rmumps 0.1.2

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
/// Dense matrix in column-major storage for frontal matrix computations.
/// Entry (i, j) is at index j * nrows + i.
#[derive(Debug, Clone)]
pub struct DenseMat {
    /// Number of rows.
    pub nrows: usize,
    /// Number of columns.
    pub ncols: usize,
    /// Column-major data, length nrows * ncols.
    pub data: Vec<f64>,
}

impl DenseMat {
    /// Create a zero matrix.
    pub fn zeros(nrows: usize, ncols: usize) -> Self {
        Self {
            nrows,
            ncols,
            data: vec![0.0; nrows * ncols],
        }
    }

    /// Get element at row `i`, column `j`.
    #[inline]
    pub fn get(&self, i: usize, j: usize) -> f64 {
        self.data[j * self.nrows + i]
    }

    /// Set element at row `i`, column `j` to `val`.
    #[inline]
    pub fn set(&mut self, i: usize, j: usize, val: f64) {
        self.data[j * self.nrows + i] = val;
    }

    /// Add `val` to element at row `i`, column `j`.
    #[inline]
    pub fn add(&mut self, i: usize, j: usize, val: f64) {
        self.data[j * self.nrows + i] += val;
    }
}

/// In-place LDL^T factorization of an n x n symmetric matrix (diagonal pivoting only).
/// The matrix is stored in the top-left n x n block of `mat` (column-major).
/// On exit, L is unit lower triangular in the lower triangle, D is on the diagonal.
/// Returns the diagonal entries of D (length n).
///
/// Only suitable for symmetric positive definite matrices.
/// For indefinite matrices, use `dense_ldlt_bunch_kaufman` (step 4).
pub fn dense_ldlt_factor(mat: &mut DenseMat) -> Vec<f64> {
    let n = mat.nrows;
    debug_assert_eq!(mat.ncols, n);
    let mut d = vec![0.0; n];

    for j in 0..n {
        // d[j] = a[j][j] - sum_{k<j} L[j][k]^2 * d[k]
        let mut dj = mat.get(j, j);
        for k in 0..j {
            let ljk = mat.get(j, k);
            dj -= ljk * ljk * d[k];
        }
        d[j] = dj;

        if dj.abs() < 1e-30 {
            continue; // zero pivot, skip
        }

        // L[i][j] = (a[i][j] - sum_{k<j} L[i][k]*L[j][k]*d[k]) / d[j]
        for i in (j + 1)..n {
            let mut lij = mat.get(i, j);
            for k in 0..j {
                lij -= mat.get(i, k) * mat.get(j, k) * d[k];
            }
            mat.set(i, j, lij / dj);
        }
    }

    d
}

/// Forward solve: solve L * x = b where L is unit lower triangular stored in `mat`.
/// `x` is modified in-place (input as b, output as x).
/// Uses column-oriented access for cache efficiency with column-major storage.
pub fn dense_forward_solve(mat: &DenseMat, n: usize, x: &mut [f64]) {
    let data = &mat.data;
    let nrows = mat.nrows;
    for j in 0..n {
        let xj = x[j];
        let col = &data[j * nrows..(j * nrows + n)];
        // Contiguous read of column j, auto-vectorizable
        for i in (j + 1)..n {
            x[i] -= col[i] * xj;
        }
    }
}

/// Backward solve: solve L^T * x = b where L is unit lower triangular stored in `mat`.
/// `x` is modified in-place.
/// Uses column-oriented access for cache efficiency.
pub fn dense_backward_solve(mat: &DenseMat, n: usize, x: &mut [f64]) {
    let data = &mat.data;
    let nrows = mat.nrows;
    for j in (0..n).rev() {
        let col = &data[j * nrows..(j * nrows + n)];
        let mut sum = 0.0;
        for i in (j + 1)..n {
            sum += col[i] * x[i];
        }
        x[j] -= sum;
    }
}

/// Block size for cache-friendly tiling.
/// Chosen so that 3 blocks of BLOCK x BLOCK f64 fit in L1 cache (~32KB).
/// 3 * 64 * 64 * 8 = 98KB fits comfortably in L2; for L1 use 48.
/// 64 is a good balance for L1/L2 and SIMD alignment.
const BLOCK: usize = 64;

/// Dense matrix multiply: C += alpha * A * B
/// A is m x k, B is k x n, C is m x n. All column-major.
///
/// Uses cache-blocked algorithm with contiguous inner loops for auto-vectorization.
pub fn dense_gemm(
    m: usize,
    n: usize,
    k: usize,
    alpha: f64,
    a: &DenseMat,
    b: &DenseMat,
    c: &mut DenseMat,
) {
    let a_data = &a.data;
    let b_data = &b.data;
    let c_data = &mut c.data;
    let a_rows = a.nrows;
    let b_rows = b.nrows;
    let c_rows = c.nrows;

    // Blocked GEMM: tile over j, kk, i in blocks
    let mut jj = 0;
    while jj < n {
        let j_end = (jj + BLOCK).min(n);
        let mut kk = 0;
        while kk < k {
            let k_end = (kk + BLOCK).min(k);
            let mut ii = 0;
            while ii < m {
                let i_end = (ii + BLOCK).min(m);

                // Micro-kernel: C[ii..i_end, jj..j_end] += alpha * A[ii..i_end, kk..k_end] * B[kk..k_end, jj..j_end]
                for j in jj..j_end {
                    for p in kk..k_end {
                        let bpj = alpha * b_data[j * b_rows + p];
                        let c_col = &mut c_data[j * c_rows + ii..j * c_rows + i_end];
                        let a_col = &a_data[p * a_rows + ii..p * a_rows + i_end];
                        // Contiguous inner loop — LLVM will auto-vectorize this
                        for idx in 0..c_col.len() {
                            c_col[idx] += a_col[idx] * bpj;
                        }
                    }
                }

                ii += BLOCK;
            }
            kk += BLOCK;
        }
        jj += BLOCK;
    }
}

/// Micro-kernel tile size for SIMD GEMM.
/// 8×4 on aarch64 (uses 24 of 32 NEON registers), 4×4 on x86_64.
#[cfg(target_arch = "aarch64")]
const MR: usize = 8;
#[cfg(not(target_arch = "aarch64"))]
const MR: usize = 4;
const NR: usize = 4;

// Thread-local reusable packing buffers for GEMM to avoid per-call allocation.
thread_local! {
    static PACKED_A_BUF: std::cell::RefCell<Vec<f64>> = std::cell::RefCell::new(Vec::new());
    static PACKED_B_BUF: std::cell::RefCell<Vec<f64>> = std::cell::RefCell::new(Vec::new());
}

/// Cache-blocked C -= A * B^T where A is m×k, B is n×k (both column-major).
/// C is m×n column-major. Used for Schur complement: S -= W * L21^T.
///
/// For large enough matrices, uses packed data + SIMD micro-kernels.
pub fn gemm_nt_sub(
    m: usize,
    n: usize,
    k: usize,
    a: &[f64],
    lda: usize,
    b: &[f64],
    ldb: usize,
    c: &mut [f64],
    ldc: usize,
) {
    // For small matrices, use simple scalar code (packing overhead not worthwhile)
    if m < MR * 2 || n < NR * 2 || k < 4 {
        gemm_nt_sub_scalar(m, n, k, a, lda, b, ldb, c, ldc);
        return;
    }

    // Reuse thread-local packing buffers to avoid allocation on each call
    let m_padded = (m + MR - 1) / MR * MR;
    let n_padded = (n + NR - 1) / NR * NR;
    let a_len = m_padded * k;
    let b_len = n_padded * k;

    PACKED_A_BUF.with(|buf| {
    PACKED_B_BUF.with(|bbuf| {
    let mut packed_a = buf.borrow_mut();
    let mut packed_b = bbuf.borrow_mut();

    // Grow if needed, then zero the portion we'll use
    if packed_a.len() < a_len {
        packed_a.resize(a_len, 0.0);
    } else {
        packed_a[..a_len].fill(0.0);
    }
    if packed_b.len() < b_len {
        packed_b.resize(b_len, 0.0);
    } else {
        packed_b[..b_len].fill(0.0);
    }

    // Pack A: for each MR-wide panel, layout packed_a[panel * MR * k + p * MR + i]
    for ii in (0..m).step_by(MR) {
        let panel = ii / MR;
        let ib = MR.min(m - ii);
        let base = panel * MR * k;
        for p in 0..k {
            for i in 0..ib {
                packed_a[base + p * MR + i] = a[p * lda + ii + i];
            }
            // Remaining entries already zero from allocation
        }
    }

    // Pack B: for each NR-wide panel, layout packed_b[panel * NR * k + p * NR + j]
    for jj in (0..n).step_by(NR) {
        let panel = jj / NR;
        let jb = NR.min(n - jj);
        let base = panel * NR * k;
        for p in 0..k {
            for j in 0..jb {
                packed_b[base + p * NR + j] = b[p * ldb + jj + j];
            }
        }
    }

    // GEMM using micro-kernels on packed data
    for jj in (0..n).step_by(NR) {
        let jb = NR.min(n - jj);
        let b_panel = (jj / NR) * NR * k;
        for ii in (0..m).step_by(MR) {
            let ib = MR.min(m - ii);
            let a_panel = (ii / MR) * MR * k;

            if ib == MR && jb == NR {
                // Full MR×NR micro-kernel
                unsafe {
                    microkernel_nt_sub(
                        k,
                        packed_a.as_ptr().add(a_panel),
                        packed_b.as_ptr().add(b_panel),
                        c.as_mut_ptr().add(jj * ldc + ii),
                        ldc,
                    );
                }
            } else {
                // Edge tile: scalar fallback
                for j in 0..jb {
                    for p in 0..k {
                        let bjp = packed_b[b_panel + p * NR + j];
                        for i in 0..ib {
                            c[(jj + j) * ldc + ii + i] -= packed_a[a_panel + p * MR + i] * bjp;
                        }
                    }
                }
            }
        }
    }

    }); // PACKED_B_BUF
    }); // PACKED_A_BUF
}

/// Scalar fallback for small GEMM-NT.
fn gemm_nt_sub_scalar(
    m: usize,
    n: usize,
    k: usize,
    a: &[f64],
    lda: usize,
    b: &[f64],
    ldb: usize,
    c: &mut [f64],
    ldc: usize,
) {
    for j in 0..n {
        for p in 0..k {
            let bjp = b[p * ldb + j];
            let c_col = &mut c[j * ldc..j * ldc + m];
            let a_col = &a[p * lda..p * lda + m];
            for i in 0..m {
                c_col[i] -= a_col[i] * bjp;
            }
        }
    }
}

// ---------------------------------------------------------------------------
// SIMD micro-kernels: C[0..MR, 0..NR] -= packed_a * packed_b^T
// packed_a layout: a[p * MR + i] for p in 0..k, i in 0..MR
// packed_b layout: b[p * NR + j] for p in 0..k, j in 0..NR
// ---------------------------------------------------------------------------

#[cfg(target_arch = "aarch64")]
#[target_feature(enable = "neon")]
unsafe fn microkernel_nt_sub(
    k: usize,
    packed_a: *const f64,
    packed_b: *const f64,
    c: *mut f64,
    ldc: usize,
) {
    use std::arch::aarch64::*;

    // 16 accumulator registers for 8×4 tile (each 2×f64)
    // Row groups: [0..2], [2..4], [4..6], [6..8] × 4 columns
    let mut c00 = vdupq_n_f64(0.0); let mut c02 = vdupq_n_f64(0.0);
    let mut c04 = vdupq_n_f64(0.0); let mut c06 = vdupq_n_f64(0.0);
    let mut c10 = vdupq_n_f64(0.0); let mut c12 = vdupq_n_f64(0.0);
    let mut c14 = vdupq_n_f64(0.0); let mut c16 = vdupq_n_f64(0.0);
    let mut c20 = vdupq_n_f64(0.0); let mut c22 = vdupq_n_f64(0.0);
    let mut c24 = vdupq_n_f64(0.0); let mut c26 = vdupq_n_f64(0.0);
    let mut c30 = vdupq_n_f64(0.0); let mut c32 = vdupq_n_f64(0.0);
    let mut c34 = vdupq_n_f64(0.0); let mut c36 = vdupq_n_f64(0.0);

    for p in 0..k {
        let ap = packed_a.add(p * 8);
        let bp = packed_b.add(p * 4);

        // Load 8 elements of A (4 NEON registers)
        let a01 = vld1q_f64(ap);
        let a23 = vld1q_f64(ap.add(2));
        let a45 = vld1q_f64(ap.add(4));
        let a67 = vld1q_f64(ap.add(6));

        // Broadcast 4 elements of B
        let b0 = vdupq_n_f64(*bp);
        let b1 = vdupq_n_f64(*bp.add(1));
        let b2 = vdupq_n_f64(*bp.add(2));
        let b3 = vdupq_n_f64(*bp.add(3));

        // 16 FMAs (8 rows × 4 cols, 2 f64 per FMA = 32 FMAs total)
        c00 = vfmaq_f64(c00, a01, b0); c02 = vfmaq_f64(c02, a23, b0);
        c04 = vfmaq_f64(c04, a45, b0); c06 = vfmaq_f64(c06, a67, b0);
        c10 = vfmaq_f64(c10, a01, b1); c12 = vfmaq_f64(c12, a23, b1);
        c14 = vfmaq_f64(c14, a45, b1); c16 = vfmaq_f64(c16, a67, b1);
        c20 = vfmaq_f64(c20, a01, b2); c22 = vfmaq_f64(c22, a23, b2);
        c24 = vfmaq_f64(c24, a45, b2); c26 = vfmaq_f64(c26, a67, b2);
        c30 = vfmaq_f64(c30, a01, b3); c32 = vfmaq_f64(c32, a23, b3);
        c34 = vfmaq_f64(c34, a45, b3); c36 = vfmaq_f64(c36, a67, b3);
    }

    // Store: C -= accumulated products
    macro_rules! store_col {
        ($col:expr, $r01:expr, $r23:expr, $r45:expr, $r67:expr) => {{
            let ptr = c.add($col * ldc);
            vst1q_f64(ptr,        vsubq_f64(vld1q_f64(ptr),        $r01));
            vst1q_f64(ptr.add(2), vsubq_f64(vld1q_f64(ptr.add(2)), $r23));
            vst1q_f64(ptr.add(4), vsubq_f64(vld1q_f64(ptr.add(4)), $r45));
            vst1q_f64(ptr.add(6), vsubq_f64(vld1q_f64(ptr.add(6)), $r67));
        }};
    }
    store_col!(0, c00, c02, c04, c06);
    store_col!(1, c10, c12, c14, c16);
    store_col!(2, c20, c22, c24, c26);
    store_col!(3, c30, c32, c34, c36);
}

#[cfg(target_arch = "x86_64")]
#[target_feature(enable = "avx2,fma")]
unsafe fn microkernel_nt_sub(
    k: usize,
    packed_a: *const f64,
    packed_b: *const f64,
    c: *mut f64,
    ldc: usize,
) {
    use std::arch::x86_64::*;

    // AVX: 256-bit = 4×f64, so 4×4 tile needs 4 C registers
    let mut c0 = _mm256_setzero_pd();
    let mut c1 = _mm256_setzero_pd();
    let mut c2 = _mm256_setzero_pd();
    let mut c3 = _mm256_setzero_pd();

    for p in 0..k {
        let ap = packed_a.add(p * MR);
        let bp = packed_b.add(p * NR);

        let a_vec = _mm256_loadu_pd(ap);

        let b0 = _mm256_broadcast_sd(&*bp);
        let b1 = _mm256_broadcast_sd(&*bp.add(1));
        let b2 = _mm256_broadcast_sd(&*bp.add(2));
        let b3 = _mm256_broadcast_sd(&*bp.add(3));

        c0 = _mm256_fmadd_pd(a_vec, b0, c0);
        c1 = _mm256_fmadd_pd(a_vec, b1, c1);
        c2 = _mm256_fmadd_pd(a_vec, b2, c2);
        c3 = _mm256_fmadd_pd(a_vec, b3, c3);
    }

    // Store: C -= accumulated
    macro_rules! store_col {
        ($col:expr, $acc:expr) => {{
            let ptr = c.add($col * ldc);
            let cur = _mm256_loadu_pd(ptr);
            _mm256_storeu_pd(ptr, _mm256_sub_pd(cur, $acc));
        }};
    }
    store_col!(0, c0);
    store_col!(1, c1);
    store_col!(2, c2);
    store_col!(3, c3);
}

// Fallback for other architectures
#[cfg(not(any(target_arch = "aarch64", target_arch = "x86_64")))]
unsafe fn microkernel_nt_sub(
    k: usize,
    packed_a: *const f64,
    packed_b: *const f64,
    c: *mut f64,
    ldc: usize,
) {
    for p in 0..k {
        for j in 0..NR {
            let bjp = *packed_b.add(p * NR + j);
            for i in 0..MR {
                *c.add(j * ldc + i) -= *packed_a.add(p * MR + i) * bjp;
            }
        }
    }
}

/// Symmetric rank-k update: C -= L21 * D11 * L21^T
/// where L21 is (m x k) and D11 is diagonal (length k).
/// C is m x m symmetric; both triangles are updated.
///
/// Uses a cache-friendly column-oriented approach: for each column p of L21,
/// scale by D\[p\] and do a rank-1 symmetric update.
pub fn dense_schur_complement(
    m: usize,
    k: usize,
    l21: &DenseMat,
    d11: &[f64],
    c: &mut DenseMat,
) {
    let l_data = &l21.data;
    let c_data = &mut c.data;
    let l_rows = l21.nrows;
    let c_rows = c.nrows;

    // Process in blocks of columns of L21 for cache locality
    let mut pp = 0;
    while pp < k {
        let p_end = (pp + BLOCK).min(k);

        for j in 0..m {
            for p in pp..p_end {
                let scaled_lj = d11[p] * l_data[p * l_rows + j];
                // Update column j of C: C[i,j] -= L[i,p] * d[p] * L[j,p] for i >= j
                let c_col = &mut c_data[j * c_rows..j * c_rows + m];
                let l_col = &l_data[p * l_rows..p * l_rows + m];
                // Lower triangle: i >= j
                for i in j..m {
                    c_col[i] -= l_col[i] * scaled_lj;
                }
            }
        }

        // Mirror lower to upper for full symmetric storage
        pp += BLOCK;
    }

    // Symmetrize: copy lower to upper
    for j in 0..m {
        for i in (j + 1)..m {
            let val = c_data[j * c_rows + i];
            c_data[i * c_rows + j] = val;
        }
    }
}

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

    fn make_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
    }

    #[test]
    fn test_ldlt_3x3_spd() {
        // A = [[4, 2, 0], [2, 5, 1], [0, 1, 3]]
        let mut mat = make_symmetric(&[&[4.0, 2.0, 0.0], &[2.0, 5.0, 1.0], &[0.0, 1.0, 3.0]]);
        let orig = mat.clone();
        let d = dense_ldlt_factor(&mut mat);

        // Verify L*D*L^T = A
        let n = 3;
        for i in 0..n {
            for j in 0..n {
                let mut val = 0.0;
                for k in 0..n {
                    let lik = if k == i { 1.0 } else if i > k { mat.get(i, k) } else { 0.0 };
                    let ljk = if k == j { 1.0 } else if j > k { mat.get(j, k) } else { 0.0 };
                    val += lik * d[k] * ljk;
                }
                assert!(
                    (val - orig.get(i, j)).abs() < 1e-12,
                    "L*D*L^T mismatch at ({},{}): {} vs {}",
                    i, j, val, orig.get(i, j)
                );
            }
        }
    }

    #[test]
    fn test_ldlt_solve_3x3() {
        // A = [[4, 2, 0], [2, 5, 1], [0, 1, 3]], b = [8, 13, 7]
        // Solution: x = [1, 2, 1+2/3] ... let's just verify A*x = b
        let mut mat = make_symmetric(&[&[4.0, 2.0, 0.0], &[2.0, 5.0, 1.0], &[0.0, 1.0, 3.0]]);
        let orig = mat.clone();
        let d = dense_ldlt_factor(&mut mat);

        let b = [8.0, 13.0, 7.0];
        let mut x = b;
        // Solve L*D*L^T*x = b: forward (L), diagonal (D), backward (L^T)
        dense_forward_solve(&mat, 3, &mut x);
        for i in 0..3 {
            x[i] /= d[i];
        }
        dense_backward_solve(&mat, 3, &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 {}: |Ax-b| = {}",
                i,
                (ax - b[i]).abs()
            );
        }
    }

    #[test]
    fn test_ldlt_5x5_spd() {
        // Diagonally dominant 5x5
        let mut mat = DenseMat::zeros(5, 5);
        for i in 0..5 {
            mat.set(i, i, 10.0);
            if i + 1 < 5 {
                mat.set(i, i + 1, 1.0);
                mat.set(i + 1, i, 1.0);
            }
        }
        let orig = mat.clone();
        let d = dense_ldlt_factor(&mut mat);

        // All D entries should be positive (SPD)
        for &di in &d {
            assert!(di > 0.0, "D entry {} should be positive", di);
        }

        // Solve and verify
        let b = [1.0, 2.0, 3.0, 4.0, 5.0];
        let mut x = b;
        dense_forward_solve(&mat, 5, &mut x);
        for i in 0..5 {
            x[i] /= d[i];
        }
        dense_backward_solve(&mat, 5, &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()
            );
        }
    }

    #[test]
    fn test_gemm() {
        // A = [[1, 2], [3, 4], [5, 6]] (3x2)
        // B = [[7, 8, 9], [10, 11, 12]] (2x3)
        // C = A*B = [[27, 30, 33], [61, 68, 75], [95, 106, 117]]
        let mut a = DenseMat::zeros(3, 2);
        a.set(0, 0, 1.0); a.set(1, 0, 3.0); a.set(2, 0, 5.0);
        a.set(0, 1, 2.0); a.set(1, 1, 4.0); a.set(2, 1, 6.0);

        let mut b = DenseMat::zeros(2, 3);
        b.set(0, 0, 7.0); b.set(0, 1, 8.0); b.set(0, 2, 9.0);
        b.set(1, 0, 10.0); b.set(1, 1, 11.0); b.set(1, 2, 12.0);

        let mut c = DenseMat::zeros(3, 3);
        dense_gemm(3, 3, 2, 1.0, &a, &b, &mut c);

        let expected = [[27.0, 30.0, 33.0], [61.0, 68.0, 75.0], [95.0, 106.0, 117.0]];
        for i in 0..3 {
            for j in 0..3 {
                assert!(
                    (c.get(i, j) - expected[i][j]).abs() < 1e-12,
                    "GEMM mismatch at ({},{})",
                    i, j
                );
            }
        }
    }

    #[test]
    fn test_schur_complement() {
        // L21 = [[2], [3]], D11 = [4], C_orig = [[10, 5], [5, 20]]
        // Schur = C - L21 * D * L21^T = [[10-16, 5-24], [5-24, 20-36]] = [[-6, -19], [-19, -16]]
        let mut l21 = DenseMat::zeros(2, 1);
        l21.set(0, 0, 2.0);
        l21.set(1, 0, 3.0);
        let d = [4.0];

        let mut c = DenseMat::zeros(2, 2);
        c.set(0, 0, 10.0);
        c.set(0, 1, 5.0);
        c.set(1, 0, 5.0);
        c.set(1, 1, 20.0);

        dense_schur_complement(2, 1, &l21, &d, &mut c);
        assert!((c.get(0, 0) - (-6.0)).abs() < 1e-12);
        assert!((c.get(0, 1) - (-19.0)).abs() < 1e-12);
        assert!((c.get(1, 0) - (-19.0)).abs() < 1e-12);
        assert!((c.get(1, 1) - (-16.0)).abs() < 1e-12);
    }
}