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//! [`DiffusionExpmvChernoff`] — tolerance-driven `e^{τA}·v` via Al-Mohy & Higham (2011)
//! `expmv` action kernel (ADR-0121, math.md §45).
//!
//! ## Mathematical foundation
//!
//! Computes `e^{τA}·v` without forming, squaring, or inverting any matrix.
//! A truncated Taylor polynomial `T_m(τA/s)` is applied to the VECTOR, `s` times:
//!
//! ```text
//! e^{τA} v ≈ (T_m(τA/s))^s v, T_m(z) = Σ_{k=0}^{m} z^k / k!
//! ```
//!
//! Realised as Horner-on-vector (one `apply_div_form` call per inner term):
//!
//! ```text
//! y ← v
//! for i in 1..=s:
//! w ← y
//! for k in 1..=m:
//! w ← (τ/s) · (A·w) / k # one apply_div_form
//! y ← y + w
//! ```
//!
//! Scaling: `s = ⌈τ‖A‖ / θ_m⌉` bounds `(τ/s)‖A‖ ≤ θ_m` — the `τ‖A‖≈62` blow-up
//! regime that defeated the Padé kernel is exactly what `s`-scaling tames.
//!
//! ## ADR-0121 status
//!
//! **ADDITIVE** — does not modify any existing kernel. ADR-0101 Padé terminal closure
//! is UNCHANGED; this is a different kernel class.
//!
//! ## References
//!
//! - A. H. Al-Mohy, N. J. Higham (2011), SIAM J. Sci. Comput. 33(2):488–511,
//! DOI 10.1137/100788860 — primary (`expmv`, Table 3.1 θ_m, Algorithm 3.2).
//! - ADR-0121 (PRE-FLIGHT GO; engineer spec).
//! - math.md §45 (NORMATIVE algorithm).
//! - `scripts/verify_expmv_preflight.py` (PRE-FLIGHT harness; executed 2026-06-05).
// Mathematical LaTeX symbols and doc-markdown intentional.
#![allow(clippy::doc_markdown)]
extern crate alloc;
// `f64` has inherent math methods only when `std` is linked; otherwise they come
// from `num_traits::Float` (libm). Test builds link `std` even without the
// feature (harness, dev-dependencies), hence the `allow`.
#[cfg(not(feature = "std"))]
#[allow(unused_imports)]
use num_traits::Float;
use crate::{
chernoff::{ChernoffFunction, Growth},
diffusion4::Diffusion4thChernoff,
diffusion4_zeta4::DivFormFaces,
error::SemiflowError,
grid_fn::GridFn1D,
scratch::ScratchPool,
};
// ---------------------------------------------------------------------------
// θ_m table — Al-Mohy & Higham (2011) Table 3.1, double-precision (tol = 2^-53).
//
// CORRECTED in ADR-0198: the shipped table paired each degree with a radius from
// two to three rows further down the published table (m=18 carried θ≈8.84, the
// radius of m≈51, where its own is 1.09), so `select_s_m` chose too few substeps
// and the answer was silently wrong — 1.6e-4 where double precision was claimed.
// ---------------------------------------------------------------------------
/// `(degree, θ_m)` — the largest argument at which a degree-`m` truncated Taylor
/// exponential meets double-precision BACKWARD error.
///
/// Recomputed from the definition rather than re-copied (ADR-0198): expand
/// `log(e^{-x}·T_m(x))` in exact rational arithmetic, form
/// `h_{m+1}(x) = Σ_{k>m}|c_k|x^k`, and solve `h_{m+1}(θ)/θ = 2^{-53}`. The result
/// reproduces Table 3.1 to three significant figures at every degree.
///
/// Denser than the old sparse subset because `select_s_m` minimises `s·m` over
/// the table: more entries is strictly cheaper as well as correct.
///
/// Re-used by [`crate::phi_action`] for the augmented-matrix φ-action.
pub(crate) const THETA_M: &[(u32, f64)] = &[
(1, 2.220e-16),
(2, 2.581e-8),
(3, 1.386e-5),
(4, 3.397e-4),
(5, 2.401e-3),
(6, 9.066e-3),
(7, 2.384e-2),
(8, 4.991e-2),
(9, 8.958e-2),
(10, 1.442e-1),
(11, 2.142e-1),
(12, 2.996e-1),
(13, 3.998e-1),
(14, 5.139e-1),
(15, 6.411e-1),
(16, 7.803e-1),
(17, 9.305e-1),
(18, 1.091),
(19, 1.260),
(20, 1.438),
(25, 2.429),
(30, 3.540),
];
/// Maximum Taylor degree.
///
/// Raised 18 → 30 in ADR-0198. The old cap cited "above arg ≈ 9 a plain monomial
/// Horner loses precision" — a limit on the *argument*, which the mis-transcribed
/// table was violating (it fed arg up to 8.84 into `m = 18`). With correct radii
/// the per-substep argument is at most `θ_30 = 3.54`, well inside that limit,
/// and capping at 18 would cost `s = 7` substeps where `s = 2` suffices.
pub(crate) const M_MAX: u32 = 30;
// ---------------------------------------------------------------------------
// (s, m) selector — Al-Mohy & Higham Algorithm 3.2 (conservative norm bound).
// ---------------------------------------------------------------------------
/// Select `(s, m)` minimising `s·m` s.t. `(τ/s)·norm_a ≤ θ_m` and `m ≤ M_MAX`.
///
/// `norm_a` is an upper bound on `‖A‖`. Returns the cheapest valid pair.
///
/// Re-used by [`crate::phi_action`] for the augmented operator norm.
///
/// # Errors
///
/// [`SemiflowError::DomainViolation`] when `τ·norm_a` is NaN, `±∞` or negative, or
/// so large that no degree fits with `s ≤ u32::MAX` substeps. Before issue #44 an
/// `∞` argument skipped every table row and silently returned `(1, M_MAX)` (one
/// substep: an inaccurate answer with no error), NaN returned `(0, 1)` (the input
/// came back unchanged), and `s` saturated at `u32::MAX` above `arg ≈ 1.5e10`.
#[allow(clippy::many_single_char_names)] // s, m are standard Al-Mohy–Higham notation
pub(crate) fn select_s_m(norm_a: f64, tau: f64) -> Result<(u32, u32), SemiflowError> {
let arg = tau * norm_a;
if !arg.is_finite() || arg < 0.0 {
return Err(SemiflowError::DomainViolation {
what: "expmv: tau * norm bound must be finite and >= 0",
value: arg,
});
}
// Store (s, m, cost) so the comparison uses the actual cost, not m.
let mut best: Option<(u32, u32, u64)> = None;
for &(m, theta) in THETA_M {
if m > M_MAX {
break;
}
// s = ceil(arg / theta), minimum 1; rows needing more than u32::MAX
// substeps are infeasible (the cast would saturate).
let s_raw = (arg / theta).ceil();
if s_raw > f64::from(u32::MAX) {
continue;
}
let s = if s_raw < 1.0 {
1u32
} else {
// 1 ≤ s_raw ≤ u32::MAX after the guard above — the cast is exact.
#[allow(clippy::cast_sign_loss, clippy::cast_possible_truncation)]
{
s_raw as u32
}
};
// Use u64 for cost to avoid u32 overflow in the comparison.
let cost = u64::from(s) * u64::from(m);
let better = best.map_or(true, |(_, _, prev_cost)| cost < prev_cost);
if better {
best = Some((s, m, cost));
}
}
best.map(|(s, m, _)| (s, m))
.ok_or(SemiflowError::DomainViolation {
what: "expmv: tau * norm bound too large (more than u32::MAX Taylor substeps)",
value: arg,
})
}
// ---------------------------------------------------------------------------
// Struct
// ---------------------------------------------------------------------------
/// Tolerance-driven `e^{τA}·v` evolver via Al-Mohy & Higham (2011) `expmv`
/// (ADR-0121, math.md §45, PRE-FLIGHT GO 2026-06-05).
///
/// Wraps a [`Diffusion4thChernoff`] (carrier of `apply_div_form` + grid + `a(x)`)
/// and realises the action `e^{τA}·v` by applying a scaled truncated Taylor
/// polynomial to the VECTOR — no Padé denominator, no matrix squaring.
///
/// **ADDITIVE**: does not replace any existing kernel. ADR-0101 Padé terminal
/// closure is UNCHANGED.
///
/// # Constructor
///
/// ```rust,no_run
/// use semiflow::{DiffusionExpmvChernoff, Diffusion4thChernoff, Grid1D};
/// let grid = Grid1D::new(0.0_f64, 20.0, 64).unwrap();
/// let inner = Diffusion4thChernoff::new(
/// |x: f64| 1.0 + 0.3 * (2.0 * core::f64::consts::PI * x / 20.0).sin(),
/// |_| 0.0,
/// |_| 0.0,
/// 1.3, // ‖a‖_∞ bound
/// grid,
/// );
/// let kernel = DiffusionExpmvChernoff::new(inner);
/// ```
#[derive(Clone)]
pub struct DiffusionExpmvChernoff {
/// Inner divergence-form kernel — carrier of the coefficient and the grid.
inner: Diffusion4thChernoff<f64>,
/// Conservative analytic ‖A‖ estimate: `4 · a_norm_bound / dx²`.
///
/// Over-estimation only raises `s` (more, cheaper steps) without harming
/// correctness. No Higham–Tisseur estimator needed (ADR-0121 rationale).
norm_a_est: f64,
}
impl DiffusionExpmvChernoff {
/// Construct from an inner `Diffusion4thChernoff`.
///
/// `‖A‖` is estimated conservatively as `4 · a_norm_bound / dx²`.
#[must_use]
pub fn new(inner: Diffusion4thChernoff<f64>) -> Self {
let dx = inner.grid.dx();
let norm_a_est = 4.0 * inner.a_norm_bound / (dx * dx);
Self { inner, norm_a_est }
}
/// Override the default tolerance (reserved for future use).
///
/// Currently has no effect on the `(s, m)` selection, which is determined
/// by the baked Al-Mohy–Higham table at `tol = 2^-53`.
#[must_use]
pub const fn with_tolerance(self, _tol: f64) -> Self {
// Table is fixed at double precision; tol override is a no-op placeholder.
self
}
}
// ---------------------------------------------------------------------------
// Core expmv action (separated for testability)
// ---------------------------------------------------------------------------
/// Apply `T_m(τ_s · A)` to `y` in place: one outer step of the Horner loop.
///
/// `τ_s = τ / s` is the per-step time. `w`, `av` are scratch buffers (same length
/// as `y`). The face coefficients are evaluated once per call (ADR-0205), not
/// per application; the arithmetic is that of `apply_div_form`.
#[allow(clippy::many_single_char_names)] // k, m are standard Taylor-series indices
fn horner_step(
faces: &DivFormFaces,
y: &mut [f64],
w: &mut [f64],
tau_s: f64,
m: u32,
av: &mut [f64],
) {
// w ← y (start of Horner: w accumulates the k-th term)
w.copy_from_slice(y);
for k in 1..=m {
// av = A · w
faces.apply(w, av);
// w ← τ_s · (A·w) / k
let factor = tau_s / f64::from(k);
for (wi, &avi) in w.iter_mut().zip(av.iter()) {
*wi = factor * avi;
}
// y ← y + w
for (yi, &wi) in y.iter_mut().zip(w.iter()) {
*yi += wi;
}
}
}
// ---------------------------------------------------------------------------
// ChernoffFunction impl
// ---------------------------------------------------------------------------
impl ChernoffFunction<f64> for DiffusionExpmvChernoff {
type S = GridFn1D<f64>;
/// `order()` returns `u32::MAX` — tolerance-driven, NOT fixed-order.
///
/// `expmv` is an accuracy-controlled algorithm; comparing its order to the
/// fixed-order slope gates (§27/§40) is INAPPLICABLE (ADR-0121 §Consequences).
/// Callers must NOT interpret `u32::MAX` as a convergence order.
fn order(&self) -> u32 {
u32::MAX
}
/// Growth bound: contraction `(1, 0)` — same as inner K5 step.
fn growth(&self) -> Growth<f64> {
Growth::contraction()
}
/// Compute `dst = e^{τA} src` via scaled truncated-Taylor Horner-on-vector.
///
/// Algorithm (ADR-0121 / math.md §45.1):
/// 1. `(s, m) = select_s_m(‖A‖_est, τ)` — minimise `s·m` s.t. arg ≤ θ_m.
/// 2. `y ← src`
/// 3. for `i in 1..=s`: apply `T_m(τ/s · A)` to `y` in place (Horner loop).
/// 4. `dst ← y`
///
/// Uses `O(1)` extra work vectors (`y`, `w`, `av_scratch`); no LU, no matrix.
///
/// # Errors
///
/// - [`SemiflowError::DomainViolation`] for invalid `tau` or `n < 3`.
#[allow(clippy::many_single_char_names)] // n, s, m are standard mathematical names here
fn apply_into(
&self,
tau: f64,
src: &GridFn1D<f64>,
dst: &mut GridFn1D<f64>,
scratch: &mut ScratchPool<f64>,
) -> Result<(), SemiflowError> {
if !tau.is_finite() || tau < 0.0 {
return Err(SemiflowError::DomainViolation {
what: "tau must be finite and >= 0",
value: tau,
});
}
let n = src.values.len();
if n < 3 {
#[allow(clippy::cast_precision_loss)]
return Err(SemiflowError::DomainViolation {
what: "expmv requires >= 3 grid points",
value: n as f64,
});
}
if tau == 0.0 {
dst.values.clone_from(&src.values);
return Ok(());
}
let (s, m) = select_s_m(self.norm_a_est, tau)?;
let tau_s = tau / f64::from(s);
// Scratch buffers: y (accumulator), w (Horner term), av (A·w).
let faces = DivFormFaces::new(&self.inner, n);
let mut y = scratch.take_vec(n);
y.copy_from_slice(&src.values);
let (mut w, mut av) = (scratch.take_vec(n), scratch.take_vec(n));
// s outer steps, each applying T_m(τ_s · A) in place.
for _ in 0..s {
horner_step(&faces, &mut y, &mut w, tau_s, m, &mut av);
}
dst.values.clone_from(&y);
for b in [y, w, av] {
scratch.return_vec(b);
}
Ok(())
}
}
#[cfg(test)]
#[allow(unused_imports)]
mod tests {
use super::*;
include!("expmv_tests_mod.rs");
}