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use super::{DMat, DVec};
use alloc::vec::Vec;
use crate::Scalar;
/// Singular Value Decomposition: A = U * Σ * V^T
///
/// Golub-Kahan bidiagonalization + implicit QR shifts.
pub struct Svd<S> {
/// Left singular vectors (m × k), k = min(m, n).
pub u: DMat<S>,
/// Singular values (k), sorted descending.
pub s: DVec<S>,
/// Right singular vectors (n × k).
pub vt: DMat<S>,
}
impl<S: Scalar> Svd<S> {
/// Compute the thin SVD of an m×n matrix.
///
/// Uses the one-sided Jacobi rotation method for robustness.
/// Not the fastest for large matrices — use the faer bridge for that.
pub fn new(a: &DMat<S>) -> Self {
let m = a.nrows();
let n = a.ncols();
if m >= n {
Self::compute_tall(a)
} else {
// For wide matrices, compute SVD of A^T then swap U, V
let at = a.transpose();
let svd = Self::compute_tall(&at);
Svd {
u: svd.vt.transpose(),
s: svd.s,
vt: svd.u.transpose(),
}
}
}
/// SVD for m >= n case via one-sided Jacobi.
fn compute_tall(a: &DMat<S>) -> Self {
let m = a.nrows();
let n = a.ncols();
assert!(m >= n);
// Start with A = U_0, V = I
let mut u = a.clone();
let mut v = DMat::<S>::identity(n);
let max_iter = 100 * n * n;
let tol = S::EPSILON * S::from_i32(10);
for _ in 0..max_iter {
let mut converged = true;
// Sweep all pairs (p, q) with p < q
for p in 0..n {
for q in (p + 1)..n {
// Compute 2x2 gram matrix entries
let mut app = S::ZERO;
let mut aqq = S::ZERO;
let mut apq = S::ZERO;
for i in 0..m {
let up = u.get(i, p);
let uq = u.get(i, q);
app += up * up;
aqq += uq * uq;
apq += up * uq;
}
// Skip if already orthogonal
if apq.abs() < tol * (app * aqq).sqrt() {
continue;
}
converged = false;
// Compute Jacobi rotation angle
let tau = (aqq - app) / (S::TWO * apq);
let t = if tau >= S::ZERO {
(tau + (S::ONE + tau * tau).sqrt()).recip()
} else {
-((-tau) + (S::ONE + tau * tau).sqrt()).recip()
};
let c = (S::ONE + t * t).sqrt().recip();
let s = t * c;
// Apply rotation to U columns p, q
for i in 0..m {
let up = u.get(i, p);
let uq = u.get(i, q);
u.set(i, p, c * up - s * uq);
u.set(i, q, s * up + c * uq);
}
// Apply rotation to V columns p, q
for i in 0..n {
let vp = v.get(i, p);
let vq = v.get(i, q);
v.set(i, p, c * vp - s * vq);
v.set(i, q, s * vp + c * vq);
}
}
}
if converged {
break;
}
}
// Extract singular values = norms of U columns
let mut sigma = Vec::with_capacity(n);
for j in 0..n {
let mut norm_sq = S::ZERO;
for i in 0..m {
norm_sq += u.get(i, j) * u.get(i, j);
}
let norm = norm_sq.sqrt();
sigma.push(norm);
if norm > S::EPSILON {
let inv = norm.recip();
for i in 0..m {
let v = u.get(i, j) * inv;
u.set(i, j, v);
}
}
}
// Sort singular values descending
let mut order: Vec<usize> = (0..n).collect();
order.sort_by(|&a, &b| {
sigma[b]
.partial_cmp(&sigma[a])
.unwrap_or(core::cmp::Ordering::Equal)
});
let s = DVec::from_fn(n, |i| sigma[order[i]]);
let u_sorted = DMat::from_fn(m, n, |i, j| u.get(i, order[j]));
let vt_sorted = DMat::from_fn(n, n, |i, j| v.get(j, order[i]));
Svd {
u: u_sorted,
s,
vt: vt_sorted,
}
}
/// Rank (number of significant singular values).
pub fn rank(&self, tol: S) -> usize {
self.s.iter().filter(|&&s| s > tol).count()
}
/// Pseudoinverse: A⁺ = V Σ⁺ U^T
pub fn pseudoinverse(&self, tol: S) -> DMat<S> {
let k = self.s.len();
let m = self.u.nrows();
let n = self.vt.ncols();
// Σ⁺: invert non-tiny singular values
let s_inv = DVec::from_fn(k, |i| {
if self.s[i] > tol {
self.s[i].recip()
} else {
S::ZERO
}
});
// V * diag(s_inv) * U^T
let ut = self.u.transpose();
let v = self.vt.transpose();
let mut result = DMat::zeros(n, m);
for i in 0..n {
for j in 0..m {
let mut sum = S::ZERO;
for l in 0..k {
sum += v.get(i, l) * s_inv[l] * ut.get(l, j);
}
result.set(i, j, sum);
}
}
result
}
/// Alias for `&self.s` (nalgebra compatibility).
///
/// nalgebra uses `svd.singular_values` as a field; tang stores them in `svd.s`.
#[inline]
pub fn singular_values(&self) -> &DVec<S> {
&self.s
}
/// Alias for `Some(&self.vt)` (nalgebra compatibility).
///
/// nalgebra uses `svd.v_t` as `Option<DMatrix>`. tang always computes V^T.
#[inline]
pub fn v_t(&self) -> Option<&DMat<S>> {
Some(&self.vt)
}
/// Alias for `Some(&self.u)` (nalgebra compatibility).
///
/// nalgebra uses `svd.u` as `Option<DMatrix>`. tang always computes U.
#[inline]
pub fn u(&self) -> Option<&DMat<S>> {
Some(&self.u)
}
/// Solve Ax = b in the least-squares sense via pseudoinverse.
///
/// Equivalent to `x = A⁺ * b` where singular values below `tol` are treated as zero.
pub fn solve(&self, rhs: &DVec<S>, tol: S) -> Result<DVec<S>, &'static str> {
let pinv = self.pseudoinverse(tol);
Ok(pinv.mul_vec(rhs))
}
/// Reconstruct the original matrix: U * diag(s) * V^T
pub fn reconstruct(&self) -> DMat<S> {
let m = self.u.nrows();
let n = self.vt.ncols();
let k = self.s.len();
let mut result = DMat::zeros(m, n);
for i in 0..m {
for j in 0..n {
let mut sum = S::ZERO;
for l in 0..k {
sum += self.u.get(i, l) * self.s[l] * self.vt.get(l, j);
}
result.set(i, j, sum);
}
}
result
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn svd_identity() {
let a = DMat::<f64>::identity(3);
let svd = Svd::new(&a);
// Singular values should be [1, 1, 1]
for i in 0..3 {
assert!((svd.s[i] - 1.0).abs() < 1e-10);
}
}
#[test]
fn svd_reconstruct() {
let a = DMat::from_fn(3, 2, |i, j| (i * 2 + j + 1) as f64);
let svd = Svd::new(&a);
let recon = svd.reconstruct();
for i in 0..3 {
for j in 0..2 {
assert!(
(recon.get(i, j) - a.get(i, j)).abs() < 1e-8,
"mismatch at ({}, {}): {} vs {}",
i,
j,
recon.get(i, j),
a.get(i, j)
);
}
}
}
#[test]
fn svd_rank_deficient() {
// Rank-1 matrix: [1 2; 2 4; 3 6]
let a = DMat::from_fn(3, 2, |i, _j| (i + 1) as f64);
let b = DMat::from_fn(3, 2, |_i, j| (j + 1) as f64);
let _m = a.mul_mat(&b.transpose()).submatrix(0, 0, 3, 2);
// Actually, let's use a clearer rank-1 example
let r1 = DMat::from_fn(3, 2, |i, j| [[1.0, 2.0], [2.0, 4.0], [3.0, 6.0]][i][j]);
let svd = Svd::new(&r1);
assert!(
svd.rank(1e-10) == 1,
"rank should be 1, got {}",
svd.rank(1e-10)
);
}
#[test]
fn svd_wide_matrix() {
let a = DMat::from_fn(2, 3, |i, j| (i * 3 + j + 1) as f64);
let svd = Svd::new(&a);
let recon = svd.reconstruct();
for i in 0..2 {
for j in 0..3 {
assert!(
(recon.get(i, j) - a.get(i, j)).abs() < 1e-8,
"mismatch at ({}, {}): {} vs {}",
i,
j,
recon.get(i, j),
a.get(i, j)
);
}
}
}
#[test]
fn pseudoinverse() {
let a = DMat::from_fn(3, 2, |i, j| [[1.0, 0.0], [0.0, 1.0], [0.0, 0.0]][i][j]);
let svd = Svd::new(&a);
let pinv = svd.pseudoinverse(1e-10);
// A⁺ * A should be I(2×2)
let prod = pinv.mul_mat(&a);
for i in 0..2 {
for j in 0..2 {
let expected = if i == j { 1.0 } else { 0.0 };
assert!((prod.get(i, j) - expected).abs() < 1e-8);
}
}
}
}