gam_geometry/manifold.rs
1use std::fmt;
2
3use ndarray::{Array1, Array2, ArrayView1, ArrayView2};
4
5pub const GEOMETRY_EPS: f64 = 1.0e-12;
6
7#[derive(Debug, Clone, PartialEq)]
8pub enum GeometryError {
9 DimensionMismatch {
10 context: &'static str,
11 expected: usize,
12 got: usize,
13 },
14 InvalidPoint(&'static str),
15 Singular(&'static str),
16 /// A manifold primitive has no implementation for this manifold and must
17 /// not silently fall back to a wrong default (e.g. a curved-manifold VJP
18 /// for which no closed form is wired up yet).
19 Unsupported(&'static str),
20 /// An iterative geometry primitive exhausted or stalled without satisfying
21 /// its analytic first-order certificate. The evidence is carried in the
22 /// error so callers can distinguish non-convergence from invalid geometry
23 /// and inspect the achieved residual rather than receiving a partial point.
24 NonConvergence {
25 context: &'static str,
26 iterations: usize,
27 residual: f64,
28 tolerance: f64,
29 },
30 /// A Karcher solve reached first-order stationarity on a positively curved
31 /// manifold, but the weighted support does not fit inside the analytic
32 /// strongly-convex ball that certifies this stationary point as the unique
33 /// global Fréchet mean. Returning the local basin would make the chart
34 /// origin depend on initialization; callers must instead provide an
35 /// explicit base point or better-localized data.
36 FrechetMeanNotGloballyCertified {
37 context: &'static str,
38 stationarity_residual: f64,
39 tolerance: f64,
40 support_radius: f64,
41 uniqueness_radius: f64,
42 },
43}
44
45impl fmt::Display for GeometryError {
46 fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
47 match self {
48 Self::DimensionMismatch {
49 context,
50 expected,
51 got,
52 } => write!(f, "{context} expected length {expected}, got {got}"),
53 Self::InvalidPoint(message) => write!(f, "invalid manifold point: {message}"),
54 Self::Singular(message) => write!(f, "singular geometry operation: {message}"),
55 Self::Unsupported(message) => write!(f, "unsupported geometry operation: {message}"),
56 Self::NonConvergence {
57 context,
58 iterations,
59 residual,
60 tolerance,
61 } => write!(
62 f,
63 "{context} did not converge after {iterations} iterations: \
64 stationarity residual {residual:.6e} exceeds tolerance {tolerance:.6e}"
65 ),
66 Self::FrechetMeanNotGloballyCertified {
67 context,
68 stationarity_residual,
69 tolerance,
70 support_radius,
71 uniqueness_radius,
72 } => write!(
73 f,
74 "{context} reached stationarity ({stationarity_residual:.6e} <= \
75 {tolerance:.6e}) but its weighted support radius \
76 {support_radius:.6e} is not below the global-uniqueness radius \
77 {uniqueness_radius:.6e}"
78 ),
79 }
80 }
81}
82
83impl std::error::Error for GeometryError {}
84
85pub type GeometryResult<T> = Result<T, GeometryError>;
86
87pub trait RiemannianManifold: Send + Sync {
88 fn dim(&self) -> usize;
89
90 fn ambient_dim(&self) -> usize {
91 self.dim()
92 }
93
94 fn tangent_basis(&self, point: ArrayView1<'_, f64>) -> GeometryResult<Array2<f64>>;
95
96 fn exp_map(
97 &self,
98 point: ArrayView1<'_, f64>,
99 tangent_vec: ArrayView1<'_, f64>,
100 ) -> GeometryResult<Array1<f64>>;
101
102 fn log_map(
103 &self,
104 p_from: ArrayView1<'_, f64>,
105 p_to: ArrayView1<'_, f64>,
106 ) -> GeometryResult<Array1<f64>>;
107
108 fn parallel_transport(
109 &self,
110 point_along: ArrayView2<'_, f64>,
111 vec: ArrayView1<'_, f64>,
112 ) -> GeometryResult<Array1<f64>>;
113
114 fn metric_tensor(&self, point: ArrayView1<'_, f64>) -> GeometryResult<Array2<f64>>;
115
116 fn christoffel_symbols(&self, point: ArrayView1<'_, f64>) -> GeometryResult<Vec<Array2<f64>>> {
117 check_len("Christoffel point", point.len(), self.ambient_dim())?;
118 Err(GeometryError::Unsupported(
119 "Christoffel symbols require a manifold-specific local chart",
120 ))
121 }
122
123 fn sectional_curvature(
124 &self,
125 point: ArrayView1<'_, f64>,
126 tangent_pair: (ArrayView1<'_, f64>, ArrayView1<'_, f64>),
127 ) -> GeometryResult<f64>;
128
129 fn project_tangent(
130 &self,
131 point: ArrayView1<'_, f64>,
132 vec: ArrayView1<'_, f64>,
133 ) -> GeometryResult<Array1<f64>> {
134 // Default projection is the identity (Euclidean-flat tangent space).
135 // Validate that BOTH the base point and the tangent vector live in the
136 // ambient space so a caller passing a wrong-length vector fails fast
137 // here rather than producing a silently mis-shaped tangent vector. The
138 // tangent of `T_pM` is represented in the same ambient coordinates as
139 // the point, so its length must equal `ambient_dim()` too.
140 let expected = self.ambient_dim();
141 if point.len() != expected {
142 return Err(GeometryError::DimensionMismatch {
143 context: "project_tangent point",
144 expected,
145 got: point.len(),
146 });
147 }
148 if vec.len() != expected {
149 return Err(GeometryError::DimensionMismatch {
150 context: "project_tangent vector",
151 expected,
152 got: vec.len(),
153 });
154 }
155 Ok(vec.to_owned())
156 }
157
158 /// Riemannian gradient of a scalar `f` raised from its **ambient Euclidean
159 /// differential** `e` — the vector `∂f/∂x` in ambient coordinates that an
160 /// objective returns from its `value_gradient`.
161 ///
162 /// The Riemannian gradient is the Riesz representative of the differential
163 /// under the manifold metric `g`: the unique tangent vector `v` satisfying
164 ///
165 /// ```text
166 /// g_x(v, ξ) = Df_x[ξ] = ⟨e, ξ⟩ for every tangent ξ.
167 /// ```
168 ///
169 /// Orthogonally projecting `e` onto the tangent space ([`project_tangent`])
170 /// produces `v` **only** for the embedded/identity metric. For a genuine
171 /// Riemannian metric (affine-invariant SPD, canonical Stiefel, …) the
172 /// differential must be *raised through the metric* — projecting alone gives
173 /// the wrong direction and the wrong slope, so any model linear term or
174 /// Armijo slope built from it is not even first-order accurate (issue #955).
175 ///
176 /// The default raises `e` in a tangent basis `B = tangent_basis(x)` against
177 /// the metric `G = metric_tensor(x)`:
178 ///
179 /// ```text
180 /// v = B (Bᵀ G B)⁻¹ Bᵀ e.
181 /// ```
182 ///
183 /// This is the Riesz representative for ANY basis `B` of `T_xM` (proof: for
184 /// `ξ = B c`, `g_x(v, ξ) = eᵀ B (Bᵀ G B)⁻¹ (Bᵀ G B) c = eᵀ B c = ⟨e, ξ⟩`),
185 /// and it collapses to the orthogonal tangent projection `B Bᵀ e` exactly
186 /// when `B` is metric-orthonormal / the metric is the embedded one. It is the
187 /// mathematically correct fallback, so a future non-identity-metric manifold
188 /// is never silently first-order wrong.
189 ///
190 /// Manifolds whose tangent projection already coincides with this (every
191 /// *embedded* manifold carrying the induced metric — Euclidean, Sphere,
192 /// Circle, Torus, Grassmann) override with the O(m) `project_tangent`;
193 /// manifolds with a slick closed form (SPD: `P·sym(E)·P`; Stiefel:
194 /// `E − Y Eᵀ Y`) override with that, avoiding the dense `m×m` metric tensor.
195 fn riemannian_gradient(
196 &self,
197 point: ArrayView1<'_, f64>,
198 euclidean_grad: ArrayView1<'_, f64>,
199 ) -> GeometryResult<Array1<f64>> {
200 let m = self.ambient_dim();
201 check_len("riemannian_gradient point", point.len(), m)?;
202 check_len(
203 "riemannian_gradient euclidean_grad",
204 euclidean_grad.len(),
205 m,
206 )?;
207 let b = self.tangent_basis(point)?; // m × d
208 let g = self.metric_tensor(point)?; // m × m
209 // Bᵀ e (length d) and the Gram matrix Bᵀ G B (d × d).
210 let bt = b.t();
211 let bte = bt.dot(&euclidean_grad.to_owned());
212 let gb = g.dot(&b);
213 let btgb = bt.dot(&gb);
214 if btgb.nrows() == 0 {
215 // A zero-dimensional tangent space (no degrees of freedom): the only
216 // tangent vector is 0.
217 return Ok(Array1::<f64>::zeros(m));
218 }
219 // Solve (BᵀGB) c = Bᵀ e for the basis coordinates of v, then v = B c.
220 let c = inverse(&btgb)?.dot(&bte);
221 Ok(b.dot(&c))
222 }
223
224 /// Take one metric-correct Riemannian gradient-descent step.
225 ///
226 /// `euclidean_grad` is the ambient Euclidean differential supplied by an
227 /// external objective (for example, PyTorch). This method raises that
228 /// differential through the manifold metric, scales the resulting tangent
229 /// vector by `-learning_rate`, and retracts from `point`. Keeping the whole
230 /// operation in the geometry layer prevents callers from accidentally
231 /// retracting a merely projected Euclidean differential on manifolds whose
232 /// metric is not the embedded Euclidean metric.
233 fn riemannian_gradient_step(
234 &self,
235 point: ArrayView1<'_, f64>,
236 euclidean_grad: ArrayView1<'_, f64>,
237 learning_rate: f64,
238 ) -> GeometryResult<Array1<f64>> {
239 if !learning_rate.is_finite() || learning_rate <= 0.0 {
240 return Err(GeometryError::InvalidPoint(
241 "Riemannian gradient-step learning rate must be finite and positive",
242 ));
243 }
244 // `euclidean_grad` is a differential/covector. Raise it through the
245 // metric first, then retract the resulting tangent vector:
246 //
247 // e = df/dx,
248 // grad f = Raise_x(e),
249 // x_next = Retr_x(-eta grad f).
250 //
251 // Projecting e and retracting it directly is correct only for an
252 // induced Euclidean metric, not for affine-SPD or canonical Stiefel.
253 let gradient = self.riemannian_gradient(point, euclidean_grad)?;
254 let step = gradient.mapv(|value| -learning_rate * value);
255 self.retract(point, step.view())
256 }
257
258 fn retract(
259 &self,
260 point: ArrayView1<'_, f64>,
261 tangent_vec: ArrayView1<'_, f64>,
262 ) -> GeometryResult<Array1<f64>> {
263 self.exp_map(point, tangent_vec)
264 }
265
266 /// Whether [`retract`](Self::retract) is at least a SECOND-ORDER retraction,
267 /// i.e. `D²(f∘R_x)(0) = Hess f(x)` for all `f`, so the trust-region quadratic
268 /// model built from the Riemannian Hessian is a valid second-order model of
269 /// `f` along the retraction (issue #956).
270 ///
271 /// Manifolds whose `retract` is the exponential map or another second-order
272 /// retraction return `true` (the default — the default `retract` *is*
273 /// `exp_map`, which is second-order). A manifold exposing only a FIRST-ORDER
274 /// retraction (e.g. the Stiefel/Grassmann QR retraction `qf(Y + Δ)`, whose
275 /// acceleration at `0` is not normal to the manifold) must override this to
276 /// `false`: the linear model term `Df_x[η]` is retraction-independent and
277 /// stays correct, but the Riemannian-Hessian quadratic term is *not* the
278 /// second derivative of `f∘R_x` and would corrupt the predicted-vs-actual
279 /// reduction ratio `ρ` and hence the trust-region radius control. The trust
280 /// region falls back to the first-order-correct Cauchy model in that case.
281 fn retraction_is_second_order(&self) -> bool {
282 true
283 }
284
285 /// Vector–Jacobian product of the ambient map `exp_p(v)`.
286 ///
287 /// Given a cotangent `grad_output` w.r.t. the ambient output of
288 /// [`exp_map`](Self::exp_map), return `(grad_point, grad_tangent)`, the
289 /// pullbacks w.r.t. the base point `p` and the (raw, unprojected) tangent
290 /// input `v`. This is the analytic backward used by reverse-mode autodiff
291 /// wrappers (e.g. the Python `torch.autograd.Function` around
292 /// `manifold_exp_map`); it must never be the silent straight-through
293 /// identity for a curved manifold.
294 ///
295 /// The default is the exact VJP for *flat* manifolds, where
296 /// `exp_p(v) = p + v` in ambient coordinates and so both Jacobians are the
297 /// identity (Euclidean, Circle, Torus, and products thereof). Curved
298 /// manifolds **must** override this with their analytic Jacobi-field VJP;
299 /// a manifold without a closed form must override it to return an error
300 /// rather than inherit the wrong identity default.
301 fn exp_map_vjp(
302 &self,
303 point: ArrayView1<'_, f64>,
304 tangent_vec: ArrayView1<'_, f64>,
305 grad_output: ArrayView1<'_, f64>,
306 ) -> GeometryResult<(Array1<f64>, Array1<f64>)> {
307 let m = self.ambient_dim();
308 check_len("exp_map_vjp point", point.len(), m)?;
309 check_len("exp_map_vjp tangent", tangent_vec.len(), m)?;
310 check_len("exp_map_vjp grad_output", grad_output.len(), m)?;
311 Ok((grad_output.to_owned(), grad_output.to_owned()))
312 }
313}
314
315#[derive(Debug, Clone, PartialEq)]
316pub enum ManifoldSpec {
317 Euclidean(usize),
318 Circle,
319 Sphere { intrinsic_dim: usize },
320 Torus { dim: usize },
321 Grassmann { k: usize, n: usize },
322 Stiefel { k: usize, n: usize },
323 Spd { n: usize },
324 Product(Vec<ManifoldSpec>),
325}
326
327impl ManifoldSpec {
328 /// Instantiate the concrete [`RiemannianManifold`] for this descriptor.
329 ///
330 /// Fallible because the constrained-frame families have nonempty domains:
331 /// `Gr(k, n)` and `St(n, k)` exist only for `1 ≤ k ≤ n`. An out-of-domain
332 /// descriptor is rejected here (and recursively for [`Product`] parts)
333 /// before any dimension, projection, exponential, or curvature computation
334 /// can run on a nonexistent manifold.
335 ///
336 /// [`Product`]: Self::Product
337 pub fn build(&self) -> GeometryResult<Box<dyn RiemannianManifold>> {
338 match self {
339 Self::Euclidean(dim) => Ok(Box::new(crate::EuclideanManifold::new(*dim))),
340 Self::Circle => Ok(Box::new(crate::CircleManifold::new())),
341 Self::Sphere { intrinsic_dim } => {
342 Ok(Box::new(crate::SphereManifold::new(*intrinsic_dim)))
343 }
344 Self::Torus { dim } => Ok(Box::new(crate::TorusManifold::new(*dim))),
345 Self::Grassmann { k, n } => Ok(Box::new(crate::GrassmannManifold::new(*k, *n)?)),
346 Self::Stiefel { k, n } => Ok(Box::new(crate::StiefelManifold::new(*k, *n)?)),
347 Self::Spd { n } => Ok(Box::new(crate::SpdManifold::new(*n))),
348 Self::Product(parts) => {
349 let mut built = Vec::with_capacity(parts.len());
350 for part in parts {
351 built.push(part.build()?);
352 }
353 Ok(Box::new(crate::ProductManifold::new(built)))
354 }
355 }
356 }
357}
358
359pub(crate) const fn check_len(
360 context: &'static str,
361 got: usize,
362 expected: usize,
363) -> GeometryResult<()> {
364 if got == expected {
365 Ok(())
366 } else {
367 Err(GeometryError::DimensionMismatch {
368 context,
369 expected,
370 got,
371 })
372 }
373}
374
375pub(crate) fn dot(a: ArrayView1<'_, f64>, b: ArrayView1<'_, f64>) -> f64 {
376 assert_eq!(a.len(), b.len());
377 let mut out = 0.0;
378 for i in 0..a.len() {
379 out += a[i] * b[i];
380 }
381 out
382}
383
384/// Multi-GPU row-tiled matrix product `A·B`, fanned across **all** usable
385/// devices.
386///
387/// `A` is `m×k` and `B` is `k×n`; the result is `m×n`. The single-device
388/// `fast_ab` shim already offloads this GEMM, but it pins the launch to the
389/// primary device. For a tall `A` (many independent output rows — the common
390/// case when a manifold operation is applied to a large batch of points/atoms),
391/// the rows split cleanly across the pool: we reshape `A` into a
392/// `tiles × rows_per_tile × k` batch and call the broadcast-`B` strided-batched
393/// GEMM, which [`crate::gpu::pool::scatter_batched`]es one cuBLAS call per device
394/// on its own bound context (`b` is shared across every tile). The output tiles
395/// are stitched back into the `m×n` result. Any leftover rows that don't fill a
396/// whole tile, and the entire batch when the pool has one device / the workload
397/// is below the multi-GPU floor / the runtime is unavailable, fall through to the
398/// auto-dispatch `fast_ab` (single-device GPU or faer). f64 throughout, so the
399/// result is identical regardless of which path produced it.
400///
401/// Choosing the tiling: we target as many equal tiles as there are output rows
402/// can support while keeping each tile a non-trivial GEMM, so the batch axis is
403/// long enough to cross `crate::gpu::linalg_dispatch`'s multi-GPU batch floor and spread
404/// across every device.
405pub(crate) fn fast_ab_rows_multi_gpu(
406 a: ArrayView2<'_, f64>,
407 b: ArrayView2<'_, f64>,
408) -> Array2<f64> {
409 use gam_linalg::faer_ndarray::fast_ab;
410 let (m, k) = a.dim();
411 let (kb, n) = b.dim();
412 assert_eq!(k, kb, "fast_ab_rows_multi_gpu inner dimension mismatch");
413
414 // Only worth the reshape/stitch overhead when the pool actually has more than
415 // one device and there are enough rows to tile across it; otherwise the plain
416 // single-device shim is strictly better.
417 let multi_gpu = gam_linalg::gpu_hook::gpu_dispatch().is_some_and(|d| d.device_count() > 1);
418 // The batch axis must clear the multi-GPU floor used inside the dispatch
419 // layer (64) for the split to engage, so we need at least that many tiles.
420 const MIN_TILES: usize = 64;
421 const MIN_TILE_ROWS: usize = 4;
422 if multi_gpu && m >= MIN_TILES * MIN_TILE_ROWS && n > 0 {
423 let rows_per_tile = (m / MIN_TILES).max(MIN_TILE_ROWS);
424 let tiles = m / rows_per_tile;
425 let covered = tiles * rows_per_tile;
426 // Reshape the first `covered` rows into a tiles×rows_per_tile×k batch
427 // (row-major reshape is exactly the row-block tiling we want).
428 let a3 = a
429 .slice(ndarray::s![0..covered, ..])
430 .to_owned()
431 .into_shape_with_order((tiles, rows_per_tile, k));
432 if let Ok(a3) = a3 {
433 if let Some(result3) = gam_linalg::gpu_hook::gpu_dispatch()
434 .and_then(|d| d.try_fast_ab_broadcast_b_batched(a3.view(), b.view()))
435 {
436 let mut out = Array2::<f64>::zeros((m, n));
437 for t in 0..tiles {
438 let block = result3.index_axis(ndarray::Axis(0), t);
439 out.slice_mut(ndarray::s![t * rows_per_tile..(t + 1) * rows_per_tile, ..])
440 .assign(&block);
441 }
442 // Tail rows that didn't fill a whole tile finish on the
443 // single-device shim; the result is bit-identical f64.
444 if covered < m {
445 let tail = fast_ab(&a.slice(ndarray::s![covered..m, ..]), &b);
446 out.slice_mut(ndarray::s![covered..m, ..]).assign(&tail);
447 }
448 return out;
449 }
450 }
451 }
452 // Single device / small batch / no runtime: plain auto-dispatch GEMM.
453 fast_ab(&a, &b)
454}
455
456pub(crate) fn norm(a: ArrayView1<'_, f64>) -> f64 {
457 dot(a, a).sqrt()
458}
459
460/// Metric inner product `aᵀ G b` for a (symmetric) metric tensor `G`.
461///
462/// For a manifold whose `metric_tensor` is the ambient identity this reduces
463/// to the Euclidean `dot`; for one with a genuine Riemannian metric (e.g. the
464/// affine-invariant SPD metric) it evaluates the correct geometric inner
465/// product on the tangent space.
466pub(crate) fn quad_form(
467 g: ArrayView2<'_, f64>,
468 a: ArrayView1<'_, f64>,
469 b: ArrayView1<'_, f64>,
470) -> f64 {
471 let n = a.len();
472 assert_eq!(g.nrows(), n);
473 assert_eq!(g.ncols(), b.len());
474 // aᵀ G b: the inner matrix–vector product G·b is the O(n²) cost and is the
475 // hot kernel of every metric inner product (g_inner / g_norm) and of the
476 // metric Gram–Schmidt tangent basis. Route it through the GPU-dispatched
477 // fast_av shim so large-ambient metrics (SPD/Stiefel/Grassmann n²×n²) offload
478 // to the GPU; the trailing a·(Gb) is an O(n) dot.
479 let gb = gam_linalg::faer_ndarray::fast_av(&g, &b);
480 dot(a, gb.view())
481}
482
483pub(crate) fn identity(n: usize) -> Array2<f64> {
484 let mut out = Array2::<f64>::zeros((n, n));
485 for i in 0..n {
486 out[[i, i]] = 1.0;
487 }
488 out
489}
490
491pub(crate) fn zero_christoffel(dim: usize) -> Vec<Array2<f64>> {
492 (0..dim).map(|_| Array2::<f64>::zeros((dim, dim))).collect()
493}
494
495pub(crate) fn wrap_angle(theta: f64) -> f64 {
496 let two_pi = std::f64::consts::PI * 2.0;
497 (theta + std::f64::consts::PI).rem_euclid(two_pi) - std::f64::consts::PI
498}
499
500pub(crate) fn sym(a: &Array2<f64>) -> Array2<f64> {
501 let mut out = a.clone();
502 for i in 0..a.nrows() {
503 for j in 0..a.ncols() {
504 out[[i, j]] = 0.5 * (a[[i, j]] + a[[j, i]]);
505 }
506 }
507 out
508}
509
510pub(crate) fn from_flat(
511 v: ArrayView1<'_, f64>,
512 rows: usize,
513 cols: usize,
514) -> GeometryResult<Array2<f64>> {
515 check_len("flat matrix", v.len(), rows * cols)?;
516 let mut out = Array2::<f64>::zeros((rows, cols));
517 for i in 0..rows {
518 for j in 0..cols {
519 out[[i, j]] = v[i * cols + j];
520 }
521 }
522 Ok(out)
523}
524
525pub(crate) fn flatten(a: &Array2<f64>) -> Array1<f64> {
526 let mut out = Array1::<f64>::zeros(a.nrows() * a.ncols());
527 for i in 0..a.nrows() {
528 for j in 0..a.ncols() {
529 out[i * a.ncols() + j] = a[[i, j]];
530 }
531 }
532 out
533}
534
535/// Build a **Euclidean-orthonormal** basis of the tangent space at `point` by
536/// modified Gram–Schmidt over the projected ambient standard basis.
537///
538/// The returned columns satisfy `Qᵀ Q = I` under the *ambient Euclidean* inner
539/// product (the plain `dot`). This is the correct, intended basis for a
540/// manifold whose Riemannian metric *is* the embedded Euclidean metric on its
541/// horizontal tangent space — notably the **Grassmann** manifold, where the
542/// tangent inner product is `tr(Δ₁ᵀΔ₂)`.
543///
544/// It is **not** metric-orthonormal for a manifold with a non-Euclidean metric
545/// (Stiefel's canonical metric `⟨Δ₁,Δ₂⟩ = tr(Δ₁ᵀ(I−½YYᵀ)Δ₂)`, or SPD's
546/// affine-invariant metric): for those, use
547/// [`tangent_basis_metric_orthonormal`], which Gram–Schmidts under the
548/// manifold's own `metric_tensor`.
549///
550/// This is the shared engine behind [`tangent_basis`](RiemannianManifold::tangent_basis)
551/// for the matrix manifolds whose tangent space has no closed-form basis. It
552/// walks the `n × k` standard basis in column-major order (outer `col`, inner
553/// `row`), projects each `e_{row,col}` onto the tangent space via
554/// `m.project_tangent`, re-orthogonalizes against the columns accepted so far,
555/// and keeps it iff its residual norm exceeds the `1e-10` drop tolerance,
556/// stopping the moment `m.dim()` independent directions have been collected.
557/// Each caller keeps its own input validation and then delegates here, so the
558/// numerically delicate orthogonalization order, drop tolerance, and early-exit
559/// logic live in exactly one place.
560pub(crate) fn projected_standard_basis_tangent<M: RiemannianManifold + ?Sized>(
561 m: &M,
562 point: ArrayView1<'_, f64>,
563 n: usize,
564 k: usize,
565) -> GeometryResult<Array2<f64>> {
566 let mut columns: Vec<Array1<f64>> = Vec::with_capacity(m.dim());
567 for col in 0..k {
568 for row in 0..n {
569 let mut e = Array2::<f64>::zeros((n, k));
570 e[[row, col]] = 1.0;
571 let mut v = m.project_tangent(point, flatten(&e).view())?;
572 for q in &columns {
573 let proj = dot(q.view(), v.view());
574 v -= &(q * proj);
575 }
576 let nrm = dot(v.view(), v.view()).sqrt();
577 if nrm > 1.0e-10 {
578 columns.push(v / nrm);
579 }
580 if columns.len() == m.dim() {
581 let mut out = Array2::<f64>::zeros((m.ambient_dim(), m.dim()));
582 for j in 0..columns.len() {
583 for i in 0..m.ambient_dim() {
584 out[[i, j]] = columns[j][i];
585 }
586 }
587 return Ok(out);
588 }
589 }
590 }
591 Ok(Array2::<f64>::zeros((m.ambient_dim(), columns.len())))
592}
593
594/// Build a **metric-orthonormal** basis of the tangent space at `point`, i.e. a
595/// set of columns `Q` satisfying `Qᵀ W Q = I` where `W = m.metric_tensor(point)`
596/// is the manifold's Riemannian metric in flattened ambient coordinates.
597///
598/// This is the correct tangent basis for a manifold whose metric is **not** the
599/// embedded Euclidean inner product — Stiefel's canonical metric
600/// `⟨Δ₁,Δ₂⟩ = tr(Δ₁ᵀ(I−½YYᵀ)Δ₂)` and SPD's affine-invariant metric. (For a
601/// Euclidean-metric manifold like Grassmann, `W = I` and this coincides with
602/// [`projected_standard_basis_tangent`].)
603///
604/// Same projected-standard-basis walk as the Euclidean routine, but every inner
605/// product is the metric inner product `⟨u,v⟩_W = uᵀ W v` (via
606/// [`quad_form`]): Gram–Schmidt projections subtract `⟨q,v⟩_W · q` and the
607/// retained columns are normalized by `‖v‖_W = sqrt(⟨v,v⟩_W)`, so the resulting
608/// `Q` is orthonormal *in the manifold's metric*.
609///
610/// Concretely on `St(3, 2)` at `Y = [e₁, e₂]`, the vertical tangent
611/// `Δ = Y·[[0,−1],[1,0]]` has Euclidean norm² 2 but canonical-metric norm² 1, so
612/// a metric-orthonormal basis must reflect that — the Euclidean routine would
613/// mis-scale it.
614pub(crate) fn tangent_basis_metric_orthonormal<M: RiemannianManifold + ?Sized>(
615 m: &M,
616 point: ArrayView1<'_, f64>,
617 n: usize,
618 k: usize,
619) -> GeometryResult<Array2<f64>> {
620 let w = m.metric_tensor(point)?;
621 let mut columns: Vec<Array1<f64>> = Vec::with_capacity(m.dim());
622 for col in 0..k {
623 for row in 0..n {
624 let mut e = Array2::<f64>::zeros((n, k));
625 e[[row, col]] = 1.0;
626 let mut v = m.project_tangent(point, flatten(&e).view())?;
627 for q in &columns {
628 let proj = quad_form(w.view(), q.view(), v.view());
629 v -= &(q * proj);
630 }
631 let nrm = quad_form(w.view(), v.view(), v.view()).max(0.0).sqrt();
632 if nrm > 1.0e-10 {
633 columns.push(v / nrm);
634 }
635 if columns.len() == m.dim() {
636 let mut out = Array2::<f64>::zeros((m.ambient_dim(), m.dim()));
637 for j in 0..columns.len() {
638 for i in 0..m.ambient_dim() {
639 out[[i, j]] = columns[j][i];
640 }
641 }
642 return Ok(out);
643 }
644 }
645 }
646 Ok(Array2::<f64>::zeros((m.ambient_dim(), columns.len())))
647}
648
649/// Thin/compact Gram–Schmidt QR factorization `A = Q·R` for an `n×k` input
650/// (`n ≥ k`). The returned `Q` is `n×k` with **orthonormal columns**
651/// (`QᵀQ = I`) and `R` is `k×k` upper-triangular.
652///
653/// On a rank-deficient column (residual ≈ 0 after orthogonalizing against the
654/// previously accepted columns) the diagonal `R[j, j]` is set to 0 and a
655/// *fallback* unit column is synthesized so the column count stays `k` and `Q`
656/// remains a valid orthonormal frame. The fallback is a standard axis `e_a`
657/// Gram–Schmidted against ALL previously accepted columns and renormalized; if
658/// that residual also vanishes (the axis lies in the accepted span) the next
659/// axis is tried, until an axis with a nonzero orthogonal residual is found.
660/// Simply planting `e_j` (the old behavior) breaks orthonormality — e.g. two
661/// identical columns `(1,1)/√2` would yield a fallback `e₂` with
662/// `q₁·q₂ = 1/√2 ≠ 0`.
663pub(crate) fn qr_thin(a: &Array2<f64>) -> (Array2<f64>, Array2<f64>) {
664 let n = a.nrows();
665 let k = a.ncols();
666 let mut q = Array2::<f64>::zeros((n, k));
667 let mut r = Array2::<f64>::zeros((k, k));
668 for j in 0..k {
669 let mut v = a.column(j).to_owned();
670 for i in 0..j {
671 let qi = q.column(i);
672 let rij = dot(qi, v.view());
673 r[[i, j]] = rij;
674 for row in 0..n {
675 v[row] -= rij * q[[row, i]];
676 }
677 }
678 let nrm = norm(v.view());
679 if nrm > GEOMETRY_EPS {
680 r[[j, j]] = nrm;
681 for row in 0..n {
682 q[[row, j]] = v[row] / nrm;
683 }
684 } else {
685 // Rank-deficient column: `R[j, j] = 0`. Synthesize a fallback unit
686 // column orthogonal to ALL accepted columns 0..j by Gram–Schmidting
687 // a standard axis against them; try successive axes until one has a
688 // nonzero orthogonal residual (always succeeds for j < n since the
689 // accepted columns span a j-dimensional subspace of ℝⁿ, leaving an
690 // (n−j)-dimensional orthogonal complement that at least one axis
691 // touches).
692 r[[j, j]] = 0.0;
693 for axis in 0..n {
694 let mut f = Array1::<f64>::zeros(n);
695 f[axis] = 1.0;
696 for i in 0..j {
697 let qi = q.column(i);
698 let proj = dot(qi, f.view());
699 for row in 0..n {
700 f[row] -= proj * q[[row, i]];
701 }
702 }
703 let fnrm = norm(f.view());
704 if fnrm > GEOMETRY_EPS {
705 for row in 0..n {
706 q[[row, j]] = f[row] / fnrm;
707 }
708 break;
709 }
710 }
711 }
712 }
713 (q, r)
714}
715
716pub(crate) fn inverse(a: &Array2<f64>) -> GeometryResult<Array2<f64>> {
717 let n = a.nrows();
718 if n != a.ncols() {
719 return Err(GeometryError::Singular("inverse requires a square matrix"));
720 }
721 let mut aug = Array2::<f64>::zeros((n, 2 * n));
722 for i in 0..n {
723 for j in 0..n {
724 aug[[i, j]] = a[[i, j]];
725 }
726 aug[[i, n + i]] = 1.0;
727 }
728 for col in 0..n {
729 let mut pivot = col;
730 let mut best = aug[[col, col]].abs();
731 for row in col + 1..n {
732 let val = aug[[row, col]].abs();
733 if val > best {
734 best = val;
735 pivot = row;
736 }
737 }
738 if best < GEOMETRY_EPS {
739 return Err(GeometryError::Singular("matrix inverse pivot underflow"));
740 }
741 if pivot != col {
742 for j in 0..2 * n {
743 let tmp = aug[[col, j]];
744 aug[[col, j]] = aug[[pivot, j]];
745 aug[[pivot, j]] = tmp;
746 }
747 }
748 let scale = aug[[col, col]];
749 for j in 0..2 * n {
750 aug[[col, j]] /= scale;
751 }
752 for row in 0..n {
753 if row == col {
754 continue;
755 }
756 let factor = aug[[row, col]];
757 for j in 0..2 * n {
758 aug[[row, j]] -= factor * aug[[col, j]];
759 }
760 }
761 }
762 let mut out = Array2::<f64>::zeros((n, n));
763 for i in 0..n {
764 for j in 0..n {
765 out[[i, j]] = aug[[i, n + j]];
766 }
767 }
768 Ok(out)
769}
770
771/// Sweep budget multiplier for the classical Jacobi eigensolver: the iteration
772/// cap is `JACOBI_SWEEP_BUDGET · n²`. Classical (largest-off-diagonal) Jacobi
773/// converges quadratically once the off-diagonals are small, needing only a
774/// handful of full `O(n²)` sweeps; this generous multiple lets even clustered
775/// spectra finish while still failing loudly on a genuinely stalled matrix.
776const JACOBI_SWEEP_BUDGET: usize = 64;
777
778/// Relative off-diagonal convergence threshold for [`jacobi_symmetric`]: the
779/// largest off-diagonal magnitude must fall below `JACOBI_REL_TOL · ‖A‖_F`. Near
780/// `f64` precision so the diagonalization is accurate to working precision.
781const JACOBI_REL_TOL: f64 = 1.0e-13;
782
783pub(crate) fn jacobi_symmetric(a: &Array2<f64>) -> GeometryResult<(Array1<f64>, Array2<f64>)> {
784 let n = a.nrows();
785 if n != a.ncols() {
786 return Err(GeometryError::InvalidPoint(
787 "Jacobi eigensolver requires square input",
788 ));
789 }
790 let mut d = sym(a);
791 let mut v = identity(n);
792 let max_iter = JACOBI_SWEEP_BUDGET * n.max(1) * n.max(1);
793 // Relative convergence threshold: the largest off-diagonal magnitude must
794 // fall to `1e-13 * ||A||_F`. A fixed absolute `1e-13` is meaningless for
795 // matrices whose scale is far from unity (a well-scaled large-norm matrix
796 // could never reach it; a tiny-norm matrix would "converge" trivially),
797 // and silently returning the partially-diagonalized state after exhausting
798 // `max_iter` hides genuine non-convergence (e.g. clustered/degenerate
799 // spectra that stall the classical sweep). The Frobenius norm is invariant
800 // under the orthogonal Jacobi rotations, so it is computed once from the
801 // symmetrized input.
802 let frob_norm = {
803 let mut acc = 0.0;
804 for i in 0..n {
805 for j in 0..n {
806 acc += d[[i, j]] * d[[i, j]];
807 }
808 }
809 acc.sqrt()
810 };
811 let threshold = JACOBI_REL_TOL * frob_norm;
812 let mut converged = false;
813 for _ in 0..max_iter {
814 let mut p = 0usize;
815 let mut q = 0usize;
816 let mut best = 0.0;
817 for i in 0..n {
818 for j in i + 1..n {
819 let val = d[[i, j]].abs();
820 if val > best {
821 best = val;
822 p = i;
823 q = j;
824 }
825 }
826 }
827 // `best <= threshold` (rather than `<`) makes the exactly-diagonal and
828 // zero-norm cases (`best == threshold == 0`) converge immediately.
829 if best <= threshold {
830 converged = true;
831 break;
832 }
833 let tau = (d[[q, q]] - d[[p, p]]) / (2.0 * d[[p, q]]);
834 let t = tau.signum() / (tau.abs() + (1.0 + tau * tau).sqrt());
835 let c = 1.0 / (1.0 + t * t).sqrt();
836 let s = t * c;
837 for k in 0..n {
838 let dpk = d[[p, k]];
839 let dqk = d[[q, k]];
840 d[[p, k]] = c * dpk - s * dqk;
841 d[[q, k]] = s * dpk + c * dqk;
842 }
843 for k in 0..n {
844 let dkp = d[[k, p]];
845 let dkq = d[[k, q]];
846 d[[k, p]] = c * dkp - s * dkq;
847 d[[k, q]] = s * dkp + c * dkq;
848 }
849 for k in 0..n {
850 let vkp = v[[k, p]];
851 let vkq = v[[k, q]];
852 v[[k, p]] = c * vkp - s * vkq;
853 v[[k, q]] = s * vkp + c * vkq;
854 }
855 }
856 if !converged {
857 return Err(GeometryError::Singular(
858 "Jacobi eigensolver did not converge within max_iter (off-diagonal mass above 1e-13 * Frobenius norm)",
859 ));
860 }
861 let mut evals = Array1::<f64>::zeros(n);
862 for i in 0..n {
863 evals[i] = d[[i, i]];
864 }
865 Ok((evals, v))
866}
867
868pub(crate) fn spectral_map_spd(
869 a: &Array2<f64>,
870 f: impl Fn(f64) -> GeometryResult<f64>,
871) -> GeometryResult<Array2<f64>> {
872 let (evals, evecs) = jacobi_symmetric(a)?;
873 let n = a.nrows();
874 let mut diag = Array2::<f64>::zeros((n, n));
875 for i in 0..n {
876 if evals[i] <= 0.0 || !evals[i].is_finite() {
877 return Err(GeometryError::InvalidPoint(
878 "SPD eigenvalue is not positive",
879 ));
880 }
881 diag[[i, i]] = f(evals[i])?;
882 }
883 // Reconstruction V·f(Λ)·Vᵀ: two dense n×n products GPU-dispatched via
884 // fast_ab/fast_abt for large ambient dimension.
885 use gam_linalg::faer_ndarray::{fast_ab, fast_abt};
886 Ok(fast_abt(&fast_ab(&evecs, &diag), &evecs))
887}
888
889pub(crate) fn spectral_map_symmetric(
890 a: &Array2<f64>,
891 f: impl Fn(f64) -> GeometryResult<f64>,
892) -> GeometryResult<Array2<f64>> {
893 let (evals, evecs) = jacobi_symmetric(a)?;
894 let n = a.nrows();
895 let mut diag = Array2::<f64>::zeros((n, n));
896 for i in 0..n {
897 diag[[i, i]] = f(evals[i])?;
898 }
899 // Reconstruction V·f(Λ)·Vᵀ, GPU-dispatched via fast_ab/fast_abt.
900 use gam_linalg::faer_ndarray::{fast_ab, fast_abt};
901 Ok(fast_abt(&fast_ab(&evecs, &diag), &evecs))
902}
903
904/// Thin singular value decomposition of a tall matrix `Y` (`n × k`, `n ≥ k`)
905/// via the symmetric eigendecomposition of the small `k × k` Gram matrix
906/// `YᵀY = V Σ² Vᵀ`: returns `(U, σ, V)` with `Y = U diag(σ) Vᵀ`, where `U` is
907/// `n × k` with orthonormal columns spanning `range(Y)`, `σ` holds the singular
908/// values, and `V` is `k × k` orthogonal. Forming the Gram keeps the
909/// eigenproblem at the small dimension `k`; the two products that carry the
910/// large ambient dimension `n` (`YᵀY` and `U = Y V Σ⁻¹`) are GPU-dispatched.
911///
912/// A numerically-zero singular value (`σ ≤ GEOMETRY_EPS`) leaves the
913/// corresponding `U` column zero rather than dividing through, which is what the
914/// Grassmann/Stiefel geodesic needs (a zero singular value is a vanishing
915/// principal angle); a caller requiring full rank inspects `σ` itself.
916pub(crate) fn thin_svd_gram(
917 y: &Array2<f64>,
918) -> GeometryResult<(Array2<f64>, Array1<f64>, Array2<f64>)> {
919 use gam_linalg::faer_ndarray::{fast_ab, fast_atb};
920 let (n, k) = y.dim();
921 let gram = fast_atb(y, y);
922 let (evals, v) = jacobi_symmetric(&gram)?;
923 let yv = fast_ab(y, &v);
924 let mut sigma = Array1::<f64>::zeros(k);
925 let mut u = Array2::<f64>::zeros((n, k));
926 for j in 0..k {
927 sigma[j] = evals[j].max(0.0).sqrt();
928 if sigma[j] > GEOMETRY_EPS {
929 let inv_sigma = 1.0 / sigma[j];
930 for i in 0..n {
931 u[[i, j]] = yv[[i, j]] * inv_sigma;
932 }
933 }
934 }
935 Ok((u, sigma, v))
936}
937
938/// Dense matrix exponential `exp(A)` via scaling-and-squaring with a truncated
939/// Taylor series. The Frobenius norm of `A` is driven below 1/4 by repeated
940/// halving (`A → A / 2^s`), where Taylor converges rapidly and stably; the
941/// result is then squared `s` times. With the scaled norm `θ < 1/4`, the
942/// degree-12 Taylor tail is bounded by `θ^{13} / 13! · 1/(1 - θ)`; since `13! ≈
943/// 6.23e9`, this is below `4·0.25^{13}/6.23e9 ≈ 3.8e-18`, i.e. under one f64 ulp,
944/// so the fixed degree truly reaches full f64 precision (the `< 1/2` threshold
945/// previously used left a ~2e-14 tail, two orders above an ulp). This is the
946/// standard, exact algorithm; no eigendecomposition is assumed (the inputs here
947/// are the non-normal canonical-metric block matrices on Stiefel, which are
948/// skew-like but not symmetric, so `spectral_map_*` does not apply).
949pub(crate) fn matrix_exp(a: &Array2<f64>) -> GeometryResult<Array2<f64>> {
950 let n = a.nrows();
951 if n != a.ncols() {
952 return Err(GeometryError::InvalidPoint(
953 "matrix exponential requires square input",
954 ));
955 }
956 if !a.iter().all(|v| v.is_finite()) {
957 return Err(GeometryError::InvalidPoint(
958 "matrix exponential requires finite entries",
959 ));
960 }
961 // Frobenius norm; choose the squaring count so the scaled matrix has norm
962 // below 1/4, which keeps the degree-12 Taylor truncation under one f64 ulp.
963 let mut frob = 0.0;
964 for v in a.iter() {
965 frob += v * v;
966 }
967 let frob = frob.sqrt();
968 let squarings = if frob > 0.25 {
969 (frob / 0.25).log2().ceil() as i32
970 } else {
971 0
972 };
973 let scale = 2.0_f64.powi(squarings);
974 let a_scaled = a / scale;
975
976 // exp(A_scaled) = sum_{k>=0} A_scaled^k / k! by term recurrence:
977 // term_k = term_{k-1} · A_scaled / k.
978 // Both the Taylor term recurrence and the scaling-and-squaring use dense
979 // n×n products; GPU-dispatch them via fast_ab for large blocks.
980 use gam_linalg::faer_ndarray::fast_ab;
981 let mut result = identity(n);
982 let mut term = identity(n);
983 for k in 1..=12 {
984 term = fast_ab(&term, &a_scaled) / (k as f64);
985 result = result + &term;
986 }
987 // exp(A) = exp(A_scaled)^{2^squarings}.
988 for _ in 0..squarings {
989 result = fast_ab(&result, &result);
990 }
991 Ok(result)
992}
993
994/// Principal real logarithm of a real **orthogonal** matrix `V`, returned as
995/// the skew-symmetric `S` with `exp(S) = V`.
996///
997/// Rather than reach for a general (Schur-based) matrix logarithm — which the
998/// linear-algebra backend does not expose — this exploits the structure of an
999/// orthogonal matrix. Split `V = M + K` into its symmetric and skew parts
1000///
1001/// ```text
1002/// M = ½(V + Vᵀ) (symmetric, eigenvalues cos θⱼ ∈ [−1, 1])
1003/// K = ½(V − Vᵀ) (skew)
1004/// ```
1005///
1006/// For an orthogonal (hence normal) `V`, `M` and `K` are both polynomials in
1007/// `V`, so they **commute** and are simultaneously block-diagonalizable. In an
1008/// eigenbasis `Q` of the symmetric `M` (which the self-adjoint eigensolver
1009/// returns), `K̃ = QᵀKQ` is block-diagonal across distinct eigenvalues of `M`.
1010/// On each 2-D rotation plane `M` has the degenerate eigenvalue `cos θ` and `K`
1011/// acts as a skew `[[0,−sin θ],[sin θ,0]]`, whose principal logarithm is the
1012/// same skew matrix scaled by `θ / sin θ`. Because `cos θ ↦ θ = arccos(cos θ)`
1013/// is single-valued on `(0, π)`, the scale `c(λ) = arccos(λ)/√(1−λ²)` is a
1014/// well-defined function of the eigenvalue `λ` of `M`, independent of the
1015/// arbitrary in-plane basis the eigensolver picks. The whole logarithm is then
1016///
1017/// ```text
1018/// S = Q · (c(λ̄ᵢⱼ) ⊙ K̃) · Qᵀ , λ̄ᵢⱼ = ½(λᵢ + λⱼ),
1019/// ```
1020///
1021/// the element-wise scaling being exact on-block (where `λᵢ = λⱼ`) and
1022/// multiplying a numerically-zero entry off-block (where `K̃ᵢⱼ ≈ 0` because the
1023/// blocks are decoupled). The scaling is symmetric in `(i, j)`, so `S` stays
1024/// skew.
1025///
1026/// An eigenvalue `λ → −1` is a rotation by `π`: the geodesic to that point is
1027/// not unique (it is the cut locus / beyond the injectivity radius), so the
1028/// principal logarithm does not exist. We refuse rather than return a value
1029/// that silently picks one of the two equal-length geodesics.
1030pub(crate) fn skew_log_orthogonal(v: &Array2<f64>) -> GeometryResult<Array2<f64>> {
1031 use faer::Side;
1032 use gam_linalg::faer_ndarray::{FaerEigh, fast_ab, fast_abt, fast_atb};
1033
1034 let n = v.nrows();
1035 if v.ncols() != n {
1036 return Err(GeometryError::InvalidPoint(
1037 "matrix logarithm requires a square matrix",
1038 ));
1039 }
1040 if !v.iter().all(|x| x.is_finite()) {
1041 return Err(GeometryError::InvalidPoint(
1042 "matrix logarithm requires finite entries",
1043 ));
1044 }
1045 let mut m = Array2::<f64>::zeros((n, n));
1046 let mut k = Array2::<f64>::zeros((n, n));
1047 for i in 0..n {
1048 for j in 0..n {
1049 m[[i, j]] = 0.5 * (v[[i, j]] + v[[j, i]]);
1050 k[[i, j]] = 0.5 * (v[[i, j]] - v[[j, i]]);
1051 }
1052 }
1053 let (evals, q) = m.eigh(Side::Lower).map_err(|_| {
1054 GeometryError::Singular("matrix logarithm: symmetric eigendecomposition failed")
1055 })?;
1056 // A rotation by π (eigenvalue −1 of V) is the cut locus: the logarithm is
1057 // not single-valued there. Detect it from M's spectrum directly — on such a
1058 // plane sin θ = 0 so K carries no signal and an element-wise scaling would
1059 // silently drop the π rotation.
1060 const CUT_LOCUS_EPS: f64 = 1.0e-7;
1061 if evals.iter().any(|&lam| lam <= -1.0 + CUT_LOCUS_EPS) {
1062 return Err(GeometryError::Unsupported(
1063 "matrix logarithm undefined: rotation angle at π (beyond the injectivity radius)",
1064 ));
1065 }
1066 let kt = fast_ab(&fast_atb(&q, &k), &q); // K̃ = Qᵀ K Q
1067 let mut st = Array2::<f64>::zeros((n, n));
1068 for i in 0..n {
1069 for j in 0..n {
1070 let lam = (0.5 * (evals[i] + evals[j])).clamp(-1.0, 1.0);
1071 let sin_theta = (1.0 - lam * lam).max(0.0).sqrt();
1072 // c(λ) = θ / sin θ, with the removable singularity at θ = 0
1073 // (λ = 1) taken in the limit c → 1.
1074 let scale = if sin_theta <= 1.0e-9 {
1075 1.0
1076 } else {
1077 lam.acos() / sin_theta
1078 };
1079 st[[i, j]] = scale * kt[[i, j]];
1080 }
1081 }
1082 let s = fast_abt(&fast_ab(&q, &st), &q); // Q S̃ Qᵀ
1083 // Project out the rounding-level symmetric part so the result is exactly
1084 // skew, as the logarithm of an orthogonal matrix must be.
1085 let mut out = Array2::<f64>::zeros((n, n));
1086 for i in 0..n {
1087 for j in 0..n {
1088 out[[i, j]] = 0.5 * (s[[i, j]] - s[[j, i]]);
1089 }
1090 }
1091 Ok(out)
1092}
1093
1094/// Complete the `m × p` matrix `cols` (assumed to have orthonormal columns) to
1095/// a full `m × m` orthogonal matrix `[cols | C]`, returning the completion in
1096/// place: the first `p` columns are `cols`, the remaining `m − p` are an
1097/// orthonormal basis of the orthogonal complement of `cols`'s column space.
1098///
1099/// The complement is built by Gram–Schmidt-ing the standard axes `e₀ … e_{m−1}`
1100/// (in order) against the accumulated columns, with one reorthogonalization
1101/// pass for numerical safety. Taking the axes in order means that when `cols`
1102/// is `[Iₚ; 0]` the completion is exactly `[0; I_{m−p}]`, so the assembled
1103/// matrix is the identity — the property the Stiefel logarithm relies on to
1104/// start its iteration near `I₂ₚ` for nearby frames. The result is forced into
1105/// `SO(m)` (determinant `+1`) by flipping the sign of the last completion
1106/// column when needed, so its principal logarithm is skew-symmetric.
1107pub(crate) fn orthonormal_completion(cols: &Array2<f64>) -> Array2<f64> {
1108 let m = cols.nrows();
1109 let p = cols.ncols();
1110 let mut basis = Array2::<f64>::zeros((m, m));
1111 for j in 0..p {
1112 for i in 0..m {
1113 basis[[i, j]] = cols[[i, j]];
1114 }
1115 }
1116 let mut filled = p;
1117 let mut axis = 0usize;
1118 while filled < m && axis < m {
1119 let mut f = Array1::<f64>::zeros(m);
1120 f[axis] = 1.0;
1121 // Two Gram–Schmidt passes against the columns accepted so far.
1122 for _ in 0..2 {
1123 for c in 0..filled {
1124 let col = basis.column(c);
1125 let proj = dot(col, f.view());
1126 for i in 0..m {
1127 f[i] -= proj * basis[[i, c]];
1128 }
1129 }
1130 }
1131 let nrm = norm(f.view());
1132 if nrm > GEOMETRY_EPS {
1133 for i in 0..m {
1134 basis[[i, filled]] = f[i] / nrm;
1135 }
1136 filled += 1;
1137 }
1138 axis += 1;
1139 }
1140 // Force det = +1 so the completion lies in SO(m) and its principal log is
1141 // skew. det of an orthogonal matrix is ±1; flip the last *appended* column
1142 // if −1. When nothing was appended (`p == m`, e.g. a square input) the
1143 // input columns are returned untouched — flipping one would corrupt the
1144 // caller's frame, and a square input's orientation is the caller's to own.
1145 if filled == m && m > p && matrix_det(&basis) < 0.0 {
1146 for i in 0..m {
1147 basis[[i, m - 1]] = -basis[[i, m - 1]];
1148 }
1149 }
1150 basis
1151}
1152
1153/// Determinant via Gaussian elimination with partial pivoting. Used only for
1154/// small orientation checks (e.g. forcing a completion into `SO(n)`); not a
1155/// hot path.
1156pub(crate) fn matrix_det(a: &Array2<f64>) -> f64 {
1157 let n = a.nrows();
1158 if n == 0 || a.ncols() != n {
1159 return 1.0;
1160 }
1161 let mut lu = a.clone();
1162 let mut det = 1.0_f64;
1163 for col in 0..n {
1164 // Partial pivot.
1165 let mut pivot = col;
1166 let mut best = lu[[col, col]].abs();
1167 for r in (col + 1)..n {
1168 let v = lu[[r, col]].abs();
1169 if v > best {
1170 best = v;
1171 pivot = r;
1172 }
1173 }
1174 if best == 0.0 {
1175 return 0.0;
1176 }
1177 if pivot != col {
1178 for c in 0..n {
1179 lu.swap([col, c], [pivot, c]);
1180 }
1181 det = -det;
1182 }
1183 det *= lu[[col, col]];
1184 for r in (col + 1)..n {
1185 let factor = lu[[r, col]] / lu[[col, col]];
1186 for c in col..n {
1187 lu[[r, c]] -= factor * lu[[col, c]];
1188 }
1189 }
1190 }
1191 det
1192}
1193
1194/// Cholesky factor `L` of a symmetric positive-definite matrix (`A = L Lᵀ`).
1195///
1196/// This is a *positive-definiteness* test, not a conditioning test: a genuine
1197/// SPD matrix with tiny eigenvalues (e.g. `[[1e-16]]`) must factor
1198/// successfully. A pivot is rejected only when it is non-finite or fails to be
1199/// strictly positive *relative to the matrix scale*. The floor
1200/// `GEOMETRY_EPS · max(1, trace(A)/n)` is the ambient scale of the matrix
1201/// multiplied by the relative machine-noise tolerance, so a positive pivot that
1202/// is merely small in absolute terms (but large relative to nothing — the whole
1203/// matrix is small) passes, while a zero, negative, or numerically-noise pivot
1204/// (indefinite / singular directions) is rejected.
1205///
1206/// Callers needing a *conditioning* margin (a lower bound on the smallest
1207/// eigenvalue) must check that separately; overloading this PD test with an
1208/// absolute `GEOMETRY_EPS` floor wrongly rejected well-formed small-scale SPD
1209/// points. No current caller (only `SpdManifold::matrix`, which validates SPD
1210/// membership) depends on a conditioning margin here.
1211pub(crate) fn cholesky_spd(a: &Array2<f64>) -> GeometryResult<Array2<f64>> {
1212 let n = a.nrows();
1213 if n != a.ncols() {
1214 return Err(GeometryError::InvalidPoint(
1215 "Cholesky requires square input",
1216 ));
1217 }
1218 // Scale-relative positive-definiteness floor. `trace(A)/n` is the mean
1219 // diagonal, which equals `mean(eigenvalues)` and is therefore the natural
1220 // scale of an SPD matrix's spectrum. The acceptance floor scales WITH the
1221 // matrix (it shrinks for tiny matrices), so a uniformly small but genuine
1222 // SPD matrix like `[[1e-16]]` — scale 1e-16, floor GEOMETRY_EPS·1e-16 =
1223 // 1e-28 — passes, while a pivot that has collapsed to numerical noise
1224 // relative to the matrix's own scale (the indefinite/singular directions)
1225 // is rejected. An absolute `GEOMETRY_EPS` floor would have wrongly rejected
1226 // such tiny SPD matrices; clamping the floor up to a constant would do the
1227 // same, so we deliberately let it shrink with the spectrum.
1228 let mut trace = 0.0_f64;
1229 for i in 0..n {
1230 trace += a[[i, i]];
1231 }
1232 if !trace.is_finite() {
1233 return Err(GeometryError::InvalidPoint(
1234 "matrix is not positive definite",
1235 ));
1236 }
1237 // Reference scale of the matrix's spectrum. The acceptance floor is this
1238 // scale times the relative tolerance, so a uniformly-tiny SPD matrix (small
1239 // scale) has a correspondingly tiny floor and still factors, while a pivot
1240 // that has collapsed to noise *relative to the matrix's own scale* (the
1241 // indefinite/singular case) is rejected.
1242 let scale = (trace / n as f64).abs().max(f64::MIN_POSITIVE);
1243 let scale_eps = GEOMETRY_EPS * scale;
1244 let mut l = Array2::<f64>::zeros((n, n));
1245 for i in 0..n {
1246 for j in 0..=i {
1247 let mut sum = a[[i, j]];
1248 for k in 0..j {
1249 sum -= l[[i, k]] * l[[j, k]];
1250 }
1251 if i == j {
1252 if !sum.is_finite() || sum <= scale_eps {
1253 return Err(GeometryError::InvalidPoint(
1254 "matrix is not positive definite",
1255 ));
1256 }
1257 l[[i, j]] = sum.sqrt();
1258 } else {
1259 l[[i, j]] = sum / l[[j, j]];
1260 }
1261 }
1262 }
1263 Ok(l)
1264}
1265
1266#[cfg(test)]
1267mod cholesky_tests {
1268 use super::{GeometryError, cholesky_spd};
1269 use ndarray::Array2;
1270
1271 /// A genuine SPD matrix with a uniformly tiny spectrum (`[[1e-16]]`) must
1272 /// factor: the issue is positive-definiteness, not absolute scale. The old
1273 /// absolute `GEOMETRY_EPS` floor wrongly rejected it.
1274 #[test]
1275 fn cholesky_accepts_tiny_spd() {
1276 let mut a = Array2::<f64>::zeros((1, 1));
1277 a[[0, 0]] = 1.0e-16;
1278 let l = cholesky_spd(&a).expect("tiny positive 1x1 must be SPD");
1279 assert!((l[[0, 0]] - 1.0e-8).abs() <= 1.0e-16);
1280 }
1281
1282 /// A well-scaled SPD matrix factors and reproduces `L Lᵀ = A`.
1283 #[test]
1284 fn cholesky_accepts_well_scaled_spd() {
1285 // [[4, 2], [2, 3]] is SPD (eigenvalues ≈ 5.56, 1.44).
1286 let mut a = Array2::<f64>::zeros((2, 2));
1287 a[[0, 0]] = 4.0;
1288 a[[0, 1]] = 2.0;
1289 a[[1, 0]] = 2.0;
1290 a[[1, 1]] = 3.0;
1291 let l = cholesky_spd(&a).expect("well-scaled SPD must factor");
1292 let recon = l.dot(&l.t());
1293 for i in 0..2 {
1294 for j in 0..2 {
1295 assert!(
1296 (recon[[i, j]] - a[[i, j]]).abs() <= 1.0e-12,
1297 "L Lᵀ != A at ({i},{j})"
1298 );
1299 }
1300 }
1301 }
1302
1303 /// A zero pivot (singular) and an indefinite matrix must be rejected as not
1304 /// positive definite — the scale-relative floor still catches the genuine
1305 /// non-PD case.
1306 #[test]
1307 fn cholesky_rejects_zero_and_indefinite() {
1308 let zero = Array2::<f64>::zeros((1, 1));
1309 match cholesky_spd(&zero) {
1310 Err(GeometryError::InvalidPoint(_)) => {}
1311 other => panic!("expected non-PD rejection of zero pivot, got {other:?}"),
1312 }
1313 // [[1, 2], [2, 1]] has eigenvalues 3 and −1 (indefinite): the Schur
1314 // complement pivot 1 − 4 = −3 is negative.
1315 let mut indef = Array2::<f64>::zeros((2, 2));
1316 indef[[0, 0]] = 1.0;
1317 indef[[0, 1]] = 2.0;
1318 indef[[1, 0]] = 2.0;
1319 indef[[1, 1]] = 1.0;
1320 match cholesky_spd(&indef) {
1321 Err(GeometryError::InvalidPoint(_)) => {}
1322 other => panic!("expected non-PD rejection of indefinite matrix, got {other:?}"),
1323 }
1324 }
1325}
1326
1327#[cfg(test)]
1328mod qr_thin_tests {
1329 use super::qr_thin;
1330 use ndarray::Array2;
1331
1332 /// Two identical columns make the second residual vanish; the fallback axis
1333 /// must be Gram–Schmidted against the first accepted column so `QᵀQ = I`.
1334 /// The old behavior planted `e₂` directly, giving `q₁·q₂ = 1/√2`.
1335 #[test]
1336 fn qr_thin_duplicated_columns_orthonormal() {
1337 let mut a = Array2::<f64>::zeros((2, 2));
1338 // Both columns = (1, 1).
1339 a[[0, 0]] = 1.0;
1340 a[[1, 0]] = 1.0;
1341 a[[0, 1]] = 1.0;
1342 a[[1, 1]] = 1.0;
1343 let (q, r) = qr_thin(&a);
1344 // Deficient second column ⇒ R[1,1] = 0.
1345 assert!(
1346 r[[1, 1]].abs() <= 1.0e-14,
1347 "deficient column must set R[1,1]=0"
1348 );
1349 let gram = q.t().dot(&q);
1350 for i in 0..2 {
1351 for j in 0..2 {
1352 let want = if i == j { 1.0 } else { 0.0 };
1353 assert!(
1354 (gram[[i, j]] - want).abs() <= 1.0e-12,
1355 "QᵀQ != I at ({i},{j}): got {}",
1356 gram[[i, j]]
1357 );
1358 }
1359 }
1360 }
1361
1362 /// A full-rank input still gives `QᵀQ = I` and reconstructs `A = QR`.
1363 #[test]
1364 fn qr_thin_full_rank_reconstructs() {
1365 let mut a = Array2::<f64>::zeros((3, 2));
1366 a[[0, 0]] = 1.0;
1367 a[[1, 0]] = 1.0;
1368 a[[2, 0]] = 0.0;
1369 a[[0, 1]] = 1.0;
1370 a[[1, 1]] = 0.0;
1371 a[[2, 1]] = 1.0;
1372 let (q, r) = qr_thin(&a);
1373 let gram = q.t().dot(&q);
1374 for i in 0..2 {
1375 for j in 0..2 {
1376 let want = if i == j { 1.0 } else { 0.0 };
1377 assert!(
1378 (gram[[i, j]] - want).abs() <= 1.0e-12,
1379 "QᵀQ != I at ({i},{j})"
1380 );
1381 }
1382 }
1383 let recon = q.dot(&r);
1384 for i in 0..3 {
1385 for j in 0..2 {
1386 assert!(
1387 (recon[[i, j]] - a[[i, j]]).abs() <= 1.0e-12,
1388 "QR != A at ({i},{j})"
1389 );
1390 }
1391 }
1392 }
1393}
1394
1395#[cfg(test)]
1396mod matrix_log_tests {
1397 use super::{matrix_exp, orthonormal_completion, skew_log_orthogonal};
1398 use ndarray::Array2;
1399
1400 /// `exp(skew_log_orthogonal(V)) = V` for a block-diagonal rotation built
1401 /// from two planes — including one with angle θ > π/2, which an
1402 /// `arcsin`-only scheme (no `cos θ` disambiguation) would get wrong.
1403 #[test]
1404 fn log_then_exp_recovers_rotation() {
1405 // 5×5 orthogonal: rotation by 2.3 rad in (0,1), by 0.4 rad in (2,3),
1406 // identity on axis 4.
1407 let mut v = Array2::<f64>::zeros((5, 5));
1408 let (c0, s0) = (2.3_f64.cos(), 2.3_f64.sin());
1409 let (c1, s1) = (0.4_f64.cos(), 0.4_f64.sin());
1410 v[[0, 0]] = c0;
1411 v[[0, 1]] = -s0;
1412 v[[1, 0]] = s0;
1413 v[[1, 1]] = c0;
1414 v[[2, 2]] = c1;
1415 v[[2, 3]] = -s1;
1416 v[[3, 2]] = s1;
1417 v[[3, 3]] = c1;
1418 v[[4, 4]] = 1.0;
1419 let s = skew_log_orthogonal(&v).expect("log of rotation");
1420 // S must be skew.
1421 for i in 0..5 {
1422 for j in 0..5 {
1423 assert!(
1424 (s[[i, j]] + s[[j, i]]).abs() < 1e-12,
1425 "log not skew at ({i},{j})"
1426 );
1427 }
1428 }
1429 let back = matrix_exp(&s).expect("exp of skew");
1430 let mut worst = 0.0_f64;
1431 for i in 0..5 {
1432 for j in 0..5 {
1433 worst = worst.max((back[[i, j]] - v[[i, j]]).abs());
1434 }
1435 }
1436 assert!(worst < 1e-10, "exp∘log != id for rotation: {worst:.3e}");
1437 }
1438
1439 /// A rotation by exactly π (eigenvalue −1) is the cut locus: the logarithm
1440 /// is not single-valued and must be refused, not silently dropped.
1441 #[test]
1442 fn log_refuses_pi_rotation() {
1443 // Rotation by π in the (0,1) plane: diag block [[-1,0],[0,-1]].
1444 let mut v = Array2::<f64>::zeros((3, 3));
1445 v[[0, 0]] = -1.0;
1446 v[[1, 1]] = -1.0;
1447 v[[2, 2]] = 1.0;
1448 assert!(
1449 skew_log_orthogonal(&v).is_err(),
1450 "π rotation must be refused as the cut locus"
1451 );
1452 }
1453
1454 /// Completing an `m×p` orthonormal block must yield an `SO(m)` matrix whose
1455 /// first `p` columns are the input, and a square (`p==m`) input must be
1456 /// returned untouched (never sign-flipped).
1457 #[test]
1458 fn completion_is_orthogonal_and_preserves_input() {
1459 // 4×2 orthonormal block.
1460 let mut cols = Array2::<f64>::zeros((4, 2));
1461 cols[[0, 0]] = 1.0;
1462 cols[[1, 1]] = 1.0;
1463 let full = orthonormal_completion(&cols);
1464 let gram = full.t().dot(&full);
1465 for i in 0..4 {
1466 for j in 0..4 {
1467 let want = if i == j { 1.0 } else { 0.0 };
1468 assert!((gram[[i, j]] - want).abs() < 1e-12, "not orthogonal");
1469 }
1470 }
1471 for j in 0..2 {
1472 for i in 0..4 {
1473 assert!(
1474 (full[[i, j]] - cols[[i, j]]).abs() < 1e-14,
1475 "input column changed"
1476 );
1477 }
1478 }
1479 // Square input with det −1 must be returned verbatim (no flip).
1480 let mut sq = Array2::<f64>::zeros((2, 2));
1481 sq[[0, 0]] = 1.0;
1482 sq[[1, 1]] = -1.0; // det = −1
1483 let out = orthonormal_completion(&sq);
1484 assert!(
1485 (out[[1, 1]] + 1.0).abs() < 1e-14,
1486 "square input was modified"
1487 );
1488 }
1489}
1490
1491#[cfg(test)]
1492mod jacobi_tests {
1493 use super::{GeometryError, jacobi_symmetric};
1494 use ndarray::Array2;
1495
1496 /// A large-norm SPD matrix has off-diagonal residuals after
1497 /// diagonalization that scale with `||A||_F`, so they sit far above the
1498 /// old *absolute* `1e-13` cutoff even when the decomposition is, in fact,
1499 /// fully converged. The relative threshold (`1e-13 * ||A||_F`) recognizes
1500 /// convergence here and returns the correct spectrum instead of grinding
1501 /// through `max_iter` sweeps and silently returning a partial diagonal.
1502 #[test]
1503 fn jacobi_converges_on_large_norm_spd() {
1504 // Q diag(1e8, 2e8, 3e8) Qᵀ for an orthogonal Q built from a planar
1505 // rotation in the (0,1) plane; eigenvalues are huge so the matrix
1506 // norm is ~1e8 and any absolute 1e-13 off-diagonal test is hopeless.
1507 let theta = 0.7_f64;
1508 let (c, s) = (theta.cos(), theta.sin());
1509 let mut q = Array2::<f64>::eye(3);
1510 q[[0, 0]] = c;
1511 q[[0, 1]] = -s;
1512 q[[1, 0]] = s;
1513 q[[1, 1]] = c;
1514 let lambda = [1.0e8_f64, 2.0e8, 3.0e8];
1515 let mut diag = Array2::<f64>::zeros((3, 3));
1516 for i in 0..3 {
1517 diag[[i, i]] = lambda[i];
1518 }
1519 let a = q.dot(&diag).dot(&q.t());
1520
1521 let (evals, evecs) = jacobi_symmetric(&a).expect("large-norm SPD must converge");
1522 let mut sorted: Vec<f64> = evals.to_vec();
1523 sorted.sort_by(|x, y| x.partial_cmp(y).unwrap());
1524 for (got, want) in sorted.iter().zip(lambda.iter()) {
1525 assert!(
1526 (got - want).abs() <= 1.0e-6 * want,
1527 "eigenvalue mismatch: got {got}, want {want}"
1528 );
1529 }
1530 // V diag(evals) Vᵀ must reconstruct A (relative to its scale).
1531 let mut diag_e = Array2::<f64>::zeros((3, 3));
1532 for i in 0..3 {
1533 diag_e[[i, i]] = evals[i];
1534 }
1535 let recon = evecs.dot(&diag_e).dot(&evecs.t());
1536 for i in 0..3 {
1537 for j in 0..3 {
1538 assert!(
1539 (recon[[i, j]] - a[[i, j]]).abs() <= 1.0e-6 * 3.0e8,
1540 "reconstruction mismatch at ({i},{j})"
1541 );
1542 }
1543 }
1544 }
1545
1546 /// A clustered/degenerate spectrum (two coincident eigenvalues) must still
1547 /// converge and reproduce the multiplicity. This guards against the
1548 /// relative threshold being so tight that ordinary near-degenerate SPD
1549 /// inputs trip the new non-convergence error.
1550 #[test]
1551 fn jacobi_handles_clustered_spectrum() {
1552 // diag(5, 5, 1) rotated in the (0,2) plane; the degenerate pair stays
1553 // degenerate under rotation.
1554 let theta = 0.4_f64;
1555 let (c, s) = (theta.cos(), theta.sin());
1556 let mut q = Array2::<f64>::eye(3);
1557 q[[0, 0]] = c;
1558 q[[0, 2]] = -s;
1559 q[[2, 0]] = s;
1560 q[[2, 2]] = c;
1561 let lambda = [5.0_f64, 5.0, 1.0];
1562 let mut diag = Array2::<f64>::zeros((3, 3));
1563 for i in 0..3 {
1564 diag[[i, i]] = lambda[i];
1565 }
1566 let a = q.dot(&diag).dot(&q.t());
1567
1568 let (evals, evecs) = jacobi_symmetric(&a).expect("clustered SPD must converge");
1569 let mut sorted: Vec<f64> = evals.to_vec();
1570 sorted.sort_by(|x, y| x.partial_cmp(y).unwrap());
1571 assert!((sorted[0] - 1.0).abs() <= 1.0e-12);
1572 assert!((sorted[1] - 5.0).abs() <= 1.0e-12);
1573 assert!((sorted[2] - 5.0).abs() <= 1.0e-12);
1574 // Eigenvectors must remain orthonormal even across the degenerate pair.
1575 let gram = evecs.t().dot(&evecs);
1576 for i in 0..3 {
1577 for j in 0..3 {
1578 let want = if i == j { 1.0 } else { 0.0 };
1579 assert!(
1580 (gram[[i, j]] - want).abs() <= 1.0e-12,
1581 "eigenvectors not orthonormal at ({i},{j})"
1582 );
1583 }
1584 }
1585 }
1586
1587 /// Non-convergence must now surface as `GeometryError::Singular` instead
1588 /// of a silently-returned partial diagonal. A symmetric input carrying a
1589 /// non-finite off-diagonal can never drive the largest off-diagonal
1590 /// magnitude below `1e-13 * ||A||_F` (the norm itself is non-finite), so
1591 /// the sweep exhausts `max_iter` and the solver must error rather than
1592 /// hand back the un-diagonalized matrix's diagonal.
1593 #[test]
1594 fn jacobi_errors_on_non_convergence() {
1595 let mut a = Array2::<f64>::eye(3);
1596 a[[0, 1]] = f64::NAN;
1597 a[[1, 0]] = f64::NAN;
1598 match jacobi_symmetric(&a) {
1599 Err(GeometryError::Singular(_)) => {}
1600 other => panic!("expected Singular non-convergence error, got {other:?}"),
1601 }
1602 }
1603}