1use crate::helpers::{simpsons_weights, simpsons_weights_2d, NUMERICAL_EPS};
4use crate::iter_maybe_parallel;
5use crate::matrix::FdMatrix;
6#[cfg(feature = "parallel")]
7use rayon::iter::ParallelIterator;
8
9fn finite_diff_1d(
14 values: impl Fn(usize) -> f64,
15 idx: usize,
16 n_points: usize,
17 step_sizes: &[f64],
18) -> f64 {
19 if idx == 0 {
20 (values(1) - values(0)) / step_sizes[0]
21 } else if idx == n_points - 1 {
22 (values(n_points - 1) - values(n_points - 2)) / step_sizes[n_points - 1]
23 } else {
24 (values(idx + 1) - values(idx - 1)) / step_sizes[idx]
25 }
26}
27
28fn compute_2d_derivatives(
32 get_val: impl Fn(usize, usize) -> f64,
33 si: usize,
34 ti: usize,
35 m1: usize,
36 m2: usize,
37 hs: &[f64],
38 ht: &[f64],
39) -> (f64, f64, f64) {
40 let ds = finite_diff_1d(|s| get_val(s, ti), si, m1, hs);
42
43 let dt = finite_diff_1d(|t| get_val(si, t), ti, m2, ht);
45
46 let denom = hs[si] * ht[ti];
48
49 let (s_lo, s_hi) = if si == 0 {
51 (0, 1)
52 } else if si == m1 - 1 {
53 (m1 - 2, m1 - 1)
54 } else {
55 (si - 1, si + 1)
56 };
57
58 let (t_lo, t_hi) = if ti == 0 {
59 (0, 1)
60 } else if ti == m2 - 1 {
61 (m2 - 2, m2 - 1)
62 } else {
63 (ti - 1, ti + 1)
64 };
65
66 let dsdt = (get_val(s_hi, t_hi) - get_val(s_lo, t_hi) - get_val(s_hi, t_lo)
67 + get_val(s_lo, t_lo))
68 / denom;
69
70 (ds, dt, dsdt)
71}
72
73fn weiszfeld_iteration(data: &FdMatrix, weights: &[f64], max_iter: usize, tol: f64) -> Vec<f64> {
77 let (n, m) = data.shape();
78
79 let mut median: Vec<f64> = (0..m)
81 .map(|j| {
82 let col = data.column(j);
83 col.iter().sum::<f64>() / n as f64
84 })
85 .collect();
86
87 for _ in 0..max_iter {
88 let distances: Vec<f64> = (0..n)
90 .map(|i| {
91 let mut dist_sq = 0.0;
92 for j in 0..m {
93 let diff = data[(i, j)] - median[j];
94 dist_sq += diff * diff * weights[j];
95 }
96 dist_sq.sqrt()
97 })
98 .collect();
99
100 let inv_distances: Vec<f64> = distances
102 .iter()
103 .map(|d| {
104 if *d > NUMERICAL_EPS {
105 1.0 / d
106 } else {
107 1.0 / NUMERICAL_EPS
108 }
109 })
110 .collect();
111
112 let sum_inv_dist: f64 = inv_distances.iter().sum();
113
114 let new_median: Vec<f64> = (0..m)
116 .map(|j| {
117 let mut weighted_sum = 0.0;
118 for i in 0..n {
119 weighted_sum += data[(i, j)] * inv_distances[i];
120 }
121 weighted_sum / sum_inv_dist
122 })
123 .collect();
124
125 let diff: f64 = median
127 .iter()
128 .zip(new_median.iter())
129 .map(|(a, b)| (a - b).abs())
130 .sum::<f64>()
131 / m as f64;
132
133 median = new_median;
134
135 if diff < tol {
136 break;
137 }
138 }
139
140 median
141}
142
143pub fn mean_1d(data: &FdMatrix) -> Vec<f64> {
151 let (n, m) = data.shape();
152 if n == 0 || m == 0 {
153 return Vec::new();
154 }
155
156 iter_maybe_parallel!(0..m)
157 .map(|j| {
158 let col = data.column(j);
159 col.iter().sum::<f64>() / n as f64
160 })
161 .collect()
162}
163
164pub fn mean_2d(data: &FdMatrix) -> Vec<f64> {
168 mean_1d(data)
170}
171
172pub fn center_1d(data: &FdMatrix) -> FdMatrix {
180 let (n, m) = data.shape();
181 if n == 0 || m == 0 {
182 return FdMatrix::zeros(0, 0);
183 }
184
185 let means: Vec<f64> = iter_maybe_parallel!(0..m)
187 .map(|j| {
188 let col = data.column(j);
189 col.iter().sum::<f64>() / n as f64
190 })
191 .collect();
192
193 let mut centered = FdMatrix::zeros(n, m);
195 for j in 0..m {
196 let col = centered.column_mut(j);
197 let src = data.column(j);
198 for i in 0..n {
199 col[i] = src[i] - means[j];
200 }
201 }
202
203 centered
204}
205
206pub fn norm_lp_1d(data: &FdMatrix, argvals: &[f64], p: f64) -> Vec<f64> {
216 let (n, m) = data.shape();
217 if n == 0 || m == 0 || argvals.len() != m {
218 return Vec::new();
219 }
220
221 let weights = simpsons_weights(argvals);
222
223 if (p - 2.0).abs() < 1e-14 {
224 iter_maybe_parallel!(0..n)
225 .map(|i| {
226 let mut integral = 0.0;
227 for j in 0..m {
228 let v = data[(i, j)];
229 integral += v * v * weights[j];
230 }
231 integral.sqrt()
232 })
233 .collect()
234 } else if (p - 1.0).abs() < 1e-14 {
235 iter_maybe_parallel!(0..n)
236 .map(|i| {
237 let mut integral = 0.0;
238 for j in 0..m {
239 integral += data[(i, j)].abs() * weights[j];
240 }
241 integral
242 })
243 .collect()
244 } else {
245 iter_maybe_parallel!(0..n)
246 .map(|i| {
247 let mut integral = 0.0;
248 for j in 0..m {
249 integral += data[(i, j)].abs().powf(p) * weights[j];
250 }
251 integral.powf(1.0 / p)
252 })
253 .collect()
254 }
255}
256
257fn deriv_1d_step(current: &FdMatrix, n: usize, m: usize, h0: f64, hn: f64, h_central: &[f64]) -> FdMatrix {
268 let mut next = FdMatrix::zeros(n, m);
269 let src_col0 = current.column(0);
271 let src_col1 = current.column(1);
272 let dst = next.column_mut(0);
273 for i in 0..n {
274 dst[i] = (src_col1[i] - src_col0[i]) / h0;
275 }
276 for j in 1..(m - 1) {
278 let src_prev = current.column(j - 1);
279 let src_next = current.column(j + 1);
280 let dst = next.column_mut(j);
281 let h = h_central[j - 1];
282 for i in 0..n {
283 dst[i] = (src_next[i] - src_prev[i]) / h;
284 }
285 }
286 let src_colm2 = current.column(m - 2);
288 let src_colm1 = current.column(m - 1);
289 let dst = next.column_mut(m - 1);
290 for i in 0..n {
291 dst[i] = (src_colm1[i] - src_colm2[i]) / hn;
292 }
293 next
294}
295
296pub fn deriv_1d(data: &FdMatrix, argvals: &[f64], nderiv: usize) -> FdMatrix {
297 let (n, m) = data.shape();
298 if n == 0 || m == 0 || argvals.len() != m || nderiv < 1 {
299 return FdMatrix::zeros(n, m);
300 }
301
302 let mut current = data.clone();
303
304 let h0 = argvals[1] - argvals[0];
306 let hn = argvals[m - 1] - argvals[m - 2];
307 let h_central: Vec<f64> = (1..(m - 1))
308 .map(|j| argvals[j + 1] - argvals[j - 1])
309 .collect();
310
311 for _ in 0..nderiv {
312 current = deriv_1d_step(¤t, n, m, h0, hn, &h_central);
313 }
314
315 current
316}
317
318pub struct Deriv2DResult {
320 pub ds: FdMatrix,
322 pub dt: FdMatrix,
324 pub dsdt: FdMatrix,
326}
327
328fn compute_step_sizes(argvals: &[f64]) -> Vec<f64> {
332 let m = argvals.len();
333 (0..m)
334 .map(|j| {
335 if j == 0 {
336 argvals[1] - argvals[0]
337 } else if j == m - 1 {
338 argvals[m - 1] - argvals[m - 2]
339 } else {
340 argvals[j + 1] - argvals[j - 1]
341 }
342 })
343 .collect()
344}
345
346fn reassemble_colmajor(rows: &[Vec<f64>], n: usize, ncol: usize) -> FdMatrix {
348 let mut mat = FdMatrix::zeros(n, ncol);
349 for i in 0..n {
350 for j in 0..ncol {
351 mat[(i, j)] = rows[i][j];
352 }
353 }
354 mat
355}
356
357pub fn deriv_2d(
371 data: &FdMatrix,
372 argvals_s: &[f64],
373 argvals_t: &[f64],
374 m1: usize,
375 m2: usize,
376) -> Option<Deriv2DResult> {
377 let n = data.nrows();
378 let ncol = m1 * m2;
379 if n == 0 || ncol == 0 || argvals_s.len() != m1 || argvals_t.len() != m2 {
380 return None;
381 }
382
383 let hs = compute_step_sizes(argvals_s);
384 let ht = compute_step_sizes(argvals_t);
385
386 let results: Vec<(Vec<f64>, Vec<f64>, Vec<f64>)> = iter_maybe_parallel!(0..n)
388 .map(|i| {
389 let mut ds = vec![0.0; ncol];
390 let mut dt = vec![0.0; ncol];
391 let mut dsdt = vec![0.0; ncol];
392
393 let get_val = |si: usize, ti: usize| -> f64 { data[(i, si + ti * m1)] };
394
395 for ti in 0..m2 {
396 for si in 0..m1 {
397 let idx = si + ti * m1;
398 let (ds_val, dt_val, dsdt_val) =
399 compute_2d_derivatives(get_val, si, ti, m1, m2, &hs, &ht);
400 ds[idx] = ds_val;
401 dt[idx] = dt_val;
402 dsdt[idx] = dsdt_val;
403 }
404 }
405
406 (ds, dt, dsdt)
407 })
408 .collect();
409
410 let (ds_vecs, (dt_vecs, dsdt_vecs)): (Vec<Vec<f64>>, (Vec<Vec<f64>>, Vec<Vec<f64>>)) =
411 results.into_iter().map(|(a, b, c)| (a, (b, c))).unzip();
412
413 Some(Deriv2DResult {
414 ds: reassemble_colmajor(&ds_vecs, n, ncol),
415 dt: reassemble_colmajor(&dt_vecs, n, ncol),
416 dsdt: reassemble_colmajor(&dsdt_vecs, n, ncol),
417 })
418}
419
420pub fn geometric_median_1d(
430 data: &FdMatrix,
431 argvals: &[f64],
432 max_iter: usize,
433 tol: f64,
434) -> Vec<f64> {
435 let (n, m) = data.shape();
436 if n == 0 || m == 0 || argvals.len() != m {
437 return Vec::new();
438 }
439
440 let weights = simpsons_weights(argvals);
441 weiszfeld_iteration(data, &weights, max_iter, tol)
442}
443
444pub fn geometric_median_2d(
455 data: &FdMatrix,
456 argvals_s: &[f64],
457 argvals_t: &[f64],
458 max_iter: usize,
459 tol: f64,
460) -> Vec<f64> {
461 let (n, m) = data.shape();
462 let expected_cols = argvals_s.len() * argvals_t.len();
463 if n == 0 || m == 0 || m != expected_cols {
464 return Vec::new();
465 }
466
467 let weights = simpsons_weights_2d(argvals_s, argvals_t);
468 weiszfeld_iteration(data, &weights, max_iter, tol)
469}
470
471#[cfg(test)]
472mod tests {
473 use super::*;
474 use std::f64::consts::PI;
475
476 fn uniform_grid(n: usize) -> Vec<f64> {
477 (0..n).map(|i| i as f64 / (n - 1) as f64).collect()
478 }
479
480 #[test]
483 fn test_mean_1d() {
484 let data = vec![1.0, 3.0, 2.0, 4.0, 3.0, 5.0]; let mat = FdMatrix::from_column_major(data, 2, 3).unwrap();
490 let mean = mean_1d(&mat);
491 assert_eq!(mean, vec![2.0, 3.0, 4.0]);
492 }
493
494 #[test]
495 fn test_mean_1d_single_sample() {
496 let data = vec![1.0, 2.0, 3.0];
497 let mat = FdMatrix::from_column_major(data, 1, 3).unwrap();
498 let mean = mean_1d(&mat);
499 assert_eq!(mean, vec![1.0, 2.0, 3.0]);
500 }
501
502 #[test]
503 fn test_mean_1d_invalid() {
504 assert!(mean_1d(&FdMatrix::zeros(0, 0)).is_empty());
505 }
506
507 #[test]
508 fn test_mean_2d_delegates() {
509 let data = vec![1.0, 3.0, 2.0, 4.0];
510 let mat = FdMatrix::from_column_major(data, 2, 2).unwrap();
511 let mean1d = mean_1d(&mat);
512 let mean2d = mean_2d(&mat);
513 assert_eq!(mean1d, mean2d);
514 }
515
516 #[test]
519 fn test_center_1d() {
520 let data = vec![1.0, 3.0, 2.0, 4.0, 3.0, 5.0]; let mat = FdMatrix::from_column_major(data, 2, 3).unwrap();
522 let centered = center_1d(&mat);
523 assert_eq!(centered.as_slice(), &[-1.0, 1.0, -1.0, 1.0, -1.0, 1.0]);
525 }
526
527 #[test]
528 fn test_center_1d_mean_zero() {
529 let data = vec![1.0, 3.0, 2.0, 4.0, 3.0, 5.0];
530 let mat = FdMatrix::from_column_major(data, 2, 3).unwrap();
531 let centered = center_1d(&mat);
532 let centered_mean = mean_1d(¢ered);
533 for m in centered_mean {
534 assert!(m.abs() < 1e-10, "Centered data should have zero mean");
535 }
536 }
537
538 #[test]
539 fn test_center_1d_invalid() {
540 let centered = center_1d(&FdMatrix::zeros(0, 0));
541 assert!(centered.is_empty());
542 }
543
544 #[test]
547 fn test_norm_lp_1d_constant() {
548 let argvals = uniform_grid(21);
550 let data: Vec<f64> = vec![2.0; 21];
551 let mat = FdMatrix::from_column_major(data, 1, 21).unwrap();
552 let norms = norm_lp_1d(&mat, &argvals, 2.0);
553 assert_eq!(norms.len(), 1);
554 assert!(
555 (norms[0] - 2.0).abs() < 0.1,
556 "L2 norm of constant 2 should be 2"
557 );
558 }
559
560 #[test]
561 fn test_norm_lp_1d_sine() {
562 let argvals = uniform_grid(101);
564 let data: Vec<f64> = argvals.iter().map(|&x| (PI * x).sin()).collect();
565 let mat = FdMatrix::from_column_major(data, 1, 101).unwrap();
566 let norms = norm_lp_1d(&mat, &argvals, 2.0);
567 let expected = 0.5_f64.sqrt();
568 assert!(
569 (norms[0] - expected).abs() < 0.05,
570 "Expected {}, got {}",
571 expected,
572 norms[0]
573 );
574 }
575
576 #[test]
577 fn test_norm_lp_1d_invalid() {
578 assert!(norm_lp_1d(&FdMatrix::zeros(0, 0), &[], 2.0).is_empty());
579 }
580
581 #[test]
584 fn test_deriv_1d_linear() {
585 let argvals = uniform_grid(21);
587 let data = argvals.clone();
588 let mat = FdMatrix::from_column_major(data, 1, 21).unwrap();
589 let deriv = deriv_1d(&mat, &argvals, 1);
590 for j in 2..19 {
592 assert!(
593 (deriv[(0, j)] - 1.0).abs() < 0.1,
594 "Derivative of x should be 1"
595 );
596 }
597 }
598
599 #[test]
600 fn test_deriv_1d_quadratic() {
601 let argvals = uniform_grid(51);
603 let data: Vec<f64> = argvals.iter().map(|&x| x * x).collect();
604 let mat = FdMatrix::from_column_major(data, 1, 51).unwrap();
605 let deriv = deriv_1d(&mat, &argvals, 1);
606 for j in 5..45 {
608 let expected = 2.0 * argvals[j];
609 assert!(
610 (deriv[(0, j)] - expected).abs() < 0.1,
611 "Derivative of x^2 should be 2x"
612 );
613 }
614 }
615
616 #[test]
617 fn test_deriv_1d_invalid() {
618 let result = deriv_1d(&FdMatrix::zeros(0, 0), &[], 1);
619 assert!(result.is_empty() || result.as_slice().iter().all(|&x| x == 0.0));
620 }
621
622 #[test]
625 fn test_geometric_median_identical_curves() {
626 let argvals = uniform_grid(21);
628 let n = 5;
629 let m = 21;
630 let mut data = vec![0.0; n * m];
631 for i in 0..n {
632 for j in 0..m {
633 data[i + j * n] = (2.0 * PI * argvals[j]).sin();
634 }
635 }
636 let mat = FdMatrix::from_column_major(data, n, m).unwrap();
637 let median = geometric_median_1d(&mat, &argvals, 100, 1e-6);
638 for j in 0..m {
639 let expected = (2.0 * PI * argvals[j]).sin();
640 assert!(
641 (median[j] - expected).abs() < 0.01,
642 "Median should equal all curves"
643 );
644 }
645 }
646
647 #[test]
648 fn test_geometric_median_converges() {
649 let argvals = uniform_grid(21);
650 let n = 10;
651 let m = 21;
652 let mut data = vec![0.0; n * m];
653 for i in 0..n {
654 for j in 0..m {
655 data[i + j * n] = (i as f64 / n as f64) * argvals[j];
656 }
657 }
658 let mat = FdMatrix::from_column_major(data, n, m).unwrap();
659 let median = geometric_median_1d(&mat, &argvals, 100, 1e-6);
660 assert_eq!(median.len(), m);
661 assert!(median.iter().all(|&x| x.is_finite()));
662 }
663
664 #[test]
665 fn test_geometric_median_invalid() {
666 assert!(geometric_median_1d(&FdMatrix::zeros(0, 0), &[], 100, 1e-6).is_empty());
667 }
668
669 #[test]
672 fn test_deriv_2d_linear_surface() {
673 let m1 = 11;
676 let m2 = 11;
677 let argvals_s: Vec<f64> = (0..m1).map(|i| i as f64 / (m1 - 1) as f64).collect();
678 let argvals_t: Vec<f64> = (0..m2).map(|i| i as f64 / (m2 - 1) as f64).collect();
679
680 let n = 1; let ncol = m1 * m2;
682 let mut data = vec![0.0; n * ncol];
683
684 for si in 0..m1 {
685 for ti in 0..m2 {
686 let s = argvals_s[si];
687 let t = argvals_t[ti];
688 let idx = si + ti * m1;
689 data[idx] = 2.0 * s + 3.0 * t;
690 }
691 }
692
693 let mat = FdMatrix::from_column_major(data, n, ncol).unwrap();
694 let result = deriv_2d(&mat, &argvals_s, &argvals_t, m1, m2).unwrap();
695
696 for si in 2..(m1 - 2) {
698 for ti in 2..(m2 - 2) {
699 let idx = si + ti * m1;
700 assert!(
701 (result.ds[(0, idx)] - 2.0).abs() < 0.2,
702 "∂f/∂s at ({}, {}) = {}, expected 2",
703 si,
704 ti,
705 result.ds[(0, idx)]
706 );
707 }
708 }
709
710 for si in 2..(m1 - 2) {
712 for ti in 2..(m2 - 2) {
713 let idx = si + ti * m1;
714 assert!(
715 (result.dt[(0, idx)] - 3.0).abs() < 0.2,
716 "∂f/∂t at ({}, {}) = {}, expected 3",
717 si,
718 ti,
719 result.dt[(0, idx)]
720 );
721 }
722 }
723
724 for si in 2..(m1 - 2) {
726 for ti in 2..(m2 - 2) {
727 let idx = si + ti * m1;
728 assert!(
729 result.dsdt[(0, idx)].abs() < 0.5,
730 "∂²f/∂s∂t at ({}, {}) = {}, expected 0",
731 si,
732 ti,
733 result.dsdt[(0, idx)]
734 );
735 }
736 }
737 }
738
739 #[test]
740 fn test_deriv_2d_quadratic_surface() {
741 let m1 = 21;
744 let m2 = 21;
745 let argvals_s: Vec<f64> = (0..m1).map(|i| i as f64 / (m1 - 1) as f64).collect();
746 let argvals_t: Vec<f64> = (0..m2).map(|i| i as f64 / (m2 - 1) as f64).collect();
747
748 let n = 1;
749 let ncol = m1 * m2;
750 let mut data = vec![0.0; n * ncol];
751
752 for si in 0..m1 {
753 for ti in 0..m2 {
754 let s = argvals_s[si];
755 let t = argvals_t[ti];
756 let idx = si + ti * m1;
757 data[idx] = s * t;
758 }
759 }
760
761 let mat = FdMatrix::from_column_major(data, n, ncol).unwrap();
762 let result = deriv_2d(&mat, &argvals_s, &argvals_t, m1, m2).unwrap();
763
764 for si in 3..(m1 - 3) {
766 for ti in 3..(m2 - 3) {
767 let idx = si + ti * m1;
768 let expected = argvals_t[ti];
769 assert!(
770 (result.ds[(0, idx)] - expected).abs() < 0.1,
771 "∂f/∂s at ({}, {}) = {}, expected {}",
772 si,
773 ti,
774 result.ds[(0, idx)],
775 expected
776 );
777 }
778 }
779
780 for si in 3..(m1 - 3) {
782 for ti in 3..(m2 - 3) {
783 let idx = si + ti * m1;
784 let expected = argvals_s[si];
785 assert!(
786 (result.dt[(0, idx)] - expected).abs() < 0.1,
787 "∂f/∂t at ({}, {}) = {}, expected {}",
788 si,
789 ti,
790 result.dt[(0, idx)],
791 expected
792 );
793 }
794 }
795
796 for si in 3..(m1 - 3) {
798 for ti in 3..(m2 - 3) {
799 let idx = si + ti * m1;
800 assert!(
801 (result.dsdt[(0, idx)] - 1.0).abs() < 0.3,
802 "∂²f/∂s∂t at ({}, {}) = {}, expected 1",
803 si,
804 ti,
805 result.dsdt[(0, idx)]
806 );
807 }
808 }
809 }
810
811 #[test]
812 fn test_deriv_2d_invalid_input() {
813 let result = deriv_2d(&FdMatrix::zeros(0, 0), &[], &[], 0, 0);
815 assert!(result.is_none());
816
817 let mat = FdMatrix::from_column_major(vec![1.0; 4], 1, 4).unwrap();
819 let argvals = vec![0.0, 1.0];
820 let result = deriv_2d(&mat, &argvals, &[0.0, 0.5, 1.0], 2, 2);
821 assert!(result.is_none());
822 }
823
824 #[test]
827 fn test_geometric_median_2d_basic() {
828 let m1 = 5;
830 let m2 = 5;
831 let m = m1 * m2;
832 let n = 3;
833 let argvals_s: Vec<f64> = (0..m1).map(|i| i as f64 / (m1 - 1) as f64).collect();
834 let argvals_t: Vec<f64> = (0..m2).map(|i| i as f64 / (m2 - 1) as f64).collect();
835
836 let mut data = vec![0.0; n * m];
837
838 for i in 0..n {
840 for si in 0..m1 {
841 for ti in 0..m2 {
842 let idx = si + ti * m1;
843 let s = argvals_s[si];
844 let t = argvals_t[ti];
845 data[i + idx * n] = s + t;
846 }
847 }
848 }
849
850 let mat = FdMatrix::from_column_major(data, n, m).unwrap();
851 let median = geometric_median_2d(&mat, &argvals_s, &argvals_t, 100, 1e-6);
852 assert_eq!(median.len(), m);
853
854 for si in 0..m1 {
856 for ti in 0..m2 {
857 let idx = si + ti * m1;
858 let expected = argvals_s[si] + argvals_t[ti];
859 assert!(
860 (median[idx] - expected).abs() < 0.01,
861 "Median at ({}, {}) = {}, expected {}",
862 si,
863 ti,
864 median[idx],
865 expected
866 );
867 }
868 }
869 }
870}