#[cfg(feature = "rmt-spectral")]
pub fn mp_lambda_plus(ratio: f64, sigma_sq: f64) -> f64 {
let (_lo, hi) = rmt::marchenko_pastur_support(ratio, sigma_sq);
hi
}
#[cfg(feature = "rmt-spectral")]
pub fn count_mp_outliers(eigenvalues: &[f64], ratio: f64, sigma_sq: f64, margin: f64) -> usize {
let thr = mp_lambda_plus(ratio, sigma_sq) * margin.max(1.0);
eigenvalues
.iter()
.filter(|&&x| x.is_finite() && x > thr)
.count()
}
#[cfg(test)]
mod tests {
#[cfg(feature = "rmt-spectral")]
use super::*;
#[test]
#[cfg(feature = "rmt-spectral")]
fn mp_outlier_count_smoke() {
let evals = vec![0.9, 1.1, 1.0, 3.0];
let ratio = 0.5; let sigma_sq = 1.0;
let n = count_mp_outliers(&evals, ratio, sigma_sq, 1.0);
assert!(n >= 1);
}
}