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
//! TT-core data structures and SVD rounding kernel (`no_std`+alloc, no new deps).
//!
//! # Tensor-Train state
//!
//! A `TtState<F>` is a d-mode tensor stored as a chain of 3-index cores:
//! `u(i₁,…,i_d) = G₁[i₁] · G₂[i₂] · … · G_d[i_d]`
//! where `G_k` is an `r_{k-1} × n_k × r_k` array (row-major, mode index
//! is the middle index). Bond ranks `r_0 = r_d = 1` (boundary condition).
//!
//! Storage: `O(d · n · r²)` — polynomial in d when `r` is polynomial in d.
//! This is the fundamental curse-escape of the TT format.
//!
//! # TT-rounding
//!
//! `tt_round` applies a left-to-right sweep of truncated SVDs to compress
//! all bonds to tolerance `eps`. Each bond is compressed by unfolding the
//! left core as `(r_{k-1}·n_k) × r_k`, applying the one-sided Jacobi SVD
//! (deterministic, no LAPACK), truncating to the numerical rank at `eps`,
//! and absorbing the right factor into the next core.
//!
//! Quasi-optimality (Oseledets 2011): the rounding error is ≤ `√(d-1)·eps`
//! in Frobenius norm.
//!
//! # One-sided Jacobi SVD
//!
//! The `jacobi_svd_trunc` function computes a truncated SVD of an `m × n`
//! matrix via the Gram matrix (`nᵀn`, n×n), diagonalised by Jacobi sweeps.
//! Returns `(U_r, S_r, V_r)` with `r` kept columns (those with `σ ≥ eps·σ_max`).
//! Algorithm: Golub & Van Loan §8.3.4 (one-sided, small n per bond).
//!
//! For `n ≤ max_bond_rank ≤ 16` (typical), each SVD is tiny (≤16×16 Gram).
//!
//! # Scope
//! Linear/constant diagonal-A (Gaussian class): rank bounded poly-in-d.
//! Non-Gaussian / off-diagonal-A / variable coefs: rank not capped — research track.
extern crate alloc;
use alloc::{vec, vec::Vec};
use crate::float::SemiflowFloat;
// ═══════════════════════════════════════════════════════════════════════════
// §A — TT core geometry
// ═══════════════════════════════════════════════════════════════════════════
/// A single 3-index core of shape `r_left × n × r_right` (row-major).
///
/// Layout: `data[i_left * n * r_right + i_mode * r_right + i_right]`
#[derive(Clone, Debug)]
pub struct TtCore<F: SemiflowFloat> {
/// Number of columns from the left bond.
pub r_left: usize,
/// Mode size (number of grid points on this axis).
pub n: usize,
/// Number of rows for the right bond.
pub r_right: usize,
/// Raw data, row-major: index `(il, im, ir)` → `il*n*r_right + im*r_right + ir`.
pub data: Vec<F>,
}
impl<F: SemiflowFloat> TtCore<F> {
/// Allocate a zero core of shape `r_left × n × r_right`.
#[must_use]
pub fn zeros(r_left: usize, n: usize, r_right: usize) -> Self {
Self {
r_left,
n,
r_right,
data: vec![F::zero(); r_left * n * r_right],
}
}
/// Element access `(il, im, ir)`.
#[must_use]
#[inline]
pub fn get(&self, il: usize, im: usize, ir: usize) -> F {
self.data[il * self.n * self.r_right + im * self.r_right + ir]
}
/// Element set `(il, im, ir)`.
#[inline]
pub fn set(&mut self, il: usize, im: usize, ir: usize, v: F) {
let idx = il * self.n * self.r_right + im * self.r_right + ir;
self.data[idx] = v;
}
}
// ═══════════════════════════════════════════════════════════════════════════
// §B — One-sided Jacobi SVD (no LAPACK, deterministic, ~130 LoC)
// ═══════════════════════════════════════════════════════════════════════════
/// Truncated SVD of `A` (`m × n`, row-major) via one-sided Jacobi on `AᵀA`.
///
/// Returns `(U, s, V)` where `U` is `m × r`, `s` is length `r`,
/// `V` is `n × r`, columns sorted descending; `r` = number of singular values
/// `σ ≥ eps * σ_max` (at least 1 if any nonzero).
///
/// `U = A · V · diag(1/s)`. For tiny matrices (bond rank ≤ 16): fast, exact.
pub(crate) fn jacobi_svd_trunc<F: SemiflowFloat>(
a: &[F],
m: usize,
n: usize,
eps: F,
) -> (Vec<F>, Vec<F>, Vec<F>) {
if m == 0 || n == 0 {
return (Vec::new(), Vec::new(), Vec::new());
}
let (sv, v_mat) = jacobi_gram_ev(a, m, n);
if sv.is_empty() {
return (Vec::new(), Vec::new(), Vec::new());
}
let sigma_max = sv[0];
let thr = if sigma_max > F::zero() {
eps * sigma_max
} else {
F::zero()
};
let r = sv.iter().filter(|&&s| s > thr).count().max(1).min(n);
// V_r: first r columns (n×r, column-major means row i, col j = v_mat[i*n + j])
// Build v_r: rows of v_mat, first r columns only (n×r)
let mut v_r: Vec<F> = Vec::with_capacity(n * r);
for i in 0..n {
for j in 0..r {
v_r.push(v_mat[i * n + j]);
}
}
// s_r: first r singular values
let s_r: Vec<F> = sv[..r].to_vec();
// U = A · V_r · diag(1/s_r) [m × r]
let u_r = compute_u(a, m, n, &v_r, &s_r, r);
(u_r, s_r, v_r)
}
/// One-sided Jacobi: Gram matrix `G = AᵀA` (`n×n`), then Jacobi diagonalisation.
/// Returns (singular values descending, eigenvector matrix V n×n row-major).
#[allow(clippy::many_single_char_names)]
fn jacobi_gram_ev<F: SemiflowFloat>(a: &[F], m: usize, n: usize) -> (Vec<F>, Vec<F>) {
let mut g = vec![F::zero(); n * n];
for i in 0..n {
for j in 0..n {
let mut s = F::zero();
for k in 0..m {
s += a[k * n + i] * a[k * n + j];
}
g[i * n + j] = s;
}
}
let mut vmat = eye_f::<F>(n);
// Jacobi sweeps until convergence
for _sweep in 0..50 {
let mut off_sq = F::zero();
for i in 0..n {
for j in (i + 1)..n {
off_sq += two::<F>() * g[i * n + j] * g[i * n + j];
}
}
if off_sq < small_f::<F>() {
break;
}
jacobi_sweep(&mut g, &mut vmat, n);
}
// Extract eigenvalues as singular values σ = sqrt(λ_i)
let mut sv: Vec<F> = (0..n)
.map(|i| (g[i * n + i]).max(F::zero()).sqrt())
.collect();
// Sort descending and reorder V columns
let mut idx: Vec<usize> = (0..n).collect();
idx.sort_by(|&a, &b| {
sv[b]
.partial_cmp(&sv[a])
.unwrap_or(core::cmp::Ordering::Equal)
});
let sv_sorted: Vec<F> = idx.iter().map(|&i| sv[i]).collect();
let v_old = vmat.clone();
for (new_col, &old_col) in idx.iter().enumerate() {
for r in 0..n {
vmat[r * n + new_col] = v_old[r * n + old_col];
}
}
sv = sv_sorted;
(sv, vmat)
}
#[allow(clippy::many_single_char_names)]
fn jacobi_sweep<F: SemiflowFloat>(g: &mut [F], v: &mut [F], n: usize) {
for p in 0..n {
for q in (p + 1)..n {
let gpq = g[p * n + q];
if gpq * gpq < small_f::<F>() {
continue;
}
let gpp = g[p * n + p];
let gqq = g[q * n + q];
let tau = (gqq - gpp) / (two::<F>() * gpq);
let t = if tau >= F::zero() {
F::one() / (tau + (F::one() + tau * tau).sqrt())
} else {
F::one() / (tau - (F::one() + tau * tau).sqrt())
};
let c = F::one() / (F::one() + t * t).sqrt();
let s = t * c;
apply_jacobi_rotation(g, v, n, p, q, c, s);
}
}
}
#[allow(clippy::many_single_char_names, clippy::too_many_arguments)]
fn apply_jacobi_rotation<F: SemiflowFloat>(
g: &mut [F],
v: &mut [F],
n: usize,
p: usize,
q: usize,
c: F,
s: F,
) {
for r in 0..n {
let grp = g[r * n + p];
let grq = g[r * n + q];
g[r * n + p] = c * grp - s * grq;
g[r * n + q] = s * grp + c * grq;
}
for r in 0..n {
let gpr = g[p * n + r];
let gqr = g[q * n + r];
g[p * n + r] = c * gpr - s * gqr;
g[q * n + r] = s * gpr + c * gqr;
}
g[p * n + q] = F::zero();
g[q * n + p] = F::zero();
for r in 0..n {
let vrp = v[r * n + p];
let vrq = v[r * n + q];
v[r * n + p] = c * vrp - s * vrq;
v[r * n + q] = s * vrp + c * vrq;
}
}
/// Compute `U = A · V_r · diag(1/s_r)` [`m × r`].
#[allow(clippy::many_single_char_names)]
fn compute_u<F: SemiflowFloat>(
a: &[F],
m: usize,
n: usize,
v_r: &[F],
s_r: &[F],
r: usize,
) -> Vec<F> {
let mut u = vec![F::zero(); m * r];
for i in 0..m {
for j in 0..r {
let mut dot = F::zero();
for k in 0..n {
dot += a[i * n + k] * v_r[k * r + j];
}
let sig = s_r[j];
u[i * r + j] = if sig > small_f::<F>() {
dot / sig
} else {
F::zero()
};
}
}
u
}
// ═══════════════════════════════════════════════════════════════════════════
// §C — TT rounding
// ═══════════════════════════════════════════════════════════════════════════
/// Round all bonds in `cores` to tolerance `eps` (left-to-right sweep).
///
/// After rounding: `||u_original - u_rounded||_F ≤ √(d-1)·eps·||u_original||_F`
/// (Oseledets 2011 quasi-optimality).
///
/// Algorithm: for k = 0..d-2:
/// 1. Unfold `G_k` to matrix `M` of shape `(r_{k-1}·n_k) × r_k`.
/// 2. Compute truncated SVD: `M ≈ U_r · diag(s_r) · V_rᵀ`, rank r.
/// 3. Replace `G_k` with `U_r` reshaped to `r_{k-1} × n_k × r`.
/// 4. Absorb `diag(s_r)·V_rᵀ` into `G_{k+1}` from the left.
pub fn tt_round<F: SemiflowFloat>(cores: &mut [TtCore<F>], eps: F) {
let d = cores.len();
if d <= 1 {
return;
}
for k in 0..(d - 1) {
let rl = cores[k].r_left;
let n = cores[k].n;
let rr = cores[k].r_right;
// M = (rl*n) × rr
let m_rows = rl * n;
let (u_r, s_r, v_r) = jacobi_svd_trunc::<F>(&cores[k].data, m_rows, rr, eps);
let r_new = s_r.len();
if r_new == 0 {
continue;
}
// Update core k: shape rl × n × r_new
let mut new_core_k = TtCore::zeros(rl, n, r_new);
new_core_k.data.copy_from_slice(&u_r);
cores[k] = new_core_k;
// B = diag(s_r) · V_rᵀ: shape r_new × rr
// Then absorb B into core k+1 from the left.
let b = diag_times_vt(&s_r, &v_r, r_new, rr);
absorb_left(&b, &mut cores[k + 1], r_new);
}
}
/// Compute `diag(s) · Vᵀ` where `V` is `rr × r_new` (`V_r` stored col-major: `V[i*r+j] = v[i,j]`).
/// Returns matrix `r_new × rr`.
fn diag_times_vt<F: SemiflowFloat>(s: &[F], v_r: &[F], r_new: usize, rr: usize) -> Vec<F> {
let mut b = vec![F::zero(); r_new * rr];
for i in 0..r_new {
for j in 0..rr {
// V stored: v_r[j * r_new + i] = V[j, i] (n×r where n=rr here)
b[i * rr + j] = s[i] * v_r[j * r_new + i];
}
}
b
}
/// Absorb `b` (`r_new × old_r_left`) into `core` from the left.
/// Core shape changes: `(old_r_left × n × r_right)` → `(r_new × n × r_right)`.
fn absorb_left<F: SemiflowFloat>(b: &[F], core: &mut TtCore<F>, r_new: usize) {
let old_rl = core.r_left;
let n = core.n;
let rr = core.r_right;
let mut new_data = vec![F::zero(); r_new * n * rr];
for il in 0..r_new {
for im in 0..n {
for ir in 0..rr {
let mut val = F::zero();
for k in 0..old_rl {
val += b[il * old_rl + k] * core.get(k, im, ir);
}
new_data[il * n * rr + im * rr + ir] = val;
}
}
}
core.r_left = r_new;
core.data = new_data;
}
// ═══════════════════════════════════════════════════════════════════════════
// §D — Small numeric helpers
// ═══════════════════════════════════════════════════════════════════════════
fn eye_f<F: SemiflowFloat>(n: usize) -> Vec<F> {
let mut m = vec![F::zero(); n * n];
for i in 0..n {
m[i * n + i] = F::one();
}
m
}
#[inline]
fn two<F: SemiflowFloat>() -> F {
F::from(2.0).unwrap()
}
#[inline]
fn small_f<F: SemiflowFloat>() -> F {
F::from(1e-30).unwrap()
}