // [[1, 2], [2, 1]] — eigenvalues 3 and -1
        let mut a = make_full_symmetric(&[&[1.0, 2.0], &[2.0, 1.0]]);
        let orig = a.clone();
        let bk = dense_ldlt_bunch_kaufman(&mut a);
        assert_eq!(bk.inertia, Inertia { positive: 1, negative: 1, zero: 0 });
        verify_factorization(&orig, &bk);
    }

    #[test]
    fn test_bk_kkt_like() {
        // KKT system: [[H, A^T], [A, 0]]
        // H = [[2, 0], [0, 2]], A = [[1, 1]]
        // Full: [[2, 0, 1], [0, 2, 1], [1, 1, 0]]
        // Expected inertia: 2 positive, 1 negative
        let mut a = make_full_symmetric(&[
            &[2.0, 0.0, 1.0],
            &[0.0, 2.0, 1.0],
            &[1.0, 1.0, 0.0],
        ]);
        let orig = a.clone();
        let bk = dense_ldlt_bunch_kaufman(&mut a);
        assert_eq!(bk.inertia.positive, 2);
        assert_eq!(bk.inertia.negative, 1);
        assert_eq!(bk.inertia.zero, 0);
        verify_factorization(&orig, &bk);
    }

    #[test]
    fn test_bk_solve_spd() {
        let mut a = make_full_symmetric(&[
            &[4.0, 2.0, 1.0],
            &[2.0, 5.0, 3.0],
            &[1.0, 3.0, 6.0],
        ]);
        let orig = a.clone();
        let bk = dense_ldlt_bunch_kaufman(&mut a);

        let b = [8.0, 18.0, 25.0];
        let mut x = [0.0; 3];
        bunch_kaufman_solve(&bk, &b, &mut x);

        // Verify A*x = b
        for i in 0..3 {
            let mut ax = 0.0;
            for j in 0..3 {
                ax += orig.get(i, j) * x[j];
            }
            assert!(
                (ax - b[i]).abs() < 1e-10,
                "residual at {}: {}",
                i,
                (ax - b[i]).abs()
            );
        }
    }

    #[test]
    fn test_bk_solve_indefinite() {
        // KKT: [[2, 0, 1], [0, 2, 1], [1, 1, 0]]
        let mut a = make_full_symmetric(&[
            &[2.0, 0.0, 1.0],
            &[0.0, 2.0, 1.0],
            &[1.0, 1.0, 0.0],
        ]);
        let orig = a.clone();
        let bk = dense_ldlt_bunch_kaufman(&mut a);

        let b = [3.0, 5.0, 2.0];
        let mut x = [0.0; 3];
        bunch_kaufman_solve(&bk, &b, &mut x);

        for i in 0..3 {
            let mut ax = 0.0;
            for j in 0..3 {
                ax += orig.get(i, j) * x[j];
            }
            assert!(
                (ax - b[i]).abs() < 1e-10,
                "residual at {}: {}",
                i,
                (ax - b[i]).abs()
            );
        }
    }

    #[test]
    fn test_bk_solve_larger_kkt() {
        // 5x5 KKT: H = 3x3 diagonal, A = 2x3
        // [[4,0,0,1,0], [0,5,0,0,1], [0,0,6,1,1], [1,0,1,0,0], [0,1,1,0,0]]
        let mut a = make_full_symmetric(&[
            &[4.0, 0.0, 0.0, 1.0, 0.0],
            &[0.0, 5.0, 0.0, 0.0, 1.0],
            &[0.0, 0.0, 6.0, 1.0, 1.0],
            &[1.0, 0.0, 1.0, 0.0, 0.0],
            &[0.0, 1.0, 1.0, 0.0, 0.0],
        ]);
        let orig = a.clone();
        let bk = dense_ldlt_bunch_kaufman(&mut a);

        assert_eq!(bk.inertia.positive, 3);
        assert_eq!(bk.inertia.negative, 2);

        let b = [1.0, 2.0, 3.0, 4.0, 5.0];
        let mut x = [0.0; 5];
        bunch_kaufman_solve(&bk, &b, &mut x);

        for i in 0..5 {
            let mut ax = 0.0;
            for j in 0..5 {
                ax += orig.get(i, j) * x[j];
            }
            assert!(
                (ax - b[i]).abs() < 1e-10,
                "residual at {}: {}",
                i,
                (ax - b[i]).abs()
            );
        }
    }
}