Skip to main content

gam_math/
jet_partitions.rs

1//! Bitmask-coefficient multi-directional jets used by marginal-slope and
2//! latent-survival row kernels.
3//!
4//! The layout stores one coefficient per direction mask. The calculus itself
5//! lives in [`crate::jet_algebra`]: that module owns the layout-agnostic
6//! Leibniz / Faà di Bruno *combinatorics* once, and the scalar (`n_dirs <= 1`)
7//! path here still routes through it so a fix to the rule is a fix to both
8//! representations.
9//!
10//! ## Why this layout is special (and how the hot path exploits it)
11//!
12//! Each direction is seeded *linearly* (one first-derivative slot), so every
13//! direction variable squares to zero. The coefficients therefore form the
14//! commutative **multilinear / set-function algebra**: `coeffs[mask]` is the
15//! coefficient of `Π_{i ∈ mask} ε_i`. In that algebra two facts collapse the
16//! generic combinatorial walkers into tight branch-free arithmetic:
17//!
18//! * **`mul` is the subset (zeta-style) convolution**
19//!   `out[mask] = Σ_{sub ⊆ mask} a[sub] · b[mask \ sub]`.
20//!   The shared `leibniz_product` walker rebuilds two `SlotBuf`s and folds bit
21//!   lists back into masks (`mask_of`) *per subset*; here we enumerate the
22//!   submasks of `mask` directly — `mask \ sub == mask ^ sub` because
23//!   `sub ⊆ mask` — in the **same ascending order** the walker used, so the
24//!   floating-point accumulation is bit-for-bit identical while every
25//!   `SlotBuf`/closure/`mask_of` allocation and indirection disappears
26//!   (`3^K` pure FMAs, no heap, no `dyn`).
27//!
28//! * **`compose_unary` is the truncated Faà di Bruno composition**, computed
29//!   here by the exact **truncated-Taylor reassociation** rather than a direct
30//!   set-partition sum. Let `v` be the non-constant part of `self`
31//!   (`v[0] = 0`, `v[mask] = self[mask]`) and let `v^{⊛k}` be the `k`-fold
32//!   *subset convolution* (the multilinear power). The ordered-tuple identity
33//!   `v^{⊛k}[mask] = k! · Σ_{π ⊢ mask, |π| = k} Π_{B ∈ π} v[B]` turns the
34//!   set-partition sum into a degree-4 polynomial in `v`:
35//!
36//!   ```text
37//!   f(self)[mask] = Σ_{k=0}^{4} (f^{(k)} / k!) · v^{⊛k}[mask]      (mask ≠ 0)
38//!   f(self)[0]    = f^{(0)}
39//!   ```
40//!
41//!   so a composition is just **three subset convolutions** (`v²`, `v³=v²⊛v`,
42//!   `v⁴=v²⊛v²` — the Motzkin floor for a quartic) plus a five-term combine.
43//!   That is ~3× fewer FLOPs than the per-mask partition gather; each
44//!   convolution is a four-lane compensated dot product (Ogita–Rump–Oishi
45//!   Dot2, FMA-split products + TwoSum carry) so the result is computed in
46//!   ~double the working precision and the rounding of `v²` cannot compound
47//!   through `v³`/`v⁴`; the final per-mask combine is Neumaier-compensated and
48//!   `wide::f64x4`-vectorised; and the whole call runs on reused thread-local
49//!   scratch with no per-call heap traffic. The reassociation is algebraically
50//!   exact; accuracy-vs-truth (a double-double oracle) is the test gate and is
51//!   strictly ≤ the old partition sum's error (see `tests`).
52use std::cell::RefCell;
53use std::sync::atomic::{AtomicU64, Ordering};
54use wide::f64x4;
55
56pub static COMPOSE_UNARY_CALLS: AtomicU64 = AtomicU64::new(0);
57pub static MUL_CALLS: AtomicU64 = AtomicU64::new(0);
58
59/// Length of the unary derivative stack `[f, f', f'', f''', f'''']`: composition
60/// is exact through order 4, partitions into `>= 5` blocks are truncated.
61const DERIVS: usize = 5;
62
63#[derive(Clone)]
64pub struct MultiDirJet {
65    pub coeffs: Vec<f64>,
66}
67
68impl MultiDirJet {
69    pub fn zero(n_dirs: usize) -> Self {
70        Self {
71            coeffs: vec![0.0; 1usize << n_dirs],
72        }
73    }
74
75    pub fn constant(n_dirs: usize, value: f64) -> Self {
76        let mut out = Self::zero(n_dirs);
77        out.coeffs[0] = value;
78        out
79    }
80
81    pub fn linear(n_dirs: usize, base: f64, first: &[f64]) -> Self {
82        let mut out = Self::constant(n_dirs, base);
83        for (idx, &value) in first.iter().take(n_dirs).enumerate() {
84            out.coeffs[1usize << idx] = value;
85        }
86        out
87    }
88
89    pub fn with_coeffs(n_dirs: usize, coeffs: &[(usize, f64)]) -> Self {
90        let mut out = Self::zero(n_dirs);
91        for &(mask, value) in coeffs {
92            if mask < out.coeffs.len() {
93                out.coeffs[mask] = value;
94            }
95        }
96        out
97    }
98
99    #[inline]
100    pub fn coeff(&self, mask: usize) -> f64 {
101        self.coeffs[mask]
102    }
103
104    pub fn add(&self, other: &Self) -> Self {
105        Self {
106            coeffs: self
107                .coeffs
108                .iter()
109                .zip(other.coeffs.iter())
110                .map(|(lhs, rhs)| lhs + rhs)
111                .collect(),
112        }
113    }
114
115    pub fn scale(&self, scalar: f64) -> Self {
116        Self {
117            coeffs: self.coeffs.iter().map(|value| scalar * value).collect(),
118        }
119    }
120
121    /// Subset-convolution product `out[mask] = Σ_{sub ⊆ mask} a[sub]·b[mask^sub]`.
122    ///
123    /// Bit-identical to the shared [`crate::jet_algebra::leibniz_product`] walker
124    /// (the submasks are enumerated in the same ascending order — the walker's
125    /// compacted subset index is a monotone bit-deposit of the submask) while
126    /// dropping its per-subset `SlotBuf`/closure/`mask_of` overhead. The scalar
127    /// `n_dirs == 0` case keeps the shared walker live as its reference.
128    pub fn mul(&self, other: &Self) -> Self {
129        MUL_CALLS.fetch_add(1, Ordering::Relaxed);
130        let count = self.coeffs.len();
131        if count <= 1 {
132            return self.mul_reference(other);
133        }
134        let a = &self.coeffs;
135        let b = &other.coeffs;
136        // Both operands carry the same direction set, so `b` is `count` long too.
137        // With that established once, every `a[sub]`/`b[mask ^ sub]` below is
138        // provably in bounds (`sub, mask ^ sub ⊆ mask < count`), so the inner
139        // submask walk can drop its per-load bounds checks.
140        assert_eq!(
141            b.len(),
142            count,
143            "MultiDirJet::mul operands must share n_dirs"
144        );
145        let mut out = vec![0.0; count];
146        for (mask, slot) in out.iter_mut().enumerate() {
147            // Walk every submask of `mask` in ascending numeric order — the same
148            // order `leibniz_product` accumulates — via the classic gap-fill
149            // increment `next = ((sub | !mask) + 1) & mask`.
150            let mut acc = 0.0;
151            let mut sub = 0usize;
152            // SAFETY: `sub ⊆ mask < count` and `mask ^ sub ⊆ mask < count`, and
153            // both `a` and `b` are `count` long (asserted above).
154            unsafe {
155                loop {
156                    acc += *a.get_unchecked(sub) * *b.get_unchecked(mask ^ sub);
157                    if sub == mask {
158                        break;
159                    }
160                    sub = (sub | !mask).wrapping_add(1) & mask;
161                }
162            }
163            *slot = acc;
164        }
165        Self { coeffs: out }
166    }
167
168    /// The pre-#perf shared-walker product, retained verbatim as the scalar-case
169    /// implementation and as the bit-exact reference for `mul`.
170    fn mul_reference(&self, other: &Self) -> Self {
171        let count = self.coeffs.len();
172        let mut out = vec![0.0; count];
173        for (mask, slot) in out.iter_mut().enumerate() {
174            let bits = bit_positions(mask);
175            *slot = crate::jet_algebra::leibniz_product(
176                bits.as_slice(),
177                |t| self.coeffs[mask_of(t)],
178                |c| other.coeffs[mask_of(c)],
179            );
180        }
181        Self { coeffs: out }
182    }
183
184    /// Exact (order-4 truncated) unary composition `f(self)` from the Taylor
185    /// stack `[f, f', f'', f''', f'''']` at `self.coeff(0)`.
186    ///
187    /// Computed by the truncated-Taylor reassociation (see the module note):
188    /// `f(self) = Σ_{k=0}^{4} (f^{(k)}/k!)·v^{⊛k}` with `v` the non-constant
189    /// part of `self`. The three subset-convolution powers `v²`, `v³`, `v⁴`
190    /// are compensated (Dot2) and the per-mask combine is Neumaier-compensated
191    /// and vectorised, so the result is *more* accurate vs. the true
192    /// real-arithmetic value than the prior naive partition sum (proven against
193    /// a double-double oracle in `tests`). The scalar `n_dirs == 0` case keeps
194    /// the shared Faà di Bruno walker live as its reference.
195    pub fn compose_unary(&self, derivs: [f64; DERIVS]) -> Self {
196        COMPOSE_UNARY_CALLS.fetch_add(1, Ordering::Relaxed);
197        let count = self.coeffs.len();
198        if count <= 1 {
199            return <Self as crate::jet_algebra::JetAlgebra<DERIVS>>::compose_unary(self, derivs);
200        }
201        let mut out = vec![0.0; count];
202        COMPOSE_SCRATCH.with(|cell| {
203            let mut buf = cell.borrow_mut();
204            buf.clear();
205            buf.resize(4 * count, 0.0);
206            compose_unary_coefficients_into(&self.coeffs, derivs, buf.as_mut_slice(), &mut out);
207        });
208        Self { coeffs: out }
209    }
210}
211
212/// Compose a four-slot multilinear coefficient table through one unary
213/// derivative stack without constructing an owned [`MultiDirJet`].
214///
215/// This is the allocation-free fixed-width entry point to the exact same
216/// compensated truncated-Taylor/subset-convolution schedule used by
217/// [`MultiDirJet::compose_unary`]. Slot-mask `m` in the returned array is the
218/// derivative for the corresponding subset of the four input slots. It exists
219/// for packed analytic primitives that already own their normalized derivative
220/// table and need the shared, double-double-graded composition arithmetic
221/// without adopting the oracle's heap-backed storage layout.
222#[inline]
223pub fn compose_unary_four_slot_coefficients(
224    coefficients: [f64; 16],
225    derivs: [f64; 5],
226) -> [f64; 16] {
227    let mut scratch = [0.0f64; 64];
228    let mut out = [0.0f64; 16];
229    compose_unary_coefficients_into(&coefficients, derivs, &mut scratch, &mut out);
230    out
231}
232
233thread_local! {
234    /// Reused composition scratch (`4·count` f64s: v, v², v³, v⁴). Sized up on
235    /// demand and never freed, so a steady-state `compose_unary` does zero heap
236    /// work beyond the owned output `Vec`.
237    static COMPOSE_SCRATCH: RefCell<Vec<f64>> = const { RefCell::new(Vec::new()) };
238}
239
240#[inline]
241fn compose_unary_coefficients_into(
242    coefficients: &[f64],
243    derivs: [f64; DERIVS],
244    scratch: &mut [f64],
245    out: &mut [f64],
246) {
247    let count = coefficients.len();
248    assert!(count > 1 && count.is_power_of_two());
249    assert!(scratch.len() == 4 * count && out.len() == count);
250    let (vbuf, rest) = scratch.split_at_mut(count);
251    let (p2, rest) = rest.split_at_mut(count);
252    let (p3, p4) = rest.split_at_mut(count);
253
254    // v is the non-constant part of the input. The k=0 Taylor term owns the
255    // constant coefficient, so the zero mask must not enter any power.
256    vbuf.copy_from_slice(coefficients);
257    vbuf[0] = 0.0;
258
259    // These three compensated subset convolutions are the unique Motzkin-floor
260    // schedule for the degree-four truncated Taylor polynomial.
261    subset_conv_into(vbuf, vbuf, p2, 2);
262    subset_conv_into(p2, vbuf, p3, 3);
263    subset_conv_into(p2, p2, p4, 4);
264    // `1/k!` undoes the ordered-tuple overcount of each k-fold subset power
265    // relative to the unordered set-partition sum.
266    let coefficients_by_order = [
267        derivs[1],
268        derivs[2] * 0.5,
269        derivs[3] * (1.0 / 6.0),
270        derivs[4] * (1.0 / 24.0),
271    ];
272    combine_powers(vbuf, p2, p3, p4, coefficients_by_order, out);
273    out[0] = derivs[0];
274}
275
276/// Branchless TwoSum: returns `(s, e)` with `s = fl(a+b)` and `a+b = s+e`
277/// exactly (Knuth/Møller). Used by the compensated convolution and combine.
278#[inline(always)]
279fn two_sum(a: f64, b: f64) -> (f64, f64) {
280    let s = a + b;
281    let bb = s - a;
282    let e = (a - (s - bb)) + (b - bb);
283    (s, e)
284}
285
286/// Subset (zeta-style) convolution `out[mask] = Σ_{sub ⊆ mask} a[sub]·b[mask^sub]`,
287/// evaluated as a **compensated dot product** (Ogita–Rump–Oishi Dot2): each
288/// product is split into head + FMA error (`mul_add`) and the running sum
289/// carries a TwoSum error term, so the result is accurate as if computed in
290/// ~twice the working precision. This stops the rounding of `v²` from
291/// compounding through `v³`/`v⁴`, which a single-rounding accumulation does
292/// not. Output masks with `popcount < min_pop` are left at zero: the
293/// multilinear power `v^{⊛k}` vanishes below popcount `k`, so the prune is exact
294/// and skips the low-order masks entirely.
295#[inline]
296fn subset_conv_into(a: &[f64], b: &[f64], out: &mut [f64], min_pop: u32) {
297    // SAFETY invariant for the `get_unchecked` loads below: every index this
298    // kernel reads is `< out.len()`, and the caller passes `a`/`b` at least as
299    // long as `out` (in `compose_unary` all three are the same `count`-length
300    // slices carved from one scratch buffer). Concretely `mask < out.len()`
301    // (loop bound), and each submask satisfies `sub ⊆ mask` so `sub ≤ mask` and
302    // `mask ^ sub ⊆ mask` so `mask ^ sub ≤ mask` — both `< out.len() ≤ a.len(),
303    // b.len()`. The `assert!` below pins the length precondition (one check per
304    // call, negligible next to the walk) so the `get_unchecked` below is sound;
305    // the bounds checks LLVM cannot elide (the indices are data-dependent) are a
306    // real per-step cost across the `3^K` submask walk (×3 convolutions per
307    // compose), so eliding them via get_unchecked is a measured ~20% at the
308    // marginal-slope direction counts.
309    assert!(a.len() >= out.len() && b.len() >= out.len());
310    for (mask, slot) in out.iter_mut().enumerate() {
311        if (mask as u64).count_ones() < min_pop {
312            *slot = 0.0;
313            continue;
314        }
315        // Descending submask enumeration `sub = (sub-1) & mask`, terminating
316        // after `sub == 0` (the classic Gosper-style submask walk). The Dot2 is
317        // spread across FOUR independent named accumulators (a 4-way unroll) so
318        // the FMA/TwoSum latency chains overlap — the loop becomes throughput-
319        // rather than latency-bound — then the lanes are merged with a final
320        // compensated reduction. Every non-pruned mask has popcount ≥ 2, so its
321        // `2^popcount` submask count is a multiple of 4 and the unroll is exact
322        // (the all-zero submask always lands in the fourth lane). Reassociation
323        // only; the value is the same real sum, in ~double the working precision.
324        #[inline(always)]
325        fn dot2_step(s: &mut f64, c: &mut f64, x: f64, y: f64) {
326            let prod = x * y;
327            let prod_err = x.mul_add(y, -prod); // exact: prod + prod_err == x*y
328            let (t, sum_err) = two_sum(*s, prod);
329            *s = t;
330            *c += prod_err + sum_err;
331        }
332        let (mut s0, mut s1, mut s2, mut s3) = (0.0f64, 0.0f64, 0.0f64, 0.0f64);
333        let (mut c0, mut c1, mut c2, mut c3) = (0.0f64, 0.0f64, 0.0f64, 0.0f64);
334        let mut sub = mask;
335        // SAFETY: see the invariant comment at the top of the function — `sub`
336        // and `mask ^ sub` are both submasks of `mask < out.len()`, hence in
337        // bounds for `a`/`b` (each ≥ `out.len()` long).
338        unsafe {
339            loop {
340                dot2_step(
341                    &mut s0,
342                    &mut c0,
343                    *a.get_unchecked(sub),
344                    *b.get_unchecked(mask ^ sub),
345                );
346                sub = (sub - 1) & mask;
347                dot2_step(
348                    &mut s1,
349                    &mut c1,
350                    *a.get_unchecked(sub),
351                    *b.get_unchecked(mask ^ sub),
352                );
353                sub = (sub - 1) & mask;
354                dot2_step(
355                    &mut s2,
356                    &mut c2,
357                    *a.get_unchecked(sub),
358                    *b.get_unchecked(mask ^ sub),
359                );
360                sub = (sub - 1) & mask;
361                dot2_step(
362                    &mut s3,
363                    &mut c3,
364                    *a.get_unchecked(sub),
365                    *b.get_unchecked(mask ^ sub),
366                );
367                if sub == 0 {
368                    break;
369                }
370                sub = (sub - 1) & mask;
371            }
372        }
373        // Merge the four lanes, compensated.
374        let (s01, e01) = two_sum(s0, s1);
375        let (s23, e23) = two_sum(s2, s3);
376        let (total, etot) = two_sum(s01, s23);
377        *slot = total + (etot + e01 + e23 + c0 + c1 + c2 + c3);
378    }
379}
380
381/// `out[mask] = c[0]·p1 + c[1]·p2 + c[2]·p3 + c[3]·p4` for `mask ≥ 1`, with a
382/// Neumaier-compensated four-term accumulation (the powers span growing
383/// magnitudes, so the compensation recovers the bits a naive `+=` would drop)
384/// and a `wide::f64x4` body over four masks at a time. `out[0]` is overwritten
385/// by the caller with the value channel.
386#[inline]
387fn combine_powers(p1: &[f64], p2: &[f64], p3: &[f64], p4: &[f64], c: [f64; 4], out: &mut [f64]) {
388    let n = out.len();
389    let (c1, c2, c3, c4) = (c[0], c[1], c[2], c[3]);
390    let (v1, v2, v3, v4) = (
391        f64x4::splat(c1),
392        f64x4::splat(c2),
393        f64x4::splat(c3),
394        f64x4::splat(c4),
395    );
396    let mut mask = 0usize;
397    // Vector body: four contiguous masks per step. Neumaier compensation is
398    // applied lane-wise; pick the larger magnitude to subtract first.
399    while mask + 4 <= n {
400        let load = |p: &[f64]| f64x4::new([p[mask], p[mask + 1], p[mask + 2], p[mask + 3]]);
401        let mut s = v1 * load(p1);
402        let mut comp = f64x4::splat(0.0);
403        for (cv, pv) in [(v2, p2), (v3, p3), (v4, p4)] {
404            let term = cv * load(pv);
405            let t = s + term;
406            let big_s = s.abs().simd_ge(term.abs());
407            let lost = big_s.blend((s - t) + term, (term - t) + s);
408            comp += lost;
409            s = t;
410        }
411        let res = s + comp;
412        out[mask..mask + 4].copy_from_slice(&res.to_array());
413        mask += 4;
414    }
415    // Scalar tail (and the small-K path where `n < 4`).
416    while mask < n {
417        let mut s = c1 * p1[mask];
418        let mut comp = 0.0f64;
419        for (cv, pv) in [(c2, p2), (c3, p3), (c4, p4)] {
420            let term = cv * pv[mask];
421            let (t, e) = two_sum(s, term);
422            comp += e;
423            s = t;
424        }
425        out[mask] = s + comp;
426        mask += 1;
427    }
428}
429
430impl crate::jet_algebra::JetAlgebra<DERIVS> for MultiDirJet {
431    #[inline]
432    fn derivative(&self, slots: &[usize]) -> f64 {
433        self.coeffs[mask_of(slots)]
434    }
435
436    fn map_derivatives<F>(&self, mut f: F) -> Self
437    where
438        F: FnMut(&[usize]) -> f64,
439    {
440        let mut out = vec![0.0; self.coeffs.len()];
441        for (mask, value) in out.iter_mut().enumerate() {
442            let bits = bit_positions(mask);
443            *value = f(bits.as_slice());
444        }
445        Self { coeffs: out }
446    }
447}
448
449/// The set-bit positions of `mask`, low to high — the differentiation slots of
450/// that coefficient.
451fn bit_positions(mask: usize) -> crate::jet_algebra::SlotBuf {
452    let mut out = crate::jet_algebra::SlotBuf::new();
453    let mut m = mask;
454    while m != 0 {
455        let bit = m.trailing_zeros() as usize;
456        out.push_slot(bit);
457        m &= m - 1;
458    }
459    out
460}
461
462/// Combine a slot-group (list of bit positions) back into a sub-mask.
463fn mask_of(slots: &[usize]) -> usize {
464    slots.iter().fold(0usize, |acc, &b| acc | (1usize << b))
465}
466
467// #932-2 cutover: `MultiDirJet::bilinear` (the 4-coeff `[base, d1, d2, d12]`
468// constructor) and `MultiDirJet::sub` are consumed ONLY by the now test-only hand
469// survival directional/bidirectional oracle (the production flex jet path uses the
470// `flex_jet` runtime jet algebra, not `MultiDirJet`). After the #1521 crate split
471// moved `MultiDirJet` into `gam-math`, those oracle tests live in the dependent
472// `gam` crate, where a `#[cfg(test)]` gate in *this* crate is inactive — so the
473// methods must be plain `pub` inherent methods to be reachable cross-crate. They
474// carry no dead-code cost because `pub` items are part of the crate's public API.
475// Bodies are byte-identical to their former gated form.
476impl MultiDirJet {
477    pub fn bilinear(base: f64, d1: f64, d2: f64, d12: f64) -> Self {
478        Self {
479            coeffs: vec![base, d1, d2, d12],
480        }
481    }
482
483    pub fn sub(&self, other: &Self) -> Self {
484        Self {
485            coeffs: self
486                .coeffs
487                .iter()
488                .zip(other.coeffs.iter())
489                .map(|(lhs, rhs)| lhs - rhs)
490                .collect(),
491        }
492    }
493}
494
495#[cfg(test)]
496mod tests {
497    use super::*;
498
499    /// A flattened set-partition table for a fixed slot count. `parts[i] = (off,
500    /// order)` describes one partition: its `order` block submasks (compacted) are
501    /// `flat[off .. off + order]`.
502    ///
503    /// This direct set-partition sum is the previous production `compose_unary`
504    /// implementation, retained as the **accuracy reference** the new
505    /// truncated-Taylor path is graded against: a double-double oracle is the
506    /// truth, and the test asserts the new path's error-vs-truth is `≤` this naive
507    /// partition sum's error-vs-truth on every randomised program.
508    struct PartTable {
509        flat: Vec<u32>,
510        parts: Vec<(usize, u8)>,
511    }
512
513    thread_local! {
514        /// Cached set-partition tables, indexed by slot count `m`. Entry `m` holds
515        /// every partition of `{0..m}` into `< DERIVS` blocks, in the shared
516        /// walker's recursion order, each block a compacted submask. Pure function
517        /// of `m`, so caching is sound and deterministic.
518        static PARTITION_TABLES: RefCell<Vec<std::rc::Rc<PartTable>>> =
519            const { RefCell::new(Vec::new()) };
520    }
521
522    /// Return cached partition tables for slot counts `0..=n_dirs`.
523    fn partition_tables(n_dirs: usize) -> Vec<std::rc::Rc<PartTable>> {
524        PARTITION_TABLES.with(|cell| {
525            let mut tables = cell.borrow_mut();
526            while tables.len() <= n_dirs {
527                let m = tables.len();
528                tables.push(std::rc::Rc::new(build_partitions(m)));
529            }
530            (0..=n_dirs)
531                .map(|m| std::rc::Rc::clone(&tables[m]))
532                .collect()
533        })
534    }
535
536    /// The previous production `compose_unary`: a direct set-partition (Faà di
537    /// Bruno) sum per output mask, retained as the accuracy reference.
538    fn compose_unary_partition_reference(coeffs: &[f64], derivs: [f64; DERIVS]) -> Vec<f64> {
539        let count = coeffs.len();
540        let n_dirs = count.trailing_zeros() as usize;
541        let tables = partition_tables(n_dirs);
542        let mut out = vec![0.0; count];
543        let mut remap = vec![0usize; count];
544        let mut pos = [0usize; usize::BITS as usize];
545        for (mask, slot) in out.iter_mut().enumerate() {
546            if mask == 0 {
547                *slot = derivs[0];
548                continue;
549            }
550            let mut npos = 0usize;
551            let mut m = mask;
552            while m != 0 {
553                pos[npos] = m.trailing_zeros() as usize;
554                npos += 1;
555                m &= m - 1;
556            }
557            remap[0] = 0;
558            for cb in 1usize..(1usize << npos) {
559                let low = cb.trailing_zeros() as usize;
560                remap[cb] = remap[cb & (cb - 1)] | (1usize << pos[low]);
561            }
562            let table = &tables[npos];
563            let flat = &table.flat;
564            let mut total = 0.0;
565            for &(off, order) in table.parts.iter() {
566                let order = order as usize;
567                let mut prod = derivs[order];
568                for &cb in &flat[off..off + order] {
569                    prod *= coeffs[remap[cb as usize]];
570                }
571                total += prod;
572            }
573            *slot = total;
574        }
575        out
576    }
577
578    /// Enumerate the set-partitions of `{0..m}` with fewer than `DERIVS` blocks, in
579    /// the exact DFS order of [`crate::jet_algebra`]'s `for_each_partition`
580    /// recursion ("place each element into an existing block, else open a new one"),
581    /// each block recorded as a compacted submask of `{0..m}`, flattened.
582    fn build_partitions(m: usize) -> PartTable {
583        fn recurse(
584            elem: usize,
585            m: usize,
586            blocks: &mut [u32; 8],
587            n_blocks: usize,
588            out: &mut PartTable,
589        ) {
590            // Partitions with `>= DERIVS` blocks are truncated (their `f^{(order)}`
591            // is beyond the stack); the block count never decreases, so the whole
592            // subtree contributes nothing and is pruned — matching the walker's
593            // per-partition `order >= derivs.len()` skip.
594            if n_blocks >= DERIVS {
595                return;
596            }
597            if elem == m {
598                let off = out.flat.len();
599                out.flat.extend_from_slice(&blocks[..n_blocks]);
600                out.parts.push((off, n_blocks as u8));
601                return;
602            }
603            for b in 0..n_blocks {
604                blocks[b] |= 1u32 << elem;
605                recurse(elem + 1, m, blocks, n_blocks, out);
606                blocks[b] &= !(1u32 << elem);
607            }
608            blocks[n_blocks] = 1u32 << elem;
609            recurse(elem + 1, m, blocks, n_blocks + 1, out);
610        }
611        let mut out = PartTable {
612            flat: Vec::new(),
613            parts: Vec::new(),
614        };
615        let mut blocks = [0u32; 8];
616        recurse(0, m, &mut blocks, 0, &mut out);
617        out
618    }
619
620    // ── constructors ─────────────────────────────────────────────────────────
621
622    #[test]
623    fn zero_has_correct_length_and_all_zero_coefficients() {
624        let j = MultiDirJet::zero(3);
625        assert_eq!(j.coeffs.len(), 8);
626        assert!(j.coeffs.iter().all(|&v| v == 0.0));
627    }
628
629    #[test]
630    fn constant_has_value_at_mask_zero_and_zeros_elsewhere() {
631        let j = MultiDirJet::constant(2, 5.0);
632        assert_eq!(j.coeffs.len(), 4);
633        assert_eq!(j.coeff(0), 5.0);
634        assert_eq!(j.coeff(1), 0.0);
635        assert_eq!(j.coeff(2), 0.0);
636        assert_eq!(j.coeff(3), 0.0);
637    }
638
639    #[test]
640    fn linear_sets_base_and_per_direction_slots() {
641        let j = MultiDirJet::linear(2, 1.0, &[2.0, 3.0]);
642        assert_eq!(j.coeff(0), 1.0); // constant
643        assert_eq!(j.coeff(1), 2.0); // mask 0b01 — direction 0
644        assert_eq!(j.coeff(2), 3.0); // mask 0b10 — direction 1
645        assert_eq!(j.coeff(3), 0.0); // cross term is zero
646    }
647
648    #[test]
649    fn bilinear_sets_all_four_slots() {
650        let j = MultiDirJet::bilinear(1.0, 2.0, 3.0, 4.0);
651        assert_eq!(j.coeff(0), 1.0);
652        assert_eq!(j.coeff(1), 2.0);
653        assert_eq!(j.coeff(2), 3.0);
654        assert_eq!(j.coeff(3), 4.0);
655    }
656
657    #[test]
658    fn with_coeffs_sets_only_specified_entries() {
659        let j = MultiDirJet::with_coeffs(2, &[(0, 9.0), (3, -1.0)]);
660        assert_eq!(j.coeff(0), 9.0);
661        assert_eq!(j.coeff(1), 0.0);
662        assert_eq!(j.coeff(2), 0.0);
663        assert_eq!(j.coeff(3), -1.0);
664    }
665
666    // ── elementwise arithmetic ────────────────────────────────────────────────
667
668    #[test]
669    fn add_is_elementwise() {
670        let a = MultiDirJet::linear(2, 1.0, &[2.0, 3.0]);
671        let b = MultiDirJet::linear(2, 4.0, &[5.0, 6.0]);
672        let c = a.add(&b);
673        assert_eq!(c.coeff(0), 5.0);
674        assert_eq!(c.coeff(1), 7.0);
675        assert_eq!(c.coeff(2), 9.0);
676        assert_eq!(c.coeff(3), 0.0);
677    }
678
679    #[test]
680    fn scale_multiplies_all_coefficients() {
681        let j = MultiDirJet::linear(2, 1.0, &[2.0, 3.0]);
682        let s = j.scale(2.0);
683        assert_eq!(s.coeff(0), 2.0);
684        assert_eq!(s.coeff(1), 4.0);
685        assert_eq!(s.coeff(2), 6.0);
686        assert_eq!(s.coeff(3), 0.0);
687    }
688
689    #[test]
690    fn sub_is_elementwise_difference() {
691        let a = MultiDirJet::constant(2, 5.0);
692        let b = MultiDirJet::constant(2, 3.0);
693        let c = a.sub(&b);
694        assert_eq!(c.coeff(0), 2.0);
695        assert_eq!(c.coeff(1), 0.0);
696        assert_eq!(c.coeff(2), 0.0);
697        assert_eq!(c.coeff(3), 0.0);
698    }
699
700    // ── mul (subset-convolution) ──────────────────────────────────────────────
701
702    #[test]
703    fn mul_of_constants_is_scalar_product() {
704        let a = MultiDirJet::constant(2, 2.0);
705        let b = MultiDirJet::constant(2, 3.0);
706        let c = a.mul(&b);
707        assert_eq!(c.coeff(0), 6.0);
708        assert_eq!(c.coeff(1), 0.0);
709        assert_eq!(c.coeff(2), 0.0);
710        assert_eq!(c.coeff(3), 0.0);
711    }
712
713    #[test]
714    fn mul_satisfies_leibniz_rule_single_direction() {
715        // (1 + ε) * (1 + ε) = 1 + 2ε
716        let x = MultiDirJet::linear(1, 1.0, &[1.0]);
717        let y = MultiDirJet::linear(1, 1.0, &[1.0]);
718        let z = x.mul(&y);
719        assert_eq!(z.coeff(0), 1.0);
720        assert_eq!(z.coeff(1), 2.0);
721    }
722
723    #[test]
724    fn mul_cross_term_two_independent_directions() {
725        // (1 + ε₁)(1 + ε₂) = 1 + ε₁ + ε₂ + ε₁ε₂
726        let x = MultiDirJet::linear(2, 1.0, &[1.0, 0.0]);
727        let y = MultiDirJet::linear(2, 1.0, &[0.0, 1.0]);
728        let z = x.mul(&y);
729        assert_eq!(z.coeff(0), 1.0);
730        assert_eq!(z.coeff(1), 1.0);
731        assert_eq!(z.coeff(2), 1.0);
732        assert_eq!(z.coeff(3), 1.0);
733    }
734
735    // ── compose_unary: truncated-Taylor reassociation ─────────────────────────
736    //
737    // The new `compose_unary` reassociates the per-mask Faà di Bruno set-partition
738    // sum into a degree-4 polynomial in the subset-convolution power of the
739    // non-constant part. These tests are the accuracy gate: a double-double
740    // oracle is the truth, and the new path's error-vs-truth must be `≤` the old
741    // naive partition sum's error-vs-truth on every randomised program.
742
743    /// Deterministic xorshift64* — no `rand` dependency in the test.
744    struct Rng(u64);
745    impl Rng {
746        fn next_u64(&mut self) -> u64 {
747            let mut x = self.0;
748            x ^= x >> 12;
749            x ^= x << 25;
750            x ^= x >> 27;
751            self.0 = x;
752            x.wrapping_mul(0x2545F4914F6CDD1D)
753        }
754        /// Uniform in `[-scale, scale]`.
755        fn signed(&mut self, scale: f64) -> f64 {
756            let u = (self.next_u64() >> 11) as f64 / (1u64 << 53) as f64; // [0,1)
757            (2.0 * u - 1.0) * scale
758        }
759    }
760
761    // ── A double-double oracle for the exact (order-4 truncated) composition ──
762
763    #[inline]
764    fn two_prod(a: f64, b: f64) -> (f64, f64) {
765        let p = a * b;
766        (p, a.mul_add(b, -p))
767    }
768    #[inline]
769    fn dd_two_sum(a: f64, b: f64) -> (f64, f64) {
770        let s = a + b;
771        let bb = s - a;
772        (s, (a - (s - bb)) + (b - bb))
773    }
774    #[derive(Clone, Copy)]
775    struct Dd {
776        hi: f64,
777        lo: f64,
778    }
779    impl Dd {
780        fn from(x: f64) -> Self {
781            Self { hi: x, lo: 0.0 }
782        }
783        fn mul_f64(self, b: f64) -> Self {
784            let (p, e) = two_prod(self.hi, b);
785            let lo = self.lo.mul_add(b, e);
786            let s = p + lo;
787            Self {
788                hi: s,
789                lo: (p - s) + lo,
790            }
791        }
792        fn add(self, o: Self) -> Self {
793            let (s, e) = dd_two_sum(self.hi, o.hi);
794            let (s2, e2) = dd_two_sum(self.lo, o.lo);
795            let lo = e + s2;
796            let h1 = s + lo;
797            let l1 = (s - h1) + lo;
798            let lo2 = l1 + e2;
799            let h = h1 + lo2;
800            Self {
801                hi: h,
802                lo: (h1 - h) + lo2,
803            }
804        }
805        /// `|self - x|` to ~double precision in the residual (Sterbenz: `x` and
806        /// `hi` agree to ~53 bits, so `x - hi` is essentially exact).
807        fn abs_err_to(self, x: f64) -> f64 {
808            ((x - self.hi) - self.lo).abs()
809        }
810    }
811
812    /// High-precision truth for `compose_unary` via the set-partition reference,
813    /// every product and sum carried in double-double.
814    fn compose_truth(coeffs: &[f64], derivs: [f64; DERIVS]) -> Vec<Dd> {
815        let count = coeffs.len();
816        let n_dirs = count.trailing_zeros() as usize;
817        let tables = partition_tables(n_dirs);
818        let mut out = vec![Dd::from(0.0); count];
819        let mut remap = vec![0usize; count];
820        let mut pos = [0usize; 64];
821        for (mask, slot) in out.iter_mut().enumerate() {
822            if mask == 0 {
823                *slot = Dd::from(derivs[0]);
824                continue;
825            }
826            let mut npos = 0usize;
827            let mut m = mask;
828            while m != 0 {
829                pos[npos] = m.trailing_zeros() as usize;
830                npos += 1;
831                m &= m - 1;
832            }
833            remap[0] = 0;
834            for cb in 1usize..(1usize << npos) {
835                let low = cb.trailing_zeros() as usize;
836                remap[cb] = remap[cb & (cb - 1)] | (1usize << pos[low]);
837            }
838            let table = &tables[npos];
839            let mut total = Dd::from(0.0);
840            for &(off, order) in table.parts.iter() {
841                let order = order as usize;
842                let mut prod = Dd::from(derivs[order]);
843                for &cb in &table.flat[off..off + order] {
844                    prod = prod.mul_f64(coeffs[remap[cb as usize]]);
845                }
846                total = total.add(prod);
847            }
848            *slot = total;
849        }
850        out
851    }
852
853    /// Build a random composite jet so the composition input is a realistic
854    /// non-trivial multilinear element (not just seeded directions).
855    fn random_inner(n_dirs: usize, rng: &mut Rng) -> MultiDirJet {
856        let base = rng.signed(0.8);
857        let first: Vec<f64> = (0..n_dirs).map(|_| rng.signed(0.6)).collect();
858        let a = MultiDirJet::linear(n_dirs, base, &first);
859        let b = MultiDirJet::linear(
860            n_dirs,
861            rng.signed(0.7),
862            &(0..n_dirs).map(|_| rng.signed(0.5)).collect::<Vec<_>>(),
863        );
864        // a*b + a populates the full cross-mask spectrum.
865        a.mul(&b).add(&a)
866    }
867
868    #[test]
869    fn compose_unary_matches_partition_reference_simple() {
870        // exp-like stack on a 2-direction cross jet: every coeff agrees with the
871        // direct set-partition reference to a tight tolerance.
872        let j = MultiDirJet::linear(2, 0.3, &[0.5, -0.4]).mul(&MultiDirJet::linear(
873            2,
874            -0.2,
875            &[0.1, 0.7],
876        ));
877        let d = [0.9_f64, 1.1, -0.7, 0.4, -0.25];
878        let got = j.compose_unary(d);
879        let want = compose_unary_partition_reference(&j.coeffs, d);
880        for (mask, (&g, &w)) in got.coeffs.iter().zip(want.iter()).enumerate() {
881            let tol = 1e-13 * w.abs().max(1.0);
882            assert!(
883                (g - w).abs() <= tol,
884                "mask {mask}: got={g:.17e} want={w:.17e}"
885            );
886        }
887    }
888
889    #[test]
890    fn compose_unary_accuracy_beats_partition_sum_vs_double_double() {
891        // The accuracy gate. Over many random programs at every K used in
892        // production, the new path's error-vs-truth is never worse than the old
893        // naive partition sum's, and is a strict improvement in aggregate.
894        let mut rng = Rng(0x1234_5678_9abc_def0);
895        let mut sum_new = 0.0f64;
896        let mut sum_old = 0.0f64;
897        for &n_dirs in &[2usize, 3, 4, 6, 8] {
898            for _ in 0..200 {
899                let inner = random_inner(n_dirs, &mut rng);
900                let d = [
901                    rng.signed(1.5),
902                    rng.signed(1.5),
903                    rng.signed(2.0),
904                    rng.signed(3.0),
905                    rng.signed(4.0),
906                ];
907                let new = inner.compose_unary(d);
908                let old = compose_unary_partition_reference(&inner.coeffs, d);
909                let truth = compose_truth(&inner.coeffs, d);
910                for mask in 0..inner.coeffs.len() {
911                    let en = truth[mask].abs_err_to(new.coeffs[mask]);
912                    let eo = truth[mask].abs_err_to(old[mask]);
913                    sum_new += en;
914                    sum_old += eo;
915                    // Per-coefficient: new is never materially worse. The 4 ULP
916                    // slack absorbs the rare tie where a differently-grouped but
917                    // equally-valid rounding lands one ULP either way.
918                    let scale = truth[mask].hi.abs().max(1.0);
919                    assert!(
920                        en <= eo + 4.0 * f64::EPSILON * scale,
921                        "K={n_dirs} mask={mask}: new_err={en:.3e} old_err={eo:.3e}"
922                    );
923                }
924            }
925        }
926        // Aggregate: the compensated reassociation is a real improvement.
927        assert!(
928            sum_new <= sum_old,
929            "aggregate error regressed: new={sum_new:.6e} old={sum_old:.6e}"
930        );
931        eprintln!(
932            "compose_unary accuracy: total |err| new={sum_new:.6e} old={sum_old:.6e} \
933             (improvement {:.2}x)",
934            sum_old / sum_new.max(f64::MIN_POSITIVE)
935        );
936    }
937
938    #[test]
939    fn compose_unary_speedup_over_partition_sum() {
940        // Measure ns/call new vs. the previous partition-sum implementation
941        // across the production K range. Prints the multiple; asserts a
942        // conservative floor so CI noise can't make it flaky.
943        use std::time::Instant;
944        let mut rng = Rng(0xfeed_face_dead_beef);
945        for &n_dirs in &[2usize, 4, 6, 8] {
946            let n_inputs = 256usize;
947            let inputs: Vec<(MultiDirJet, [f64; DERIVS])> = (0..n_inputs)
948                .map(|_| {
949                    (
950                        random_inner(n_dirs, &mut rng),
951                        [
952                            rng.signed(1.5),
953                            rng.signed(1.5),
954                            rng.signed(2.0),
955                            rng.signed(3.0),
956                            rng.signed(4.0),
957                        ],
958                    )
959                })
960                .collect();
961            let iters = 200usize;
962            // Warm the scratch / partition tables.
963            for (j, d) in &inputs {
964                std::hint::black_box(j.compose_unary(*d));
965                std::hint::black_box(compose_unary_partition_reference(&j.coeffs, *d));
966            }
967            let t0 = Instant::now();
968            for _ in 0..iters {
969                for (j, d) in &inputs {
970                    std::hint::black_box(j.compose_unary(*d));
971                }
972            }
973            let new_ns = t0.elapsed().as_nanos() as f64 / (iters * inputs.len()) as f64;
974            let t1 = Instant::now();
975            for _ in 0..iters {
976                for (j, d) in &inputs {
977                    std::hint::black_box(compose_unary_partition_reference(&j.coeffs, *d));
978                }
979            }
980            let old_ns = t1.elapsed().as_nanos() as f64 / (iters * inputs.len()) as f64;
981            eprintln!(
982                "compose_unary K={n_dirs}: new={new_ns:.1} ns/call  old={old_ns:.1} ns/call  \
983                 speedup={:.2}x",
984                old_ns / new_ns
985            );
986            // Guard only where the algorithmic win is robust: an optimised build
987            // at the production-dominant K (the partition sum's `Σ_π |π|` work
988            // grows steeply with K, while the new path is three convolutions).
989            // Debug builds and tiny K are dominated by fixed per-call overhead
990            // and the ratio there is not a meaningful guard, so it is printed
991            // but not asserted (and timing asserts must not flake on CI).
992            if !cfg!(debug_assertions) && n_dirs >= 6 {
993                assert!(
994                    new_ns < old_ns,
995                    "K={n_dirs} new path slower: new={new_ns:.1}ns old={old_ns:.1}ns"
996                );
997            }
998        }
999    }
1000}