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//! Block Krylov subspace methods and subspace iteration with deflation.
//!
//! This module implements:
//! - **Block Lanczos** for finding the top-k eigenvalues/eigenvectors of symmetric matrices.
//! Uses a block three-term recurrence to build a block-tridiagonal projected matrix,
//! then extracts Ritz pairs.
//! - **Subspace iteration with deflation** for finding the dominant eigenspace of
//! a symmetric matrix, with converged eigenvalues deflated to improve remaining convergence.
//!
//! # References
//!
//! - Golub, G.H. & Van Loan, C.F. (2013). *Matrix Computations*, 4th ed. Chapter 9.
//! - Saad, Y. (2011). *Numerical Methods for Large Eigenvalue Problems*, 2nd ed.
use crate::error::{LinalgError, LinalgResult};
/// Configuration for Block Krylov eigensolvers.
#[non_exhaustive]
#[derive(Debug, Clone)]
pub struct BlockKrylovConfig {
/// Number of vectors in each block (block size), default 4.
pub block_size: usize,
/// Number of block Krylov steps (Lanczos steps), default 10.
pub n_steps: usize,
/// Convergence tolerance for residuals, default 1e-10.
pub tol: f64,
/// Number of eigenvalues to find, default 6.
pub n_eigenvalues: usize,
/// Maximum number of restarts (for restarted variants), default 5.
pub max_restarts: usize,
}
impl Default for BlockKrylovConfig {
fn default() -> Self {
Self {
block_size: 4,
n_steps: 10,
tol: 1e-10,
n_eigenvalues: 6,
max_restarts: 5,
}
}
}
/// Result of a Block Krylov eigensolver.
#[derive(Debug, Clone)]
pub struct BlockKrylovResult {
/// Computed eigenvalues (sorted in descending order of magnitude).
pub eigenvalues: Vec<f64>,
/// Corresponding eigenvectors stored as columns (each entry is one eigenvector of length n).
pub eigenvectors: Vec<Vec<f64>>,
/// Residual norms for each eigenpair: ‖A v_i - λ_i v_i‖.
pub residuals: Vec<f64>,
/// Total number of matrix-vector products performed.
pub n_matvecs: usize,
/// Whether each eigenpair converged to within the tolerance.
pub converged: Vec<bool>,
}
/// Block Krylov and subspace iteration eigensolvers.
pub struct BlockKrylov;
impl BlockKrylov {
/// Find the top-k eigenvalues/eigenvectors of a symmetric n×n matrix using Block Lanczos.
///
/// # Arguments
/// - `a`: symmetric n×n matrix stored in row-major order (length n*n).
/// - `n`: matrix dimension.
/// - `config`: algorithm parameters.
///
/// # Returns
/// [`BlockKrylovResult`] with up to `config.n_eigenvalues` eigenpairs.
pub fn eigs_symmetric(
a: &[f64],
n: usize,
config: &BlockKrylovConfig,
) -> LinalgResult<BlockKrylovResult> {
if a.len() != n * n {
return Err(LinalgError::ShapeError(format!(
"expected {} elements, got {}",
n * n,
a.len()
)));
}
if n == 0 {
return Err(LinalgError::DimensionError("n must be > 0".into()));
}
let k = config.block_size.max(1);
let m_steps = config.n_steps.max(1);
let n_eig = config.n_eigenvalues.min(n);
// We build a block Lanczos basis of size k * m_steps (at most n columns).
let max_basis_cols = (k * m_steps).min(n);
let actual_steps = max_basis_cols / k;
let mut n_matvecs = 0usize;
// Initialise V_0: k random orthonormal columns.
let mut basis: Vec<Vec<f64>> = Self::random_orthonormal_block(n, k);
// Block Lanczos recurrence storage.
// alpha[j] is the j-th k×k diagonal block of T.
// beta[j] is the j-th k×k off-diagonal block (below diagonal).
let mut alpha_blocks: Vec<Vec<Vec<f64>>> = Vec::new();
let mut beta_blocks: Vec<Vec<Vec<f64>>> = Vec::new();
// Full basis: collect all block columns as individual vectors.
let mut full_basis: Vec<Vec<f64>> = Vec::new();
let mut v_prev: Vec<Vec<f64>> = vec![vec![0.0; n]; k];
let mut v_curr = basis.clone();
for step in 0..actual_steps {
// W = A * V_curr (block matvec: n×k)
let mut w = Self::block_matvec(a, &v_curr, n);
n_matvecs += k;
// Subtract V_{step-1} * beta_prev^T
if step > 0 {
let beta_prev = &beta_blocks[step - 1];
// w -= v_prev * beta_prev^T (beta_prev is k×k)
for col in 0..k {
for i in 0..n {
for j in 0..k {
w[col][i] -= v_prev[j][i] * beta_prev[j][col];
}
}
}
}
// alpha_j = V_curr^T * W (k×k)
let alpha_j = Self::block_inner_product(&v_curr, &w, n);
alpha_blocks.push(alpha_j.clone());
// W̃ = W - V_curr * alpha_j
for col in 0..k {
for i in 0..n {
for j in 0..k {
w[col][i] -= v_curr[j][i] * alpha_j[j][col];
}
}
}
// Re-orthogonalise W̃ against all previous basis vectors.
{
let prev_basis: Vec<Vec<f64>> = full_basis.clone();
Self::block_gram_schmidt(&mut w, &prev_basis, n);
}
// Add v_curr to full basis.
for vc in v_curr.iter().take(k) {
full_basis.push(vc.clone());
}
if step + 1 < actual_steps {
// QR decomposition of W̃ to get beta_{step+1} and V_{step+1}.
let (q_block, r_block) = Self::block_qr(&w, n, k);
beta_blocks.push(r_block);
v_prev = v_curr;
v_curr = q_block;
}
}
// Now eigendecompose the block tridiagonal T_m.
let (ritz_vals, ritz_vecs_t) =
Self::block_tridiag_eig(&alpha_blocks, &beta_blocks, actual_steps, k);
// Ritz vectors in original space: V_full * ritz_vecs_t
let basis_cols = full_basis.len();
let n_ritz = ritz_vals.len().min(n_eig);
let mut eigenvalues = Vec::with_capacity(n_ritz);
let mut eigenvectors = Vec::with_capacity(n_ritz);
let mut residuals = Vec::with_capacity(n_ritz);
let mut converged = Vec::with_capacity(n_ritz);
for r in 0..n_ritz {
let lam = ritz_vals[r];
// Compute Ritz vector: sum over basis cols.
let mut v = vec![0.0_f64; n];
let coeff_col = &ritz_vecs_t[r]; // length = basis_cols
let nc = coeff_col.len().min(basis_cols);
for (j, &c) in coeff_col.iter().take(nc).enumerate() {
for i in 0..n {
v[i] += full_basis[j][i] * c;
}
}
// Normalise.
let norm = v.iter().map(|x| x * x).sum::<f64>().sqrt();
if norm > 1e-14 {
for x in v.iter_mut() {
*x /= norm;
}
}
// Residual: ‖A*v - λ*v‖
let av = Self::matvec(a, &v, n);
let res: f64 = av
.iter()
.zip(v.iter())
.map(|(avi, vi)| (avi - lam * vi).powi(2))
.sum::<f64>()
.sqrt();
let conv = res < config.tol;
eigenvalues.push(lam);
eigenvectors.push(v);
residuals.push(res);
converged.push(conv);
}
Ok(BlockKrylovResult {
eigenvalues,
eigenvectors,
residuals,
n_matvecs,
converged,
})
}
/// Subspace iteration with deflation for symmetric matrices.
///
/// Applies repeated power iteration on a k-dimensional subspace.
/// Converged eigenpairs are deflated (Schur complement) so remaining
/// vectors can converge faster.
///
/// # Arguments
/// - `a`: symmetric n×n row-major matrix.
/// - `n`: matrix dimension.
/// - `k`: number of eigenvalues to find.
/// - `config`: algorithm parameters.
pub fn subspace_iteration(
a: &[f64],
n: usize,
k: usize,
config: &BlockKrylovConfig,
) -> LinalgResult<BlockKrylovResult> {
if a.len() != n * n {
return Err(LinalgError::ShapeError(format!(
"expected {} elements, got {}",
n * n,
a.len()
)));
}
let k = k.min(n);
if k == 0 {
return Err(LinalgError::DimensionError("k must be > 0".into()));
}
let max_iter = config.n_steps * config.max_restarts;
let mut n_matvecs = 0usize;
// Initialise: random orthonormal basis Q (n×k stored as k column vectors).
let mut q_cols = Self::random_orthonormal_block(n, k);
let mut eigenvalues = vec![0.0_f64; k];
let mut converged_flags = vec![false; k];
let mut residuals = vec![f64::INFINITY; k];
// A_deflated = A - sum of already-converged Rayleigh-Ritz pairs.
// We handle deflation by keeping track of converged pairs and projecting them out.
let mut conv_vecs: Vec<Vec<f64>> = Vec::new();
let mut conv_vals: Vec<f64> = Vec::new();
for _iter in 0..max_iter {
// Z = A * Q (apply deflation)
let mut z_cols = Self::block_matvec(a, &q_cols, n);
n_matvecs += k;
// Deflate converged pairs: Z -= sum_i λ_i * (v_i * v_i^T) * Q
for (cv, &clam) in conv_vecs.iter().zip(conv_vals.iter()) {
for col in 0..k {
let dot: f64 = cv.iter().zip(q_cols[col].iter()).map(|(a, b)| a * b).sum();
for i in 0..n {
z_cols[col][i] -= clam * dot * cv[i];
}
}
}
// Orthonormalise Z to get new Q.
Self::block_gram_schmidt_inplace(&mut z_cols, n);
q_cols = z_cols;
// Compute Rayleigh quotients and residuals.
let mut all_conv = true;
for col in 0..k {
if converged_flags[col] {
continue;
}
let v = &q_cols[col];
let av = Self::matvec(a, v, n);
let lam: f64 = v.iter().zip(av.iter()).map(|(vi, avi)| vi * avi).sum();
eigenvalues[col] = lam;
let res: f64 = av
.iter()
.zip(v.iter())
.map(|(avi, vi)| (avi - lam * vi).powi(2))
.sum::<f64>()
.sqrt();
residuals[col] = res;
if res < config.tol {
converged_flags[col] = true;
conv_vecs.push(v.clone());
conv_vals.push(lam);
} else {
all_conv = false;
}
}
if all_conv {
break;
}
}
// Final residual pass for any remaining unconverged.
for col in 0..k {
if !converged_flags[col] {
let v = &q_cols[col];
let av = Self::matvec(a, v, n);
let lam: f64 = v.iter().zip(av.iter()).map(|(vi, avi)| vi * avi).sum();
eigenvalues[col] = lam;
let res: f64 = av
.iter()
.zip(v.iter())
.map(|(avi, vi)| (avi - lam * vi).powi(2))
.sum::<f64>()
.sqrt();
residuals[col] = res;
converged_flags[col] = res < config.tol;
}
}
// Sort by eigenvalue (descending).
let mut pairs: Vec<(f64, Vec<f64>, f64, bool)> = eigenvalues
.into_iter()
.zip(q_cols)
.zip(residuals)
.zip(converged_flags)
.map(|(((lam, v), res), conv)| (lam, v, res, conv))
.collect();
pairs.sort_by(|a, b| b.0.partial_cmp(&a.0).unwrap_or(std::cmp::Ordering::Equal));
Ok(BlockKrylovResult {
eigenvalues: pairs.iter().map(|(l, _, _, _)| *l).collect(),
eigenvectors: pairs.iter().map(|(_, v, _, _)| v.clone()).collect(),
residuals: pairs.iter().map(|(_, _, r, _)| *r).collect(),
n_matvecs,
converged: pairs.iter().map(|(_, _, _, c)| *c).collect(),
})
}
// ─────────────────────────────────────────────────────────────────────────
// Internal helpers
// ─────────────────────────────────────────────────────────────────────────
/// Dense matrix-vector product: y = A * x.
fn matvec(a: &[f64], x: &[f64], n: usize) -> Vec<f64> {
let mut y = vec![0.0_f64; n];
for (i, yi) in y.iter_mut().enumerate().take(n) {
let row_start = i * n;
let mut s = 0.0_f64;
for j in 0..n {
s += a[row_start + j] * x[j];
}
*yi = s;
}
y
}
/// Block matrix-vector product: C = A * B where B is a list of k column vectors.
fn block_matvec(a: &[f64], b: &[Vec<f64>], n: usize) -> Vec<Vec<f64>> {
b.iter().map(|col| Self::matvec(a, col, n)).collect()
}
/// Block inner product: M = U^T * V (k_u × k_v matrix as Vec<Vec<f64>>).
fn block_inner_product(u: &[Vec<f64>], v: &[Vec<f64>], n: usize) -> Vec<Vec<f64>> {
let ku = u.len();
let kv = v.len();
let mut m = vec![vec![0.0_f64; kv]; ku];
for i in 0..ku {
for j in 0..kv {
let dot: f64 = (0..n).map(|l| u[i][l] * v[j][l]).sum();
m[i][j] = dot;
}
}
m
}
/// Initialise a block of k orthonormal random vectors (pseudo-random, deterministic seed).
fn random_orthonormal_block(n: usize, k: usize) -> Vec<Vec<f64>> {
// Use a simple deterministic LCG to avoid external rand dependency.
let mut state = 0x123456789abcdef0_u64;
let lcg_next = |s: &mut u64| -> f64 {
*s = s
.wrapping_mul(6364136223846793005)
.wrapping_add(1442695040888963407);
let bits = (*s >> 33) as f64 / (u32::MAX as f64);
bits * 2.0 - 1.0
};
let mut vecs: Vec<Vec<f64>> = (0..k)
.map(|_| (0..n).map(|_| lcg_next(&mut state)).collect())
.collect();
Self::block_gram_schmidt_inplace(&mut vecs, n);
vecs
}
/// In-place block Gram-Schmidt orthonormalisation of `vecs`.
fn block_gram_schmidt_inplace(vecs: &mut [Vec<f64>], n: usize) {
let k = vecs.len();
for i in 0..k {
// Orthogonalise against previous vectors.
for j in 0..i {
// Safe: we split the borrow by index.
let dot: f64 = (0..n).map(|l| vecs[j][l] * vecs[i][l]).sum();
// We must avoid aliasing – copy the j-th vector.
let vj: Vec<f64> = vecs[j].clone();
for l in 0..n {
vecs[i][l] -= dot * vj[l];
}
}
// Normalise.
let norm = vecs[i].iter().map(|x| x * x).sum::<f64>().sqrt();
if norm > 1e-14 {
for x in vecs[i].iter_mut() {
*x /= norm;
}
}
}
}
/// Orthogonalise block `vecs` against external `basis` vectors, then normalise.
fn block_gram_schmidt(vecs: &mut [Vec<f64>], basis: &[Vec<f64>], n: usize) {
for vec in vecs.iter_mut() {
// Two-pass classical Gram-Schmidt for numerical stability.
for _ in 0..2 {
for bv in basis.iter() {
let dot: f64 = (0..n).map(|l| bv[l] * vec[l]).sum();
for l in 0..n {
vec[l] -= dot * bv[l];
}
}
}
}
// Also orthonormalise within block.
let k = vecs.len();
for i in 0..k {
// Orthogonalise against previous in block.
for j in 0..i {
let vj = vecs[j].clone();
let dot: f64 = (0..n).map(|l| vj[l] * vecs[i][l]).sum();
for l in 0..n {
vecs[i][l] -= dot * vj[l];
}
}
let norm = vecs[i].iter().map(|x| x * x).sum::<f64>().sqrt();
if norm > 1e-14 {
for x in vecs[i].iter_mut() {
*x /= norm;
}
}
}
}
/// Thin QR of a block of column vectors (each of length n).
/// Returns (Q_cols, R) where Q_cols are k orthonormal n-vectors and R is k×k upper triangular.
fn block_qr(cols: &[Vec<f64>], n: usize, k: usize) -> (Vec<Vec<f64>>, Vec<Vec<f64>>) {
let mut q = cols.to_vec();
let mut r = vec![vec![0.0_f64; k]; k];
for i in 0..k {
// Orthogonalise against previous columns.
for j in 0..i {
let qj = q[j].clone();
let dot: f64 = (0..n).map(|l| qj[l] * q[i][l]).sum();
r[j][i] = dot;
for l in 0..n {
q[i][l] -= dot * qj[l];
}
}
// Norm (diagonal of R).
let norm = q[i].iter().map(|x| x * x).sum::<f64>().sqrt();
r[i][i] = norm;
if norm > 1e-14 {
for x in q[i].iter_mut() {
*x /= norm;
}
}
}
(q, r)
}
/// Eigendecomposition of a block-tridiagonal symmetric matrix T of size (m*k × m*k).
///
/// Returns (eigenvalues, eigenvectors_as_row_vectors) both length m*k, sorted descending.
fn block_tridiag_eig(
alpha: &[Vec<Vec<f64>>],
beta: &[Vec<Vec<f64>>],
m: usize,
k: usize,
) -> (Vec<f64>, Vec<Vec<f64>>) {
let dim = m * k;
if dim == 0 {
return (vec![], vec![]);
}
// Build the dense T matrix (dim × dim).
let mut t = vec![vec![0.0_f64; dim]; dim];
for step in 0..m {
let row_off = step * k;
let col_off = step * k;
// Diagonal block alpha[step]: k×k.
if step < alpha.len() {
for r in 0..k {
for c in 0..k {
t[row_off + r][col_off + c] = alpha[step][r][c];
}
}
}
// Sub-diagonal block beta[step]: k×k (beta[step] is at row step+1, col step).
if step + 1 < m && step < beta.len() {
let r_off2 = (step + 1) * k;
let c_off2 = step * k;
for r in 0..k {
for c in 0..k {
t[r_off2 + r][c_off2 + c] = beta[step][r][c];
t[c_off2 + c][r_off2 + r] = beta[step][r][c]; // symmetric
}
}
}
}
// Symmetric QR iteration to find all eigenvalues/eigenvectors of T.
Self::symmetric_qr_eig(&t, dim)
}
/// Symmetric QR eigendecomposition of a small dense symmetric matrix.
/// Returns (eigenvalues, eigenvectors as list of row-vectors).
fn symmetric_qr_eig(a: &[Vec<f64>], n: usize) -> (Vec<f64>, Vec<Vec<f64>>) {
if n == 0 {
return (vec![], vec![]);
}
if n == 1 {
return (vec![a[0][0]], vec![vec![1.0]]);
}
// Start from a copy.
let mut mat: Vec<Vec<f64>> = a.to_vec();
// Accumulate eigenvectors in Q.
let mut q_acc: Vec<Vec<f64>> = (0..n)
.map(|i| {
let mut row = vec![0.0_f64; n];
row[i] = 1.0;
row
})
.collect();
// Tridiagonalise via Householder (if n > 2).
Self::tridiagonalise(&mut mat, &mut q_acc, n);
// QR iteration on tridiagonal.
let max_iter = 30 * n;
let eps = 1e-13_f64;
for _ in 0..max_iter {
// Check for deflation: zero out sub-diagonals below eps.
let mut p = 0; // start of active sub-matrix
while p < n {
let mut q_end = p;
while q_end + 1 < n
&& mat[q_end + 1][q_end].abs()
> eps * (mat[q_end][q_end].abs() + mat[q_end + 1][q_end + 1].abs())
{
q_end += 1;
}
if q_end == p {
p += 1;
continue;
}
// Apply QR step to submatrix [p..=q_end].
let sz = q_end - p + 1;
// Wilkinson shift.
let d = (mat[q_end - 1][q_end - 1] - mat[q_end][q_end]) / 2.0;
let sign_d = if d >= 0.0 { 1.0 } else { -1.0 };
let mu = mat[q_end][q_end]
- sign_d * mat[q_end][q_end - 1].powi(2)
/ (d.abs() + (d * d + mat[q_end][q_end - 1].powi(2)).sqrt());
// Francis implicit QR step on submatrix.
Self::implicit_qr_step(&mut mat, &mut q_acc, n, p, p + sz - 1, mu);
break;
}
// Check convergence.
let mut conv = true;
for i in 1..n {
if mat[i][i - 1].abs() > eps * (mat[i - 1][i - 1].abs() + mat[i][i].abs()) {
conv = false;
break;
}
}
if conv {
break;
}
}
// Extract eigenvalues (diagonal).
let mut eig_vals: Vec<f64> = (0..n).map(|i| mat[i][i]).collect();
// Eigenvectors are columns of q_acc.
let mut eig_vecs: Vec<Vec<f64>> = (0..n)
.map(|col| (0..n).map(|row| q_acc[row][col]).collect())
.collect();
// Sort descending.
let mut indices: Vec<usize> = (0..n).collect();
indices.sort_by(|&a, &b| {
eig_vals[b]
.partial_cmp(&eig_vals[a])
.unwrap_or(std::cmp::Ordering::Equal)
});
let sorted_vals: Vec<f64> = indices.iter().map(|&i| eig_vals[i]).collect();
let sorted_vecs: Vec<Vec<f64>> = indices.iter().map(|&i| eig_vecs[i].clone()).collect();
eig_vals = sorted_vals;
eig_vecs = sorted_vecs;
(eig_vals, eig_vecs)
}
/// Householder tridiagonalisation of a symmetric matrix in-place.
fn tridiagonalise(a: &mut [Vec<f64>], q: &mut [Vec<f64>], n: usize) {
if n <= 2 {
return;
}
for col in 0..n - 2 {
// Build Householder reflector for column `col`, rows col+1..n.
let mut x: Vec<f64> = (col + 1..n).map(|i| a[i][col]).collect();
let xnorm = x.iter().map(|v| v * v).sum::<f64>().sqrt();
if xnorm < 1e-14 {
continue;
}
let sign = if x[0] >= 0.0 { 1.0 } else { -1.0 };
x[0] += sign * xnorm;
let hlen = x.iter().map(|v| v * v).sum::<f64>().sqrt();
if hlen < 1e-14 {
continue;
}
for v in x.iter_mut() {
*v /= hlen;
}
// Apply H = I - 2 v v^T from both sides to submatrix.
// p = submatrix a[col+1..n][col+1..n]
let sz = n - col - 1;
// p_vec = A_sub * v
let mut p_vec = vec![0.0_f64; sz];
for i in 0..sz {
for j in 0..sz {
p_vec[i] += a[col + 1 + i][col + 1 + j] * x[j];
}
}
// K = v^T * p_vec
let k_scalar: f64 = x.iter().zip(p_vec.iter()).map(|(a, b)| a * b).sum();
// w = p_vec - K * v
let mut w_vec: Vec<f64> = p_vec
.iter()
.zip(x.iter())
.map(|(p, v)| p - k_scalar * v)
.collect();
// Update A_sub: A -= 2 * (v w^T + w v^T)
for i in 0..sz {
for j in 0..sz {
a[col + 1 + i][col + 1 + j] -= 2.0 * (x[i] * w_vec[j] + w_vec[i] * x[j]);
}
}
// Update the col-th row/col.
let new_val = -sign * xnorm;
a[col + 1][col] = new_val;
a[col][col + 1] = new_val;
for ai in a.iter_mut().take(n).skip(col + 2) {
ai[col] = 0.0;
}
for val in a[col].iter_mut().take(n).skip(col + 2) {
*val = 0.0;
}
// Accumulate reflector into Q.
// Q_sub (rows, columns col+1..n) update: Q -= 2 * (Q_sub * v) v^T
let mut qv = vec![0.0_f64; n]; // Q * v (full rows)
for i in 0..n {
for j in 0..sz {
qv[i] += q[i][col + 1 + j] * x[j];
}
}
for i in 0..n {
for j in 0..sz {
q[i][col + 1 + j] -= 2.0 * qv[i] * x[j];
}
}
}
}
/// Single implicit QR step with shift `mu` on the tridiagonal submatrix [lo..=hi].
fn implicit_qr_step(
a: &mut [Vec<f64>],
q: &mut [Vec<f64>],
n: usize,
lo: usize,
hi: usize,
mu: f64,
) {
// Shifted first element for bulge-chasing.
let mut x = a[lo][lo] - mu;
let mut z = a[lo + 1][lo];
for k in lo..hi {
// Givens rotation to eliminate a[k+1][k].
let (c, s) = Self::givens(x, z);
// Apply G from left and right to tridiagonal.
// Left: rows k, k+1 of A.
// Left: rows k, k+1 of A - need to handle borrow carefully
{
let (left, right) = a.split_at_mut(k + 1);
let row_k = &mut left[k];
let row_k1 = &mut right[0];
for j in 0..n {
let ak = row_k[j];
let ak1 = row_k1[j];
row_k[j] = c * ak + s * ak1;
row_k1[j] = -s * ak + c * ak1;
}
}
// Right: cols k, k+1 of A.
for ai in a.iter_mut().take(n) {
let aik = ai[k];
let aik1 = ai[k + 1];
ai[k] = c * aik + s * aik1;
ai[k + 1] = -s * aik + c * aik1;
}
// Accumulate in Q (for eigenvectors): Q columns k, k+1.
for qi in q.iter_mut().take(n) {
let qik = qi[k];
let qik1 = qi[k + 1];
qi[k] = c * qik + s * qik1;
qi[k + 1] = -s * qik + c * qik1;
}
if k + 1 < hi {
x = a[k + 1][k];
z = a[k + 2][k];
}
}
}
/// Compute Givens rotation coefficients (c, s) such that [c s; -s c]^T [a; b] = [r; 0].
#[inline]
fn givens(a: f64, b: f64) -> (f64, f64) {
if b.abs() < 1e-15 {
return (1.0, 0.0);
}
let r = a.hypot(b);
(a / r, b / r)
}
}
// ─────────────────────────────────────────────────────────────────────────────
// Tests
// ─────────────────────────────────────────────────────────────────────────────
#[cfg(test)]
mod tests {
use super::*;
use approx::assert_relative_eq;
/// Build a flat row-major n×n diagonal matrix from a slice of diagonal values.
fn diag_matrix(diag: &[f64]) -> (Vec<f64>, usize) {
let n = diag.len();
let mut a = vec![0.0_f64; n * n];
for (i, &d) in diag.iter().enumerate() {
a[i * n + i] = d;
}
(a, n)
}
/// Symmetric tridiagonal matrix [main; sub].
fn tridiag_sym(n: usize, main: f64, sub: f64) -> Vec<f64> {
let mut a = vec![0.0_f64; n * n];
for i in 0..n {
a[i * n + i] = main;
if i + 1 < n {
a[i * n + i + 1] = sub;
a[(i + 1) * n + i] = sub;
}
}
a
}
#[test]
fn test_block_krylov_config_default() {
let cfg = BlockKrylovConfig::default();
assert_eq!(cfg.block_size, 4);
assert_eq!(cfg.n_steps, 10);
assert_eq!(cfg.n_eigenvalues, 6);
assert_eq!(cfg.max_restarts, 5);
assert!(cfg.tol < 1e-9);
}
#[test]
fn test_block_krylov_diagonal_5x5() {
// 5×5 diagonal matrix: eigenvalues 5,4,3,2,1.
let diag_vals = [5.0_f64, 4.0, 3.0, 2.0, 1.0];
let (a, n) = diag_matrix(&diag_vals);
let cfg = BlockKrylovConfig {
n_eigenvalues: 3,
block_size: 2,
n_steps: 8,
tol: 1e-8,
..Default::default()
};
let res = BlockKrylov::eigs_symmetric(&a, n, &cfg).expect("Block Lanczos failed");
assert!(!res.eigenvalues.is_empty());
// Largest eigenvalue should be close to 5.
assert_relative_eq!(res.eigenvalues[0], 5.0, epsilon = 0.5);
}
#[test]
fn test_block_krylov_symmetric_tridiag() {
// 6×6 symmetric tridiagonal.
let n = 6;
let a = tridiag_sym(n, 4.0, -1.0);
let cfg = BlockKrylovConfig {
n_eigenvalues: 3,
block_size: 2,
n_steps: 10,
tol: 1e-6,
..Default::default()
};
let res = BlockKrylov::eigs_symmetric(&a, n, &cfg).expect("Block Lanczos failed");
assert!(!res.eigenvalues.is_empty());
// Eigenvalues of this matrix are known: 4 + 2*cos(j*pi/(n+1)) for j=1..n.
// Largest is ~ 4 + 2*cos(pi/7) ≈ 5.8.
assert!(res.eigenvalues[0] > 4.0, "largest eigenvalue should be > 4");
}
#[test]
fn test_block_krylov_residuals() {
let diag_vals = [10.0_f64, 8.0, 5.0, 3.0, 1.0];
let (a, n) = diag_matrix(&diag_vals);
let cfg = BlockKrylovConfig {
n_eigenvalues: 2,
block_size: 1,
n_steps: 15,
tol: 1e-6,
..Default::default()
};
let res = BlockKrylov::eigs_symmetric(&a, n, &cfg).expect("Block Lanczos failed");
// For converged pairs, residual < tol.
for (i, (&res_norm, &conv)) in res.residuals.iter().zip(res.converged.iter()).enumerate() {
if conv {
assert!(
res_norm < cfg.tol * 10.0,
"eigenpair {i}: residual {res_norm} exceeds tol"
);
}
}
}
#[test]
fn test_block_krylov_block_size_1() {
// Block size 1 = standard (single-vector) Lanczos.
let diag_vals = [7.0_f64, 5.0, 3.0];
let (a, n) = diag_matrix(&diag_vals);
let cfg = BlockKrylovConfig {
block_size: 1,
n_eigenvalues: 2,
n_steps: 10,
tol: 1e-6,
..Default::default()
};
let res = BlockKrylov::eigs_symmetric(&a, n, &cfg).expect("Block Lanczos failed");
assert!(!res.eigenvalues.is_empty());
assert!(res.eigenvalues[0] > 4.0);
}
#[test]
fn test_subspace_iteration_diagonal() {
let diag_vals = [6.0_f64, 4.0, 2.0, 1.0];
let (a, n) = diag_matrix(&diag_vals);
let cfg = BlockKrylovConfig {
n_steps: 30,
max_restarts: 3,
tol: 1e-5,
..Default::default()
};
let res =
BlockKrylov::subspace_iteration(&a, n, 2, &cfg).expect("Subspace iteration failed");
assert_eq!(res.eigenvalues.len(), 2);
// Largest eigenvalue ≈ 6.
assert_relative_eq!(res.eigenvalues[0], 6.0, epsilon = 0.5);
}
}