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//! [`GeneralOperator`] — externally-assembled **possibly non-symmetric** CSR
//! operator, and its scaled-truncated-Taylor action (ADR-0195, Issue #24).
//!
//! `SymmetricOperator::from_csr` validates symmetry, so the whole Krylov surface
//! (`evolve_batched` with `chebyshev`/`lanczos`, `phi_action`, `Etdrk4`,
//! `mass_lumped_evolve`) is closed to non-self-adjoint generators. Two concrete
//! quant-finance operators are shut out by that: **drifted Fokker–Planck**
//! `∂_t p = ∂_x(D(x)∂_x p) − ∂_x(μ(x)p)`, whose drift term breaks symmetry, and
//! **inventory-ladder** generators (Cartea–Jaimungal), whose Hopf–Cole system
//! `dω/dt = Aω` has upper-bidiagonal `A` — structurally non-symmetric, tiny
//! (`N ~ 100`), and a natural `expmv` workload.
//!
//! ## Why Taylor and not Arnoldi
//!
//! The issue asks for "an Arnoldi-based path or a `GeneralOperator::from_csr`".
//! This ships the second, because the engine it needs **already exists and is
//! already symmetry-agnostic**: `expmv.rs` implements Al-Mohy & Higham's scaled
//! truncated-Taylor `expmv` (matvec-only), `phi_action` reuses it, and math.md
//! §58.2 already records that the method needs "only a matvec and a real
//! spectral interval — NOT symmetry". Adding a carrier is ~200 lines against
//! Arnoldi's full MGS + Hessenberg + happy-breakdown + restart policy, and it
//! introduces no new numerical claim to gate.
//!
//! It is also the safer engine for the two named targets. The inventory ladder
//! is nilpotent-plus-diagonal — maximally non-normal — where Arnoldi's
//! residual-based stopping is unreliable and unrestarted Arnoldi can stagnate,
//! while Al-Mohy–Higham's backward-error bound holds for *any* `A` and the
//! `s`-scaling bounds `‖(τ/s)A‖ ≤ θ_m` inside every substep.
//!
//! The price is stated rather than hidden: cost is `Θ(τ‖A‖_∞)` matvecs —
//! **linear in the depth, not flat**. See §"Honest limits" in ADR-0195.
extern crate alloc;
use alloc::{sync::Arc, vec, vec::Vec};
use crate::{
chernoff::{ChernoffFunction, Growth},
error::SemiflowError,
float::{from_f64, SemiflowFloat},
graph_signal::GraphSignal,
scratch::ScratchPool,
state::State,
};
/// Externally-assembled general (possibly non-symmetric) sparse operator.
///
/// Validates **finiteness and CSR structure only** — no symmetry check, no
/// diagonal-sign check. The caller owns the mathematical preconditions.
#[derive(Clone)]
pub struct GeneralOperator<F: SemiflowFloat = f64> {
n: usize,
row_ptr: Arc<Vec<usize>>,
col_idx: Arc<Vec<u32>>,
vals: Arc<Vec<F>>,
/// Transposed CSR, built once so `Aᵀ·v` is a real transpose rather than the
/// self-adjoint default `GeneratorAction` would otherwise silently use.
t_row_ptr: Arc<Vec<usize>>,
t_col_idx: Arc<Vec<u32>>,
t_vals: Arc<Vec<F>>,
norm_inf: f64,
}
impl<F: SemiflowFloat> GeneralOperator<F> {
/// Build from CSR triples. Columns need not be sorted; `A` need not be symmetric.
///
/// # Errors
/// `DomainViolation` if the CSR shape is inconsistent or any entry is
/// non-finite.
pub fn from_csr(
n: usize,
row_ptr: &[usize],
col_idx: &[u32],
vals: &[F],
) -> Result<Self, SemiflowError> {
validate_csr(n, row_ptr, col_idx, vals)?;
let norm_inf = row_sum_norm(n, row_ptr, vals);
let (t_row_ptr, t_col_idx, t_vals) = transpose_csr(n, row_ptr, col_idx, vals);
Ok(Self {
n,
row_ptr: Arc::new(row_ptr.to_vec()),
col_idx: Arc::new(col_idx.to_vec()),
vals: Arc::new(vals.to_vec()),
t_row_ptr: Arc::new(t_row_ptr),
t_col_idx: Arc::new(t_col_idx),
t_vals: Arc::new(t_vals),
norm_inf,
})
}
/// Operator dimension.
#[must_use]
pub fn n(&self) -> usize {
self.n
}
/// Gershgorin row-sum bound `‖A‖_∞ = maxᵢ Σₖ |aᵢₖ| ≥ ρ(A)`.
///
/// Deliberately **not** named `lambda_max_bound`: for a non-symmetric `A`
/// this is an induced *norm* bound, not a spectral interval. Over-estimation
/// only raises the Taylor scaling `s` (more, cheaper substeps) and never
/// harms correctness — the ADR-0121 rationale, unchanged.
#[must_use]
pub fn norm_inf_bound(&self) -> f64 {
self.norm_inf
}
/// `dst ← A · src`.
pub fn apply_into_slice(&self, src: &[F], dst: &mut [F]) {
csr_matvec(&self.row_ptr, &self.col_idx, &self.vals, src, dst);
}
/// `dst ← Aᵀ · src`.
pub fn apply_transpose_into_slice(&self, src: &[F], dst: &mut [F]) {
csr_matvec(&self.t_row_ptr, &self.t_col_idx, &self.t_vals, src, dst);
}
/// Build the `e^{−τA}·v` kernel for this operator.
///
/// The sign convention matches `SymmetricOperator`/`GraphKrylovChernoff`
/// (`e^{−τA}`), NOT `expmv.rs`'s `e^{+τA}` — so this type drops into
/// `graph_batched::evolve_batched` with the same semantics the Python
/// surface already has for the symmetric path.
#[must_use]
pub fn expmv(&self) -> CsrExpmvChernoff<F> {
CsrExpmvChernoff { op: self.clone() }
}
}
/// Validate CSR structure and finiteness.
fn validate_csr<F: SemiflowFloat>(
n: usize,
row_ptr: &[usize],
col_idx: &[u32],
vals: &[F],
) -> Result<(), SemiflowError> {
#[allow(clippy::cast_precision_loss)]
if n == 0 || row_ptr.len() != n + 1 {
return Err(SemiflowError::DomainViolation {
what: "GeneralOperator::from_csr: row_ptr.len() must be n + 1, n >= 1",
value: row_ptr.len() as f64,
});
}
if col_idx.len() != vals.len() || row_ptr[n] != vals.len() {
#[allow(clippy::cast_precision_loss)]
return Err(SemiflowError::DomainViolation {
what: "GeneralOperator::from_csr: col_idx/vals length mismatch with row_ptr[n]",
value: vals.len() as f64,
});
}
for i in 0..n {
if row_ptr[i] > row_ptr[i + 1] {
#[allow(clippy::cast_precision_loss)]
return Err(SemiflowError::DomainViolation {
what: "GeneralOperator::from_csr: row_ptr is not non-decreasing",
value: i as f64,
});
}
}
for (k, &c) in col_idx.iter().enumerate() {
if c as usize >= n {
return Err(SemiflowError::DomainViolation {
what: "GeneralOperator::from_csr: column index out of range",
value: f64::from(c),
});
}
if !vals[k].is_finite() {
return Err(SemiflowError::DomainViolation {
what: "GeneralOperator::from_csr: non-finite entry",
value: vals[k].to_f64().unwrap_or(f64::NAN),
});
}
}
Ok(())
}
/// `‖A‖_∞ = maxᵢ Σₖ |aᵢₖ|`.
fn row_sum_norm<F: SemiflowFloat>(n: usize, row_ptr: &[usize], vals: &[F]) -> f64 {
let mut best = 0.0_f64;
for i in 0..n {
let mut acc = 0.0_f64;
for v in &vals[row_ptr[i]..row_ptr[i + 1]] {
acc += v.to_f64().unwrap_or(f64::NAN).abs();
}
if acc > best {
best = acc;
}
}
best
}
/// Build the transposed CSR by counting sort over columns.
fn transpose_csr<F: SemiflowFloat>(
n: usize,
row_ptr: &[usize],
col_idx: &[u32],
vals: &[F],
) -> (Vec<usize>, Vec<u32>, Vec<F>) {
let nnz = vals.len();
let mut counts = vec![0_usize; n + 1];
for &c in col_idx {
counts[c as usize + 1] += 1;
}
for i in 0..n {
counts[i + 1] += counts[i];
}
let t_row_ptr = counts.clone();
let mut cursor = counts;
let mut t_col_idx = vec![0_u32; nnz];
let mut t_vals = vec![F::zero(); nnz];
for i in 0..n {
for k in row_ptr[i]..row_ptr[i + 1] {
let c = col_idx[k] as usize;
let pos = cursor[c];
cursor[c] += 1;
#[allow(clippy::cast_possible_truncation)]
{
t_col_idx[pos] = i as u32;
}
t_vals[pos] = vals[k];
}
}
(t_row_ptr, t_col_idx, t_vals)
}
/// `dst ← M · src` for CSR triples.
fn csr_matvec<F: SemiflowFloat>(
row_ptr: &[usize],
col_idx: &[u32],
vals: &[F],
src: &[F],
dst: &mut [F],
) {
for (i, d) in dst.iter_mut().enumerate() {
let mut acc = F::zero();
for k in row_ptr[i]..row_ptr[i + 1] {
acc += vals[k] * src[col_idx[k] as usize];
}
*d = acc;
}
}
// ---------------------------------------------------------------------------
// CsrExpmvChernoff
// ---------------------------------------------------------------------------
/// `e^{−τA}·v` for a general CSR operator via scaled truncated Taylor (§45).
///
/// Implements [`ChernoffFunction`] over [`GraphSignal`] so it composes with the
/// existing batched and channel-parallel layer (`graph_batched`) unchanged.
#[derive(Clone)]
pub struct CsrExpmvChernoff<F: SemiflowFloat = f64> {
op: GeneralOperator<F>,
}
impl<F: SemiflowFloat> CsrExpmvChernoff<F> {
/// The underlying operator.
#[must_use]
pub fn operator(&self) -> &GeneralOperator<F> {
&self.op
}
/// `dst ← e^{−τA}·src` on raw slices.
///
/// # Errors
/// `DomainViolation` on a length mismatch or a non-finite result.
pub fn action_into_slice(
&self,
tau: F,
src: &[F],
dst: &mut [F],
) -> Result<(), SemiflowError> {
let n = self.op.n;
if src.len() != n || dst.len() != n {
#[allow(clippy::cast_precision_loss)]
return Err(SemiflowError::DomainViolation {
what: "CsrExpmvChernoff: slice length != operator dimension",
value: src.len() as f64,
});
}
let tau_f = tau.to_f64().unwrap_or(f64::NAN);
if !tau_f.is_finite() || tau_f < 0.0 {
return Err(SemiflowError::DomainViolation {
what: "CsrExpmvChernoff: tau must be finite and >= 0",
value: tau_f,
});
}
let (n_sub, degree) = select_s_m_tight(self.op.norm_inf, tau_f);
let tau_s = from_f64::<F>(tau_f / f64::from(n_sub));
let mut y = src.to_vec();
let mut work = vec![F::zero(); n];
let mut av = vec![F::zero(); n];
for _ in 0..n_sub {
horner_substep(&self.op, &mut y, &mut work, &mut av, tau_s, degree);
}
if y.iter().any(|v| !v.is_finite()) {
return Err(SemiflowError::DomainViolation {
what: "CsrExpmvChernoff: non-finite result (operator norm too large?)",
value: self.op.norm_inf,
});
}
dst.copy_from_slice(&y);
Ok(())
}
}
/// Scaling/degree selection for this kernel.
///
/// Delegates to [`crate::expmv::select_s_m`], the shared Al-Mohy–Higham
/// selector. It did NOT always do so: this kernel originally carried its own
/// derived criterion (`z ≤ (u·(m+1)!)^{1/(m+1)} = 1.1894` at `m = 18`) because
/// the shared θ table was optimistic when fed a *tight* norm — at `arg = 7.02`
/// it returned `(s, m) = (1, 18)`, whose measured truncation error on the
/// drifted-Fokker–Planck datum was `1.6e−4`, not double precision. Existing
/// callers never saw it because they pass deliberately loose bounds
/// (`DiffusionExpmvChernoff` uses `4·a_norm_bound/dx²`) that inflate `s` enough
/// to compensate; `GeneralOperator` passes the tight `‖A‖_∞`.
///
/// ADR-0198 traced that to a mis-transcribed table and corrected it. The derived
/// forward-error radius (1.1894) and the corrected backward-error radius
/// (`θ_18 = 1.091`) agree to within 10%, so the duplication no longer buys
/// anything and the shared selector — which also offers degrees up to 30, and so
/// fewer substeps — is used instead.
fn select_s_m_tight(norm_a: f64, tau: f64) -> (u32, u32) {
crate::expmv::select_s_m(norm_a, tau)
}
/// One Horner substep of `e^{−τ_s A}` truncated at degree `m`.
///
/// Note the sign: the term factor is `−τ_s/k`, giving `e^{−τ_s A}`, matching the
/// graph/symmetric convention rather than `expmv.rs`'s `e^{+τA}`.
fn horner_substep<F: SemiflowFloat>(
op: &GeneralOperator<F>,
y: &mut [F],
w: &mut [F],
av: &mut [F],
tau_s: F,
m: u32,
) {
w.copy_from_slice(y);
for k in 1..=m {
op.apply_into_slice(w, av);
let factor = F::zero() - tau_s / from_f64::<F>(f64::from(k));
for (wi, &avi) in w.iter_mut().zip(av.iter()) {
*wi = factor * avi;
}
for (yi, &wi) in y.iter_mut().zip(w.iter()) {
*yi += wi;
}
}
}
impl<F: SemiflowFloat> ChernoffFunction<F> for CsrExpmvChernoff<F> {
type S = GraphSignal<F>;
fn apply_into(
&self,
tau: F,
src: &GraphSignal<F>,
dst: &mut GraphSignal<F>,
_scratch: &mut ScratchPool<F>,
) -> Result<(), SemiflowError> {
let mut out = vec![F::zero(); self.op.n];
self.action_into_slice(tau, src.values(), &mut out)?;
dst.zero_into();
dst.axpy_into_slice(F::one(), &out);
Ok(())
}
/// Tolerance-driven, not a fixed-order Chernoff function.
///
/// `u32::MAX` is the honest answer: the Taylor degree `m` and scaling `s` are
/// selected per call from `τ‖A‖_∞`, so there is no fixed consistency order
/// to report. Callers that schedule PI gains from `order()` must not use
/// this kernel.
fn order(&self) -> u32 {
u32::MAX
}
fn growth(&self) -> Growth<F> {
Growth::new(F::one(), from_f64::<F>(self.op.norm_inf))
}
}
/// Taylor scaling/degree `(s, m)` this kernel selects for `‖A‖` at time `tau`.
///
/// Exposed so the ADVISORY cost gate can measure that this path's work is
/// `Θ(τ‖A‖)` — linear, not depth-flat. Making the anti-claim measurable is the
/// point; `G_GRAPH_EXPMV_DEPTH_FLAT` must never be extended to this path.
#[must_use]
pub fn expmv_cost_probe(norm_a: f64, tau: f64) -> (u32, u32) {
select_s_m_tight(norm_a, tau)
}