1use gam_math::probability::normal_cdf;
2use gam_runtime::resource::{ByteLruCache, ResidentBytes};
3use smallvec::{SmallVec, smallvec};
4use std::hash::{Hash, Hasher};
5use std::sync::Arc;
6use std::sync::atomic::{AtomicU64, Ordering};
7
8#[derive(Clone, Debug)]
17pub enum CubicCellKernelError {
18 InvalidInterval { reason: String },
21 InvalidCellShape { reason: String },
26 InsufficientMoments { reason: String },
29 BivariateNormalDomain { reason: String },
32}
33
34impl_reason_error_boilerplate! {
35 CubicCellKernelError {
36 InvalidInterval,
37 InvalidCellShape,
38 InsufficientMoments,
39 BivariateNormalDomain,
40 }
41}
42
43impl CubicCellKernelError {
44 #[inline]
45 fn invalid_interval(reason: impl Into<String>) -> Self {
46 CubicCellKernelError::InvalidInterval {
47 reason: reason.into(),
48 }
49 }
50 #[inline]
51 fn invalid_cell_shape(reason: impl Into<String>) -> Self {
52 CubicCellKernelError::InvalidCellShape {
53 reason: reason.into(),
54 }
55 }
56 #[inline]
57 fn insufficient_moments(reason: impl Into<String>) -> Self {
58 CubicCellKernelError::InsufficientMoments {
59 reason: reason.into(),
60 }
61 }
62 #[inline]
63 fn bivariate_normal_domain(reason: impl Into<String>) -> Self {
64 CubicCellKernelError::BivariateNormalDomain {
65 reason: reason.into(),
66 }
67 }
68}
69
70#[derive(Clone, Copy, Debug, PartialEq)]
96pub struct LocalSpanCubic {
97 pub left: f64,
98 pub right: f64,
99 pub c0: f64,
100 pub c1: f64,
101 pub c2: f64,
102 pub c3: f64,
103}
104
105impl LocalSpanCubic {
106 #[inline]
107 pub fn evaluate(self, x: f64) -> f64 {
108 let t = x - self.left;
109 self.c0 + self.c1 * t + self.c2 * t * t + self.c3 * t * t * t
110 }
111
112 #[inline]
113 pub fn first_derivative(self, x: f64) -> f64 {
114 let t = x - self.left;
115 self.c1 + 2.0 * self.c2 * t + 3.0 * self.c3 * t * t
116 }
117
118 #[inline]
119 pub fn second_derivative(self, x: f64) -> f64 {
120 let t = x - self.left;
121 2.0 * self.c2 + 6.0 * self.c3 * t
122 }
123}
124
125pub const ANCHORED_DEVIATION_KERNEL: &str = "DenestedCubicTransport";
126pub const NORMALIZED_CELL_BRANCH_TOL: f64 = 1e-10;
134
135const INV_TWO_PI: f64 = 1.0 / std::f64::consts::TAU;
136
137#[cfg(target_os = "linux")]
141pub const GL_NODES_FOR_GPU_KERNEL: &[f64; 384] = &GL_NODES;
142#[cfg(target_os = "linux")]
144pub const GL_WEIGHTS_FOR_GPU_KERNEL: &[f64; 384] = &GL_WEIGHTS;
145
146const GL_NODES: [f64; 384] = [
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234 -7.537_999_314_620_412e-1,
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241 -7.150_054_225_789_432e-1,
242 -7.092_694_143_778_975e-1,
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245 -6.917_788_399_448_808e-1,
246 -6.858_557_625_704_99e-1,
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249 -6.678_134_083_685_102e-1,
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252 -6.493_698_338_129_212e-1,
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289 -3.935_076_288_252_386e-1,
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295 -3.479_845_600_084_600_6e-1,
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297 -3.326_189_312_180_866e-1,
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346 6.124_104_354_682_962e-2,
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350 9.382_352_857_167_028e-2,
351 1.019_548_496_969_403_7e-1,
352 1.100_793_644_996_070_4e-1,
353 1.181_965_306_016_578_4e-1,
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355 1.344_066_496_809_674_7e-1,
356 1.424_985_204_997_981_4e-1,
357 1.505_808_783_733_995e-1,
358 1.586_531_837_380_799_3e-1,
359 1.667_148_977_012_352_4e-1,
360 1.747_654_820_773_241_2e-1,
361 1.828_043_994_237_965_6e-1,
362 1.908_311_130_769_724_5e-1,
363 1.988_450_871_878_683_4e-1,
364 2.068_457_867_579_697_5e-1,
365 2.148_326_776_749_466_5e-1,
366 2.228_052_267_483_099_4e-1,
367 2.307_629_017_450_062e-1,
368 2.387_051_714_249_486_3e-1,
369 2.466_315_055_764_817_5e-1,
370 2.545_413_750_517_773e-1,
371 2.624_342_518_021_592_4e-1,
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377 3.094_052_417_157_978e-1,
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379 3.249_025_524_348_469_5e-1,
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381 3.403_131_049_590_297e-1,
382 3.479_845_600_084_600_6e-1,
383 3.556_327_842_338_202e-1,
384 3.632_572_670_534_011e-1,
385 3.708_574_994_704_271e-1,
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388 3.935_076_288_252_386e-1,
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395 4.454_152_731_321_473_5e-1,
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397 4.599_857_932_156_304e-1,
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399 4.744_334_840_483_605_5e-1,
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475 8.980_358_027_016_164e-1,
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480 9.152_535_662_338_34e-1,
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482 9.217_145_478_003_181e-1,
483 9.248_528_473_801_222e-1,
484 9.279_294_054_453_956e-1,
485 9.309_440_166_106_54e-1,
486 9.338_964_796_258_775e-1,
487 9.367_865_973_899_459e-1,
488 9.396_141_769_637_963e-1,
489 9.423_790_295_833_044e-1,
490 9.450_809_706_718_851e-1,
491 9.477_198_198_528_157e-1,
492 9.502_954_009_612_771e-1,
493 9.528_075_420_561_144e-1,
494 9.552_560_754_313_16e-1,
495 9.576_408_376_272_095e-1,
496 9.599_616_694_413_742e-1,
497 9.622_184_159_392_698e-1,
498 9.644_109_264_645_802e-1,
499 9.665_390_546_492_71e-1,
500 9.686_026_584_233_628e-1,
501 9.706_016_000_244_151e-1,
502 9.725_357_460_067_257e-1,
503 9.744_049_672_502_397e-1,
504 9.762_091_389_691_724e-1,
505 9.779_481_407_203_411e-1,
506 9.796_218_564_112_101e-1,
507 9.812_301_743_076_443e-1,
508 9.827_729_870_413_743e-1,
509 9.842_501_916_171_713e-1,
510 9.856_616_894_197_333e-1,
511 9.870_073_862_202_815e-1,
512 9.882_871_921_828_699e-1,
513 9.895_010_218_704_087e-1,
514 9.906_487_942_504_061e-1,
515 9.917_304_327_004_32e-1,
516 9.927_458_650_133_153e-1,
517 9.936_950_234_020_883e-1,
518 9.945_778_445_047_068e-1,
519 9.953_942_693_885_953e-1,
520 9.961_442_435_551_087e-1,
521 9.968_277_169_440_913e-1,
522 9.974_446_439_389_107e-1,
523 9.979_949_833_727_938e-1,
524 9.984_786_985_384_589e-1,
525 9.988_957_572_063_257e-1,
526 9.992_461_316_671_845e-1,
527 9.995_297_988_558_859e-1,
528 9.997_467_408_113_523e-1,
529 9.998_969_471_378_596e-1,
530 9.999_804_411_726_474e-1,
531];
532const GL_WEIGHTS: [f64; 384] = [
533 5.019_410_348_676_869_6e-5,
534 1.168_390_665_730_266_3e-4,
535 1.835_749_193_551_655_8e-4,
536 2.503_070_890_844_105e-4,
537 3.170_242_698_112_815e-4,
538 3.837_208_020_912_921_4e-4,
539 4.503_919_137_716_827e-4,
540 5.170_330_453_491_649e-4,
541 5.836_397_042_630_135e-4,
542 6.502_074_240_969_948e-4,
543 7.167_317_509_947_801e-4,
544 7.832_082_385_905_168e-4,
545 8.496_324_460_039_209e-4,
546 9.159_999_370_632_641e-4,
547 9.823_062_800_663_463e-4,
548 1.048_547_047_793_689_5e-3,
549 1.114_717_817_647_310_6e-3,
550 1.180_814_171_855_922e-3,
551 1.246_831_697_715_441_5e-3,
552 1.312_765_987_850_66e-3,
553 1.378_612_640_487_646_8e-3,
554 1.444_367_259_734_736e-3,
555 1.510_025_455_865_810_3e-3,
556 1.575_582_845_607_936_8e-3,
557 1.641_035_052_429_271_5e-3,
558 1.706_377_706_828_447_1e-3,
559 1.771_606_446_623_834_7e-3,
560 1.836_716_917_243_567_5e-3,
561 1.901_704_772_014_899_2e-3,
562 1.966_565_672_453_437e-3,
563 2.031_295_288_552_398_4e-3,
564 2.095_889_299_071_020_6e-3,
565 2.160_343_391_822_734_3e-3,
566 2.224_653_263_962_713e-3,
567 2.288_814_622_274_955e-3,
568 2.352_823_183_458_769e-3,
569 2.416_674_674_414_340_5e-3,
570 2.480_364_832_528_265_6e-3,
571 2.543_889_405_957_74e-3,
572 2.607_244_153_914_452e-3,
573 2.670_424_846_947_554e-3,
574 2.733_427_267_226_093_3e-3,
575 2.796_247_208_820_428e-3,
576 2.858_880_477_983_06e-3,
577 2.921_322_893_428_515_3e-3,
578 2.983_570_286_612_554_5e-3,
579 3.045_618_502_010_327_8e-3,
580 3.107_463_397_393_755_5e-3,
581 3.169_100_844_108_32e-3,
582 3.230_526_727_348_174e-3,
583 3.291_736_946_431_361e-3,
584 3.352_727_415_073_250_3e-3,
585 3.413_494_061_659_418_4e-3,
586 3.474_032_829_517_317e-3,
587 3.534_339_677_187_348_4e-3,
588 3.594_410_578_692_452e-3,
589 3.654_241_523_806_987e-3,
590 3.713_828_518_324_312_5e-3,
591 3.773_167_584_323_583_5e-3,
592 3.832_254_760_435_171e-3,
593 3.891_086_102_105_193_4e-3,
594 3.949_657_681_858_895e-3,
595 4.007_965_589_562_678e-3,
596 4.066_005_932_685_269e-3,
597 4.123_774_836_557_6e-3,
598 4.181_268_444_631_281e-3,
599 4.238_482_918_736_289e-3,
600 4.295_414_439_336_925e-3,
601 4.352_059_205_787_275e-3,
602 4.408_413_436_584_285e-3,
603 4.464_473_369_620_78e-3,
604 4.520_235_262_436_235e-3,
605 4.575_695_392_466_791e-3,
606 4.630_850_057_293_894e-3,
607 4.685_695_574_891_041e-3,
608 4.740_228_283_870_022e-3,
609 4.794_444_543_725_102e-3,
610 4.848_340_735_076_109e-3,
611 4.901_913_259_910_197e-3,
612 4.955_158_541_821_682_4e-3,
613 5.008_073_026_251_332e-3,
614 5.060_653_180_723_101_4e-3,
615 5.112_895_495_080_397e-3,
616 5.164_796_481_720_011e-3,
617 5.216_352_675_825_451e-3,
618 5.267_560_635_597_735e-3,
619 5.318_416_942_485_385e-3,
620 5.368_918_201_412_827e-3,
621 5.419_061_041_006_627e-3,
622 5.468_842_113_820_941e-3,
623 5.518_258_096_560_71e-3,
624 5.567_305_690_303_767e-3,
625 5.615_981_620_720_803e-3,
626 5.664_282_638_294_182e-3,
627 5.712_205_518_534_655e-3,
628 5.759_747_062_196_925_5e-3,
629 5.806_904_095_492_818e-3,
630 5.853_673_470_303_617_4e-3,
631 5.900_052_064_389_824e-3,
632 5.946_036_781_599_814e-3,
633 5.991_624_552_076_468e-3,
634 6.036_812_332_462_087e-3,
635 6.081_597_106_101_673e-3,
636 6.125_975_883_244_196e-3,
637 6.169_945_701_242_237e-3,
638 6.213_503_624_749_591e-3,
639 6.256_646_745_917_723e-3,
640 6.299_372_184_589_237e-3,
641 6.341_677_088_490_664e-3,
642 6.383_558_633_422_572e-3,
643 6.425_014_023_448_273e-3,
644 6.466_040_491_080_434e-3,
645 6.506_635_297_465_724e-3,
646 6.546_795_732_567_842_5e-3,
647 6.586_519_115_348_261e-3,
648 6.625_802_793_945_317e-3,
649 6.664_644_145_851_14e-3,
650 6.703_040_578_086_941e-3,
651 6.740_989_527_375_895e-3,
652 6.778_488_460_314_126e-3,
653 6.815_534_873_540_5e-3,
654 6.852_126_293_902_878e-3,
655 6.888_260_278_623_754e-3,
656 6.923_934_415_463_31e-3,
657 6.959_146_322_880_146_5e-3,
658 6.993_893_650_190_702e-3,
659 7.028_174_077_725_734e-3,
660 7.061_985_316_985_506e-3,
661 7.095_325_110_792_439e-3,
662 7.128_191_233_441_844e-3,
663 7.160_581_490_850_321e-3,
664 7.192_493_720_702_486e-3,
665 7.223_925_792_595_309e-3,
666 7.254_875_608_179_984e-3,
667 7.285_341_101_302_512e-3,
668 7.315_320_238_141_324_5e-3,
669 7.344_811_017_343_063e-3,
670 7.373_811_470_156_258e-3,
671 7.402_319_660_562_818e-3,
672 7.430_333_685_407_178e-3,
673 7.457_851_674_523_319e-3,
674 7.484_871_790_859_79e-3,
675 7.511_392_230_602_079e-3,
676 7.537_411_223_293_362e-3,
677 7.562_927_031_952_382e-3,
678 7.587_937_953_189_561_5e-3,
679 7.612_442_317_320_796e-3,
680 7.636_438_488_478_739e-3,
681 7.659_924_864_722_064e-3,
682 7.682_899_878_142_539e-3,
683 7.705_361_994_969_524e-3,
684 7.727_309_715_672_44e-3,
685 7.748_741_575_060_914e-3,
686 7.769_656_142_382_462e-3,
687 7.790_052_021_418_226e-3,
688 7.809_927_850_575_903e-3,
689 7.829_282_302_980_82e-3,
690 7.848_114_086_564_56e-3,
691 7.866_421_944_151_094e-3,
692 7.884_204_653_540_665e-3,
693 7.901_461_027_591_6e-3,
694 7.918_189_914_299_318e-3,
695 7.934_390_196_873_448e-3,
696 7.950_060_793_812_204e-3,
697 7.965_200_658_974_709e-3,
698 7.979_808_781_650_77e-3,
699 7.993_884_186_628_266e-3,
700 8.007_425_934_258_548e-3,
701 8.020_433_120_518_866e-3,
702 8.032_904_877_072_8e-3,
703 8.044_840_371_328_26e-3,
704 8.056_238_806_493_175e-3,
705 8.067_099_421_628_42e-3,
706 8.077_421_491_698_82e-3,
707 8.087_204_327_621_594e-3,
708 8.096_447_276_312_202e-3,
709 8.105_149_720_727_933e-3,
710 8.113_311_079_909_208e-3,
711 8.120_930_809_018_415e-3,
712 8.128_008_399_376_085e-3,
713 8.134_543_378_495_033e-3,
714 8.140_535_310_111_77e-3,
715 8.145_983_794_215_77e-3,
716 8.150_888_467_075_875e-3,
717 8.155_249_001_265_092e-3,
718 8.159_065_105_681_899e-3,
719 8.162_336_525_570_1e-3,
720 8.165_063_042_535_465e-3,
721 8.167_244_474_560_707e-3,
722 8.168_880_676_017_344e-3,
723 8.169_971_537_675_47e-3,
724 8.170_516_986_711_104e-3,
725 8.170_516_986_711_104e-3,
726 8.169_971_537_675_47e-3,
727 8.168_880_676_017_344e-3,
728 8.167_244_474_560_707e-3,
729 8.165_063_042_535_465e-3,
730 8.162_336_525_570_1e-3,
731 8.159_065_105_681_899e-3,
732 8.155_249_001_265_092e-3,
733 8.150_888_467_075_875e-3,
734 8.145_983_794_215_77e-3,
735 8.140_535_310_111_77e-3,
736 8.134_543_378_495_033e-3,
737 8.128_008_399_376_085e-3,
738 8.120_930_809_018_415e-3,
739 8.113_311_079_909_208e-3,
740 8.105_149_720_727_933e-3,
741 8.096_447_276_312_202e-3,
742 8.087_204_327_621_594e-3,
743 8.077_421_491_698_82e-3,
744 8.067_099_421_628_42e-3,
745 8.056_238_806_493_175e-3,
746 8.044_840_371_328_26e-3,
747 8.032_904_877_072_8e-3,
748 8.020_433_120_518_866e-3,
749 8.007_425_934_258_548e-3,
750 7.993_884_186_628_266e-3,
751 7.979_808_781_650_77e-3,
752 7.965_200_658_974_709e-3,
753 7.950_060_793_812_204e-3,
754 7.934_390_196_873_448e-3,
755 7.918_189_914_299_318e-3,
756 7.901_461_027_591_6e-3,
757 7.884_204_653_540_665e-3,
758 7.866_421_944_151_094e-3,
759 7.848_114_086_564_56e-3,
760 7.829_282_302_980_82e-3,
761 7.809_927_850_575_903e-3,
762 7.790_052_021_418_226e-3,
763 7.769_656_142_382_462e-3,
764 7.748_741_575_060_914e-3,
765 7.727_309_715_672_44e-3,
766 7.705_361_994_969_524e-3,
767 7.682_899_878_142_539e-3,
768 7.659_924_864_722_064e-3,
769 7.636_438_488_478_739e-3,
770 7.612_442_317_320_796e-3,
771 7.587_937_953_189_561_5e-3,
772 7.562_927_031_952_382e-3,
773 7.537_411_223_293_362e-3,
774 7.511_392_230_602_079e-3,
775 7.484_871_790_859_79e-3,
776 7.457_851_674_523_319e-3,
777 7.430_333_685_407_178e-3,
778 7.402_319_660_562_818e-3,
779 7.373_811_470_156_258e-3,
780 7.344_811_017_343_063e-3,
781 7.315_320_238_141_324_5e-3,
782 7.285_341_101_302_512e-3,
783 7.254_875_608_179_984e-3,
784 7.223_925_792_595_309e-3,
785 7.192_493_720_702_486e-3,
786 7.160_581_490_850_321e-3,
787 7.128_191_233_441_844e-3,
788 7.095_325_110_792_439e-3,
789 7.061_985_316_985_506e-3,
790 7.028_174_077_725_734e-3,
791 6.993_893_650_190_702e-3,
792 6.959_146_322_880_146_5e-3,
793 6.923_934_415_463_31e-3,
794 6.888_260_278_623_754e-3,
795 6.852_126_293_902_878e-3,
796 6.815_534_873_540_5e-3,
797 6.778_488_460_314_126e-3,
798 6.740_989_527_375_895e-3,
799 6.703_040_578_086_941e-3,
800 6.664_644_145_851_14e-3,
801 6.625_802_793_945_317e-3,
802 6.586_519_115_348_261e-3,
803 6.546_795_732_567_842_5e-3,
804 6.506_635_297_465_724e-3,
805 6.466_040_491_080_434e-3,
806 6.425_014_023_448_273e-3,
807 6.383_558_633_422_572e-3,
808 6.341_677_088_490_664e-3,
809 6.299_372_184_589_237e-3,
810 6.256_646_745_917_723e-3,
811 6.213_503_624_749_591e-3,
812 6.169_945_701_242_237e-3,
813 6.125_975_883_244_196e-3,
814 6.081_597_106_101_673e-3,
815 6.036_812_332_462_087e-3,
816 5.991_624_552_076_468e-3,
817 5.946_036_781_599_814e-3,
818 5.900_052_064_389_824e-3,
819 5.853_673_470_303_617_4e-3,
820 5.806_904_095_492_818e-3,
821 5.759_747_062_196_925_5e-3,
822 5.712_205_518_534_655e-3,
823 5.664_282_638_294_182e-3,
824 5.615_981_620_720_803e-3,
825 5.567_305_690_303_767e-3,
826 5.518_258_096_560_71e-3,
827 5.468_842_113_820_941e-3,
828 5.419_061_041_006_627e-3,
829 5.368_918_201_412_827e-3,
830 5.318_416_942_485_385e-3,
831 5.267_560_635_597_735e-3,
832 5.216_352_675_825_451e-3,
833 5.164_796_481_720_011e-3,
834 5.112_895_495_080_397e-3,
835 5.060_653_180_723_101_4e-3,
836 5.008_073_026_251_332e-3,
837 4.955_158_541_821_682_4e-3,
838 4.901_913_259_910_197e-3,
839 4.848_340_735_076_109e-3,
840 4.794_444_543_725_102e-3,
841 4.740_228_283_870_022e-3,
842 4.685_695_574_891_041e-3,
843 4.630_850_057_293_894e-3,
844 4.575_695_392_466_791e-3,
845 4.520_235_262_436_235e-3,
846 4.464_473_369_620_78e-3,
847 4.408_413_436_584_285e-3,
848 4.352_059_205_787_275e-3,
849 4.295_414_439_336_925e-3,
850 4.238_482_918_736_289e-3,
851 4.181_268_444_631_281e-3,
852 4.123_774_836_557_6e-3,
853 4.066_005_932_685_269e-3,
854 4.007_965_589_562_678e-3,
855 3.949_657_681_858_895e-3,
856 3.891_086_102_105_193_4e-3,
857 3.832_254_760_435_171e-3,
858 3.773_167_584_323_583_5e-3,
859 3.713_828_518_324_312_5e-3,
860 3.654_241_523_806_987e-3,
861 3.594_410_578_692_452e-3,
862 3.534_339_677_187_348_4e-3,
863 3.474_032_829_517_317e-3,
864 3.413_494_061_659_418_4e-3,
865 3.352_727_415_073_250_3e-3,
866 3.291_736_946_431_361e-3,
867 3.230_526_727_348_174e-3,
868 3.169_100_844_108_32e-3,
869 3.107_463_397_393_755_5e-3,
870 3.045_618_502_010_327_8e-3,
871 2.983_570_286_612_554_5e-3,
872 2.921_322_893_428_515_3e-3,
873 2.858_880_477_983_06e-3,
874 2.796_247_208_820_428e-3,
875 2.733_427_267_226_093_3e-3,
876 2.670_424_846_947_554e-3,
877 2.607_244_153_914_452e-3,
878 2.543_889_405_957_74e-3,
879 2.480_364_832_528_265_6e-3,
880 2.416_674_674_414_340_5e-3,
881 2.352_823_183_458_769e-3,
882 2.288_814_622_274_955e-3,
883 2.224_653_263_962_713e-3,
884 2.160_343_391_822_734_3e-3,
885 2.095_889_299_071_020_6e-3,
886 2.031_295_288_552_398_4e-3,
887 1.966_565_672_453_437e-3,
888 1.901_704_772_014_899_2e-3,
889 1.836_716_917_243_567_5e-3,
890 1.771_606_446_623_834_7e-3,
891 1.706_377_706_828_447_1e-3,
892 1.641_035_052_429_271_5e-3,
893 1.575_582_845_607_936_8e-3,
894 1.510_025_455_865_810_3e-3,
895 1.444_367_259_734_736e-3,
896 1.378_612_640_487_646_8e-3,
897 1.312_765_987_850_66e-3,
898 1.246_831_697_715_441_5e-3,
899 1.180_814_171_855_922e-3,
900 1.114_717_817_647_310_6e-3,
901 1.048_547_047_793_689_5e-3,
902 9.823_062_800_663_463e-4,
903 9.159_999_370_632_641e-4,
904 8.496_324_460_039_209e-4,
905 7.832_082_385_905_168e-4,
906 7.167_317_509_947_801e-4,
907 6.502_074_240_969_948e-4,
908 5.836_397_042_630_135e-4,
909 5.170_330_453_491_649e-4,
910 4.503_919_137_716_827e-4,
911 3.837_208_020_912_921_4e-4,
912 3.170_242_698_112_815e-4,
913 2.503_070_890_844_105e-4,
914 1.835_749_193_551_655_8e-4,
915 1.168_390_665_730_266_3e-4,
916 5.019_410_348_676_869_6e-5,
917];
918
919#[derive(Clone, Copy, Debug, Eq, PartialEq)]
920pub enum ExactCellBranch {
921 Affine,
922 Quartic,
923 Sextic,
924}
925
926#[inline]
943fn effective_branch_tol(cell: DenestedCubicCell) -> f64 {
944 let anchor_scale = cell.c0.abs().max(cell.c1.abs()).max(1.0);
945 NORMALIZED_CELL_BRANCH_TOL * anchor_scale
946}
947
948#[derive(Clone, Copy, Debug, PartialEq)]
949pub struct DenestedCubicCell {
950 pub left: f64,
951 pub right: f64,
952 pub c0: f64,
953 pub c1: f64,
954 pub c2: f64,
955 pub c3: f64,
956}
957
958impl DenestedCubicCell {
959 #[inline]
960 pub fn eta(self, z: f64) -> f64 {
961 self.c0 + self.c1 * z + self.c2 * z * z + self.c3 * z * z * z
962 }
963
964 #[inline]
965 pub fn q(self, z: f64) -> f64 {
966 let eta = self.eta(z);
967 0.5 * (z * z + eta * eta)
968 }
969}
970
971#[derive(Clone, Copy, Debug, Eq, Hash, PartialEq)]
972pub struct CellMomentFingerprint {
973 pub hash: u64,
974 bins: [u64; 6],
975}
976
977#[derive(Clone, Copy, Debug, Eq, Hash, PartialEq)]
978pub struct CellMomentCacheKey {
979 pub fingerprint: CellMomentFingerprint,
980 pub max_degree: usize,
981}
982
983#[derive(Clone, Copy, Debug, Default, PartialEq)]
984pub struct CellMomentDedupStats {
985 pub lookups: u64,
986 pub hits: u64,
987 pub misses: u64,
988}
989
990impl CellMomentDedupStats {
991 #[inline]
992 pub fn hit_rate(self) -> f64 {
993 if self.lookups == 0 {
994 0.0
995 } else {
996 self.hits as f64 / self.lookups as f64
997 }
998 }
999}
1000
1001#[inline]
1002fn splitmix64(x: u64) -> u64 {
1003 gam_linalg::utils::splitmix64_hash(x)
1004}
1005
1006#[inline]
1007fn mix_fingerprint_words(words: &[u64]) -> u64 {
1008 let mut h = 0xcbf2_9ce4_8422_2325u64;
1009 for &word in words {
1010 h ^= splitmix64(word);
1011 h = h.wrapping_mul(0x100_0000_01b3);
1012 }
1013 h
1014}
1015
1016#[inline]
1017fn quantized_cell_word(x: f64, epsilon: f64) -> u64 {
1018 if epsilon == 0.0 || !epsilon.is_finite() || epsilon < 0.0 || !x.is_finite() {
1019 return x.to_bits();
1020 }
1021 (x / epsilon).round().to_bits()
1022}
1023
1024pub fn cell_moment_fingerprint(cell: DenestedCubicCell, epsilon: f64) -> CellMomentFingerprint {
1032 let bins = [
1033 quantized_cell_word(cell.left, epsilon),
1034 quantized_cell_word(cell.right, epsilon),
1035 quantized_cell_word(cell.c0, epsilon),
1036 quantized_cell_word(cell.c1, epsilon),
1037 quantized_cell_word(cell.c2, epsilon),
1038 quantized_cell_word(cell.c3, epsilon),
1039 ];
1040 CellMomentFingerprint {
1041 hash: mix_fingerprint_words(&bins),
1042 bins,
1043 }
1044}
1045
1046#[inline]
1047pub fn cell_moment_cache_key(
1048 cell: DenestedCubicCell,
1049 max_degree: usize,
1050 epsilon: f64,
1051) -> CellMomentCacheKey {
1052 CellMomentCacheKey {
1053 fingerprint: cell_moment_fingerprint(cell, epsilon),
1054 max_degree,
1055 }
1056}
1057
1058#[derive(Clone, Copy, Debug, PartialEq)]
1059pub struct DenestedPartitionCell {
1060 pub cell: DenestedCubicCell,
1061 pub score_span: LocalSpanCubic,
1062 pub link_span: LocalSpanCubic,
1063 pub left_edge: PartitionEdge,
1069 pub right_edge: PartitionEdge,
1070}
1071
1072impl DenestedPartitionCell {}
1073
1074#[derive(Clone, Copy, Debug, PartialEq)]
1076pub enum PartitionEdge {
1077 Fixed(f64),
1080 Crossing { tau: f64 },
1083}
1084
1085impl PartitionEdge {
1086 #[inline]
1088 pub fn z_at(self, a: f64, b: f64) -> f64 {
1089 match self {
1090 Self::Fixed(z) => z,
1091 Self::Crossing { tau } => (tau - a) / b,
1092 }
1093 }
1094}
1095
1096#[derive(Clone, Copy, Debug, Eq, PartialEq, Hash)]
1097struct TailCellMomentCacheKey {
1098 c0_bits: u64,
1099 c1_bits: u64,
1100 endpoint_bits: u64,
1101 side: i8,
1102 max_degree: usize,
1103}
1104
1105const TAIL_CELL_MOMENT_CACHE_MAX_BYTES: usize = 64 * 1024 * 1024;
1106const TAIL_CELL_MOMENT_CACHE_MAX_ENTRIES: usize = 262_144;
1107
1108#[derive(Clone, Copy, Debug, Default, Eq, PartialEq)]
1109pub struct TailCellMomentCacheStats {
1110 pub hits: usize,
1111 pub misses: usize,
1112 pub entries: usize,
1113}
1114
1115impl TailCellMomentCacheStats {
1116 #[inline]
1117 pub fn requests(self) -> usize {
1118 self.hits + self.misses
1119 }
1120
1121 #[inline]
1122 pub fn hit_rate(self) -> f64 {
1123 let requests = self.requests();
1124 if requests == 0 {
1125 0.0
1126 } else {
1127 self.hits as f64 / requests as f64
1128 }
1129 }
1130}
1131
1132#[derive(Debug)]
1146pub struct TailCellMomentCache {
1147 moments: ByteLruCache<TailCellMomentCacheKey, CellMomentState>,
1148 in_flight: std::sync::Mutex<
1149 std::collections::HashMap<
1150 TailCellMomentCacheKey,
1151 Arc<std::sync::OnceLock<Result<CellMomentState, String>>>,
1152 >,
1153 >,
1154 hits: std::sync::atomic::AtomicUsize,
1155 misses: std::sync::atomic::AtomicUsize,
1156}
1157
1158impl Default for TailCellMomentCache {
1159 fn default() -> Self {
1160 let shard_count = std::thread::available_parallelism()
1164 .map(|workers| workers.get().saturating_mul(8))
1165 .unwrap_or(32)
1166 .clamp(8, 256);
1167 Self {
1168 moments: ByteLruCache::with_max_entries_sharded(
1169 TAIL_CELL_MOMENT_CACHE_MAX_BYTES,
1170 TAIL_CELL_MOMENT_CACHE_MAX_ENTRIES,
1171 shard_count,
1172 ),
1173 in_flight: std::sync::Mutex::new(std::collections::HashMap::new()),
1174 hits: std::sync::atomic::AtomicUsize::new(0),
1175 misses: std::sync::atomic::AtomicUsize::new(0),
1176 }
1177 }
1178}
1179
1180impl TailCellMomentCache {
1181 #[inline]
1183 pub fn new() -> Self {
1184 Self::default()
1185 }
1186
1187 #[inline]
1190 pub fn clear(&self) {
1191 self.moments.clear();
1192 self.in_flight
1193 .lock()
1194 .unwrap_or_else(|p| p.into_inner())
1195 .clear();
1196 self.hits.store(0, std::sync::atomic::Ordering::Relaxed);
1197 self.misses.store(0, std::sync::atomic::Ordering::Relaxed);
1198 }
1199
1200 #[inline]
1202 pub fn stats(&self) -> TailCellMomentCacheStats {
1203 TailCellMomentCacheStats {
1204 hits: self.hits.load(std::sync::atomic::Ordering::Relaxed),
1205 misses: self.misses.load(std::sync::atomic::Ordering::Relaxed),
1206 entries: self.moments.len(),
1207 }
1208 }
1209
1210 pub fn evaluate(
1221 &self,
1222 cell: DenestedCubicCell,
1223 max_degree: usize,
1224 ) -> Result<CellMomentState, String> {
1225 let Some(key) = tail_cell_cache_key(cell, max_degree) else {
1226 return evaluate_cell_moments_uncached(cell, max_degree);
1227 };
1228 if let Some(state) = self.moments.get(&key) {
1229 self.hits.fetch_add(1, std::sync::atomic::Ordering::Relaxed);
1230 return Ok(state);
1231 }
1232
1233 let (slot, leader) = {
1234 let mut in_flight = self.in_flight.lock().unwrap_or_else(|p| p.into_inner());
1235 if let Some(slot) = in_flight.get(&key) {
1236 (Arc::clone(slot), false)
1237 } else {
1238 let slot = Arc::new(std::sync::OnceLock::new());
1239 in_flight.insert(key, Arc::clone(&slot));
1240 (slot, true)
1241 }
1242 };
1243
1244 if !leader {
1245 let state = slot.wait().clone()?;
1246 self.hits
1247 .fetch_add(1, std::sync::atomic::Ordering::Relaxed);
1248 return Ok(state);
1249 }
1250
1251 let state = evaluate_cell_moments_uncached(cell, max_degree);
1252 if let Ok(state) = &state {
1253 self.moments.insert(key, state.clone());
1254 self.hits
1255 .fetch_add(1, std::sync::atomic::Ordering::Relaxed);
1256 }
1257 self.misses
1258 .fetch_add(1, std::sync::atomic::Ordering::Relaxed);
1259 if let Err(existing_state) = slot.set(state.clone()) {
1260 std::mem::drop(existing_state);
1261 }
1262 self.in_flight
1263 .lock()
1264 .unwrap_or_else(|p| p.into_inner())
1265 .remove(&key);
1266 state
1267 }
1268}
1269
1270static TAIL_CELL_MOMENT_CACHE: std::sync::OnceLock<TailCellMomentCache> =
1271 std::sync::OnceLock::new();
1272static TAIL_CELL_MOMENT_CACHE_ENABLED: std::sync::atomic::AtomicBool =
1273 std::sync::atomic::AtomicBool::new(true);
1274
1275fn tail_cell_moment_cache() -> &'static TailCellMomentCache {
1276 TAIL_CELL_MOMENT_CACHE.get_or_init(TailCellMomentCache::default)
1277}
1278
1279#[inline]
1280fn tail_cell_cache_key(
1281 cell: DenestedCubicCell,
1282 max_degree: usize,
1283) -> Option<TailCellMomentCacheKey> {
1284 if cell.c2.abs() > NORMALIZED_CELL_BRANCH_TOL || cell.c3.abs() > NORMALIZED_CELL_BRANCH_TOL {
1285 return None;
1286 }
1287 match (!cell.left.is_finite(), !cell.right.is_finite()) {
1288 (true, false) if cell.right.is_finite() => Some(TailCellMomentCacheKey {
1289 c0_bits: cell.c0.to_bits(),
1290 c1_bits: cell.c1.to_bits(),
1291 endpoint_bits: cell.right.to_bits(),
1292 side: -1,
1293 max_degree,
1294 }),
1295 (false, true) if cell.left.is_finite() => Some(TailCellMomentCacheKey {
1296 c0_bits: cell.c0.to_bits(),
1297 c1_bits: cell.c1.to_bits(),
1298 endpoint_bits: cell.left.to_bits(),
1299 side: 1,
1300 max_degree,
1301 }),
1302 _ => None,
1303 }
1304}
1305
1306pub fn set_tail_cell_moment_cache_enabled(enabled: bool) {
1307 TAIL_CELL_MOMENT_CACHE_ENABLED.store(enabled, std::sync::atomic::Ordering::Relaxed);
1308}
1309
1310pub fn reset_tail_cell_moment_cache() {
1311 tail_cell_moment_cache().clear();
1312}
1313
1314pub fn tail_cell_moment_cache_stats() -> TailCellMomentCacheStats {
1315 tail_cell_moment_cache().stats()
1316}
1317
1318#[derive(Clone, Copy, Debug, Eq)]
1319pub struct CellFingerprint {
1320 c0: u64,
1321 c1: u64,
1322 c2: u64,
1323 c3: u64,
1324 left: u64,
1325 right: u64,
1326}
1327
1328impl CellFingerprint {
1329 #[inline]
1330 pub fn new(cell: DenestedCubicCell) -> Self {
1331 Self {
1332 c0: cell.c0.to_bits(),
1333 c1: cell.c1.to_bits(),
1334 c2: cell.c2.to_bits(),
1335 c3: cell.c3.to_bits(),
1336 left: cell.left.to_bits(),
1337 right: cell.right.to_bits(),
1338 }
1339 }
1340}
1341
1342impl PartialEq for CellFingerprint {
1343 #[inline]
1344 fn eq(&self, other: &Self) -> bool {
1345 self.c0 == other.c0
1346 && self.c1 == other.c1
1347 && self.c2 == other.c2
1348 && self.c3 == other.c3
1349 && self.left == other.left
1350 && self.right == other.right
1351 }
1352}
1353
1354impl Hash for CellFingerprint {
1355 #[inline]
1356 fn hash<H: Hasher>(&self, state: &mut H) {
1357 self.c0.hash(state);
1358 self.c1.hash(state);
1359 self.c2.hash(state);
1360 self.c3.hash(state);
1361 self.left.hash(state);
1362 self.right.hash(state);
1363 }
1364}
1365
1366#[derive(Clone, Debug, Default, PartialEq)]
1367pub struct CachedCellMoments {
1368 state: Option<Arc<CellMomentState>>,
1375 derivative_state: Option<Arc<CellDerivativeMomentState>>,
1382}
1383
1384impl CachedCellMoments {
1385 #[inline]
1386 pub fn new(state: Arc<CellMomentState>) -> Self {
1387 Self {
1388 state: Some(state),
1389 derivative_state: None,
1390 }
1391 }
1392
1393 #[inline]
1394 pub fn new_derivative(state: Arc<CellDerivativeMomentState>) -> Self {
1395 Self {
1396 state: None,
1397 derivative_state: Some(state),
1398 }
1399 }
1400
1401 #[inline]
1402 pub fn state_for_degree(&self, max_degree: usize) -> Option<CellMomentState> {
1403 let state = self.state.as_ref()?;
1404 if state.moments.len().saturating_sub(1) < max_degree {
1405 return None;
1406 }
1407 let mut state = (**state).clone();
1412 state.moments.truncate(max_degree + 1);
1413 Some(state)
1414 }
1415
1416 #[inline]
1417 pub fn derivative_state_for_degree(
1418 &self,
1419 max_degree: usize,
1420 ) -> Option<CellDerivativeMomentState> {
1421 let state = self.derivative_state.as_ref()?;
1422 if state.moments.len().saturating_sub(1) < max_degree {
1423 return None;
1424 }
1425 let mut state = (**state).clone();
1427 state.moments.truncate(max_degree + 1);
1428 Some(state)
1429 }
1430
1431 #[inline]
1432 pub fn with_value(mut self, state: Arc<CellMomentState>) -> Self {
1433 self.state = Some(state);
1434 self
1435 }
1436
1437 #[inline]
1438 pub fn with_derivative(mut self, state: Arc<CellDerivativeMomentState>) -> Self {
1439 self.derivative_state = Some(state);
1440 self
1441 }
1442}
1443
1444impl ResidentBytes for CachedCellMoments {
1445 fn resident_bytes(&self) -> usize {
1446 let value_bytes = self
1447 .state
1448 .as_ref()
1449 .map_or(0, |state| state.resident_bytes());
1450 let derivative_bytes = self
1451 .derivative_state
1452 .as_ref()
1453 .map_or(0, |state| state.resident_bytes());
1454 std::mem::size_of::<Self>()
1455 .saturating_add(value_bytes)
1456 .saturating_add(derivative_bytes)
1457 }
1458}
1459
1460#[derive(Debug, Default)]
1461pub struct CellMomentCacheStats {
1462 hits: AtomicU64,
1463 misses: AtomicU64,
1464}
1465
1466impl CellMomentCacheStats {
1467 #[inline]
1468 pub fn snapshot(&self) -> (u64, u64) {
1469 (
1470 self.hits.load(Ordering::Relaxed),
1471 self.misses.load(Ordering::Relaxed),
1472 )
1473 }
1474
1475 #[inline]
1476 pub fn hit_rate_delta(&self, before: (u64, u64)) -> (u64, u64, f64) {
1477 let (hits, misses) = self.snapshot();
1478 let dh = hits.saturating_sub(before.0);
1479 let dm = misses.saturating_sub(before.1);
1480 let total = dh + dm;
1481 let rate = if total == 0 {
1482 0.0
1483 } else {
1484 dh as f64 / total as f64
1485 };
1486 (dh, dm, rate)
1487 }
1488}
1489
1490pub type CellMomentLruCache = ByteLruCache<CellFingerprint, CachedCellMoments>;
1491
1492pub const CELL_MOMENT_INLINE_CAPACITY: usize = 10;
1493
1494pub type CellMomentVec = SmallVec<[f64; CELL_MOMENT_INLINE_CAPACITY]>;
1495
1496#[derive(Clone, Debug, PartialEq)]
1497pub struct CellMomentState {
1498 pub branch: ExactCellBranch,
1499 pub value: f64,
1500 pub moments: CellMomentVec,
1501}
1502
1503impl ResidentBytes for CellMomentState {
1504 fn resident_bytes(&self) -> usize {
1505 let spilled_bytes = if self.moments.spilled() {
1506 self.moments
1507 .capacity()
1508 .saturating_mul(std::mem::size_of::<f64>())
1509 } else {
1510 0
1511 };
1512 std::mem::size_of::<Self>().saturating_add(spilled_bytes)
1513 }
1514}
1515
1516#[derive(Clone, Debug, PartialEq)]
1517pub struct CellDerivativeMomentState {
1518 pub branch: ExactCellBranch,
1519 pub moments: CellMomentVec,
1520}
1521
1522impl ResidentBytes for CellDerivativeMomentState {
1523 fn resident_bytes(&self) -> usize {
1524 let spilled_bytes = if self.moments.spilled() {
1525 self.moments
1526 .capacity()
1527 .saturating_mul(std::mem::size_of::<f64>())
1528 } else {
1529 0
1530 };
1531 std::mem::size_of::<Self>().saturating_add(spilled_bytes)
1532 }
1533}
1534
1535#[derive(Clone, Copy, Debug, PartialEq)]
1536pub struct CellMomentStateRef<'a> {
1537 pub branch: ExactCellBranch,
1538 pub value: f64,
1539 pub moments: &'a [f64],
1540}
1541
1542#[derive(Clone, Debug)]
1543pub struct CellMomentScratch {
1544 moments: Vec<f64>,
1545}
1546
1547impl Default for CellMomentScratch {
1548 fn default() -> Self {
1549 Self {
1553 moments: Vec::with_capacity(MAX_AFFINE_ANCHOR_DEGREE + 1),
1554 }
1555 }
1556}
1557
1558impl CellMomentScratch {
1559 pub fn new() -> Self {
1560 Self::default()
1561 }
1562
1563 pub fn with_capacity(max_degree: usize) -> Self {
1564 Self {
1565 moments: Vec::with_capacity(max_degree + 1),
1566 }
1567 }
1568
1569 #[inline]
1570 fn prepare_moments(&mut self, len: usize) -> &mut [f64] {
1571 if self.moments.capacity() < len {
1572 CELL_MOMENT_REALLOCS.fetch_add(1, std::sync::atomic::Ordering::Relaxed);
1573 self.moments.reserve(len - self.moments.capacity());
1574 }
1575 if self.moments.len() < len {
1579 self.moments.resize(len, 0.0);
1580 }
1581 let out = &mut self.moments[..len];
1582 out.fill(0.0);
1583 out
1584 }
1585}
1586
1587pub(crate) static CELL_MOMENT_REALLOCS: std::sync::atomic::AtomicUsize =
1591 std::sync::atomic::AtomicUsize::new(0);
1592
1593pub const GL20_NODES: [f64; 20] = [
1600 -0.993_128_599_185_094_9,
1601 -0.963_971_927_277_913_8,
1602 -0.912_234_428_251_326,
1603 -0.839_116_971_822_218_8,
1604 -0.746_331_906_460_150_8,
1605 -0.636_053_680_726_515,
1606 -0.510_867_001_950_827_1,
1607 -0.373_706_088_715_419_6,
1608 -0.227_785_851_141_645_1,
1609 -0.076_526_521_133_497_33,
1610 0.076_526_521_133_497_33,
1611 0.227_785_851_141_645_1,
1612 0.373_706_088_715_419_6,
1613 0.510_867_001_950_827_1,
1614 0.636_053_680_726_515,
1615 0.746_331_906_460_150_8,
1616 0.839_116_971_822_218_8,
1617 0.912_234_428_251_326,
1618 0.963_971_927_277_913_8,
1619 0.993_128_599_185_094_9,
1620];
1621
1622pub const GL20_WEIGHTS: [f64; 20] = [
1624 0.017_614_007_139_152_12,
1625 0.040_601_429_800_386_94,
1626 0.062_672_048_334_109_06,
1627 0.083_276_741_576_704_75,
1628 0.101_930_119_817_240_4,
1629 0.118_194_531_961_518_4,
1630 0.131_688_638_449_176_6,
1631 0.142_096_109_318_382_1,
1632 0.149_172_986_472_603_7,
1633 0.152_753_387_130_725_9,
1634 0.152_753_387_130_725_9,
1635 0.149_172_986_472_603_7,
1636 0.142_096_109_318_382_1,
1637 0.131_688_638_449_176_6,
1638 0.118_194_531_961_518_4,
1639 0.101_930_119_817_240_4,
1640 0.083_276_741_576_704_75,
1641 0.062_672_048_334_109_06,
1642 0.040_601_429_800_386_94,
1643 0.017_614_007_139_152_12,
1644];
1645
1646fn dedup_sorted_tagged_breakpoints(points: &mut Vec<(f64, PartitionEdge)>) {
1652 points.sort_by(|lhs, rhs| {
1653 lhs.0
1654 .partial_cmp(&rhs.0)
1655 .unwrap_or(std::cmp::Ordering::Equal)
1656 });
1657 points.dedup_by(|lhs, rhs| {
1658 let coincide = if lhs.0 == rhs.0 {
1659 true
1660 } else if lhs.0.is_finite() && rhs.0.is_finite() {
1661 (lhs.0 - rhs.0).abs() <= 1e-12
1662 } else {
1663 false
1664 };
1665 if coincide && matches!(lhs.1, PartitionEdge::Fixed(_)) {
1666 rhs.1 = lhs.1;
1669 }
1670 coincide
1671 });
1672}
1673
1674#[inline]
1675pub fn interval_probe_point(left: f64, right: f64) -> Result<f64, String> {
1676 if !(left < right) {
1677 return Err(CubicCellKernelError::invalid_interval(format!(
1678 "interval probe requires ordered bounds, got [{left}, {right}]"
1679 ))
1680 .into());
1681 }
1682 if left.is_finite() && right.is_finite() {
1683 Ok(0.5 * (left + right))
1684 } else if left == f64::NEG_INFINITY && right == f64::INFINITY {
1685 Ok(0.0)
1686 } else if left == f64::NEG_INFINITY && right.is_finite() {
1687 Ok(right - 1.0)
1688 } else if left.is_finite() && right == f64::INFINITY {
1689 Ok(left + 1.0)
1690 } else {
1691 Err(CubicCellKernelError::invalid_interval(format!(
1692 "interval probe requires finite bounds or full infinities, got [{left}, {right}]"
1693 ))
1694 .into())
1695 }
1696}
1697
1698#[inline]
1699pub fn quartic_qprime_coefficients(c0: f64, c1: f64, c2: f64) -> [f64; 4] {
1700 [
1701 c0 * c1,
1702 1.0 + c1 * c1 + 2.0 * c0 * c2,
1703 3.0 * c1 * c2,
1704 2.0 * c2 * c2,
1705 ]
1706}
1707
1708#[inline]
1709pub fn sextic_qprime_coefficients(c0: f64, c1: f64, c2: f64, c3: f64) -> [f64; 6] {
1710 [
1711 c0 * c1,
1712 1.0 + c1 * c1 + 2.0 * c0 * c2,
1713 3.0 * c0 * c3 + 3.0 * c1 * c2,
1714 4.0 * c1 * c3 + 2.0 * c2 * c2,
1715 5.0 * c2 * c3,
1716 3.0 * c3 * c3,
1717 ]
1718}
1719
1720#[inline]
1725fn moment_boundary_term_with_powers(
1726 cell: DenestedCubicCell,
1727 left_pow_n: f64,
1728 right_pow_n: f64,
1729) -> f64 {
1730 let left_term = if cell.left.is_infinite() {
1731 0.0
1732 } else {
1733 left_pow_n * (-cell.q(cell.left)).exp()
1734 };
1735 let right_term = if cell.right.is_infinite() {
1736 0.0
1737 } else {
1738 right_pow_n * (-cell.q(cell.right)).exp()
1739 };
1740 right_term - left_term
1741}
1742
1743#[inline]
1744fn base_moments_match_direct(base: &[f64], direct: &[f64]) -> bool {
1745 base.iter()
1746 .zip(direct.iter())
1747 .all(|(&lhs, &rhs)| (lhs - rhs).abs() <= 1e-10 * (1.0 + lhs.abs().max(rhs.abs())))
1748}
1749
1750#[inline]
1751fn direct_non_affine_moments_if_base_matches(
1752 cell: DenestedCubicCell,
1753 base: &[f64],
1754 max_degree: usize,
1755) -> Option<Vec<f64>> {
1756 if !cell.left.is_finite() || !cell.right.is_finite() {
1757 return None;
1758 }
1759 let (moments, _) = evaluate_non_affine_cell_simd::<false>(cell, max_degree);
1767 if base_moments_match_direct(base, &moments) {
1768 Some(moments.into_vec())
1769 } else {
1770 None
1771 }
1772}
1773
1774pub fn reduce_quartic_moments(
1775 cell: DenestedCubicCell,
1776 base_m0_m2: [f64; 3],
1777 max_degree: usize,
1778) -> Result<Vec<f64>, String> {
1779 if max_degree <= 2 {
1780 return Ok(base_m0_m2[..=max_degree].to_vec());
1781 }
1782 if let Some(moments) = direct_non_affine_moments_if_base_matches(cell, &base_m0_m2, max_degree)
1783 {
1784 return Ok(moments);
1785 }
1786 let d = quartic_qprime_coefficients(cell.c0, cell.c1, cell.c2);
1787 let lead = d[3];
1788 if !lead.is_finite() || lead.abs() <= 1e-18 {
1789 return Err(CubicCellKernelError::invalid_cell_shape(format!(
1790 "quartic moment reduction requires nonzero leading coefficient, got {lead:.3e}"
1791 ))
1792 .into());
1793 }
1794 let mut moments = vec![0.0; max_degree + 1];
1795 moments[0] = base_m0_m2[0];
1796 moments[1] = base_m0_m2[1];
1797 moments[2] = base_m0_m2[2];
1798 let left_finite = cell.left.is_finite();
1803 let right_finite = cell.right.is_finite();
1804 let mut left_pow_n = if left_finite { 1.0 } else { 0.0 };
1805 let mut right_pow_n = if right_finite { 1.0 } else { 0.0 };
1806 for n in 0..=(max_degree - 3) {
1807 let b_n = moment_boundary_term_with_powers(cell, left_pow_n, right_pow_n);
1808 let mut numer = if n == 0 {
1809 0.0
1810 } else {
1811 (n as f64) * moments[n - 1]
1812 };
1813 for j in 0..=2 {
1814 numer -= d[j] * moments[n + j];
1815 }
1816 numer -= b_n;
1817 moments[n + 3] = numer / lead;
1818 if left_finite {
1819 left_pow_n *= cell.left;
1820 }
1821 if right_finite {
1822 right_pow_n *= cell.right;
1823 }
1824 }
1825 Ok(moments)
1826}
1827
1828pub fn reduce_sextic_moments(
1829 cell: DenestedCubicCell,
1830 base_m0_m4: [f64; 5],
1831 max_degree: usize,
1832) -> Result<Vec<f64>, String> {
1833 if max_degree <= 4 {
1834 return Ok(base_m0_m4[..=max_degree].to_vec());
1835 }
1836 if let Some(moments) = direct_non_affine_moments_if_base_matches(cell, &base_m0_m4, max_degree)
1837 {
1838 return Ok(moments);
1839 }
1840 let d = sextic_qprime_coefficients(cell.c0, cell.c1, cell.c2, cell.c3);
1841 let lead = d[5];
1842 if !lead.is_finite() {
1843 return Err(CubicCellKernelError::invalid_cell_shape(format!(
1844 "sextic moment reduction encountered non-finite leading coefficient: {lead:.3e}"
1845 ))
1846 .into());
1847 }
1848 if let Some(lower_branch) = degenerate_sextic_branch(cell, lead)? {
1849 if lower_branch == ExactCellBranch::Quartic {
1850 return evaluate_non_affine_cell_state(
1851 DenestedCubicCell { c3: 0.0, ..cell },
1852 ExactCellBranch::Quartic,
1853 max_degree,
1854 )
1855 .map(|state| state.moments.into_vec());
1856 }
1857 return evaluate_affine_cell_state(
1858 DenestedCubicCell {
1859 left: cell.left,
1860 right: cell.right,
1861 c0: cell.c0,
1862 c1: cell.c1,
1863 c2: 0.0,
1864 c3: 0.0,
1865 },
1866 max_degree,
1867 )
1868 .map(|state| state.moments.into_vec());
1869 }
1870 let mut moments = vec![0.0; max_degree + 1];
1871 for (idx, value) in base_m0_m4.into_iter().enumerate() {
1872 moments[idx] = value;
1873 }
1874 let left_finite = cell.left.is_finite();
1875 let right_finite = cell.right.is_finite();
1876 let mut left_pow_n = if left_finite { 1.0 } else { 0.0 };
1877 let mut right_pow_n = if right_finite { 1.0 } else { 0.0 };
1878 for n in 0..=(max_degree - 5) {
1879 let b_n = moment_boundary_term_with_powers(cell, left_pow_n, right_pow_n);
1880 let mut numer = if n == 0 {
1881 0.0
1882 } else {
1883 (n as f64) * moments[n - 1]
1884 };
1885 for j in 0..=4 {
1886 numer -= d[j] * moments[n + j];
1887 }
1888 numer -= b_n;
1889 moments[n + 5] = numer / lead;
1890 if left_finite {
1891 left_pow_n *= cell.left;
1892 }
1893 if right_finite {
1894 right_pow_n *= cell.right;
1895 }
1896 }
1897 Ok(moments)
1898}
1899
1900#[inline]
1901pub fn cell_first_derivative_from_moments(
1902 derivative_coefficients: &[f64],
1903 moments: &[f64],
1904) -> Result<f64, String> {
1905 let value = moment_dot_with_coefficients(derivative_coefficients, moments, "first derivative")?;
1906 Ok(value * INV_TWO_PI)
1907}
1908
1909#[inline]
1917pub fn cell_first_derivative_required_max_degree(derivative_coefficients: &[f64]) -> usize {
1918 derivative_coefficients.len().saturating_sub(1)
1919}
1920
1921#[inline]
1930pub fn cell_second_derivative_required_max_degree(
1931 first_coefficients_r: &[f64],
1932 first_coefficients_s: &[f64],
1933 second_coefficients_rs: &[f64],
1934) -> usize {
1935 let second_degree = second_coefficients_rs.len().saturating_sub(1);
1936 let product_degree = first_coefficients_r.len().saturating_sub(1)
1937 + first_coefficients_s.len().saturating_sub(1)
1938 + 3;
1939 second_degree.max(product_degree)
1940}
1941
1942#[inline]
1943pub fn cell_polynomial_integral_from_moments(
1944 polynomial_coefficients: &[f64],
1945 moments: &[f64],
1946 label: &str,
1947) -> Result<f64, String> {
1948 let value = moment_dot_with_coefficients(polynomial_coefficients, moments, label)?;
1949 Ok(value * INV_TWO_PI)
1950}
1951
1952#[inline]
1953pub fn cell_second_derivative_from_moments(
1954 cell: DenestedCubicCell,
1955 first_coefficients_r: &[f64],
1956 first_coefficients_s: &[f64],
1957 second_coefficients_rs: &[f64],
1958 moments: &[f64],
1959) -> Result<f64, String> {
1960 let second_degree = second_coefficients_rs.len().saturating_sub(1);
1961 let product_degree = first_coefficients_r.len().saturating_sub(1)
1962 + first_coefficients_s.len().saturating_sub(1)
1963 + 3;
1964 let needed = second_degree.max(product_degree) + 1;
1965 if needed > moments.len() {
1966 return Err(CubicCellKernelError::insufficient_moments(format!(
1967 "insufficient reduced moments for second derivative: need {}, have {}",
1968 needed,
1969 moments.len()
1970 ))
1971 .into());
1972 }
1973 let second_term = moment_dot_with_coefficients_unchecked(second_coefficients_rs, moments);
1974 let cubic = [cell.c0, cell.c1, cell.c2, cell.c3];
1981 const SCRATCH: usize = 32;
1985 let mut eta_r = [0.0_f64; SCRATCH];
1986 let mut eta_rs = [0.0_f64; SCRATCH];
1987 let er_len = poly_conv_into(&cubic, first_coefficients_r, &mut eta_r);
1988 let ers_len = poly_conv_into(&eta_r[..er_len], first_coefficients_s, &mut eta_rs);
1989 let mut eta_term = 0.0;
1990 for k in 0..ers_len {
1991 eta_term = eta_rs[k].mul_add(moments[k], eta_term);
1992 }
1993 Ok((second_term - eta_term) * INV_TWO_PI)
1994}
1995
1996#[inline]
2016pub fn cell_second_derivative_boundary_integrand(
2017 cell: DenestedCubicCell,
2018 first_coefficients_r: &[f64],
2019 first_coefficients_s: &[f64],
2020 second_coefficients_rs: &[f64],
2021 z: f64,
2022) -> f64 {
2023 let eta = cell.eta(z);
2024 let c_r = poly_eval_at(first_coefficients_r, z);
2025 let c_s = poly_eval_at(first_coefficients_s, z);
2026 let c_rs = poly_eval_at(second_coefficients_rs, z);
2027 (c_rs - eta * c_r * c_s) * (-cell.q(z)).exp() * INV_TWO_PI
2028}
2029
2030#[inline]
2052pub fn cell_third_derivative_boundary_integrand(
2053 cell: DenestedCubicCell,
2054 first_coefficients_r: &[f64],
2055 first_coefficients_s: &[f64],
2056 first_coefficients_t: &[f64],
2057 second_coefficients_rs: &[f64],
2058 second_coefficients_rt: &[f64],
2059 second_coefficients_st: &[f64],
2060 third_coefficients_rst: &[f64],
2061 z: f64,
2062) -> f64 {
2063 let eta = cell.eta(z);
2064 let c_r = poly_eval_at(first_coefficients_r, z);
2065 let c_s = poly_eval_at(first_coefficients_s, z);
2066 let c_t = poly_eval_at(first_coefficients_t, z);
2067 let c_rs = poly_eval_at(second_coefficients_rs, z);
2068 let c_rt = poly_eval_at(second_coefficients_rt, z);
2069 let c_st = poly_eval_at(second_coefficients_st, z);
2070 let c_rst = poly_eval_at(third_coefficients_rst, z);
2071 let amplitude =
2072 c_rst - eta * (c_rs * c_t + c_rt * c_s + c_st * c_r) + (eta * eta - 1.0) * c_r * c_s * c_t;
2073 amplitude * (-cell.q(z)).exp() * INV_TWO_PI
2074}
2075
2076pub fn cell_density_boundary_integrand(cell: DenestedCubicCell, g: &[f64], z: f64) -> f64 {
2090 poly_eval_at(g, z) * (-cell.q(z)).exp() * INV_TWO_PI
2091}
2092
2093#[inline]
2095fn poly_eval_at(coefficients: &[f64], z: f64) -> f64 {
2096 let mut acc = 0.0_f64;
2097 for &c in coefficients.iter().rev() {
2098 acc = acc.mul_add(z, c);
2099 }
2100 acc
2101}
2102
2103#[inline]
2104fn moment_dot_with_coefficients(
2105 coefficients: &[f64],
2106 moments: &[f64],
2107 label: &str,
2108) -> Result<f64, String> {
2109 if coefficients.len() > moments.len() {
2110 return Err(CubicCellKernelError::insufficient_moments(format!(
2111 "insufficient reduced moments for {label}: need {}, have {}",
2112 coefficients.len(),
2113 moments.len()
2114 ))
2115 .into());
2116 }
2117 Ok(moment_dot_with_coefficients_unchecked(
2118 coefficients,
2119 moments,
2120 ))
2121}
2122
2123#[inline]
2124fn moment_dot_with_coefficients_unchecked(coefficients: &[f64], moments: &[f64]) -> f64 {
2125 let mut acc = 0.0;
2126 for (idx, &coeff) in coefficients.iter().enumerate() {
2127 acc = coeff.mul_add(moments[idx], acc);
2128 }
2129 acc
2130}
2131
2132#[inline]
2142fn poly_conv_into(lhs: &[f64], rhs: &[f64], out: &mut [f64]) -> usize {
2143 if lhs.is_empty() || rhs.is_empty() {
2144 return 0;
2145 }
2146 let len = lhs.len() + rhs.len() - 1;
2147 assert!(out.len() >= len);
2148 for slot in out[..len].iter_mut() {
2149 *slot = 0.0;
2150 }
2151 for (i, &lv) in lhs.iter().enumerate() {
2152 for (j, &rv) in rhs.iter().enumerate() {
2153 out[i + j] = lv.mul_add(rv, out[i + j]);
2154 }
2155 }
2156 len
2157}
2158
2159#[inline]
2160fn require_moments_degree(
2161 required_degree: usize,
2162 moments: &[f64],
2163 label: &str,
2164) -> Result<(), String> {
2165 if required_degree >= moments.len() {
2166 return Err(CubicCellKernelError::insufficient_moments(format!(
2167 "insufficient reduced moments for {label}: need {}, have {}",
2168 required_degree + 1,
2169 moments.len()
2170 ))
2171 .into());
2172 }
2173 Ok::<(), _>(())
2174}
2175
2176#[inline]
2177fn require_scratch_capacity(
2178 required_len: usize,
2179 capacity: usize,
2180 label: &str,
2181) -> Result<(), String> {
2182 if required_len > capacity {
2183 return Err(CubicCellKernelError::insufficient_moments(format!(
2184 "{label} polynomial convolution scratch too small: need {required_len}, have {capacity}"
2185 ))
2186 .into());
2187 }
2188 Ok::<(), _>(())
2189}
2190
2191#[inline]
2192fn convolution_chain_len(lengths: &[usize]) -> usize {
2193 if lengths.is_empty() || lengths.contains(&0) {
2194 0
2195 } else {
2196 lengths.iter().sum::<usize>() - (lengths.len() - 1)
2197 }
2198}
2199
2200#[inline]
2201fn first_coefficients_degree(label: &str, coefficients: &[f64]) -> Result<usize, String> {
2202 coefficients
2203 .len()
2204 .checked_sub(1)
2205 .ok_or_else(|| format!("{label} first-derivative coefficients must be non-empty"))
2206}
2207
2208#[inline]
2209pub fn cell_third_derivative_from_moments(
2210 cell: DenestedCubicCell,
2211 first_coefficients_r: &[f64],
2212 first_coefficients_s: &[f64],
2213 first_coefficients_t: &[f64],
2214 second_coefficients_rs: &[f64],
2215 second_coefficients_rt: &[f64],
2216 second_coefficients_st: &[f64],
2217 third_coefficients_rst: &[f64],
2218 moments: &[f64],
2219) -> Result<f64, String> {
2220 let eta = [cell.c0, cell.c1, cell.c2, cell.c3];
2221 let r_degree = first_coefficients_degree("r", first_coefficients_r)?;
2222 let s_degree = first_coefficients_degree("s", first_coefficients_s)?;
2223 let t_degree = first_coefficients_degree("t", first_coefficients_t)?;
2224 let second_sum_degree = [
2225 second_coefficients_rs.len() + first_coefficients_t.len(),
2226 second_coefficients_rt.len() + first_coefficients_s.len(),
2227 second_coefficients_st.len() + first_coefficients_r.len(),
2228 ]
2229 .into_iter()
2230 .max()
2231 .unwrap_or(0)
2232 .saturating_sub(1);
2233 let triple_product_degree = r_degree + s_degree + t_degree;
2234 let needed = (third_coefficients_rst.len().saturating_sub(1))
2235 .max(3 + second_sum_degree)
2236 .max(6 + triple_product_degree);
2237 require_moments_degree(needed, moments, "third derivative")?;
2238
2239 let third_term = moment_dot_with_coefficients_unchecked(third_coefficients_rst, moments);
2240
2241 const SCRATCH: usize = 32;
2245 let max_linear_conv_len = [
2246 convolution_chain_len(&[
2247 eta.len(),
2248 second_coefficients_rs.len(),
2249 first_coefficients_t.len(),
2250 ]),
2251 convolution_chain_len(&[
2252 eta.len(),
2253 second_coefficients_rt.len(),
2254 first_coefficients_s.len(),
2255 ]),
2256 convolution_chain_len(&[
2257 eta.len(),
2258 second_coefficients_st.len(),
2259 first_coefficients_r.len(),
2260 ]),
2261 ]
2262 .into_iter()
2263 .max()
2264 .unwrap_or(0);
2265 let max_cubic_conv_len = convolution_chain_len(&[
2266 7,
2267 first_coefficients_r.len(),
2268 first_coefficients_s.len(),
2269 first_coefficients_t.len(),
2270 ]);
2271 require_scratch_capacity(
2272 max_linear_conv_len.max(max_cubic_conv_len),
2273 SCRATCH,
2274 "third derivative",
2275 )?;
2276 let mut buf_a = [0.0_f64; SCRATCH];
2277 let mut buf_b = [0.0_f64; SCRATCH];
2278
2279 let mut eta_second_term = 0.0;
2282 let conv_dot = |first: &[f64],
2283 second: &[f64],
2284 buf_a: &mut [f64; SCRATCH],
2285 buf_b: &mut [f64; SCRATCH]|
2286 -> f64 {
2287 let m = poly_conv_into(first, second, buf_a);
2288 let n = poly_conv_into(&eta, &buf_a[..m], buf_b);
2289 let mut acc = 0.0;
2290 for k in 0..n {
2291 acc = buf_b[k].mul_add(moments[k], acc);
2292 }
2293 acc
2294 };
2295 eta_second_term += conv_dot(
2296 second_coefficients_rs,
2297 first_coefficients_t,
2298 &mut buf_a,
2299 &mut buf_b,
2300 );
2301 eta_second_term += conv_dot(
2302 second_coefficients_rt,
2303 first_coefficients_s,
2304 &mut buf_a,
2305 &mut buf_b,
2306 );
2307 eta_second_term += conv_dot(
2308 second_coefficients_st,
2309 first_coefficients_r,
2310 &mut buf_a,
2311 &mut buf_b,
2312 );
2313
2314 let mut eta_sq_minus_one = [0.0_f64; 7];
2317 for (i, &eta_i) in eta.iter().enumerate() {
2318 for (j, &eta_j) in eta.iter().enumerate() {
2319 eta_sq_minus_one[i + j] = eta_i.mul_add(eta_j, eta_sq_minus_one[i + j]);
2320 }
2321 }
2322 eta_sq_minus_one[0] -= 1.0;
2323
2324 let rs_len = poly_conv_into(first_coefficients_r, first_coefficients_s, &mut buf_a);
2325 let rst_len = poly_conv_into(&buf_a[..rs_len], first_coefficients_t, &mut buf_b);
2326 let final_len = poly_conv_into(&eta_sq_minus_one, &buf_b[..rst_len], &mut buf_a);
2328 let mut cubic_coeff_term = 0.0;
2329 for k in 0..final_len {
2330 cubic_coeff_term = buf_a[k].mul_add(moments[k], cubic_coeff_term);
2331 }
2332
2333 Ok((third_term - eta_second_term + cubic_coeff_term) * INV_TWO_PI)
2334}
2335
2336#[inline]
2337pub fn cell_fourth_derivative_from_moments(
2338 cell: DenestedCubicCell,
2339 first_coefficients_r: &[f64],
2340 first_coefficients_s: &[f64],
2341 first_coefficients_t: &[f64],
2342 first_coefficients_u: &[f64],
2343 second_coefficients_rs: &[f64],
2344 second_coefficients_rt: &[f64],
2345 second_coefficients_ru: &[f64],
2346 second_coefficients_st: &[f64],
2347 second_coefficients_su: &[f64],
2348 second_coefficients_tu: &[f64],
2349 third_coefficients_rst: &[f64],
2350 third_coefficients_rsu: &[f64],
2351 third_coefficients_rtu: &[f64],
2352 third_coefficients_stu: &[f64],
2353 fourth_coefficients_rstu: &[f64],
2354 moments: &[f64],
2355) -> Result<f64, String> {
2356 let eta = [cell.c0, cell.c1, cell.c2, cell.c3];
2357 let r_degree = first_coefficients_degree("r", first_coefficients_r)?;
2358 let s_degree = first_coefficients_degree("s", first_coefficients_s)?;
2359 let t_degree = first_coefficients_degree("t", first_coefficients_t)?;
2360 let u_degree = first_coefficients_degree("u", first_coefficients_u)?;
2361 let linear_sum_degree = [
2362 third_coefficients_rst.len() + first_coefficients_u.len(),
2363 third_coefficients_rsu.len() + first_coefficients_t.len(),
2364 third_coefficients_rtu.len() + first_coefficients_s.len(),
2365 third_coefficients_stu.len() + first_coefficients_r.len(),
2366 second_coefficients_rs.len() + second_coefficients_tu.len(),
2367 second_coefficients_rt.len() + second_coefficients_su.len(),
2368 second_coefficients_ru.len() + second_coefficients_st.len(),
2369 ]
2370 .into_iter()
2371 .max()
2372 .unwrap_or(0)
2373 .saturating_sub(1);
2374 let quad_sum_degree = [
2375 second_coefficients_rs.len() + first_coefficients_t.len() + first_coefficients_u.len(),
2376 second_coefficients_rt.len() + first_coefficients_s.len() + first_coefficients_u.len(),
2377 second_coefficients_ru.len() + first_coefficients_s.len() + first_coefficients_t.len(),
2378 second_coefficients_st.len() + first_coefficients_r.len() + first_coefficients_u.len(),
2379 second_coefficients_su.len() + first_coefficients_r.len() + first_coefficients_t.len(),
2380 second_coefficients_tu.len() + first_coefficients_r.len() + first_coefficients_s.len(),
2381 ]
2382 .into_iter()
2383 .max()
2384 .unwrap_or(0)
2385 .saturating_sub(2);
2386 let quartic_product_degree = r_degree + s_degree + t_degree + u_degree;
2387 let needed = (fourth_coefficients_rstu.len().saturating_sub(1))
2388 .max(3 + linear_sum_degree)
2389 .max(6 + quad_sum_degree)
2390 .max(9 + quartic_product_degree);
2391 require_moments_degree(needed, moments, "fourth derivative")?;
2392
2393 let fourth_term = moment_dot_with_coefficients_unchecked(fourth_coefficients_rstu, moments);
2394
2395 const SCRATCH: usize = 32;
2399 let max_linear_conv_len = [
2400 convolution_chain_len(&[
2401 eta.len(),
2402 third_coefficients_rst.len(),
2403 first_coefficients_u.len(),
2404 ]),
2405 convolution_chain_len(&[
2406 eta.len(),
2407 third_coefficients_rsu.len(),
2408 first_coefficients_t.len(),
2409 ]),
2410 convolution_chain_len(&[
2411 eta.len(),
2412 third_coefficients_rtu.len(),
2413 first_coefficients_s.len(),
2414 ]),
2415 convolution_chain_len(&[
2416 eta.len(),
2417 third_coefficients_stu.len(),
2418 first_coefficients_r.len(),
2419 ]),
2420 convolution_chain_len(&[
2421 eta.len(),
2422 second_coefficients_rs.len(),
2423 second_coefficients_tu.len(),
2424 ]),
2425 convolution_chain_len(&[
2426 eta.len(),
2427 second_coefficients_rt.len(),
2428 second_coefficients_su.len(),
2429 ]),
2430 convolution_chain_len(&[
2431 eta.len(),
2432 second_coefficients_ru.len(),
2433 second_coefficients_st.len(),
2434 ]),
2435 ]
2436 .into_iter()
2437 .max()
2438 .unwrap_or(0);
2439 let max_quad_conv_len = [
2440 convolution_chain_len(&[
2441 7,
2442 second_coefficients_rs.len(),
2443 first_coefficients_t.len(),
2444 first_coefficients_u.len(),
2445 ]),
2446 convolution_chain_len(&[
2447 7,
2448 second_coefficients_rt.len(),
2449 first_coefficients_s.len(),
2450 first_coefficients_u.len(),
2451 ]),
2452 convolution_chain_len(&[
2453 7,
2454 second_coefficients_ru.len(),
2455 first_coefficients_s.len(),
2456 first_coefficients_t.len(),
2457 ]),
2458 convolution_chain_len(&[
2459 7,
2460 second_coefficients_st.len(),
2461 first_coefficients_r.len(),
2462 first_coefficients_u.len(),
2463 ]),
2464 convolution_chain_len(&[
2465 7,
2466 second_coefficients_su.len(),
2467 first_coefficients_r.len(),
2468 first_coefficients_t.len(),
2469 ]),
2470 convolution_chain_len(&[
2471 7,
2472 second_coefficients_tu.len(),
2473 first_coefficients_r.len(),
2474 first_coefficients_s.len(),
2475 ]),
2476 ]
2477 .into_iter()
2478 .max()
2479 .unwrap_or(0);
2480 let max_quartic_conv_len = convolution_chain_len(&[
2481 10,
2482 first_coefficients_r.len(),
2483 first_coefficients_s.len(),
2484 first_coefficients_t.len(),
2485 first_coefficients_u.len(),
2486 ]);
2487 require_scratch_capacity(
2488 max_linear_conv_len
2489 .max(max_quad_conv_len)
2490 .max(max_quartic_conv_len),
2491 SCRATCH,
2492 "fourth derivative",
2493 )?;
2494 let mut buf_a = [0.0_f64; SCRATCH];
2495 let mut buf_b = [0.0_f64; SCRATCH];
2496
2497 let conv_eta_dot = |first: &[f64],
2501 second: &[f64],
2502 buf_a: &mut [f64; SCRATCH],
2503 buf_b: &mut [f64; SCRATCH]|
2504 -> f64 {
2505 let m = poly_conv_into(first, second, buf_a);
2506 let n = poly_conv_into(&eta, &buf_a[..m], buf_b);
2507 let mut acc = 0.0;
2508 for k in 0..n {
2509 acc = buf_b[k].mul_add(moments[k], acc);
2510 }
2511 acc
2512 };
2513 let mut eta_linear_term = 0.0;
2514 eta_linear_term += conv_eta_dot(
2515 third_coefficients_rst,
2516 first_coefficients_u,
2517 &mut buf_a,
2518 &mut buf_b,
2519 );
2520 eta_linear_term += conv_eta_dot(
2521 third_coefficients_rsu,
2522 first_coefficients_t,
2523 &mut buf_a,
2524 &mut buf_b,
2525 );
2526 eta_linear_term += conv_eta_dot(
2527 third_coefficients_rtu,
2528 first_coefficients_s,
2529 &mut buf_a,
2530 &mut buf_b,
2531 );
2532 eta_linear_term += conv_eta_dot(
2533 third_coefficients_stu,
2534 first_coefficients_r,
2535 &mut buf_a,
2536 &mut buf_b,
2537 );
2538 eta_linear_term += conv_eta_dot(
2539 second_coefficients_rs,
2540 second_coefficients_tu,
2541 &mut buf_a,
2542 &mut buf_b,
2543 );
2544 eta_linear_term += conv_eta_dot(
2545 second_coefficients_rt,
2546 second_coefficients_su,
2547 &mut buf_a,
2548 &mut buf_b,
2549 );
2550 eta_linear_term += conv_eta_dot(
2551 second_coefficients_ru,
2552 second_coefficients_st,
2553 &mut buf_a,
2554 &mut buf_b,
2555 );
2556
2557 let mut eta_sq_minus_one = [0.0_f64; 7];
2558 for (i, &eta_i) in eta.iter().enumerate() {
2559 for (j, &eta_j) in eta.iter().enumerate() {
2560 eta_sq_minus_one[i + j] = eta_i.mul_add(eta_j, eta_sq_minus_one[i + j]);
2561 }
2562 }
2563 eta_sq_minus_one[0] -= 1.0;
2564
2565 let mut buf_c = [0.0_f64; SCRATCH];
2568 let conv_weighted_triple_dot = |weight: &[f64],
2569 a: &[f64],
2570 b: &[f64],
2571 c: &[f64],
2572 buf_a: &mut [f64; SCRATCH],
2573 buf_b: &mut [f64; SCRATCH],
2574 buf_c: &mut [f64; SCRATCH]|
2575 -> f64 {
2576 let ab_len = poly_conv_into(a, b, buf_a);
2577 let abc_len = poly_conv_into(&buf_a[..ab_len], c, buf_b);
2578 let final_len = poly_conv_into(weight, &buf_b[..abc_len], buf_c);
2579 let mut acc = 0.0;
2580 for k in 0..final_len {
2581 acc = buf_c[k].mul_add(moments[k], acc);
2582 }
2583 acc
2584 };
2585 let mut quad_coeff_term = 0.0;
2586 quad_coeff_term += conv_weighted_triple_dot(
2587 &eta_sq_minus_one,
2588 second_coefficients_rs,
2589 first_coefficients_t,
2590 first_coefficients_u,
2591 &mut buf_a,
2592 &mut buf_b,
2593 &mut buf_c,
2594 );
2595 quad_coeff_term += conv_weighted_triple_dot(
2596 &eta_sq_minus_one,
2597 second_coefficients_rt,
2598 first_coefficients_s,
2599 first_coefficients_u,
2600 &mut buf_a,
2601 &mut buf_b,
2602 &mut buf_c,
2603 );
2604 quad_coeff_term += conv_weighted_triple_dot(
2605 &eta_sq_minus_one,
2606 second_coefficients_ru,
2607 first_coefficients_s,
2608 first_coefficients_t,
2609 &mut buf_a,
2610 &mut buf_b,
2611 &mut buf_c,
2612 );
2613 quad_coeff_term += conv_weighted_triple_dot(
2614 &eta_sq_minus_one,
2615 second_coefficients_st,
2616 first_coefficients_r,
2617 first_coefficients_u,
2618 &mut buf_a,
2619 &mut buf_b,
2620 &mut buf_c,
2621 );
2622 quad_coeff_term += conv_weighted_triple_dot(
2623 &eta_sq_minus_one,
2624 second_coefficients_su,
2625 first_coefficients_r,
2626 first_coefficients_t,
2627 &mut buf_a,
2628 &mut buf_b,
2629 &mut buf_c,
2630 );
2631 quad_coeff_term += conv_weighted_triple_dot(
2632 &eta_sq_minus_one,
2633 second_coefficients_tu,
2634 first_coefficients_r,
2635 first_coefficients_s,
2636 &mut buf_a,
2637 &mut buf_b,
2638 &mut buf_c,
2639 );
2640
2641 let mut eta_sq = [0.0_f64; 7];
2644 for (i, &eta_i) in eta.iter().enumerate() {
2645 for (j, &eta_j) in eta.iter().enumerate() {
2646 eta_sq[i + j] = eta_i.mul_add(eta_j, eta_sq[i + j]);
2647 }
2648 }
2649 let mut cubic_weight = [0.0_f64; 10];
2650 for (i, &eta_sq_i) in eta_sq.iter().enumerate() {
2651 for (j, &eta_j) in eta.iter().enumerate() {
2652 cubic_weight[i + j] = (-eta_sq_i).mul_add(eta_j, cubic_weight[i + j]);
2653 }
2654 }
2655 for (idx, &eta_coeff) in eta.iter().enumerate() {
2656 cubic_weight[idx] += 3.0 * eta_coeff;
2657 }
2658
2659 let rs_len = poly_conv_into(first_coefficients_r, first_coefficients_s, &mut buf_a);
2664 let rst_len = poly_conv_into(&buf_a[..rs_len], first_coefficients_t, &mut buf_b);
2665 let rstu_len = poly_conv_into(&buf_b[..rst_len], first_coefficients_u, &mut buf_a);
2666 let final_len = poly_conv_into(&cubic_weight, &buf_a[..rstu_len], &mut buf_b);
2667 let mut quartic_coeff_term = 0.0;
2668 for k in 0..final_len {
2669 quartic_coeff_term = buf_b[k].mul_add(moments[k], quartic_coeff_term);
2670 }
2671
2672 Ok((fourth_term - eta_linear_term + quad_coeff_term + quartic_coeff_term) * INV_TWO_PI)
2673}
2674
2675#[inline]
2676pub fn global_cubic_from_local(span: LocalSpanCubic) -> (f64, f64, f64, f64) {
2677 let left = span.left;
2678 let q0 = span.c0 - span.c1 * left + span.c2 * left * left - span.c3 * left * left * left;
2679 let q1 = span.c1 - 2.0 * span.c2 * left + 3.0 * span.c3 * left * left;
2680 let q2 = span.c2 - 3.0 * span.c3 * left;
2681 let q3 = span.c3;
2682 (q0, q1, q2, q3)
2683}
2684
2685#[inline]
2709pub fn transformed_link_cubic(link_span: LocalSpanCubic, a: f64, b: f64) -> (f64, f64, f64, f64) {
2710 let shift = a - link_span.left;
2711 let d0 = link_span.c0
2712 + link_span.c1 * shift
2713 + link_span.c2 * shift * shift
2714 + link_span.c3 * shift * shift * shift;
2715 let d1 = b * (link_span.c1 + 2.0 * link_span.c2 * shift + 3.0 * link_span.c3 * shift * shift);
2716 let d2 = b * b * (link_span.c2 + 3.0 * link_span.c3 * shift);
2717 let d3 = link_span.c3 * b * b * b;
2718 (d0, d1, d2, d3)
2719}
2720
2721#[inline]
2722pub fn denested_cell_coefficients(
2723 score_span: LocalSpanCubic,
2724 link_span: LocalSpanCubic,
2725 a: f64,
2726 b: f64,
2727) -> [f64; 4] {
2728 let (h0, h1, h2, h3) = global_cubic_from_local(score_span);
2729 let (d0, d1, d2, d3) = transformed_link_cubic(link_span, a, b);
2730 [a + b * h0 + d0, b + b * h1 + d1, b * h2 + d2, b * h3 + d3]
2731}
2732
2733#[inline]
2734pub fn denested_cell_coefficient_partials(
2735 score_span: LocalSpanCubic,
2736 link_span: LocalSpanCubic,
2737 a: f64,
2738 b: f64,
2739) -> ([f64; 4], [f64; 4]) {
2740 let (h0, h1, h2, h3) = global_cubic_from_local(score_span);
2741 let shift = a - link_span.left;
2742 let alpha1 = link_span.c1;
2743 let alpha2 = link_span.c2;
2744 let alpha3 = link_span.c3;
2745 let dc_da = [
2746 1.0 + alpha1 + 2.0 * alpha2 * shift + 3.0 * alpha3 * shift * shift,
2747 b * (2.0 * alpha2 + 6.0 * alpha3 * shift),
2748 3.0 * alpha3 * b * b,
2749 0.0,
2750 ];
2751 let dc_db = [
2752 h0,
2753 1.0 + h1 + alpha1 + 2.0 * alpha2 * shift + 3.0 * alpha3 * shift * shift,
2754 h2 + 2.0 * b * (alpha2 + 3.0 * alpha3 * shift),
2755 h3 + 3.0 * alpha3 * b * b,
2756 ];
2757 (dc_da, dc_db)
2758}
2759
2760#[inline]
2761fn link_cubic_second_partials(
2762 link_span: LocalSpanCubic,
2763 a: f64,
2764 b: f64,
2765) -> ([f64; 4], [f64; 4], [f64; 4]) {
2766 let shift = a - link_span.left;
2767 let alpha2 = link_span.c2;
2768 let alpha3 = link_span.c3;
2769 let dc_daa = [
2770 2.0 * alpha2 + 6.0 * alpha3 * shift,
2771 6.0 * alpha3 * b,
2772 0.0,
2773 0.0,
2774 ];
2775 let dc_dab = [
2776 0.0,
2777 2.0 * alpha2 + 6.0 * alpha3 * shift,
2778 6.0 * alpha3 * b,
2779 0.0,
2780 ];
2781 let dc_dbb = [
2782 0.0,
2783 0.0,
2784 2.0 * (alpha2 + 3.0 * alpha3 * shift),
2785 6.0 * alpha3 * b,
2786 ];
2787 (dc_daa, dc_dab, dc_dbb)
2788}
2789
2790#[inline]
2791pub fn denested_cell_second_partials(
2792 score_span: LocalSpanCubic,
2793 link_span: LocalSpanCubic,
2794 a: f64,
2795 b: f64,
2796) -> ([f64; 4], [f64; 4], [f64; 4]) {
2797 let score_left = score_span.left;
2798 if !score_left.is_finite() {
2799 return ([f64::NAN; 4], [f64::NAN; 4], [f64::NAN; 4]);
2800 }
2801 link_cubic_second_partials(link_span, a, b)
2802}
2803
2804#[inline]
2805fn link_cubic_third_partials(
2806 link_span: LocalSpanCubic,
2807) -> ([f64; 4], [f64; 4], [f64; 4], [f64; 4]) {
2808 let alpha3 = link_span.c3;
2809 (
2810 [6.0 * alpha3, 0.0, 0.0, 0.0],
2811 [0.0, 6.0 * alpha3, 0.0, 0.0],
2812 [0.0, 0.0, 6.0 * alpha3, 0.0],
2813 [0.0, 0.0, 0.0, 6.0 * alpha3],
2814 )
2815}
2816
2817#[inline]
2818pub fn denested_cell_third_partials(
2819 link_span: LocalSpanCubic,
2820) -> ([f64; 4], [f64; 4], [f64; 4], [f64; 4]) {
2821 link_cubic_third_partials(link_span)
2822}
2823
2824#[inline]
2825pub fn score_basis_cell_coefficients(score_basis_span: LocalSpanCubic, b: f64) -> [f64; 4] {
2826 let (h0, h1, h2, h3) = global_cubic_from_local(score_basis_span);
2827 [b * h0, b * h1, b * h2, b * h3]
2828}
2829
2830#[inline]
2831pub fn link_basis_cell_coefficients(link_basis_span: LocalSpanCubic, a: f64, b: f64) -> [f64; 4] {
2832 let (d0, d1, d2, d3) = transformed_link_cubic(link_basis_span, a, b);
2833 [d0, d1, d2, d3]
2834}
2835
2836#[inline]
2837pub fn link_basis_cell_coefficient_partials(
2838 link_basis_span: LocalSpanCubic,
2839 a: f64,
2840 b: f64,
2841) -> ([f64; 4], [f64; 4]) {
2842 let shift = a - link_basis_span.left;
2843 let alpha1 = link_basis_span.c1;
2844 let alpha2 = link_basis_span.c2;
2845 let alpha3 = link_basis_span.c3;
2846 let dc_da = [
2847 alpha1 + 2.0 * alpha2 * shift + 3.0 * alpha3 * shift * shift,
2848 b * (2.0 * alpha2 + 6.0 * alpha3 * shift),
2849 3.0 * alpha3 * b * b,
2850 0.0,
2851 ];
2852 let dc_db = [
2853 0.0,
2854 alpha1 + 2.0 * alpha2 * shift + 3.0 * alpha3 * shift * shift,
2855 2.0 * b * (alpha2 + 3.0 * alpha3 * shift),
2856 3.0 * alpha3 * b * b,
2857 ];
2858 (dc_da, dc_db)
2859}
2860
2861#[inline]
2862pub fn link_basis_cell_second_partials(
2863 link_basis_span: LocalSpanCubic,
2864 a: f64,
2865 b: f64,
2866) -> ([f64; 4], [f64; 4], [f64; 4]) {
2867 link_cubic_second_partials(link_basis_span, a, b)
2868}
2869
2870#[inline]
2871pub fn link_basis_cell_third_partials(
2872 link_basis_span: LocalSpanCubic,
2873) -> ([f64; 4], [f64; 4], [f64; 4], [f64; 4]) {
2874 link_cubic_third_partials(link_basis_span)
2875}
2876
2877pub fn build_denested_partition_cells<FS, FL>(
2878 a: f64,
2879 b: f64,
2880 score_breaks: &[f64],
2881 link_breaks: &[f64],
2882 score_span_at: FS,
2883 link_span_at: FL,
2884) -> Result<Vec<DenestedPartitionCell>, String>
2885where
2886 FS: FnMut(f64) -> Result<LocalSpanCubic, String>,
2887 FL: FnMut(f64) -> Result<LocalSpanCubic, String>,
2888{
2889 build_denested_partition_cells_with_tails(
2890 a,
2891 b,
2892 score_breaks,
2893 link_breaks,
2894 score_span_at,
2895 link_span_at,
2896 )
2897}
2898
2899pub fn build_denested_partition_cells_with_tails<FS, FL>(
2908 a: f64,
2909 b: f64,
2910 score_breaks: &[f64],
2911 link_breaks: &[f64],
2912 mut score_span_at: FS,
2913 mut link_span_at: FL,
2914) -> Result<Vec<DenestedPartitionCell>, String>
2915where
2916 FS: FnMut(f64) -> Result<LocalSpanCubic, String>,
2917 FL: FnMut(f64) -> Result<LocalSpanCubic, String>,
2918{
2919 let mut split_points: Vec<(f64, PartitionEdge)> = score_breaks
2924 .iter()
2925 .map(|&sigma| (sigma, PartitionEdge::Fixed(sigma)))
2926 .collect();
2927 if b.abs() > 1e-12 {
2928 for &tau in link_breaks {
2929 let z = (tau - a) / b;
2930 if z.is_finite() {
2931 split_points.push((z, PartitionEdge::Crossing { tau }));
2932 }
2933 }
2934 }
2935 dedup_sorted_tagged_breakpoints(&mut split_points);
2936
2937 let mut out = Vec::new();
2938
2939 if split_points.is_empty() {
2940 let score_span = score_span_at(0.0)?;
2941 let link_span = link_span_at(a)?;
2942 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
2943 return Ok(vec![DenestedPartitionCell {
2944 cell: DenestedCubicCell {
2945 left: f64::NEG_INFINITY,
2946 right: f64::INFINITY,
2947 c0: coeffs[0],
2948 c1: coeffs[1],
2949 c2: 0.0,
2950 c3: 0.0,
2951 },
2952 score_span,
2953 link_span,
2954 left_edge: PartitionEdge::Fixed(f64::NEG_INFINITY),
2955 right_edge: PartitionEdge::Fixed(f64::INFINITY),
2956 }]);
2957 }
2958
2959 let (leftmost, leftmost_edge) = split_points[0];
2961 let left_probe = interval_probe_point(f64::NEG_INFINITY, leftmost)?;
2964 let left_score_span = score_span_at(left_probe)?;
2965 let left_link_span = link_span_at(a + b * left_probe)?;
2966 let left_coeffs = denested_cell_coefficients(left_score_span, left_link_span, a, b);
2967 if left_coeffs[2].abs() > NORMALIZED_CELL_BRANCH_TOL
2968 || left_coeffs[3].abs() > NORMALIZED_CELL_BRANCH_TOL
2969 {
2970 return Err(CubicCellKernelError::invalid_cell_shape(format!(
2971 "left tail cell must be affine (deviations constant outside support), \
2972 got c2={:.3e}, c3={:.3e}",
2973 left_coeffs[2], left_coeffs[3]
2974 ))
2975 .into());
2976 }
2977 out.push(DenestedPartitionCell {
2978 cell: DenestedCubicCell {
2979 left: f64::NEG_INFINITY,
2980 right: leftmost,
2981 c0: left_coeffs[0],
2982 c1: left_coeffs[1],
2983 c2: 0.0,
2984 c3: 0.0,
2985 },
2986 score_span: left_score_span,
2987 link_span: left_link_span,
2988 left_edge: PartitionEdge::Fixed(f64::NEG_INFINITY),
2989 right_edge: leftmost_edge,
2990 });
2991
2992 for window in split_points.windows(2) {
2994 let (left, left_edge) = window[0];
2995 let (right, right_edge) = window[1];
2996 if !left.is_finite() || !right.is_finite() || right - left <= 1e-12 {
2997 continue;
2998 }
2999 let mid = interval_probe_point(left, right)?;
3000 let score_span = score_span_at(mid)?;
3001 let link_span = link_span_at(a + b * mid)?;
3002 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
3003 out.push(DenestedPartitionCell {
3004 cell: DenestedCubicCell {
3005 left,
3006 right,
3007 c0: coeffs[0],
3008 c1: coeffs[1],
3009 c2: coeffs[2],
3010 c3: coeffs[3],
3011 },
3012 score_span,
3013 link_span,
3014 left_edge,
3015 right_edge,
3016 });
3017 }
3018
3019 let (rightmost, rightmost_edge) = *split_points.last().unwrap();
3021 let right_probe = interval_probe_point(rightmost, f64::INFINITY)?;
3022 let right_score_span = score_span_at(right_probe)?;
3023 let right_link_span = link_span_at(a + b * right_probe)?;
3024 let right_coeffs = denested_cell_coefficients(right_score_span, right_link_span, a, b);
3025 if right_coeffs[2].abs() > NORMALIZED_CELL_BRANCH_TOL
3026 || right_coeffs[3].abs() > NORMALIZED_CELL_BRANCH_TOL
3027 {
3028 return Err(CubicCellKernelError::invalid_cell_shape(format!(
3029 "right tail cell must be affine (deviations constant outside support), \
3030 got c2={:.3e}, c3={:.3e}",
3031 right_coeffs[2], right_coeffs[3]
3032 ))
3033 .into());
3034 }
3035 out.push(DenestedPartitionCell {
3036 cell: DenestedCubicCell {
3037 left: rightmost,
3038 right: f64::INFINITY,
3039 c0: right_coeffs[0],
3040 c1: right_coeffs[1],
3041 c2: 0.0,
3042 c3: 0.0,
3043 },
3044 score_span: right_score_span,
3045 link_span: right_link_span,
3046 left_edge: rightmost_edge,
3047 right_edge: PartitionEdge::Fixed(f64::INFINITY),
3048 });
3049
3050 Ok(out)
3051}
3052
3053#[inline]
3054pub fn normalized_non_affine_coefficients(
3055 left: f64,
3056 right: f64,
3057 c0: f64,
3058 c1: f64,
3059 c2: f64,
3060 c3: f64,
3061) -> Result<(f64, f64), String> {
3062 let width = right - left;
3063 if !width.is_finite() || width <= 0.0 {
3064 return Err(CubicCellKernelError::invalid_cell_shape(format!(
3065 "normalized cubic coefficients require a positive finite cell width, got left={left}, right={right}"
3066 ))
3067 .into());
3068 }
3069 let anchor_scale = c0.abs() + c1.abs();
3070 if !anchor_scale.is_finite() {
3071 return Err(CubicCellKernelError::invalid_cell_shape(format!(
3072 "normalized cubic coefficients require finite affine coefficients, got c0={c0}, c1={c1}"
3073 ))
3074 .into());
3075 }
3076 let mid = 0.5 * (left + right);
3077 let half = 0.5 * width;
3078 let k2 = half * half * (c2 + 3.0 * c3 * mid);
3079 let k3 = c3 * half * half * half;
3080 Ok((k2, k3))
3081}
3082
3083#[inline]
3084pub fn branch_cell(cell: DenestedCubicCell) -> Result<ExactCellBranch, String> {
3085 let tol = effective_branch_tol(cell);
3086 if !cell.left.is_finite() || !cell.right.is_finite() {
3087 if cell.c2.abs() <= tol && cell.c3.abs() <= tol {
3088 return Ok(ExactCellBranch::Affine);
3089 }
3090 return Err(CubicCellKernelError::invalid_cell_shape(format!(
3091 "non-affine cells require finite bounds, got [{}, {}] with c2={:.6e}, c3={:.6e}",
3092 cell.left, cell.right, cell.c2, cell.c3
3093 ))
3094 .into());
3095 }
3096 let (k2, k3) = normalized_non_affine_coefficients(
3097 cell.left, cell.right, cell.c0, cell.c1, cell.c2, cell.c3,
3098 )?;
3099 if k2.abs() <= tol && k3.abs() <= tol {
3100 Ok(ExactCellBranch::Affine)
3101 } else if k3.abs() <= tol {
3102 Ok(ExactCellBranch::Quartic)
3103 } else {
3104 Ok(ExactCellBranch::Sextic)
3105 }
3106}
3107
3108#[inline]
3109fn degenerate_sextic_branch(
3110 cell: DenestedCubicCell,
3111 lead: f64,
3112) -> Result<Option<ExactCellBranch>, String> {
3113 let (normalized_k2, normalized_k3) = normalized_non_affine_coefficients(
3117 cell.left, cell.right, cell.c0, cell.c1, cell.c2, cell.c3,
3118 )?;
3119 if normalized_k3.abs() > NORMALIZED_CELL_BRANCH_TOL && lead.abs() > 1e-18 {
3120 return Ok(None);
3121 }
3122 if normalized_k2.abs() > NORMALIZED_CELL_BRANCH_TOL {
3123 Ok(Some(ExactCellBranch::Quartic))
3124 } else {
3125 Ok(Some(ExactCellBranch::Affine))
3126 }
3127}
3128
3129#[inline]
3130fn validate_bvn_args(h: f64, k: f64, rho: f64) -> Result<(), String> {
3131 if !h.is_finite() && !h.is_infinite() {
3132 return Err(CubicCellKernelError::bivariate_normal_domain(
3133 "bivariate normal cdf requires finite or infinite h",
3134 )
3135 .into());
3136 }
3137 if !k.is_finite() && !k.is_infinite() {
3138 return Err(CubicCellKernelError::bivariate_normal_domain(
3139 "bivariate normal cdf requires finite or infinite k",
3140 )
3141 .into());
3142 }
3143 if !rho.is_finite() {
3144 return Err(CubicCellKernelError::bivariate_normal_domain(format!(
3145 "bivariate normal cdf requires finite correlation, got {rho}"
3146 ))
3147 .into());
3148 }
3149 Ok::<(), _>(())
3150}
3151
3152#[inline]
3153fn bvn_gl_sum(h: f64, k: f64, rho_clamped: f64, asr: f64) -> f64 {
3154 if rho_clamped == 0.0 {
3161 return 0.0;
3162 }
3163 let hs = 0.5 * (h * h + k * k);
3164 let hk = h * k;
3165 let half_asr = 0.5 * asr;
3166 let (sin_mid, cos_mid) = half_asr.sin_cos();
3167 let mut sum = 0.0;
3168 for i in 0..10 {
3169 let node = GL20_NODES[i].abs();
3170 let weight = GL20_WEIGHTS[i];
3171 let (sin_delta, cos_delta) = (half_asr * node).sin_cos();
3172
3173 let sn_lo = sin_mid * cos_delta - cos_mid * sin_delta;
3174 let one_minus_lo = 1.0 - sn_lo * sn_lo;
3175 let expo_lo = ((sn_lo * hk) - hs) / one_minus_lo;
3176
3177 let sn_hi = sin_mid * cos_delta + cos_mid * sin_delta;
3178 let one_minus_hi = 1.0 - sn_hi * sn_hi;
3179 let expo_hi = ((sn_hi * hk) - hs) / one_minus_hi;
3180
3181 sum += weight * (expo_lo.exp() + expo_hi.exp());
3182 }
3183 sum
3184}
3185
3186pub fn bivariate_normal_cdf(h: f64, k: f64, rho: f64) -> Result<f64, String> {
3187 validate_bvn_args(h, k, rho)?;
3188 if h == f64::NEG_INFINITY || k == f64::NEG_INFINITY {
3189 return Ok(0.0);
3190 }
3191 if h == f64::INFINITY {
3192 return Ok(normal_cdf(k));
3193 }
3194 if k == f64::INFINITY {
3195 return Ok(normal_cdf(h));
3196 }
3197
3198 let rho_clamped = rho.clamp(-1.0, 1.0);
3199 if rho_clamped >= 1.0 - 1e-12 {
3200 return Ok(normal_cdf(h.min(k)));
3201 }
3202 if rho_clamped <= -1.0 + 1e-12 {
3203 return Ok((normal_cdf(h) - normal_cdf(-k)).clamp(0.0, 1.0));
3204 }
3205 if rho_clamped == 0.0 {
3206 return Ok((normal_cdf(h) * normal_cdf(k)).clamp(0.0, 1.0));
3207 }
3208 if h == 0.0 && k == 0.0 {
3209 return Ok((0.25 + rho_clamped.asin() / std::f64::consts::TAU).clamp(0.0, 1.0));
3210 }
3211
3212 let asr = rho_clamped.asin();
3213 let sum = bvn_gl_sum(h, k, rho_clamped, asr);
3214 Ok((normal_cdf(h) * normal_cdf(k) + asr * sum / (4.0 * std::f64::consts::PI)).clamp(0.0, 1.0))
3215}
3216
3217#[inline]
3218fn bvn_gl_sum_interval(h: f64, left: f64, right: f64, rho_clamped: f64, asr: f64) -> f64 {
3219 if rho_clamped == 0.0 {
3220 return 0.0;
3221 }
3222 let h2 = h * h;
3223 let right_hs = 0.5 * (h2 + right * right);
3224 let left_hs = 0.5 * (h2 + left * left);
3225 let half_asr = 0.5 * asr;
3226 let (sin_mid, cos_mid) = half_asr.sin_cos();
3227 let mut sum = 0.0;
3228 for i in 0..10 {
3229 let node = GL20_NODES[i].abs();
3230 let weight = GL20_WEIGHTS[i];
3231 let (sin_delta, cos_delta) = (half_asr * node).sin_cos();
3232
3233 let sn_lo = sin_mid * cos_delta - cos_mid * sin_delta;
3234 let one_minus_lo = 1.0 - sn_lo * sn_lo;
3235 let lo_right = (((sn_lo * h * right) - right_hs) / one_minus_lo).exp();
3236 let lo_left = (((sn_lo * h * left) - left_hs) / one_minus_lo).exp();
3237
3238 let sn_hi = sin_mid * cos_delta + cos_mid * sin_delta;
3239 let one_minus_hi = 1.0 - sn_hi * sn_hi;
3240 let hi_right = (((sn_hi * h * right) - right_hs) / one_minus_hi).exp();
3241 let hi_left = (((sn_hi * h * left) - left_hs) / one_minus_hi).exp();
3242
3243 sum += weight * ((lo_right - lo_left) + (hi_right - hi_left));
3244 }
3245 sum
3246}
3247
3248fn bivariate_normal_cdf_interval(h: f64, left: f64, right: f64, rho: f64) -> Result<f64, String> {
3249 if right <= left {
3250 return Ok(0.0);
3251 }
3252 if left == f64::NEG_INFINITY && right == f64::INFINITY {
3253 return Ok(normal_cdf(h));
3254 }
3255 if !left.is_finite() || !right.is_finite() {
3256 let upper = bivariate_normal_cdf(h, right, rho)?;
3257 let lower = bivariate_normal_cdf(h, left, rho)?;
3258 return Ok((upper - lower).clamp(0.0, 1.0));
3259 }
3260 validate_bvn_args(h, left, rho)?;
3261 validate_bvn_args(h, right, rho)?;
3262 if h == f64::NEG_INFINITY {
3263 return Ok(0.0);
3264 }
3265 if h == f64::INFINITY {
3266 return Ok((normal_cdf(right) - normal_cdf(left)).clamp(0.0, 1.0));
3267 }
3268
3269 let rho_clamped = rho.clamp(-1.0, 1.0);
3270 if rho_clamped >= 1.0 - 1e-12 || rho_clamped <= -1.0 + 1e-12 {
3271 let upper = bivariate_normal_cdf(h, right, rho_clamped)?;
3272 let lower = bivariate_normal_cdf(h, left, rho_clamped)?;
3273 return Ok((upper - lower).clamp(0.0, 1.0));
3274 }
3275
3276 let cdf_h = normal_cdf(h);
3277 let normal_part = cdf_h * (normal_cdf(right) - normal_cdf(left));
3278 if rho_clamped == 0.0 {
3279 return Ok(normal_part.clamp(0.0, 1.0));
3280 }
3281 let asr = rho_clamped.asin();
3282 let sum = bvn_gl_sum_interval(h, left, right, rho_clamped, asr);
3283 Ok((normal_part + asr * sum / (4.0 * std::f64::consts::PI)).clamp(0.0, 1.0))
3284}
3285
3286fn exp_neg_half_square(x: f64) -> f64 {
3287 if x.is_infinite() {
3288 0.0
3289 } else {
3290 (-0.5 * x * x).exp()
3291 }
3292}
3293
3294fn truncated_gaussian_zeroth_moment(a: f64, b: f64) -> f64 {
3338 let inv_sqrt2 = 1.0 / std::f64::consts::SQRT_2;
3339 let za = a * inv_sqrt2;
3340 let zb = b * inv_sqrt2;
3341 let erf_diff = if za >= 0.0 {
3342 libm::erfc(za) - libm::erfc(zb)
3343 } else if zb <= 0.0 {
3344 libm::erfc(-zb) - libm::erfc(-za)
3345 } else if zb <= 0.5 && -za <= 0.5 {
3346 libm::erf(zb) + libm::erf(-za)
3351 } else {
3352 2.0 - libm::erfc(zb) - libm::erfc(-za)
3353 };
3354 (std::f64::consts::PI / 2.0).sqrt() * erf_diff
3356}
3357
3358fn fill_truncated_gaussian_moments(a: f64, b: f64, out: &mut [f64]) {
3380 if out.is_empty() {
3381 return;
3382 }
3383 out[0] = truncated_gaussian_zeroth_moment(a, b);
3384 if out.len() == 1 {
3385 return;
3386 }
3387 let ea = exp_neg_half_square(a);
3388 let eb = exp_neg_half_square(b);
3389 out[1] = ea - eb;
3390 if out.len() == 2 {
3391 return;
3392 }
3393 let a_finite = a.is_finite();
3394 let b_finite = b.is_finite();
3395 let mut a_pow_n_minus_1 = a; let mut b_pow_n_minus_1 = b;
3403 for n in 2..out.len() {
3404 let left = if a_finite { a_pow_n_minus_1 * ea } else { 0.0 };
3405 let right = if b_finite { b_pow_n_minus_1 * eb } else { 0.0 };
3406 out[n] = left - right + (n as f64 - 1.0) * out[n - 2];
3407 a_pow_n_minus_1 *= a;
3408 b_pow_n_minus_1 *= b;
3409 }
3410}
3411
3412const MAX_AFFINE_ANCHOR_DEGREE: usize = 64;
3417
3418pub fn affine_anchor_moment_vector(
3419 alpha: f64,
3420 beta: f64,
3421 left: f64,
3422 right: f64,
3423 max_degree: usize,
3424) -> Vec<f64> {
3425 let mut out = vec![0.0; max_degree + 1];
3426 affine_anchor_moment_vector_into(alpha, beta, left, right, max_degree, &mut out);
3427 out
3428}
3429
3430fn affine_anchor_moment_vector_into(
3431 alpha: f64,
3432 beta: f64,
3433 left: f64,
3434 right: f64,
3435 max_degree: usize,
3436 out: &mut [f64],
3437) {
3438 assert_eq!(out.len(), max_degree + 1);
3439 let s = (1.0 + beta * beta).sqrt();
3440 let mu = -alpha * beta / (1.0 + beta * beta);
3441 let y_left = if left.is_infinite() {
3442 if left.is_sign_positive() {
3443 f64::INFINITY
3444 } else {
3445 f64::NEG_INFINITY
3446 }
3447 } else {
3448 s * (left - mu)
3449 };
3450 let y_right = if right.is_infinite() {
3451 if right.is_sign_positive() {
3452 f64::INFINITY
3453 } else {
3454 f64::NEG_INFINITY
3455 }
3456 } else {
3457 s * (right - mu)
3458 };
3459 let anchor = (-alpha * alpha / (2.0 * s * s)).exp() / s;
3460 assert!(
3461 max_degree <= MAX_AFFINE_ANCHOR_DEGREE,
3462 "affine_anchor_moment_vector max_degree {} exceeds compile-time bound {}",
3463 max_degree,
3464 MAX_AFFINE_ANCHOR_DEGREE
3465 );
3466 let mut t = [0.0_f64; MAX_AFFINE_ANCHOR_DEGREE + 1];
3467 fill_truncated_gaussian_moments(y_left, y_right, &mut t[..=max_degree]);
3468 let mut mu_pow = [1.0_f64; MAX_AFFINE_ANCHOR_DEGREE + 1];
3474 for k in 1..=max_degree {
3475 mu_pow[k] = mu_pow[k - 1] * mu;
3476 }
3477 let inv_s = 1.0 / s;
3478 let mut inv_s_pow = [1.0_f64; MAX_AFFINE_ANCHOR_DEGREE + 1];
3479 for k in 1..=max_degree {
3480 inv_s_pow[k] = inv_s_pow[k - 1] * inv_s;
3481 }
3482 out.fill(0.0);
3483 for n in 0..=max_degree {
3484 let mut acc = 0.0;
3485 let mut binom = 1.0;
3487 for k in 0..=n {
3488 let term = binom * mu_pow[n - k] * inv_s_pow[k];
3489 acc = term.mul_add(t[k], acc);
3490 if k < n {
3491 binom = binom * (n - k) as f64 / (k + 1) as f64;
3492 }
3493 }
3494 out[n] = anchor * acc;
3495 }
3496}
3497
3498fn affine_value_from_moment_primitive(alpha: f64, beta: f64, left: f64, right: f64) -> f64 {
3499 let s = (1.0 + beta * beta).sqrt();
3511 let h = alpha / s;
3512 let rho = -beta / s;
3513 bivariate_normal_cdf_interval(h, left, right, rho).unwrap_or(0.0)
3514}
3515
3516pub fn evaluate_affine_cell_state(
3523 cell: DenestedCubicCell,
3524 max_degree: usize,
3525) -> Result<CellMomentState, String> {
3526 let alpha = cell.c0;
3527 let beta = cell.c1;
3528 let value = affine_value_from_moment_primitive(alpha, beta, cell.left, cell.right);
3529 let moments = affine_anchor_moment_vector(alpha, beta, cell.left, cell.right, max_degree);
3530 Ok(CellMomentState {
3531 branch: ExactCellBranch::Affine,
3532 value,
3533 moments: moments.into(),
3534 })
3535}
3536
3537fn evaluate_affine_cell_derivative_state(
3538 cell: DenestedCubicCell,
3539 max_degree: usize,
3540) -> Result<CellDerivativeMomentState, String> {
3541 let alpha = cell.c0;
3542 let beta = cell.c1;
3543 let moments = affine_anchor_moment_vector(alpha, beta, cell.left, cell.right, max_degree);
3544 Ok(CellDerivativeMomentState {
3545 branch: ExactCellBranch::Affine,
3546 moments: moments.into(),
3547 })
3548}
3549
3550#[inline]
3557fn accumulate_moments_unrolled4(moments: &mut [f64], mw: f64, z: f64) {
3558 let mut z_pow = 1.0_f64;
3559 for slot in moments.iter_mut() {
3560 *slot = mw.mul_add(z_pow, *slot);
3561 z_pow *= z;
3562 }
3563}
3564
3565#[inline(always)]
3608fn evaluate_non_affine_cell_with_rule<const COMPUTE_VALUE: bool>(
3609 cell: DenestedCubicCell,
3610 max_degree: usize,
3611 gl_nodes: &[f64],
3612 gl_weights: &[f64],
3613) -> (CellMomentVec, f64) {
3614 let mut moments: CellMomentVec = smallvec![0.0_f64; max_degree + 1];
3615 let mut value_integral = 0.0_f64;
3616 let center = 0.5 * (cell.left + cell.right);
3617 let half_width = 0.5 * (cell.right - cell.left);
3618 let c0 = cell.c0;
3619 let c1 = cell.c1;
3620 let c2 = cell.c2;
3621 let c3 = cell.c3;
3622 let moments_slice: &mut [f64] = &mut moments;
3623 assert_eq!(gl_nodes.len(), gl_weights.len());
3624 use wide::f64x4;
3625 let center_v = f64x4::splat(center);
3626 let half_width_v = f64x4::splat(half_width);
3627 let c0_v = f64x4::splat(c0);
3628 let c1_v = f64x4::splat(c1);
3629 let c2_v = f64x4::splat(c2);
3630 let c3_v = f64x4::splat(c3);
3631 let neg_half_v = f64x4::splat(-0.5);
3632 let n_total = gl_nodes.len();
3633 let n_simd = n_total - (n_total % 4);
3634 let mut i = 0;
3635 while i < n_simd {
3636 let node_v = f64x4::from([
3637 gl_nodes[i],
3638 gl_nodes[i + 1],
3639 gl_nodes[i + 2],
3640 gl_nodes[i + 3],
3641 ]);
3642 let weight_v = f64x4::from([
3643 gl_weights[i],
3644 gl_weights[i + 1],
3645 gl_weights[i + 2],
3646 gl_weights[i + 3],
3647 ]);
3648 let z_v = half_width_v.mul_add(node_v, center_v);
3649 let eta_v = c3_v
3651 .mul_add(z_v, c2_v)
3652 .mul_add(z_v, c1_v)
3653 .mul_add(z_v, c0_v);
3654 let z2_v = z_v * z_v;
3655 let neg_q_v = neg_half_v * (z2_v + eta_v * eta_v);
3656 let exp_negq_v = neg_q_v.exp();
3657 let moment_weight_v = weight_v * exp_negq_v;
3658 let z_arr = z_v.to_array();
3659 let mw_arr = moment_weight_v.to_array();
3660 if COMPUTE_VALUE {
3661 for lane in 0..4 {
3662 let z = z_arr[lane];
3663 let mw = mw_arr[lane];
3664 accumulate_moments_unrolled4(moments_slice, mw, z);
3665 let node = gl_nodes[i + lane];
3678 let weight = gl_weights[i + lane];
3679 let z_ref = center + half_width * node;
3680 let eta_ref = c0 + c1 * z_ref + c2 * z_ref * z_ref + c3 * z_ref * z_ref * z_ref;
3681 value_integral += weight * (-0.5 * z_ref * z_ref).exp() * normal_cdf(eta_ref);
3682 }
3683 } else {
3684 for lane in 0..4 {
3685 let z = z_arr[lane];
3686 let mw = mw_arr[lane];
3687 accumulate_moments_unrolled4(moments_slice, mw, z);
3688 }
3689 }
3690 i += 4;
3691 }
3692 while i < n_total {
3693 let node = gl_nodes[i];
3694 let weight = gl_weights[i];
3695 let z = center + half_width * node;
3696 let eta = c3.mul_add(z, c2).mul_add(z, c1).mul_add(z, c0);
3697 let q = 0.5 * (z * z + eta * eta);
3698 let moment_weight = weight * (-q).exp();
3699 accumulate_moments_unrolled4(moments_slice, moment_weight, z);
3700 if COMPUTE_VALUE {
3701 let eta_ref = c0 + c1 * z + c2 * z * z + c3 * z * z * z;
3706 value_integral += weight * (-0.5 * z * z).exp() * normal_cdf(eta_ref);
3707 }
3708 i += 1;
3709 }
3710 for moment in moments_slice.iter_mut() {
3714 *moment *= half_width;
3715 }
3716 let value = if COMPUTE_VALUE {
3717 value_integral * half_width
3718 } else {
3719 value_integral
3720 };
3721 (moments, value)
3722}
3723
3724const NON_AFFINE_LADDER_RTOL: f64 = 1e-15;
3750
3751const NON_AFFINE_LADDER_RUNGS: [usize; 5] = [12, 24, 48, 96, 192];
3754
3755fn non_affine_ladder_rules() -> &'static [(Vec<f64>, Vec<f64>)] {
3762 static RULES: std::sync::OnceLock<Vec<(Vec<f64>, Vec<f64>)>> = std::sync::OnceLock::new();
3763 RULES.get_or_init(|| {
3764 NON_AFFINE_LADDER_RUNGS
3765 .iter()
3766 .map(|&n| gauss_legendre_rule(n))
3767 .collect()
3768 })
3769}
3770
3771fn gauss_legendre_rule(n: usize) -> (Vec<f64>, Vec<f64>) {
3778 let mut nodes = vec![0.0_f64; n];
3779 let mut weights = vec![0.0_f64; n];
3780 for i in 0..n.div_ceil(2) {
3781 let mut z = (std::f64::consts::PI * (i as f64 + 0.75) / (n as f64 + 0.5)).cos();
3782 let mut pp = 0.0_f64;
3783 for _ in 0..100 {
3784 let mut p1 = 1.0_f64;
3786 let mut p2 = 0.0_f64;
3787 for j in 1..=n {
3788 let p3 = p2;
3789 p2 = p1;
3790 p1 = ((2 * j - 1) as f64 * z * p2 - (j - 1) as f64 * p3) / j as f64;
3791 }
3792 pp = n as f64 * (z * p1 - p2) / (z * z - 1.0);
3793 let z_prev = z;
3794 z = z_prev - p1 / pp;
3795 if (z - z_prev).abs() <= f64::EPSILON {
3796 break;
3797 }
3798 }
3799 nodes[i] = -z;
3800 nodes[n - 1 - i] = z;
3801 let w = 2.0 / ((1.0 - z * z) * pp * pp);
3802 weights[i] = w;
3803 weights[n - 1 - i] = w;
3804 }
3805 (nodes, weights)
3806}
3807
3808fn non_affine_ladder_converged(coarse: &CellMomentVec, fine: &CellMomentVec) -> bool {
3823 let mut scale = 0.0_f64;
3824 let mut err = 0.0_f64;
3825 for (&c, &f) in coarse.iter().zip(fine.iter()) {
3826 scale = scale.max(f.abs());
3827 err = err.max((c - f).abs());
3828 }
3829 if !(scale.is_finite() && err.is_finite()) {
3830 return false;
3831 }
3832 err <= NON_AFFINE_LADDER_RTOL * scale
3833}
3834
3835pub(crate) static NON_AFFINE_LADDER_CERT_COUNTS: [AtomicU64; NON_AFFINE_LADDER_RUNGS.len() + 1] = [
3843 AtomicU64::new(0),
3844 AtomicU64::new(0),
3845 AtomicU64::new(0),
3846 AtomicU64::new(0),
3847 AtomicU64::new(0),
3848 AtomicU64::new(0),
3849];
3850
3851pub fn non_affine_ladder_cert_histogram() -> (Vec<(usize, u64)>, u64) {
3854 let per_rung = NON_AFFINE_LADDER_RUNGS
3855 .iter()
3856 .enumerate()
3857 .map(|(i, &n)| (n, NON_AFFINE_LADDER_CERT_COUNTS[i].load(Ordering::Relaxed)))
3858 .collect();
3859 let terminal =
3860 NON_AFFINE_LADDER_CERT_COUNTS[NON_AFFINE_LADDER_RUNGS.len()].load(Ordering::Relaxed);
3861 (per_rung, terminal)
3862}
3863
3864#[inline]
3869fn evaluate_non_affine_cell_simd<const COMPUTE_VALUE: bool>(
3870 cell: DenestedCubicCell,
3871 max_degree: usize,
3872) -> (CellMomentVec, f64) {
3873 let mut prev: Option<(CellMomentVec, f64)> = None;
3874 for (i, (nodes, weights)) in non_affine_ladder_rules().iter().enumerate() {
3875 let cur =
3876 evaluate_non_affine_cell_with_rule::<COMPUTE_VALUE>(cell, max_degree, nodes, weights);
3877 if let Some(prev) = prev.as_ref()
3878 && non_affine_ladder_converged(&prev.0, &cur.0)
3879 {
3880 NON_AFFINE_LADDER_CERT_COUNTS[i].fetch_add(1, Ordering::Relaxed);
3881 return cur;
3882 }
3883 prev = Some(cur);
3884 }
3885 NON_AFFINE_LADDER_CERT_COUNTS[NON_AFFINE_LADDER_RUNGS.len()].fetch_add(1, Ordering::Relaxed);
3886 evaluate_non_affine_cell_with_rule::<COMPUTE_VALUE>(cell, max_degree, &GL_NODES, &GL_WEIGHTS)
3887}
3888
3889fn evaluate_non_affine_cell_value_terminal(cell: DenestedCubicCell) -> f64 {
3909 let center = 0.5 * (cell.left + cell.right);
3910 let half_width = 0.5 * (cell.right - cell.left);
3911 let c0 = cell.c0;
3912 let c1 = cell.c1;
3913 let c2 = cell.c2;
3914 let c3 = cell.c3;
3915 let mut value_integral = 0.0_f64;
3916 for (&node, &weight) in GL_NODES.iter().zip(GL_WEIGHTS.iter()) {
3917 let z = center + half_width * node;
3918 let eta = c0 + c1 * z + c2 * z * z + c3 * z * z * z;
3919 value_integral += weight * (-0.5 * z * z).exp() * normal_cdf(eta);
3920 }
3921 value_integral * half_width
3922}
3923
3924fn evaluate_non_affine_cell_state(
3925 cell: DenestedCubicCell,
3926 branch: ExactCellBranch,
3927 max_degree: usize,
3928) -> Result<CellMomentState, String> {
3929 let (moments, _) = evaluate_non_affine_cell_simd::<false>(cell, max_degree);
3930 let value_integral = evaluate_non_affine_cell_value_terminal(cell);
3931 Ok(CellMomentState {
3936 branch,
3937 value: value_integral / (std::f64::consts::TAU).sqrt(),
3938 moments,
3939 })
3940}
3941
3942fn evaluate_non_affine_cell_derivative_state(
3943 cell: DenestedCubicCell,
3944 branch: ExactCellBranch,
3945 max_degree: usize,
3946) -> Result<CellDerivativeMomentState, String> {
3947 let (moments, _) = evaluate_non_affine_cell_simd::<false>(cell, max_degree);
3948 Ok(CellDerivativeMomentState { branch, moments })
3949}
3950
3951pub fn evaluate_cell_moments(
3957 cell: DenestedCubicCell,
3958 max_degree: usize,
3959) -> Result<CellMomentState, String> {
3960 if !TAIL_CELL_MOMENT_CACHE_ENABLED.load(std::sync::atomic::Ordering::Relaxed) {
3961 return evaluate_cell_moments_uncached(cell, max_degree);
3962 }
3963 tail_cell_moment_cache().evaluate(cell, max_degree)
3964}
3965
3966pub fn evaluate_cell_moments_uncached(
3971 cell: DenestedCubicCell,
3972 max_degree: usize,
3973) -> Result<CellMomentState, String> {
3974 evaluate_cell_state_dispatched(
3975 cell,
3976 max_degree,
3977 evaluate_affine_cell_state,
3978 evaluate_non_affine_cell_state,
3979 )
3980}
3981
3982pub fn evaluate_cell_derivative_moments_uncached(
3989 cell: DenestedCubicCell,
3990 max_degree: usize,
3991) -> Result<CellDerivativeMomentState, String> {
3992 evaluate_cell_state_dispatched(
3993 cell,
3994 max_degree,
3995 evaluate_affine_cell_derivative_state,
3996 evaluate_non_affine_cell_derivative_state,
3997 )
3998}
3999
4000fn evaluate_cell_state_dispatched<S>(
4009 cell: DenestedCubicCell,
4010 max_degree: usize,
4011 affine: fn(DenestedCubicCell, usize) -> Result<S, String>,
4012 non_affine: fn(DenestedCubicCell, ExactCellBranch, usize) -> Result<S, String>,
4013) -> Result<S, String> {
4014 let left_inf = !cell.left.is_finite();
4015 let right_inf = !cell.right.is_finite();
4016 if left_inf || right_inf {
4017 if cell.c2.abs() > NORMALIZED_CELL_BRANCH_TOL || cell.c3.abs() > NORMALIZED_CELL_BRANCH_TOL
4021 {
4022 return Err(CubicCellKernelError::invalid_cell_shape(format!(
4023 "semi-infinite cell [{}, {}] must be affine (c2=c3=0), got c2={:.3e}, c3={:.3e}",
4024 cell.left, cell.right, cell.c2, cell.c3
4025 ))
4026 .into());
4027 }
4028 return affine(cell, max_degree);
4029 }
4030 if cell.right <= cell.left {
4031 return Err(CubicCellKernelError::invalid_cell_shape(format!(
4032 "finite cell must have left < right, got [{}, {}]",
4033 cell.left, cell.right
4034 ))
4035 .into());
4036 }
4037 let branch = branch_cell(cell)?;
4038 if branch == ExactCellBranch::Affine {
4039 return affine(cell, max_degree);
4040 }
4041 if branch == ExactCellBranch::Sextic {
4042 let lead = sextic_qprime_coefficients(cell.c0, cell.c1, cell.c2, cell.c3)[5];
4043 if !lead.is_finite() {
4044 return Err(CubicCellKernelError::invalid_cell_shape(format!(
4045 "sextic cell evaluation encountered non-finite leading coefficient: {lead:.3e}"
4046 ))
4047 .into());
4048 }
4049 if let Some(lower_branch) = degenerate_sextic_branch(cell, lead)? {
4050 return match lower_branch {
4051 ExactCellBranch::Quartic => non_affine(
4052 DenestedCubicCell { c3: 0.0, ..cell },
4053 ExactCellBranch::Quartic,
4054 max_degree,
4055 ),
4056 ExactCellBranch::Affine => affine(
4057 DenestedCubicCell {
4058 c2: 0.0,
4059 c3: 0.0,
4060 ..cell
4061 },
4062 max_degree,
4063 ),
4064 ExactCellBranch::Sextic => Err(CubicCellKernelError::invalid_cell_shape(
4065 "internal: degenerate_sextic_branch returned Sextic as a lowered branch",
4066 )
4067 .into()),
4068 };
4069 }
4070 }
4071 non_affine(cell, branch, max_degree)
4072}
4073
4074pub fn evaluate_cell_moments_cached(
4081 cell: DenestedCubicCell,
4082 max_degree: usize,
4083 cache: &CellMomentLruCache,
4084 stats: Option<&CellMomentCacheStats>,
4085) -> Result<CellMomentState, String> {
4086 if matches!(branch_cell(cell), Ok(ExactCellBranch::Affine)) {
4095 if let Some(stats) = stats {
4096 stats.misses.fetch_add(1, Ordering::Relaxed);
4097 }
4098 return evaluate_cell_moments_uncached(cell, max_degree);
4099 }
4100 let key = CellFingerprint::new(cell);
4101 let existing_derivative = match cache.get(&key) {
4102 Some(cached) => {
4103 if let Some(state) = cached.state_for_degree(max_degree) {
4104 if let Some(stats) = stats {
4105 stats.hits.fetch_add(1, Ordering::Relaxed);
4106 }
4107 return Ok(state);
4108 }
4109 cached.derivative_state.clone()
4113 }
4114 None => None,
4115 };
4116 if let Some(stats) = stats {
4117 stats.misses.fetch_add(1, Ordering::Relaxed);
4118 }
4119 let state = evaluate_cell_moments(cell, max_degree)?;
4120 let shared = Arc::new(state);
4125 let mut entry = CachedCellMoments::new(Arc::clone(&shared));
4126 if let Some(derivative) = existing_derivative {
4127 entry = entry.with_derivative(derivative);
4128 }
4129 cache.insert(key, entry);
4130 Ok(Arc::try_unwrap(shared).unwrap_or_else(|a| (*a).clone()))
4131}
4132
4133pub fn evaluate_cell_derivative_moments_cached(
4139 cell: DenestedCubicCell,
4140 max_degree: usize,
4141 cache: &CellMomentLruCache,
4142 stats: Option<&CellMomentCacheStats>,
4143) -> Result<CellDerivativeMomentState, String> {
4144 if matches!(branch_cell(cell), Ok(ExactCellBranch::Affine)) {
4148 if let Some(stats) = stats {
4149 stats.misses.fetch_add(1, Ordering::Relaxed);
4150 }
4151 return evaluate_cell_derivative_moments_uncached(cell, max_degree);
4152 }
4153 let key = CellFingerprint::new(cell);
4154 let existing_value = match cache.get(&key) {
4155 Some(cached) => {
4156 if let Some(state) = cached.derivative_state_for_degree(max_degree) {
4157 if let Some(stats) = stats {
4158 stats.hits.fetch_add(1, Ordering::Relaxed);
4159 }
4160 return Ok(state);
4161 }
4162 cached.state.clone()
4166 }
4167 None => None,
4168 };
4169 if let Some(stats) = stats {
4170 stats.misses.fetch_add(1, Ordering::Relaxed);
4171 }
4172 let state = evaluate_cell_derivative_moments_uncached(cell, max_degree)?;
4173 let shared = Arc::new(state);
4178 let mut entry = CachedCellMoments::new_derivative(Arc::clone(&shared));
4179 if let Some(value) = existing_value {
4180 entry = entry.with_value(value);
4181 }
4182 cache.insert(key, entry);
4183 Ok(Arc::try_unwrap(shared).unwrap_or_else(|a| (*a).clone()))
4184}
4185
4186pub fn evaluate_cell_moments_with_scratch<'a>(
4193 cell: DenestedCubicCell,
4194 max_degree: usize,
4195 scratch: &'a mut CellMomentScratch,
4196) -> Result<CellMomentStateRef<'a>, String> {
4197 let state = evaluate_cell_moments(cell, max_degree)?;
4198 let out = scratch.prepare_moments(max_degree + 1);
4199 out.copy_from_slice(&state.moments);
4200 Ok(CellMomentStateRef {
4201 branch: state.branch,
4202 value: state.value,
4203 moments: out,
4204 })
4205}
4206
4207#[cfg(test)]
4208mod tests {
4209 use super::*;
4210 use gam_math::probability::normal_pdf;
4211
4212 #[inline]
4213 pub(super) fn polynomial_value(coefficients: &[f64], z: f64) -> f64 {
4214 coefficients
4215 .iter()
4216 .rev()
4217 .fold(0.0, |acc, &coeff| acc * z + coeff)
4218 }
4219
4220 fn reset_cell_moment_test_reallocs() {
4221 super::CELL_MOMENT_REALLOCS.store(0, std::sync::atomic::Ordering::Relaxed);
4222 }
4223
4224 fn cell_moment_test_reallocs() -> usize {
4225 super::CELL_MOMENT_REALLOCS.load(std::sync::atomic::Ordering::Relaxed)
4226 }
4227
4228 fn assert_close_rel(label: &str, actual: f64, expected: f64, tol: f64) {
4229 let denom = expected.abs().max(1.0);
4230 let rel = (actual - expected).abs() / denom;
4231 assert!(
4232 rel <= tol,
4233 "{label}: actual={actual:.17e} expected={expected:.17e} rel={rel:.3e} tol={tol:.3e}"
4234 );
4235 }
4236
4237 #[test]
4252 fn link_basis_cell_fourth_ab_partials_vanish_third_are_nonzero() {
4253 let span = LocalSpanCubic {
4254 left: -0.4,
4255 right: 1.6,
4256 c0: 0.37,
4257 c1: -0.81,
4258 c2: 0.53,
4259 c3: -0.29,
4260 };
4261 let a0 = 0.23_f64;
4262 let b0 = 0.61_f64;
4263 let h = 1e-2_f64;
4264
4265 let stencil = |order: usize| -> &'static [(i64, f64)] {
4267 match order {
4268 0 => &[(0, 1.0)],
4269 1 => &[(-1, -0.5), (1, 0.5)],
4270 2 => &[(-1, 1.0), (0, -2.0), (1, 1.0)],
4271 3 => &[(-2, -0.5), (-1, 1.0), (1, -1.0), (2, 0.5)],
4272 4 => &[(-2, 1.0), (-1, -4.0), (0, 6.0), (1, -4.0), (2, 1.0)],
4273 _ => &[(0, 1.0)],
4274 }
4275 };
4276 let fd = |k: usize, na: usize, nb: usize| -> f64 {
4278 let mut acc = 0.0;
4279 for &(ia, wa) in stencil(na) {
4280 for &(ib, wb) in stencil(nb) {
4281 let a = a0 + (ia as f64) * h;
4282 let b = b0 + (ib as f64) * h;
4283 acc += wa * wb * link_basis_cell_coefficients(span, a, b)[k];
4284 }
4285 }
4286 acc / h.powi((na + nb) as i32)
4287 };
4288
4289 let (p3_aaa, p3_aab, p3_abb, p3_bbb) = link_basis_cell_third_partials(span);
4290
4291 let mut max_third = 0.0_f64;
4295 for k in 0..4 {
4296 for (label, (na, nb), analytic) in [
4297 ("aaa", (3usize, 0usize), p3_aaa[k]),
4298 ("aab", (2, 1), p3_aab[k]),
4299 ("abb", (1, 2), p3_abb[k]),
4300 ("bbb", (0, 3), p3_bbb[k]),
4301 ] {
4302 let got = fd(k, na, nb);
4303 assert!(
4304 (got - analytic).abs() <= 1e-4 + 1e-3 * analytic.abs(),
4305 "3rd partial {label}[{k}] analytic {analytic:+.6e} vs FD {got:+.6e}"
4306 );
4307 max_third = max_third.max(analytic.abs());
4308 }
4309 }
4310 assert!(
4311 max_third > 1e-1,
4312 "expected an appreciable nonzero 3rd (a,b)-partial; max |analytic| = {max_third:.3e}"
4313 );
4314
4315 for k in 0..4 {
4319 for (na, nb) in [(4usize, 0usize), (3, 1), (2, 2), (1, 3), (0, 4)] {
4320 let got = fd(k, na, nb);
4321 assert!(
4322 got.abs() <= 1e-2,
4323 "4th (a,b)-partial ∂^{na}_a∂^{nb}_b of cell coeff[{k}] must vanish, FD = {got:+.6e}"
4324 );
4325 }
4326 }
4327 }
4328
4329 #[test]
4330 fn non_affine_cell_state_grid_matches_public_cell_moments_reference() {
4331 let cells = [
4332 DenestedCubicCell {
4333 left: -1.25,
4334 right: -0.2,
4335 c0: -0.35,
4336 c1: 0.85,
4337 c2: 0.04,
4338 c3: -0.015,
4339 },
4340 DenestedCubicCell {
4341 left: -0.2,
4342 right: 0.55,
4343 c0: 0.12,
4344 c1: -0.65,
4345 c2: -0.025,
4346 c3: 0.02,
4347 },
4348 DenestedCubicCell {
4349 left: 0.55,
4350 right: 1.6,
4351 c0: 0.42,
4352 c1: 0.35,
4353 c2: 0.018,
4354 c3: 0.012,
4355 },
4356 ];
4357 for cell in cells {
4358 let branch = branch_cell(cell).expect("branch");
4359 assert_ne!(branch, ExactCellBranch::Affine);
4360 for max_degree in [0usize, 2, 4, 9, 16] {
4361 let direct = evaluate_non_affine_cell_state(cell, branch, max_degree)
4362 .expect("direct non-affine transport");
4363 let public = evaluate_cell_moments(cell, max_degree).expect("public evaluator");
4364 assert_eq!(direct.branch, public.branch);
4365 assert_eq!(direct.moments.len(), public.moments.len());
4366 let value_scale = direct.value.abs().max(public.value.abs()).max(1.0);
4367 assert!(
4368 (direct.value - public.value).abs() <= 1e-10 * value_scale,
4369 "value mismatch for {cell:?} degree {max_degree}: direct={} public={}",
4370 direct.value,
4371 public.value
4372 );
4373 for (degree, (lhs, rhs)) in
4374 direct.moments.iter().zip(public.moments.iter()).enumerate()
4375 {
4376 let scale = lhs.abs().max(rhs.abs()).max(1.0);
4377 assert!(
4378 (lhs - rhs).abs() <= 1e-10 * scale,
4379 "moment {degree} mismatch for {cell:?} degree {max_degree}: {lhs} vs {rhs}"
4380 );
4381 }
4382 }
4383 }
4384 }
4385
4386 #[test]
4387 fn affine_tail_cell_memo_matches_uncached_grid_and_records_hits() {
4388 let cache = TailCellMomentCache::new();
4394 let c0s = [-2.0, -0.25, 0.0, 1.5];
4395 let c1s = [-1.2, -0.05, 0.0, 0.8];
4396 let endpoints = [-4.0, -1.0, 0.0, 2.5, 6.0];
4397 let degrees = [0_usize, 4, 9, 16, 24];
4398
4399 for &c0 in &c0s {
4400 for &c1 in &c1s {
4401 for &endpoint in &endpoints {
4402 for &max_degree in °rees {
4403 for &(left, right) in
4404 &[(f64::NEG_INFINITY, endpoint), (endpoint, f64::INFINITY)]
4405 {
4406 let cell = DenestedCubicCell {
4407 left,
4408 right,
4409 c0,
4410 c1,
4411 c2: 0.0,
4412 c3: 0.0,
4413 };
4414 let expected = evaluate_cell_moments_uncached(cell, max_degree)
4415 .expect("uncached affine tail moments");
4416 let actual = cache
4417 .evaluate(cell, max_degree)
4418 .expect("cached affine tail moments miss");
4419 let repeat = cache
4420 .evaluate(cell, max_degree)
4421 .expect("cached affine tail moments hit");
4422 assert_eq!(actual.branch, expected.branch);
4423 assert_eq!(repeat.branch, expected.branch);
4424 assert_close_rel(
4425 "tail value miss",
4426 actual.value,
4427 expected.value,
4428 1e-14,
4429 );
4430 assert_close_rel("tail value hit", repeat.value, expected.value, 1e-14);
4431 assert_eq!(actual.moments.len(), expected.moments.len());
4432 assert_eq!(repeat.moments.len(), expected.moments.len());
4433 for (idx, ((a, r), e)) in actual
4434 .moments
4435 .iter()
4436 .zip(repeat.moments.iter())
4437 .zip(expected.moments.iter())
4438 .enumerate()
4439 {
4440 assert_close_rel(
4441 &format!("tail moment miss[{idx}]"),
4442 *a,
4443 *e,
4444 1e-14,
4445 );
4446 assert_close_rel(&format!("tail moment hit[{idx}]"), *r, *e, 1e-14);
4447 }
4448 }
4449 }
4450 }
4451 }
4452 }
4453
4454 let stats = cache.stats();
4455 assert_eq!(stats.misses, stats.entries);
4456 assert!(
4457 stats.hits >= stats.misses,
4458 "expected repeat hits: {stats:?}"
4459 );
4460 assert!(
4461 stats.hit_rate() >= 0.5,
4462 "unexpected low hit rate: {stats:?}"
4463 );
4464 }
4465
4466 fn reference_bivariate_normal_cdf_20(h: f64, k: f64, rho: f64) -> f64 {
4467 if h == f64::NEG_INFINITY || k == f64::NEG_INFINITY {
4468 return 0.0;
4469 }
4470 if h == f64::INFINITY {
4471 return normal_cdf(k);
4472 }
4473 if k == f64::INFINITY {
4474 return normal_cdf(h);
4475 }
4476 let rho_clamped = rho.clamp(-1.0, 1.0);
4477 if rho_clamped >= 1.0 - 1e-12 {
4478 return normal_cdf(h.min(k));
4479 }
4480 if rho_clamped <= -1.0 + 1e-12 {
4481 return (normal_cdf(h) - normal_cdf(-k)).clamp(0.0, 1.0);
4482 }
4483
4484 let hs = 0.5 * (h * h + k * k);
4485 let asr = rho_clamped.asin();
4486 let mut sum = 0.0;
4487 for (&node, &weight) in GL20_NODES.iter().zip(GL20_WEIGHTS.iter()) {
4488 let sn = (0.5 * asr * (node + 1.0)).sin();
4489 let one_minus = 1.0 - sn * sn;
4490 let expo = ((sn * h * k) - hs) / one_minus;
4491 sum += weight * expo.exp();
4492 }
4493 (normal_cdf(h) * normal_cdf(k) + asr * sum / (4.0 * std::f64::consts::PI)).clamp(0.0, 1.0)
4494 }
4495
4496 #[test]
4497 fn non_affine_cell_state_reference_grid_matches_public_moments() {
4498 let c0s = [-0.4, 0.0, 0.35];
4499 let c1s = [-0.8, 0.25, 1.1];
4500 let c2s = [-0.12, 0.08];
4501 let c3s = [-0.04, 0.03];
4502 let intervals = [(-1.25, -0.2), (-0.5, 0.75), (0.1, 1.4)];
4503 let degrees = [3usize, 6, 9, 12];
4504
4505 for &c0 in &c0s {
4506 for &c1 in &c1s {
4507 for &c2 in &c2s {
4508 for &c3 in &c3s {
4509 for &(left, right) in &intervals {
4510 let cell = DenestedCubicCell {
4511 left,
4512 right,
4513 c0,
4514 c1,
4515 c2,
4516 c3,
4517 };
4518 let branch = branch_cell(cell).expect("branch");
4519 assert_ne!(branch, ExactCellBranch::Affine);
4520 for °ree in °rees {
4521 let direct = evaluate_non_affine_cell_state(cell, branch, degree)
4522 .expect("direct non-affine state");
4523 let public = evaluate_cell_moments(cell, degree)
4524 .expect("public non-affine state");
4525 assert_eq!(direct.branch, public.branch);
4526 let value_scale =
4527 direct.value.abs().max(public.value.abs()).max(1.0);
4528 assert!(
4529 (direct.value - public.value).abs() / value_scale <= 1.0e-15,
4530 "value mismatch for {cell:?}, degree {degree}: direct={:.17e}, public={:.17e}",
4531 direct.value,
4532 public.value
4533 );
4534 assert_eq!(direct.moments.len(), public.moments.len());
4535 for (idx, (&a, &b)) in
4536 direct.moments.iter().zip(public.moments.iter()).enumerate()
4537 {
4538 let scale = a.abs().max(b.abs()).max(1.0);
4539 assert!(
4540 (a - b).abs() / scale <= 1.0e-15,
4541 "moment {idx} mismatch for {cell:?}, degree {degree}: direct={a:.17e}, public={b:.17e}"
4542 );
4543 }
4544 }
4545 }
4546 }
4547 }
4548 }
4549 }
4550 }
4551
4552 #[test]
4553 fn bivariate_normal_cdf_matches_reference_grid_to_1e_minus_10() {
4554 let hs = [-8.0, -5.0, -3.0, -1.5, -0.5, 0.0, 0.25, 1.0, 2.5, 5.0, 8.0];
4555 let ks = [-8.0, -4.0, -2.0, -0.75, 0.0, 0.4, 1.25, 3.0, 6.0, 8.0];
4556 let rhos = [
4557 -0.999_999_999_999,
4558 -0.999,
4559 -0.95,
4560 -0.7,
4561 -0.3,
4562 -1.0e-12,
4563 0.0,
4564 1.0e-12,
4565 0.3,
4566 0.7,
4567 0.95,
4568 0.999,
4569 0.999_999_999_999,
4570 ];
4571 for &h in &hs {
4572 for &k in &ks {
4573 for &rho in &rhos {
4574 let actual = bivariate_normal_cdf(h, k, rho).expect("bvn");
4575 let expected = reference_bivariate_normal_cdf_20(h, k, rho);
4576 let scale = expected.abs().max(1.0e-300);
4577 let rel = (actual - expected).abs() / scale;
4578 assert!(
4579 rel < 1.0e-10 || (actual - expected).abs() < 1.0e-14,
4580 "h={h} k={k} rho={rho} actual={actual:.17e} expected={expected:.17e} rel={rel:.3e}"
4581 );
4582 }
4583 }
4584 }
4585 }
4586
4587 #[test]
4588 fn bivariate_normal_cdf_matches_reference_lcg_property_samples() {
4589 let mut seed = 0x5eed_cafe_f00d_u64;
4590 let mut next_unit = || {
4591 seed = seed.wrapping_mul(6_364_136_223_846_793_005).wrapping_add(1);
4592 ((seed >> 11) as f64) * (1.0 / ((1_u64 << 53) as f64))
4593 };
4594 for _ in 0..4096 {
4595 let h = -8.0 + 16.0 * next_unit();
4596 let k = -8.0 + 16.0 * next_unit();
4597 let rho = -0.999 + 1.998 * next_unit();
4598 let actual = bivariate_normal_cdf(h, k, rho).expect("bvn");
4599 let expected = reference_bivariate_normal_cdf_20(h, k, rho);
4600 let scale = expected.abs().max(1.0e-300);
4601 let rel = (actual - expected).abs() / scale;
4602 assert!(
4603 rel < 1.0e-10 || (actual - expected).abs() < 1.0e-14,
4604 "h={h} k={k} rho={rho} actual={actual:.17e} expected={expected:.17e} rel={rel:.3e}"
4605 );
4606 }
4607 }
4608
4609 #[test]
4610 fn affine_bvn_interval_primitive_matches_two_cdf_difference() {
4611 let hs = [-6.0, -2.0, -0.25, 0.0, 0.8, 3.0, 6.0];
4612 let bounds = [
4613 (-5.0, -2.0),
4614 (-3.0, -0.1),
4615 (-1.0, 0.0),
4616 (-0.25, 0.75),
4617 (0.2, 3.5),
4618 (2.0, 7.0),
4619 ];
4620 let rhos = [-0.98, -0.8, -0.25, 0.0, 0.25, 0.8, 0.98];
4621 for &h in &hs {
4622 for &(left, right) in &bounds {
4623 for &rho in &rhos {
4624 let actual =
4625 bivariate_normal_cdf_interval(h, left, right, rho).expect("interval");
4626 let expected = (reference_bivariate_normal_cdf_20(h, right, rho)
4627 - reference_bivariate_normal_cdf_20(h, left, rho))
4628 .clamp(0.0, 1.0);
4629 let scale = expected.abs().max(1.0e-300);
4630 let rel = (actual - expected).abs() / scale;
4631 assert!(
4632 rel < 1.0e-10 || (actual - expected).abs() < 1.0e-12,
4633 "h={h} left={left} right={right} rho={rho} actual={actual:.17e} expected={expected:.17e} rel={rel:.3e}"
4634 );
4635 }
4636 }
4637 }
4638 }
4639
4640 fn simpson_integral<F>(left: f64, right: f64, steps: usize, f: F) -> f64
4641 where
4642 F: Fn(f64) -> f64,
4643 {
4644 let n = if steps.is_multiple_of(2) {
4645 steps
4646 } else {
4647 steps + 1
4648 };
4649 let h = (right - left) / n as f64;
4650 let mut acc = f(left) + f(right);
4651 for k in 1..n {
4652 let x = left + h * k as f64;
4653 let w = if k % 2 == 0 { 2.0 } else { 4.0 };
4654 acc += w * f(x);
4655 }
4656 acc * h / 3.0
4657 }
4658
4659 #[test]
4660 fn global_transform_preserves_local_span_polynomial() {
4661 let span = LocalSpanCubic {
4662 left: -1.2,
4663 right: 0.8,
4664 c0: 0.3,
4665 c1: -0.25,
4666 c2: 0.11,
4667 c3: -0.04,
4668 };
4669 let (g0, g1, g2, g3) = global_cubic_from_local(span);
4670 for &x in &[-1.2, -0.7, -0.1, 0.4, 0.8] {
4671 let local = span.evaluate(x);
4672 let global = g0 + g1 * x + g2 * x * x + g3 * x * x * x;
4673 assert!((local - global).abs() < 1e-12);
4674 }
4675 }
4676
4677 #[test]
4678 fn bivariate_normal_cdf_independent_factorizes() {
4679 let h = -0.35;
4680 let k = 0.8;
4681 let out = bivariate_normal_cdf(h, k, 0.0).expect("bvn");
4682 let target = normal_cdf(h) * normal_cdf(k);
4683 assert!((out - target).abs() < 1e-12);
4684 }
4685
4686 #[test]
4687 fn evaluate_affine_cell_state_matches_numeric_integrals() {
4688 let cell = DenestedCubicCell {
4689 left: -0.9,
4690 right: 0.8,
4691 c0: 0.15,
4692 c1: -0.35,
4693 c2: 0.0,
4694 c3: 0.0,
4695 };
4696 let state = evaluate_affine_cell_state(cell, 6).expect("affine cell");
4697 let value_numeric = simpson_integral(cell.left, cell.right, 4000, |z| {
4698 super::normal_cdf(cell.eta(z)) * normal_pdf(z)
4699 });
4700 assert_eq!(state.branch, ExactCellBranch::Affine);
4701 assert!((state.value - value_numeric).abs() < 1e-9);
4702 for degree in 0..=6 {
4703 let target = simpson_integral(cell.left, cell.right, 4000, |z| {
4704 z.powi(degree as i32) * (-cell.q(z)).exp()
4705 });
4706 assert!((state.moments[degree] - target).abs() < 1e-9);
4707 }
4708 }
4709
4710 #[test]
4711 fn affine_cell_value_matches_zero_moment_derivative() {
4712 let cell = DenestedCubicCell {
4713 left: -1.1,
4714 right: 0.7,
4715 c0: 0.23,
4716 c1: -0.41,
4717 c2: 0.0,
4718 c3: 0.0,
4719 };
4720 let h = 1e-6;
4721 let plus = evaluate_affine_cell_state(
4722 DenestedCubicCell {
4723 c0: cell.c0 + h,
4724 ..cell
4725 },
4726 0,
4727 )
4728 .expect("affine plus");
4729 let minus = evaluate_affine_cell_state(
4730 DenestedCubicCell {
4731 c0: cell.c0 - h,
4732 ..cell
4733 },
4734 0,
4735 )
4736 .expect("affine minus");
4737 let center = evaluate_affine_cell_state(cell, 0).expect("affine center");
4738 let d_value = (plus.value - minus.value) / (2.0 * h);
4739 let target = INV_TWO_PI * center.moments[0];
4740 assert!((d_value - target).abs() < 1e-8);
4741 }
4742
4743 #[test]
4744 fn coefficient_partials_match_exact_span_derivatives() {
4745 let score_span = LocalSpanCubic {
4746 left: -0.75,
4747 right: 0.25,
4748 c0: 0.08,
4749 c1: -0.03,
4750 c2: 0.02,
4751 c3: -0.01,
4752 };
4753 let link_span = LocalSpanCubic {
4754 left: -0.6,
4755 right: 0.9,
4756 c0: -0.05,
4757 c1: 0.04,
4758 c2: -0.02,
4759 c3: 0.015,
4760 };
4761 let a = 0.3;
4762 let b = -0.7;
4763 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
4764 for &z in &[-0.75, -0.4, -0.1, 0.2] {
4765 let u = a + b * z;
4766 let eta_a = 1.0 + link_span.first_derivative(u);
4767 let eta_b = z + score_span.evaluate(z) + z * link_span.first_derivative(u);
4768 assert!((polynomial_value(&dc_da, z) - eta_a).abs() < 1e-12);
4769 assert!((polynomial_value(&dc_db, z) - eta_b).abs() < 1e-12);
4770 }
4771 }
4772
4773 #[test]
4774 fn second_coefficient_partials_match_exact_span_derivatives() {
4775 let score_span = LocalSpanCubic {
4776 left: -0.75,
4777 right: 0.25,
4778 c0: 0.08,
4779 c1: -0.03,
4780 c2: 0.02,
4781 c3: -0.01,
4782 };
4783 let link_span = LocalSpanCubic {
4784 left: -0.6,
4785 right: 0.9,
4786 c0: -0.05,
4787 c1: 0.04,
4788 c2: -0.02,
4789 c3: 0.015,
4790 };
4791 let a = 0.3;
4792 let b = -0.7;
4793 let second_partials = denested_cell_second_partials(score_span, link_span, a, b);
4794 let dc_daa = second_partials.0;
4795 let dc_dab = second_partials.1;
4796 let dc_dbb = second_partials.2;
4797 for &z in &[-0.75, -0.4, -0.1, 0.2] {
4798 let u = a + b * z;
4799 let eta_aa = link_span.second_derivative(u);
4800 let eta_ab = z * link_span.second_derivative(u);
4801 let eta_bb = z * z * link_span.second_derivative(u);
4802 assert!((polynomial_value(&dc_daa, z) - eta_aa).abs() < 1e-12);
4803 assert!((polynomial_value(&dc_dab, z) - eta_ab).abs() < 1e-12);
4804 assert!((polynomial_value(&dc_dbb, z) - eta_bb).abs() < 1e-12);
4805 }
4806 }
4807
4808 #[test]
4809 fn higher_derivative_moment_helpers_reject_empty_first_coefficients() {
4810 let cell = DenestedCubicCell {
4811 left: -1.0,
4812 right: 1.0,
4813 c0: 0.0,
4814 c1: 1.0,
4815 c2: 0.0,
4816 c3: 0.0,
4817 };
4818 let moments = [1.0; 16];
4819
4820 let third_err = cell_third_derivative_from_moments(
4821 cell,
4822 &[],
4823 &[1.0],
4824 &[1.0],
4825 &[],
4826 &[],
4827 &[],
4828 &[],
4829 &moments,
4830 )
4831 .expect_err("empty first coefficients should be rejected");
4832 assert!(third_err.contains("r first-derivative coefficients must be non-empty"));
4833
4834 let fourth_err = cell_fourth_derivative_from_moments(
4835 cell,
4836 &[1.0],
4837 &[],
4838 &[1.0],
4839 &[1.0],
4840 &[],
4841 &[],
4842 &[],
4843 &[],
4844 &[],
4845 &[],
4846 &[],
4847 &[],
4848 &[],
4849 &[],
4850 &[],
4851 &moments,
4852 )
4853 .expect_err("empty first coefficients should be rejected");
4854 assert!(fourth_err.contains("s first-derivative coefficients must be non-empty"));
4855 }
4856
4857 #[test]
4858 fn fourth_derivative_rejects_overlong_scratch_convolutions() {
4859 let cell = DenestedCubicCell {
4860 left: -1.0,
4861 right: 1.0,
4862 c0: 0.0,
4863 c1: 1.0,
4864 c2: 0.0,
4865 c3: 0.0,
4866 };
4867 let long_first = [1.0; 10];
4868 let zero = [0.0; 1];
4869 let moments = [1.0; 64];
4870
4871 let err = cell_fourth_derivative_from_moments(
4872 cell,
4873 &long_first,
4874 &long_first,
4875 &long_first,
4876 &long_first,
4877 &zero,
4878 &zero,
4879 &zero,
4880 &zero,
4881 &zero,
4882 &zero,
4883 &zero,
4884 &zero,
4885 &zero,
4886 &zero,
4887 &zero,
4888 &moments,
4889 )
4890 .expect_err("oversized convolution should be rejected before writing scratch");
4891 assert!(err.contains("fourth derivative polynomial convolution scratch too small"));
4892 }
4893
4894 #[test]
4895 fn score_and_link_basis_cell_coefficients_match_direct_construction() {
4896 let score_basis_span = LocalSpanCubic {
4897 left: -0.7,
4898 right: 0.4,
4899 c0: 0.2,
4900 c1: -0.04,
4901 c2: 0.03,
4902 c3: -0.01,
4903 };
4904 let link_basis_span = LocalSpanCubic {
4905 left: -0.5,
4906 right: 1.1,
4907 c0: -0.03,
4908 c1: 0.05,
4909 c2: -0.02,
4910 c3: 0.01,
4911 };
4912 let a = 0.25;
4913 let b = -0.8;
4914 let score_coeffs = score_basis_cell_coefficients(score_basis_span, b);
4915 let link_coeffs = link_basis_cell_coefficients(link_basis_span, a, b);
4916 for &z in &[-0.7, -0.1, 0.2, 0.4] {
4917 let score_poly = polynomial_value(&score_coeffs, z);
4918 let link_poly = polynomial_value(&link_coeffs, z);
4919 assert!((score_poly - b * score_basis_span.evaluate(z)).abs() < 1e-12);
4920 assert!((link_poly - link_basis_span.evaluate(a + b * z)).abs() < 1e-12);
4921 }
4922 }
4923
4924 #[test]
4925 fn link_basis_partials_match_exact_span_derivatives() {
4926 let link_basis_span = LocalSpanCubic {
4927 left: -0.5,
4928 right: 1.1,
4929 c0: -0.03,
4930 c1: 0.05,
4931 c2: -0.02,
4932 c3: 0.01,
4933 };
4934 let a = 0.25;
4935 let b = -0.8;
4936 let (dc_da, dc_db) = link_basis_cell_coefficient_partials(link_basis_span, a, b);
4937 let (dc_daa, dc_dab, dc_dbb) = link_basis_cell_second_partials(link_basis_span, a, b);
4938 for &z in &[-0.6, -0.2, 0.15, 0.5] {
4939 let u = a + b * z;
4940 let eta_a = link_basis_span.first_derivative(u);
4941 let eta_b = z * link_basis_span.first_derivative(u);
4942 let eta_aa = link_basis_span.second_derivative(u);
4943 let eta_ab = z * link_basis_span.second_derivative(u);
4944 let eta_bb = z * z * link_basis_span.second_derivative(u);
4945 assert!((polynomial_value(&dc_da, z) - eta_a).abs() < 1e-12);
4946 assert!((polynomial_value(&dc_db, z) - eta_b).abs() < 1e-12);
4947 assert!((polynomial_value(&dc_daa, z) - eta_aa).abs() < 1e-12);
4948 assert!((polynomial_value(&dc_dab, z) - eta_ab).abs() < 1e-12);
4949 assert!((polynomial_value(&dc_dbb, z) - eta_bb).abs() < 1e-12);
4950 }
4951 }
4952
4953 #[test]
4954 fn denested_third_partials_match_exact_span_derivatives() {
4955 let link_span = LocalSpanCubic {
4956 left: -0.6,
4957 right: 0.9,
4958 c0: -0.05,
4959 c1: 0.04,
4960 c2: -0.02,
4961 c3: 0.015,
4962 };
4963 let (dc_daaa, dc_daab, dc_dabb, dc_dbbb) = denested_cell_third_partials(link_span);
4964 let link_third = 6.0 * link_span.c3;
4965 for &z in &[-0.75, -0.4, -0.1, 0.2] {
4966 let eta_aaa = link_third;
4967 let eta_aab = z * link_third;
4968 let eta_abb = z * z * link_third;
4969 let eta_bbb = z * z * z * link_third;
4970 assert!((polynomial_value(&dc_daaa, z) - eta_aaa).abs() < 1e-12);
4971 assert!((polynomial_value(&dc_daab, z) - eta_aab).abs() < 1e-12);
4972 assert!((polynomial_value(&dc_dabb, z) - eta_abb).abs() < 1e-12);
4973 assert!((polynomial_value(&dc_dbbb, z) - eta_bbb).abs() < 1e-12);
4974 }
4975 }
4976
4977 #[test]
4978 fn link_basis_third_partials_match_exact_span_derivatives() {
4979 let link_basis_span = LocalSpanCubic {
4980 left: -0.5,
4981 right: 1.1,
4982 c0: -0.03,
4983 c1: 0.05,
4984 c2: -0.02,
4985 c3: 0.01,
4986 };
4987 let (dc_daaa, dc_daab, dc_dabb, dc_dbbb) = link_basis_cell_third_partials(link_basis_span);
4988 let link_third = 6.0 * link_basis_span.c3;
4989 for &z in &[-0.6, -0.2, 0.15, 0.5] {
4990 let eta_aaa = link_third;
4991 let eta_aab = z * link_third;
4992 let eta_abb = z * z * link_third;
4993 let eta_bbb = z * z * z * link_third;
4994 assert!((polynomial_value(&dc_daaa, z) - eta_aaa).abs() < 1e-12);
4995 assert!((polynomial_value(&dc_daab, z) - eta_aab).abs() < 1e-12);
4996 assert!((polynomial_value(&dc_dabb, z) - eta_abb).abs() < 1e-12);
4997 assert!((polynomial_value(&dc_dbbb, z) - eta_bbb).abs() < 1e-12);
4998 }
4999 }
5000
5001 #[test]
5002 fn branch_selection_uses_normalized_non_affine_coefficients() {
5003 let affine = DenestedCubicCell {
5004 left: -1.0,
5005 right: 1.0,
5006 c0: 0.1,
5007 c1: -0.4,
5008 c2: 1e-13,
5009 c3: -1e-13,
5010 };
5011 let quartic = DenestedCubicCell {
5012 c2: 2e-4,
5013 c3: 1e-13,
5014 ..affine
5015 };
5016 let sextic = DenestedCubicCell {
5017 c2: 2e-4,
5018 c3: 5e-3,
5019 ..affine
5020 };
5021 assert_eq!(branch_cell(affine).unwrap(), ExactCellBranch::Affine);
5022 assert_eq!(branch_cell(quartic).unwrap(), ExactCellBranch::Quartic);
5023 assert_eq!(branch_cell(sextic).unwrap(), ExactCellBranch::Sextic);
5024 }
5025
5026 #[test]
5027 fn affine_anchor_moments_match_whole_line_closed_forms() {
5028 let out = affine_anchor_moment_vector(0.0, 0.0, f64::NEG_INFINITY, f64::INFINITY, 4);
5029 let sqrt_2pi = (2.0 * std::f64::consts::PI).sqrt();
5037 assert!((out[0] - sqrt_2pi).abs() < 1e-12);
5038 assert!(out[1].abs() < 1e-12);
5039 assert!((out[2] - sqrt_2pi).abs() < 1e-12);
5040 }
5041
5042 #[test]
5043 fn affine_anchor_moments_match_shifted_gaussian_whole_line() {
5044 let alpha = 0.7;
5045 let beta = -0.4;
5046 let out = affine_anchor_moment_vector(alpha, beta, f64::NEG_INFINITY, f64::INFINITY, 4);
5047 let s = (1.0 + beta * beta).sqrt();
5048 let mu = -alpha * beta / (1.0 + beta * beta);
5049 let scale = (-alpha * alpha / (2.0 * s * s)).exp() / s;
5056 let sqrt_2pi = (2.0 * std::f64::consts::PI).sqrt();
5057 assert!((out[0] - scale * sqrt_2pi).abs() < 1e-12);
5058 assert!((out[1] - scale * sqrt_2pi * mu).abs() < 1e-12);
5059 assert!((out[2] - scale * sqrt_2pi * (mu * mu + 1.0 / (s * s))).abs() < 1e-10);
5060 }
5061
5062 #[test]
5063 fn quartic_recurrence_reduces_higher_moments() {
5064 let cell = DenestedCubicCell {
5065 left: -1.0,
5066 right: 0.9,
5067 c0: 0.2,
5068 c1: -0.3,
5069 c2: 0.18,
5070 c3: 0.0,
5071 };
5072 let exact = |k: usize| {
5073 simpson_integral(cell.left, cell.right, 2000, |z| {
5074 z.powi(k as i32) * (-cell.q(z)).exp()
5075 })
5076 };
5077 let reduced = reduce_quartic_moments(cell, [exact(0), exact(1), exact(2)], 6)
5078 .expect("quartic reduction");
5079 for k in 0..=6 {
5080 let target = exact(k);
5081 assert!(
5082 (reduced[k] - target).abs() < 1e-7,
5083 "quartic reduced moment M{k} mismatch: {} vs {}",
5084 reduced[k],
5085 target
5086 );
5087 }
5088 }
5089
5090 #[test]
5091 fn sextic_recurrence_reduces_higher_moments() {
5092 let cell = DenestedCubicCell {
5093 left: -0.8,
5094 right: 0.7,
5095 c0: -0.1,
5096 c1: 0.25,
5097 c2: -0.14,
5098 c3: 0.22,
5099 };
5100 let exact = |k: usize| {
5101 simpson_integral(cell.left, cell.right, 3000, |z| {
5102 z.powi(k as i32) * (-cell.q(z)).exp()
5103 })
5104 };
5105 let reduced =
5106 reduce_sextic_moments(cell, [exact(0), exact(1), exact(2), exact(3), exact(4)], 9)
5107 .expect("sextic reduction");
5108 for k in 0..=9 {
5109 let target = exact(k);
5110 assert!(
5111 (reduced[k] - target).abs() < 1e-7,
5112 "sextic reduced moment M{k} mismatch: {} vs {}",
5113 reduced[k],
5114 target
5115 );
5116 }
5117 }
5118
5119 #[test]
5120 fn degenerate_sextic_branch_preserves_quadratic_coefficient() {
5121 let cell = DenestedCubicCell {
5122 left: -1.0,
5123 right: 1.0,
5124 c0: 0.0,
5125 c1: 0.0,
5126 c2: 0.1,
5127 c3: 2.0e-10,
5128 };
5129 assert_eq!(branch_cell(cell).unwrap(), ExactCellBranch::Sextic);
5130
5131 let state = evaluate_cell_moments(cell, 9).expect("degenerate sextic cell");
5132 let quartic_cell = DenestedCubicCell { c3: 0.0, ..cell };
5133 let quartic = evaluate_cell_moments(quartic_cell, 9).expect("quartic cell");
5134 let affine = evaluate_affine_cell_state(
5135 DenestedCubicCell {
5136 c2: 0.0,
5137 c3: 0.0,
5138 ..cell
5139 },
5140 9,
5141 )
5142 .expect("affine cell");
5143
5144 assert_eq!(state.branch, ExactCellBranch::Quartic);
5145 for k in 0..=9 {
5146 assert!(
5147 (state.moments[k] - quartic.moments[k]).abs() < 1e-12,
5148 "lowered moment M{k} should match the quartic cell: {} vs {}",
5149 state.moments[k],
5150 quartic.moments[k]
5151 );
5152 }
5153 assert!(
5154 (state.moments[0] - affine.moments[0]).abs() > 1e-4,
5155 "degenerate sextic handling must not drop the nonzero c2 term"
5156 );
5157 }
5158
5159 #[test]
5160 fn moment_reduced_first_and_second_derivatives_match_numeric_integrals() {
5161 let cell = DenestedCubicCell {
5162 left: -0.9,
5163 right: 0.6,
5164 c0: 0.15,
5165 c1: -0.2,
5166 c2: 0.08,
5167 c3: 0.17,
5168 };
5169 let moments = reduce_sextic_moments(
5170 cell,
5171 [
5172 simpson_integral(cell.left, cell.right, 3000, |z| (-cell.q(z)).exp()),
5173 simpson_integral(cell.left, cell.right, 3000, |z| z * (-cell.q(z)).exp()),
5174 simpson_integral(cell.left, cell.right, 3000, |z| z * z * (-cell.q(z)).exp()),
5175 simpson_integral(cell.left, cell.right, 3000, |z| {
5176 z.powi(3) * (-cell.q(z)).exp()
5177 }),
5178 simpson_integral(cell.left, cell.right, 3000, |z| {
5179 z.powi(4) * (-cell.q(z)).exp()
5180 }),
5181 ],
5182 9,
5183 )
5184 .expect("reduced moments");
5185
5186 let r = [0.7, -0.1, 0.3];
5187 let s = [0.2, 0.5];
5188 let second = [0.4, -0.2, 0.1];
5189 let exact_first = cell_first_derivative_from_moments(&r, &moments).expect("first");
5190 let exact_second =
5191 cell_second_derivative_from_moments(cell, &r, &s, &second, &moments).expect("second");
5192
5193 let numeric_first = simpson_integral(cell.left, cell.right, 3000, |z| {
5194 polynomial_value(&r, z) * (-cell.q(z)).exp() / (2.0 * std::f64::consts::PI)
5195 });
5196 let numeric_second = simpson_integral(cell.left, cell.right, 3000, |z| {
5197 let eta = cell.eta(z);
5198 (polynomial_value(&second, z) - eta * polynomial_value(&r, z) * polynomial_value(&s, z))
5199 * (-cell.q(z)).exp()
5200 / (2.0 * std::f64::consts::PI)
5201 });
5202
5203 assert!((exact_first - numeric_first).abs() < 1e-7);
5204 assert!((exact_second - numeric_second).abs() < 1e-7);
5205 }
5206
5207 #[test]
5208 fn moment_reduced_third_derivative_matches_numeric_integral() {
5209 let cell = DenestedCubicCell {
5210 left: -0.85,
5211 right: 0.7,
5212 c0: -0.12,
5213 c1: 0.18,
5214 c2: 0.09,
5215 c3: -0.11,
5216 };
5217 let moments = evaluate_cell_moments(cell, 12).expect("cell moments");
5218 let r = [0.35, -0.12, 0.08];
5219 let s = [0.17, 0.09];
5220 let t = [-0.21, 0.14, -0.04];
5221 let rs = [0.11, -0.07, 0.05];
5222 let rt = [-0.06, 0.03];
5223 let st = [0.08, -0.02, 0.01];
5224 let rst = [0.04, -0.05, 0.02];
5225
5226 let exact_third = cell_third_derivative_from_moments(
5227 cell,
5228 &r,
5229 &s,
5230 &t,
5231 &rs,
5232 &rt,
5233 &st,
5234 &rst,
5235 &moments.moments,
5236 )
5237 .expect("third derivative");
5238 let numeric_third = simpson_integral(cell.left, cell.right, 4000, |z| {
5239 let eta = cell.eta(z);
5240 let rz = polynomial_value(&r, z);
5241 let sz = polynomial_value(&s, z);
5242 let tz = polynomial_value(&t, z);
5243 let rsz = polynomial_value(&rs, z);
5244 let rtz = polynomial_value(&rt, z);
5245 let stz = polynomial_value(&st, z);
5246 let rstz = polynomial_value(&rst, z);
5247 (rstz - eta * (rsz * tz + rtz * sz + stz * rz) + (eta * eta - 1.0) * rz * sz * tz)
5248 * (-cell.q(z)).exp()
5249 / (2.0 * std::f64::consts::PI)
5250 });
5251
5252 assert!((exact_third - numeric_third).abs() < 1e-7);
5253 }
5254
5255 #[test]
5256 fn moment_reduced_fourth_derivative_matches_numeric_integral() {
5257 let cell = DenestedCubicCell {
5258 left: -0.8,
5259 right: 0.65,
5260 c0: 0.11,
5261 c1: -0.22,
5262 c2: 0.07,
5263 c3: 0.13,
5264 };
5265 let moments = evaluate_cell_moments(cell, 16).expect("cell moments");
5266 let r = [0.21, -0.13, 0.06];
5267 let s = [-0.18, 0.04];
5268 let t = [0.09, 0.07, -0.03];
5269 let u = [-0.14, 0.05];
5270 let rs = [0.08, -0.03, 0.02];
5271 let rt = [-0.05, 0.01];
5272 let ru = [0.04, -0.02, 0.01];
5273 let st = [0.03, 0.02];
5274 let su = [-0.02, 0.05, -0.01];
5275 let tu = [0.07, -0.04];
5276 let rst = [0.03, -0.01, 0.02];
5277 let rsu = [-0.02, 0.04];
5278 let rtu = [0.01, 0.02, -0.01];
5279 let stu = [-0.03, 0.02];
5280 let rstu = [0.02, -0.01, 0.01];
5281
5282 let exact_fourth = cell_fourth_derivative_from_moments(
5283 cell,
5284 &r,
5285 &s,
5286 &t,
5287 &u,
5288 &rs,
5289 &rt,
5290 &ru,
5291 &st,
5292 &su,
5293 &tu,
5294 &rst,
5295 &rsu,
5296 &rtu,
5297 &stu,
5298 &rstu,
5299 &moments.moments,
5300 )
5301 .expect("fourth derivative");
5302 let numeric_fourth = simpson_integral(cell.left, cell.right, 5000, |z| {
5303 let eta = cell.eta(z);
5304 let rz = polynomial_value(&r, z);
5305 let sz = polynomial_value(&s, z);
5306 let tz = polynomial_value(&t, z);
5307 let uz = polynomial_value(&u, z);
5308 let rsz = polynomial_value(&rs, z);
5309 let rtz = polynomial_value(&rt, z);
5310 let ruz = polynomial_value(&ru, z);
5311 let stz = polynomial_value(&st, z);
5312 let suz = polynomial_value(&su, z);
5313 let tuz = polynomial_value(&tu, z);
5314 let rstz = polynomial_value(&rst, z);
5315 let rsuz = polynomial_value(&rsu, z);
5316 let rtuz = polynomial_value(&rtu, z);
5317 let stuz = polynomial_value(&stu, z);
5318 let rstuz = polynomial_value(&rstu, z);
5319 let linear =
5320 rstz * uz + rsuz * tz + rtuz * sz + stuz * rz + rsz * tuz + rtz * suz + ruz * stz;
5321 let quadratic = rsz * tz * uz
5322 + rtz * sz * uz
5323 + ruz * sz * tz
5324 + stz * rz * uz
5325 + suz * rz * tz
5326 + tuz * rz * sz;
5327 let quartic = rz * sz * tz * uz;
5328 (rstuz - eta * linear
5329 + (eta * eta - 1.0) * quadratic
5330 + (-eta * eta * eta + 3.0 * eta) * quartic)
5331 * (-cell.q(z)).exp()
5332 / (2.0 * std::f64::consts::PI)
5333 });
5334
5335 assert!((exact_fourth - numeric_fourth).abs() < 2e-7);
5336 }
5337
5338 #[test]
5339 fn denested_cell_parameter_derivatives_match_exact_integrands() {
5340 let score_span = LocalSpanCubic {
5341 left: -0.75,
5342 right: 0.25,
5343 c0: 0.08,
5344 c1: -0.03,
5345 c2: 0.02,
5346 c3: -0.01,
5347 };
5348 let link_span = LocalSpanCubic {
5349 left: -0.6,
5350 right: 0.9,
5351 c0: -0.05,
5352 c1: 0.04,
5353 c2: -0.02,
5354 c3: 0.015,
5355 };
5356 let a = 0.3;
5357 let b = -0.7;
5358 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
5359 let cell = DenestedCubicCell {
5360 left: score_span.left,
5361 right: score_span.right,
5362 c0: coeffs[0],
5363 c1: coeffs[1],
5364 c2: coeffs[2],
5365 c3: coeffs[3],
5366 };
5367 let state = evaluate_cell_moments(cell, 24).expect("cell moments");
5368 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
5369 let (dc_daa, dc_dab, dc_dbb) = denested_cell_second_partials(score_span, link_span, a, b);
5370 let (dc_daaa, dc_daab, dc_dabb, dc_dbbb) = denested_cell_third_partials(link_span);
5371 let zero = [0.0; 4];
5372 let link_third = 6.0 * link_span.c3;
5373
5374 let eta_a = |z: f64| 1.0 + link_span.first_derivative(a + b * z);
5375 let eta_b = |z: f64| z + score_span.evaluate(z) + z * link_span.first_derivative(a + b * z);
5376 let eta_aa = |z: f64| link_span.second_derivative(a + b * z);
5377 let eta_ab = |z: f64| z * link_span.second_derivative(a + b * z);
5378 let eta_bb = |z: f64| z * z * link_span.second_derivative(a + b * z);
5379 let eta_aaa = |z: f64| link_third + 0.0 * z;
5380 let eta_aab = |z: f64| z * link_third;
5381 let eta_abb = |z: f64| z * z * link_third;
5382 let eta_bbb = |z: f64| z * z * z * link_third;
5383
5384 let exact_a = cell_first_derivative_from_moments(&dc_da, &state.moments).expect("a");
5385 let exact_b = cell_first_derivative_from_moments(&dc_db, &state.moments).expect("b");
5386 let exact_aa =
5387 cell_second_derivative_from_moments(cell, &dc_da, &dc_da, &dc_daa, &state.moments)
5388 .expect("aa");
5389 let exact_ab =
5390 cell_second_derivative_from_moments(cell, &dc_da, &dc_db, &dc_dab, &state.moments)
5391 .expect("ab");
5392 let exact_bb =
5393 cell_second_derivative_from_moments(cell, &dc_db, &dc_db, &dc_dbb, &state.moments)
5394 .expect("bb");
5395 let exact_aaa = cell_third_derivative_from_moments(
5396 cell,
5397 &dc_da,
5398 &dc_da,
5399 &dc_da,
5400 &dc_daa,
5401 &dc_daa,
5402 &dc_daa,
5403 &dc_daaa,
5404 &state.moments,
5405 )
5406 .expect("aaa");
5407 let exact_aab = cell_third_derivative_from_moments(
5408 cell,
5409 &dc_da,
5410 &dc_da,
5411 &dc_db,
5412 &dc_daa,
5413 &dc_dab,
5414 &dc_dab,
5415 &dc_daab,
5416 &state.moments,
5417 )
5418 .expect("aab");
5419 let exact_abb = cell_third_derivative_from_moments(
5420 cell,
5421 &dc_da,
5422 &dc_db,
5423 &dc_db,
5424 &dc_dab,
5425 &dc_dab,
5426 &dc_dbb,
5427 &dc_dabb,
5428 &state.moments,
5429 )
5430 .expect("abb");
5431 let exact_bbb = cell_third_derivative_from_moments(
5432 cell,
5433 &dc_db,
5434 &dc_db,
5435 &dc_db,
5436 &dc_dbb,
5437 &dc_dbb,
5438 &dc_dbb,
5439 &dc_dbbb,
5440 &state.moments,
5441 )
5442 .expect("bbb");
5443 let exact_aaaa = cell_fourth_derivative_from_moments(
5444 cell,
5445 &dc_da,
5446 &dc_da,
5447 &dc_da,
5448 &dc_da,
5449 &dc_daa,
5450 &dc_daa,
5451 &dc_daa,
5452 &dc_daa,
5453 &dc_daa,
5454 &dc_daa,
5455 &dc_daaa,
5456 &dc_daaa,
5457 &dc_daaa,
5458 &dc_daaa,
5459 &zero,
5460 &state.moments,
5461 )
5462 .expect("aaaa");
5463 let exact_aaab = cell_fourth_derivative_from_moments(
5464 cell,
5465 &dc_da,
5466 &dc_da,
5467 &dc_da,
5468 &dc_db,
5469 &dc_daa,
5470 &dc_daa,
5471 &dc_dab,
5472 &dc_daa,
5473 &dc_dab,
5474 &dc_dab,
5475 &dc_daaa,
5476 &dc_daab,
5477 &dc_daab,
5478 &dc_daab,
5479 &zero,
5480 &state.moments,
5481 )
5482 .expect("aaab");
5483 let exact_aabb = cell_fourth_derivative_from_moments(
5484 cell,
5485 &dc_da,
5486 &dc_da,
5487 &dc_db,
5488 &dc_db,
5489 &dc_daa,
5490 &dc_dab,
5491 &dc_dab,
5492 &dc_dab,
5493 &dc_dab,
5494 &dc_dbb,
5495 &dc_daab,
5496 &dc_daab,
5497 &dc_dabb,
5498 &dc_dabb,
5499 &zero,
5500 &state.moments,
5501 )
5502 .expect("aabb");
5503 let exact_abbb = cell_fourth_derivative_from_moments(
5504 cell,
5505 &dc_da,
5506 &dc_db,
5507 &dc_db,
5508 &dc_db,
5509 &dc_dab,
5510 &dc_dab,
5511 &dc_dab,
5512 &dc_dbb,
5513 &dc_dbb,
5514 &dc_dbb,
5515 &dc_dabb,
5516 &dc_dabb,
5517 &dc_dabb,
5518 &dc_dbbb,
5519 &zero,
5520 &state.moments,
5521 )
5522 .expect("abbb");
5523 let exact_bbbb = cell_fourth_derivative_from_moments(
5524 cell,
5525 &dc_db,
5526 &dc_db,
5527 &dc_db,
5528 &dc_db,
5529 &dc_dbb,
5530 &dc_dbb,
5531 &dc_dbb,
5532 &dc_dbb,
5533 &dc_dbb,
5534 &dc_dbb,
5535 &dc_dbbb,
5536 &dc_dbbb,
5537 &dc_dbbb,
5538 &dc_dbbb,
5539 &zero,
5540 &state.moments,
5541 )
5542 .expect("bbbb");
5543
5544 let numeric_a = simpson_integral(cell.left, cell.right, 5000, |z| {
5545 eta_a(z) * (-cell.q(z)).exp() * INV_TWO_PI
5546 });
5547 let numeric_b = simpson_integral(cell.left, cell.right, 5000, |z| {
5548 eta_b(z) * (-cell.q(z)).exp() * INV_TWO_PI
5549 });
5550 let numeric_aa = simpson_integral(cell.left, cell.right, 5000, |z| {
5551 (eta_aa(z) - cell.eta(z) * eta_a(z) * eta_a(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5552 });
5553 let numeric_ab = simpson_integral(cell.left, cell.right, 5000, |z| {
5554 (eta_ab(z) - cell.eta(z) * eta_a(z) * eta_b(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5555 });
5556 let numeric_bb = simpson_integral(cell.left, cell.right, 5000, |z| {
5557 (eta_bb(z) - cell.eta(z) * eta_b(z) * eta_b(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5558 });
5559 let numeric_aaa = simpson_integral(cell.left, cell.right, 5000, |z| {
5560 let eta = cell.eta(z);
5561 (eta_aaa(z) - 3.0 * eta * eta_aa(z) * eta_a(z) + (eta * eta - 1.0) * eta_a(z).powi(3))
5562 * (-cell.q(z)).exp()
5563 * INV_TWO_PI
5564 });
5565 let numeric_aab = simpson_integral(cell.left, cell.right, 5000, |z| {
5566 let eta = cell.eta(z);
5567 let a_z = eta_a(z);
5568 let b_z = eta_b(z);
5569 (eta_aab(z) - eta * (eta_aa(z) * b_z + 2.0 * eta_ab(z) * a_z)
5570 + (eta * eta - 1.0) * a_z * a_z * b_z)
5571 * (-cell.q(z)).exp()
5572 * INV_TWO_PI
5573 });
5574 let numeric_abb = simpson_integral(cell.left, cell.right, 5000, |z| {
5575 let eta = cell.eta(z);
5576 let a_z = eta_a(z);
5577 let b_z = eta_b(z);
5578 (eta_abb(z) - eta * (2.0 * eta_ab(z) * b_z + eta_bb(z) * a_z)
5579 + (eta * eta - 1.0) * a_z * b_z * b_z)
5580 * (-cell.q(z)).exp()
5581 * INV_TWO_PI
5582 });
5583 let numeric_bbb = simpson_integral(cell.left, cell.right, 5000, |z| {
5584 let eta = cell.eta(z);
5585 (eta_bbb(z) - 3.0 * eta * eta_bb(z) * eta_b(z) + (eta * eta - 1.0) * eta_b(z).powi(3))
5586 * (-cell.q(z)).exp()
5587 * INV_TWO_PI
5588 });
5589 let numeric_aaaa = simpson_integral(cell.left, cell.right, 5000, |z| {
5590 let eta = cell.eta(z);
5591 let eta_a_z = eta_a(z);
5592 let eta_aa_z = eta_aa(z);
5593 let eta_aaa_z = eta_aaa(z);
5594 (-eta * (4.0 * eta_aaa_z * eta_a_z + 3.0 * eta_aa_z * eta_aa_z)
5595 + (eta * eta - 1.0) * (6.0 * eta_aa_z * eta_a_z * eta_a_z)
5596 + (-eta * eta * eta + 3.0 * eta) * eta_a_z.powi(4))
5597 * (-cell.q(z)).exp()
5598 * INV_TWO_PI
5599 });
5600 let numeric_aaab = simpson_integral(cell.left, cell.right, 5000, |z| {
5601 let eta = cell.eta(z);
5602 let a_z = eta_a(z);
5603 let b_z = eta_b(z);
5604 let aa_z = eta_aa(z);
5605 let ab_z = eta_ab(z);
5606 let aaa_z = eta_aaa(z);
5607 let aab_z = eta_aab(z);
5608 (-eta * (aaa_z * b_z + 3.0 * aab_z * a_z + 3.0 * aa_z * ab_z)
5609 + (eta * eta - 1.0) * (3.0 * aa_z * a_z * b_z + 3.0 * ab_z * a_z * a_z)
5610 + (-eta * eta * eta + 3.0 * eta) * a_z.powi(3) * b_z)
5611 * (-cell.q(z)).exp()
5612 * INV_TWO_PI
5613 });
5614 let numeric_aabb = simpson_integral(cell.left, cell.right, 5000, |z| {
5615 let eta = cell.eta(z);
5616 let a_z = eta_a(z);
5617 let b_z = eta_b(z);
5618 let aa_z = eta_aa(z);
5619 let ab_z = eta_ab(z);
5620 let bb_z = eta_bb(z);
5621 let aab_z = eta_aab(z);
5622 let abb_z = eta_abb(z);
5623 (-eta * (2.0 * aab_z * b_z + 2.0 * abb_z * a_z + aa_z * bb_z + 2.0 * ab_z * ab_z)
5624 + (eta * eta - 1.0)
5625 * (aa_z * b_z * b_z + 4.0 * ab_z * a_z * b_z + bb_z * a_z * a_z)
5626 + (-eta * eta * eta + 3.0 * eta) * a_z * a_z * b_z * b_z)
5627 * (-cell.q(z)).exp()
5628 * INV_TWO_PI
5629 });
5630 let numeric_abbb = simpson_integral(cell.left, cell.right, 5000, |z| {
5631 let eta = cell.eta(z);
5632 let a_z = eta_a(z);
5633 let b_z = eta_b(z);
5634 let ab_z = eta_ab(z);
5635 let bb_z = eta_bb(z);
5636 let abb_z = eta_abb(z);
5637 let bbb_z = eta_bbb(z);
5638 (-eta * (3.0 * abb_z * b_z + bbb_z * a_z + 3.0 * ab_z * bb_z)
5639 + (eta * eta - 1.0) * (3.0 * ab_z * b_z * b_z + 3.0 * bb_z * a_z * b_z)
5640 + (-eta * eta * eta + 3.0 * eta) * a_z * b_z.powi(3))
5641 * (-cell.q(z)).exp()
5642 * INV_TWO_PI
5643 });
5644 let numeric_bbbb = simpson_integral(cell.left, cell.right, 5000, |z| {
5645 let eta = cell.eta(z);
5646 let eta_b_z = eta_b(z);
5647 let eta_bb_z = eta_bb(z);
5648 let eta_bbb_z = eta_bbb(z);
5649 (-eta * (4.0 * eta_bbb_z * eta_b_z + 3.0 * eta_bb_z * eta_bb_z)
5650 + (eta * eta - 1.0) * (6.0 * eta_bb_z * eta_b_z * eta_b_z)
5651 + (-eta * eta * eta + 3.0 * eta) * eta_b_z.powi(4))
5652 * (-cell.q(z)).exp()
5653 * INV_TWO_PI
5654 });
5655
5656 assert!((exact_a - numeric_a).abs() < 1e-8);
5657 assert!((exact_b - numeric_b).abs() < 1e-8);
5658 assert!((exact_aa - numeric_aa).abs() < 1e-8);
5659 assert!((exact_ab - numeric_ab).abs() < 1e-8);
5660 assert!((exact_bb - numeric_bb).abs() < 1e-8);
5661 assert!((exact_aaa - numeric_aaa).abs() < 2e-7);
5662 assert!((exact_aab - numeric_aab).abs() < 2e-7);
5663 assert!((exact_abb - numeric_abb).abs() < 2e-7);
5664 assert!((exact_bbb - numeric_bbb).abs() < 2e-7);
5665 assert!((exact_aaaa - numeric_aaaa).abs() < 2e-6);
5666 assert!((exact_aaab - numeric_aaab).abs() < 2e-6);
5667 assert!((exact_aabb - numeric_aabb).abs() < 2e-6);
5668 assert!((exact_abbb - numeric_abbb).abs() < 2e-6);
5669 assert!((exact_bbbb - numeric_bbbb).abs() < 2e-6);
5670 }
5671
5672 #[test]
5673 fn link_basis_cell_derivatives_match_exact_integrands() {
5674 let score_span = LocalSpanCubic {
5675 left: -0.75,
5676 right: 0.25,
5677 c0: 0.08,
5678 c1: -0.03,
5679 c2: 0.02,
5680 c3: -0.01,
5681 };
5682 let link_span = LocalSpanCubic {
5683 left: -0.6,
5684 right: 0.9,
5685 c0: -0.05,
5686 c1: 0.04,
5687 c2: -0.02,
5688 c3: 0.015,
5689 };
5690 let link_basis_span = LocalSpanCubic {
5691 left: -0.6,
5692 right: 0.9,
5693 c0: 0.02,
5694 c1: -0.01,
5695 c2: 0.03,
5696 c3: -0.02,
5697 };
5698 let a = 0.3;
5699 let b = -0.7;
5700 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
5701 let cell = DenestedCubicCell {
5702 left: score_span.left,
5703 right: score_span.right,
5704 c0: coeffs[0],
5705 c1: coeffs[1],
5706 c2: coeffs[2],
5707 c3: coeffs[3],
5708 };
5709 let state = evaluate_cell_moments(cell, 24).expect("cell moments");
5710 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
5711 let second_partials = denested_cell_second_partials(score_span, link_span, a, b);
5712 let dc_daa = second_partials.0;
5713 let dc_dab = second_partials.1;
5714 let dc_dbb = second_partials.2;
5715 let denested_third = denested_cell_third_partials(link_span);
5716 let dc_daaa = denested_third.0;
5717 let dc_dbbb = denested_third.3;
5718
5719 let coeff_w = link_basis_cell_coefficients(link_basis_span, a, b);
5720 let (coeff_aw, coeff_bw) = link_basis_cell_coefficient_partials(link_basis_span, a, b);
5721 let (coeff_aaw, coeff_abw, coeff_bbw) =
5722 link_basis_cell_second_partials(link_basis_span, a, b);
5723 let link_basis_third = link_basis_cell_third_partials(link_basis_span);
5724 let coeff_aaaw = link_basis_third.0;
5725 let coeff_bbbw = link_basis_third.3;
5726 let zero = [0.0; 4];
5727 let basis_third = 6.0 * link_basis_span.c3;
5728
5729 let eta_a = |z: f64| 1.0 + link_span.first_derivative(a + b * z);
5730 let eta_b = |z: f64| z + score_span.evaluate(z) + z * link_span.first_derivative(a + b * z);
5731 let eta_aa = |z: f64| link_span.second_derivative(a + b * z);
5732 let eta_ab = |z: f64| z * link_span.second_derivative(a + b * z);
5733 let eta_bb = |z: f64| z * z * link_span.second_derivative(a + b * z);
5734 let eta_w = |z: f64| link_basis_span.evaluate(a + b * z);
5735 let eta_aw = |z: f64| link_basis_span.first_derivative(a + b * z);
5736 let eta_bw = |z: f64| z * link_basis_span.first_derivative(a + b * z);
5737 let eta_aaw = |z: f64| link_basis_span.second_derivative(a + b * z);
5738 let eta_abw = |z: f64| z * link_basis_span.second_derivative(a + b * z);
5739 let eta_bbw = |z: f64| z * z * link_basis_span.second_derivative(a + b * z);
5740 let eta_aaaw = |z: f64| basis_third + 0.0 * z;
5741 let eta_bbbw = |z: f64| z * z * z * basis_third;
5742
5743 let exact_w = cell_first_derivative_from_moments(&coeff_w, &state.moments).expect("w");
5744 let exact_aw =
5745 cell_second_derivative_from_moments(cell, &dc_da, &coeff_w, &coeff_aw, &state.moments)
5746 .expect("aw");
5747 let exact_bw =
5748 cell_second_derivative_from_moments(cell, &dc_db, &coeff_w, &coeff_bw, &state.moments)
5749 .expect("bw");
5750 let exact_ww =
5751 cell_second_derivative_from_moments(cell, &coeff_w, &coeff_w, &zero, &state.moments)
5752 .expect("ww");
5753 let exact_aaw = cell_third_derivative_from_moments(
5754 cell,
5755 &dc_da,
5756 &dc_da,
5757 &coeff_w,
5758 &dc_daa,
5759 &coeff_aw,
5760 &coeff_aw,
5761 &coeff_aaw,
5762 &state.moments,
5763 )
5764 .expect("aaw");
5765 let exact_abw = cell_third_derivative_from_moments(
5766 cell,
5767 &dc_da,
5768 &dc_db,
5769 &coeff_w,
5770 &dc_dab,
5771 &coeff_aw,
5772 &coeff_bw,
5773 &coeff_abw,
5774 &state.moments,
5775 )
5776 .expect("abw");
5777 let exact_bbw = cell_third_derivative_from_moments(
5778 cell,
5779 &dc_db,
5780 &dc_db,
5781 &coeff_w,
5782 &dc_dbb,
5783 &coeff_bw,
5784 &coeff_bw,
5785 &coeff_bbw,
5786 &state.moments,
5787 )
5788 .expect("bbw");
5789 let exact_www = cell_third_derivative_from_moments(
5790 cell,
5791 &coeff_w,
5792 &coeff_w,
5793 &coeff_w,
5794 &zero,
5795 &zero,
5796 &zero,
5797 &zero,
5798 &state.moments,
5799 )
5800 .expect("www");
5801 let exact_aaaw = cell_fourth_derivative_from_moments(
5802 cell,
5803 &dc_da,
5804 &dc_da,
5805 &dc_da,
5806 &coeff_w,
5807 &dc_daa,
5808 &dc_daa,
5809 &coeff_aw,
5810 &dc_daa,
5811 &coeff_aw,
5812 &coeff_aw,
5813 &dc_daaa,
5814 &coeff_aaw,
5815 &coeff_aaw,
5816 &coeff_aaw,
5817 &coeff_aaaw,
5818 &state.moments,
5819 )
5820 .expect("aaaw");
5821 let exact_aaww = cell_fourth_derivative_from_moments(
5822 cell,
5823 &dc_da,
5824 &dc_da,
5825 &coeff_w,
5826 &coeff_w,
5827 &dc_daa,
5828 &coeff_aw,
5829 &coeff_aw,
5830 &coeff_aw,
5831 &coeff_aw,
5832 &zero,
5833 &coeff_aaw,
5834 &coeff_aaw,
5835 &zero,
5836 &zero,
5837 &zero,
5838 &state.moments,
5839 )
5840 .expect("aaww");
5841 let exact_abww = cell_fourth_derivative_from_moments(
5842 cell,
5843 &dc_da,
5844 &dc_db,
5845 &coeff_w,
5846 &coeff_w,
5847 &dc_dab,
5848 &coeff_aw,
5849 &coeff_aw,
5850 &coeff_bw,
5851 &coeff_bw,
5852 &zero,
5853 &coeff_abw,
5854 &coeff_abw,
5855 &zero,
5856 &zero,
5857 &zero,
5858 &state.moments,
5859 )
5860 .expect("abww");
5861 let exact_bbww = cell_fourth_derivative_from_moments(
5862 cell,
5863 &dc_db,
5864 &dc_db,
5865 &coeff_w,
5866 &coeff_w,
5867 &dc_dbb,
5868 &coeff_bw,
5869 &coeff_bw,
5870 &coeff_bw,
5871 &coeff_bw,
5872 &zero,
5873 &coeff_bbw,
5874 &coeff_bbw,
5875 &zero,
5876 &zero,
5877 &zero,
5878 &state.moments,
5879 )
5880 .expect("bbww");
5881 let exact_bbbw = cell_fourth_derivative_from_moments(
5882 cell,
5883 &dc_db,
5884 &dc_db,
5885 &dc_db,
5886 &coeff_w,
5887 &dc_dbb,
5888 &dc_dbb,
5889 &coeff_bw,
5890 &dc_dbb,
5891 &coeff_bw,
5892 &coeff_bw,
5893 &dc_dbbb,
5894 &coeff_bbw,
5895 &coeff_bbw,
5896 &coeff_bbw,
5897 &coeff_bbbw,
5898 &state.moments,
5899 )
5900 .expect("bbbw");
5901 let exact_wwww = cell_fourth_derivative_from_moments(
5902 cell,
5903 &coeff_w,
5904 &coeff_w,
5905 &coeff_w,
5906 &coeff_w,
5907 &zero,
5908 &zero,
5909 &zero,
5910 &zero,
5911 &zero,
5912 &zero,
5913 &zero,
5914 &zero,
5915 &zero,
5916 &zero,
5917 &zero,
5918 &state.moments,
5919 )
5920 .expect("wwww");
5921
5922 let numeric_w = simpson_integral(cell.left, cell.right, 5000, |z| {
5923 eta_w(z) * (-cell.q(z)).exp() * INV_TWO_PI
5924 });
5925 let numeric_aw = simpson_integral(cell.left, cell.right, 5000, |z| {
5926 (eta_aw(z) - cell.eta(z) * eta_a(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5927 });
5928 let numeric_bw = simpson_integral(cell.left, cell.right, 5000, |z| {
5929 (eta_bw(z) - cell.eta(z) * eta_b(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5930 });
5931 let numeric_ww = simpson_integral(cell.left, cell.right, 5000, |z| {
5932 (-cell.eta(z) * eta_w(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5933 });
5934 let numeric_aaw = simpson_integral(cell.left, cell.right, 5000, |z| {
5935 let eta = cell.eta(z);
5936 let w_z = eta_w(z);
5937 let a_z = eta_a(z);
5938 (eta_aaw(z) - eta * (eta_aa(z) * w_z + 2.0 * eta_aw(z) * a_z)
5939 + (eta * eta - 1.0) * a_z * a_z * w_z)
5940 * (-cell.q(z)).exp()
5941 * INV_TWO_PI
5942 });
5943 let numeric_abw = simpson_integral(cell.left, cell.right, 5000, |z| {
5944 let eta = cell.eta(z);
5945 let w_z = eta_w(z);
5946 let a_z = eta_a(z);
5947 let b_z = eta_b(z);
5948 (eta_abw(z) - eta * (eta_ab(z) * w_z + eta_aw(z) * b_z + eta_bw(z) * a_z)
5949 + (eta * eta - 1.0) * a_z * b_z * w_z)
5950 * (-cell.q(z)).exp()
5951 * INV_TWO_PI
5952 });
5953 let numeric_bbw = simpson_integral(cell.left, cell.right, 5000, |z| {
5954 let eta = cell.eta(z);
5955 let w_z = eta_w(z);
5956 let b_z = eta_b(z);
5957 (eta_bbw(z) - eta * (eta_bb(z) * w_z + 2.0 * eta_bw(z) * b_z)
5958 + (eta * eta - 1.0) * b_z * b_z * w_z)
5959 * (-cell.q(z)).exp()
5960 * INV_TWO_PI
5961 });
5962 let numeric_www = simpson_integral(cell.left, cell.right, 5000, |z| {
5963 let eta = cell.eta(z);
5964 let w_z = eta_w(z);
5965 ((eta * eta - 1.0) * w_z * w_z * w_z) * (-cell.q(z)).exp() * INV_TWO_PI
5966 });
5967 let numeric_aaaw = simpson_integral(cell.left, cell.right, 5000, |z| {
5968 let eta = cell.eta(z);
5969 let a_z = eta_a(z);
5970 let w_z = eta_w(z);
5971 let aa_z = eta_aa(z);
5972 let aw_z = eta_aw(z);
5973 (eta_aaaw(z)
5974 - eta * ((dc_daaa[0] + 0.0 * z) * w_z + 3.0 * eta_aaw(z) * a_z + 3.0 * aa_z * aw_z)
5975 + (eta * eta - 1.0) * (3.0 * aa_z * a_z * w_z + 3.0 * aw_z * a_z * a_z)
5976 + (-eta * eta * eta + 3.0 * eta) * a_z * a_z * a_z * w_z)
5977 * (-cell.q(z)).exp()
5978 * INV_TWO_PI
5979 });
5980 let numeric_aaww = simpson_integral(cell.left, cell.right, 5000, |z| {
5981 let eta = cell.eta(z);
5982 let a_z = eta_a(z);
5983 let w_z = eta_w(z);
5984 let aw_z = eta_aw(z);
5985 (-(2.0 * eta * (eta_aaw(z) * w_z + aw_z * aw_z))
5986 + (eta * eta - 1.0) * (eta_aa(z) * w_z * w_z + 4.0 * aw_z * a_z * w_z)
5987 + (-eta * eta * eta + 3.0 * eta) * a_z * a_z * w_z * w_z)
5988 * (-cell.q(z)).exp()
5989 * INV_TWO_PI
5990 });
5991 let numeric_abww = simpson_integral(cell.left, cell.right, 5000, |z| {
5992 let eta = cell.eta(z);
5993 let a_z = eta_a(z);
5994 let b_z = eta_b(z);
5995 let w_z = eta_w(z);
5996 let aw_z = eta_aw(z);
5997 let bw_z = eta_bw(z);
5998 (-(2.0 * eta * (eta_abw(z) * w_z + aw_z * bw_z))
5999 + (eta * eta - 1.0)
6000 * (eta_ab(z) * w_z * w_z + 2.0 * aw_z * b_z * w_z + 2.0 * bw_z * a_z * w_z)
6001 + (-eta * eta * eta + 3.0 * eta) * a_z * b_z * w_z * w_z)
6002 * (-cell.q(z)).exp()
6003 * INV_TWO_PI
6004 });
6005 let numeric_bbww = simpson_integral(cell.left, cell.right, 5000, |z| {
6006 let eta = cell.eta(z);
6007 let b_z = eta_b(z);
6008 let w_z = eta_w(z);
6009 let bw_z = eta_bw(z);
6010 (-(2.0 * eta * (eta_bbw(z) * w_z + bw_z * bw_z))
6011 + (eta * eta - 1.0) * (eta_bb(z) * w_z * w_z + 4.0 * bw_z * b_z * w_z)
6012 + (-eta * eta * eta + 3.0 * eta) * b_z * b_z * w_z * w_z)
6013 * (-cell.q(z)).exp()
6014 * INV_TWO_PI
6015 });
6016 let numeric_bbbw = simpson_integral(cell.left, cell.right, 5000, |z| {
6017 let eta = cell.eta(z);
6018 let b_z = eta_b(z);
6019 let w_z = eta_w(z);
6020 let bb_z = eta_bb(z);
6021 let bw_z = eta_bw(z);
6022 (eta_bbbw(z)
6023 - eta
6024 * ((dc_dbbb[3] * z * z * z) * w_z + 3.0 * eta_bbw(z) * b_z + 3.0 * bb_z * bw_z)
6025 + (eta * eta - 1.0) * (3.0 * bb_z * b_z * w_z + 3.0 * bw_z * b_z * b_z)
6026 + (-eta * eta * eta + 3.0 * eta) * b_z * b_z * b_z * w_z)
6027 * (-cell.q(z)).exp()
6028 * INV_TWO_PI
6029 });
6030 let numeric_wwww = simpson_integral(cell.left, cell.right, 5000, |z| {
6031 let eta = cell.eta(z);
6032 let w_z = eta_w(z);
6033 ((-eta * eta * eta + 3.0 * eta) * w_z * w_z * w_z * w_z)
6034 * (-cell.q(z)).exp()
6035 * INV_TWO_PI
6036 });
6037
6038 assert!((exact_w - numeric_w).abs() < 1e-8);
6039 assert!((exact_aw - numeric_aw).abs() < 1e-7);
6040 assert!((exact_bw - numeric_bw).abs() < 1e-7);
6041 assert!((exact_ww - numeric_ww).abs() < 1e-7);
6042 assert!((exact_aaw - numeric_aaw).abs() < 2e-6);
6043 assert!((exact_abw - numeric_abw).abs() < 2e-6);
6044 assert!((exact_bbw - numeric_bbw).abs() < 2e-6);
6045 assert!((exact_www - numeric_www).abs() < 2e-6);
6046 assert!((exact_aaaw - numeric_aaaw).abs() < 3e-6);
6047 assert!((exact_aaww - numeric_aaww).abs() < 3e-6);
6048 assert!((exact_abww - numeric_abww).abs() < 3e-6);
6049 assert!((exact_bbww - numeric_bbww).abs() < 3e-6);
6050 assert!((exact_bbbw - numeric_bbbw).abs() < 3e-6);
6051 assert!((exact_wwww - numeric_wwww).abs() < 3e-6);
6052 }
6053
6054 #[test]
6055 fn score_basis_cell_derivatives_match_exact_integrands() {
6056 let score_span = LocalSpanCubic {
6057 left: -0.75,
6058 right: 0.25,
6059 c0: 0.08,
6060 c1: -0.03,
6061 c2: 0.02,
6062 c3: -0.01,
6063 };
6064 let score_basis_span = LocalSpanCubic {
6065 left: -0.75,
6066 right: 0.25,
6067 c0: -0.04,
6068 c1: 0.06,
6069 c2: -0.01,
6070 c3: 0.02,
6071 };
6072 let link_span = LocalSpanCubic {
6073 left: -0.6,
6074 right: 0.9,
6075 c0: -0.05,
6076 c1: 0.04,
6077 c2: -0.02,
6078 c3: 0.015,
6079 };
6080 let a = 0.3;
6081 let b = -0.7;
6082 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
6083 let cell = DenestedCubicCell {
6084 left: score_span.left,
6085 right: score_span.right,
6086 c0: coeffs[0],
6087 c1: coeffs[1],
6088 c2: coeffs[2],
6089 c3: coeffs[3],
6090 };
6091 let state = evaluate_cell_moments(cell, 24).expect("cell moments");
6092 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
6093 let second_partials = denested_cell_second_partials(score_span, link_span, a, b);
6094 let dc_daa = second_partials.0;
6095 let dc_dab = second_partials.1;
6096 let dc_dbb = second_partials.2;
6097 let denested_third = denested_cell_third_partials(link_span);
6098 let dc_dbbb = denested_third.3;
6099
6100 let coeff_h = score_basis_cell_coefficients(score_basis_span, b);
6101 let coeff_bh = score_basis_cell_coefficients(score_basis_span, 1.0);
6102 let zero = [0.0; 4];
6103
6104 let eta_a = |z: f64| 1.0 + link_span.first_derivative(a + b * z);
6105 let eta_b = |z: f64| z + score_span.evaluate(z) + z * link_span.first_derivative(a + b * z);
6106 let eta_ab = |z: f64| z * link_span.second_derivative(a + b * z);
6107 let eta_bb = |z: f64| z * z * link_span.second_derivative(a + b * z);
6108 let eta_h = |z: f64| b * score_basis_span.evaluate(z);
6109 let eta_bh = |z: f64| score_basis_span.evaluate(z);
6110
6111 let exact_h = cell_first_derivative_from_moments(&coeff_h, &state.moments).expect("h");
6112 let exact_ah =
6113 cell_second_derivative_from_moments(cell, &dc_da, &coeff_h, &zero, &state.moments)
6114 .expect("ah");
6115 let exact_bh =
6116 cell_second_derivative_from_moments(cell, &dc_db, &coeff_h, &coeff_bh, &state.moments)
6117 .expect("bh");
6118 let exact_hh =
6119 cell_second_derivative_from_moments(cell, &coeff_h, &coeff_h, &zero, &state.moments)
6120 .expect("hh");
6121 let exact_abh = cell_third_derivative_from_moments(
6122 cell,
6123 &dc_da,
6124 &dc_db,
6125 &coeff_h,
6126 &dc_dab,
6127 &zero,
6128 &coeff_bh,
6129 &zero,
6130 &state.moments,
6131 )
6132 .expect("abh");
6133 let exact_bbh = cell_third_derivative_from_moments(
6134 cell,
6135 &dc_db,
6136 &dc_db,
6137 &coeff_h,
6138 &dc_dbb,
6139 &coeff_bh,
6140 &coeff_bh,
6141 &zero,
6142 &state.moments,
6143 )
6144 .expect("bbh");
6145 let exact_bhh = cell_third_derivative_from_moments(
6146 cell,
6147 &dc_db,
6148 &coeff_h,
6149 &coeff_h,
6150 &coeff_bh,
6151 &coeff_bh,
6152 &zero,
6153 &zero,
6154 &state.moments,
6155 )
6156 .expect("bhh");
6157 let exact_hhh = cell_third_derivative_from_moments(
6158 cell,
6159 &coeff_h,
6160 &coeff_h,
6161 &coeff_h,
6162 &zero,
6163 &zero,
6164 &zero,
6165 &zero,
6166 &state.moments,
6167 )
6168 .expect("hhh");
6169 let exact_bbbh = cell_fourth_derivative_from_moments(
6170 cell,
6171 &dc_db,
6172 &dc_db,
6173 &dc_db,
6174 &coeff_h,
6175 &dc_dbb,
6176 &dc_dbb,
6177 &coeff_bh,
6178 &dc_dbb,
6179 &coeff_bh,
6180 &coeff_bh,
6181 &dc_dbbb,
6182 &zero,
6183 &zero,
6184 &zero,
6185 &zero,
6186 &state.moments,
6187 )
6188 .expect("bbbh");
6189 let exact_aahh = cell_fourth_derivative_from_moments(
6190 cell,
6191 &dc_da,
6192 &dc_da,
6193 &coeff_h,
6194 &coeff_h,
6195 &dc_daa,
6196 &zero,
6197 &zero,
6198 &zero,
6199 &zero,
6200 &zero,
6201 &zero,
6202 &zero,
6203 &zero,
6204 &zero,
6205 &zero,
6206 &state.moments,
6207 )
6208 .expect("aahh");
6209 let exact_abhh = cell_fourth_derivative_from_moments(
6210 cell,
6211 &dc_da,
6212 &dc_db,
6213 &coeff_h,
6214 &coeff_h,
6215 &dc_dab,
6216 &zero,
6217 &zero,
6218 &coeff_bh,
6219 &coeff_bh,
6220 &zero,
6221 &zero,
6222 &zero,
6223 &zero,
6224 &zero,
6225 &zero,
6226 &state.moments,
6227 )
6228 .expect("abhh");
6229 let exact_bbhh = cell_fourth_derivative_from_moments(
6230 cell,
6231 &dc_db,
6232 &dc_db,
6233 &coeff_h,
6234 &coeff_h,
6235 &dc_dbb,
6236 &coeff_bh,
6237 &coeff_bh,
6238 &coeff_bh,
6239 &coeff_bh,
6240 &zero,
6241 &zero,
6242 &zero,
6243 &zero,
6244 &zero,
6245 &zero,
6246 &state.moments,
6247 )
6248 .expect("bbhh");
6249 let exact_bhhh = cell_fourth_derivative_from_moments(
6250 cell,
6251 &dc_db,
6252 &coeff_h,
6253 &coeff_h,
6254 &coeff_h,
6255 &coeff_bh,
6256 &coeff_bh,
6257 &coeff_bh,
6258 &zero,
6259 &zero,
6260 &zero,
6261 &zero,
6262 &zero,
6263 &zero,
6264 &zero,
6265 &zero,
6266 &state.moments,
6267 )
6268 .expect("bhhh");
6269 let exact_hhhh = cell_fourth_derivative_from_moments(
6270 cell,
6271 &coeff_h,
6272 &coeff_h,
6273 &coeff_h,
6274 &coeff_h,
6275 &zero,
6276 &zero,
6277 &zero,
6278 &zero,
6279 &zero,
6280 &zero,
6281 &zero,
6282 &zero,
6283 &zero,
6284 &zero,
6285 &zero,
6286 &state.moments,
6287 )
6288 .expect("hhhh");
6289
6290 let numeric_h = simpson_integral(cell.left, cell.right, 5000, |z| {
6291 eta_h(z) * (-cell.q(z)).exp() * INV_TWO_PI
6292 });
6293 let numeric_ah = simpson_integral(cell.left, cell.right, 5000, |z| {
6294 (-cell.eta(z) * eta_a(z) * eta_h(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6295 });
6296 let numeric_bh = simpson_integral(cell.left, cell.right, 5000, |z| {
6297 (eta_bh(z) - cell.eta(z) * eta_b(z) * eta_h(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6298 });
6299 let numeric_hh = simpson_integral(cell.left, cell.right, 5000, |z| {
6300 (-cell.eta(z) * eta_h(z) * eta_h(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6301 });
6302 let numeric_abh = simpson_integral(cell.left, cell.right, 5000, |z| {
6303 let eta = cell.eta(z);
6304 (-(eta * (eta_ab(z) * eta_h(z) + eta_bh(z) * eta_a(z)))
6305 + (eta * eta - 1.0) * eta_a(z) * eta_b(z) * eta_h(z))
6306 * (-cell.q(z)).exp()
6307 * INV_TWO_PI
6308 });
6309 let numeric_bbh = simpson_integral(cell.left, cell.right, 5000, |z| {
6310 let eta = cell.eta(z);
6311 (-(eta * (eta_bb(z) * eta_h(z) + 2.0 * eta_bh(z) * eta_b(z)))
6312 + (eta * eta - 1.0) * eta_b(z) * eta_b(z) * eta_h(z))
6313 * (-cell.q(z)).exp()
6314 * INV_TWO_PI
6315 });
6316 let numeric_bhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6317 let eta = cell.eta(z);
6318 (-(2.0 * eta * eta_bh(z) * eta_h(z))
6319 + (eta * eta - 1.0) * eta_b(z) * eta_h(z) * eta_h(z))
6320 * (-cell.q(z)).exp()
6321 * INV_TWO_PI
6322 });
6323 let numeric_hhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6324 let eta = cell.eta(z);
6325 ((eta * eta - 1.0) * eta_h(z) * eta_h(z) * eta_h(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6326 });
6327 let numeric_bbbh = simpson_integral(cell.left, cell.right, 5000, |z| {
6328 let eta = cell.eta(z);
6329 let b_z = eta_b(z);
6330 let h_z = eta_h(z);
6331 let bb_z = eta_bb(z);
6332 let bh_z = eta_bh(z);
6333 (-(eta * ((dc_dbbb[3] * z * z * z) * h_z + 3.0 * bb_z * bh_z))
6334 + (eta * eta - 1.0) * (3.0 * bb_z * b_z * h_z + 3.0 * bh_z * b_z * b_z)
6335 + (-eta * eta * eta + 3.0 * eta) * b_z * b_z * b_z * h_z)
6336 * (-cell.q(z)).exp()
6337 * INV_TWO_PI
6338 });
6339 let numeric_aahh = simpson_integral(cell.left, cell.right, 5000, |z| {
6340 let eta = cell.eta(z);
6341 let a_z = eta_a(z);
6342 let h_z = eta_h(z);
6343 ((eta * eta - 1.0) * polynomial_value(&dc_daa, z) * h_z * h_z
6344 + (-eta * eta * eta + 3.0 * eta) * a_z * a_z * h_z * h_z)
6345 * (-cell.q(z)).exp()
6346 * INV_TWO_PI
6347 });
6348 let numeric_abhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6349 let eta = cell.eta(z);
6350 let a_z = eta_a(z);
6351 let b_z = eta_b(z);
6352 let h_z = eta_h(z);
6353 ((eta * eta - 1.0) * (eta_ab(z) * h_z * h_z + 2.0 * eta_bh(z) * a_z * h_z)
6354 + (-eta * eta * eta + 3.0 * eta) * a_z * b_z * h_z * h_z)
6355 * (-cell.q(z)).exp()
6356 * INV_TWO_PI
6357 });
6358 let numeric_bbhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6359 let eta = cell.eta(z);
6360 let b_z = eta_b(z);
6361 let h_z = eta_h(z);
6362 let bh_z = eta_bh(z);
6363 (-(2.0 * eta * bh_z * bh_z)
6364 + (eta * eta - 1.0) * (eta_bb(z) * h_z * h_z + 4.0 * bh_z * b_z * h_z)
6365 + (-eta * eta * eta + 3.0 * eta) * b_z * b_z * h_z * h_z)
6366 * (-cell.q(z)).exp()
6367 * INV_TWO_PI
6368 });
6369 let numeric_bhhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6370 let eta = cell.eta(z);
6371 let h_z = eta_h(z);
6372 (-(eta * (3.0 * eta_bh(z) * h_z * h_z))
6373 + (eta * eta - 1.0) * (3.0 * eta_bh(z) * h_z * h_z)
6374 + (-eta * eta * eta + 3.0 * eta) * eta_b(z) * h_z * h_z * h_z)
6375 * (-cell.q(z)).exp()
6376 * INV_TWO_PI
6377 });
6378 let numeric_hhhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6379 let eta = cell.eta(z);
6380 let h_z = eta_h(z);
6381 ((-eta * eta * eta + 3.0 * eta) * h_z * h_z * h_z * h_z)
6382 * (-cell.q(z)).exp()
6383 * INV_TWO_PI
6384 });
6385
6386 assert!((exact_h - numeric_h).abs() < 1e-8);
6387 assert!((exact_ah - numeric_ah).abs() < 1e-7);
6388 assert!((exact_bh - numeric_bh).abs() < 1e-7);
6389 assert!((exact_hh - numeric_hh).abs() < 1e-7);
6390 assert!((exact_abh - numeric_abh).abs() < 2e-6);
6391 assert!((exact_bbh - numeric_bbh).abs() < 2e-6);
6392 assert!((exact_bhh - numeric_bhh).abs() < 2e-6);
6393 assert!((exact_hhh - numeric_hhh).abs() < 2e-6);
6394 assert!((exact_bbbh - numeric_bbbh).abs() < 3e-6);
6395 assert!((exact_aahh - numeric_aahh).abs() < 3e-6);
6396 assert!((exact_abhh - numeric_abhh).abs() < 3e-6);
6397 assert!((exact_bbhh - numeric_bbhh).abs() < 3e-6);
6398 assert!((exact_bhhh - numeric_bhhh).abs() < 3e-6);
6399 assert!((exact_hhhh - numeric_hhhh).abs() < 3e-6);
6400 }
6401
6402 #[test]
6403 fn cross_basis_cell_derivatives_match_exact_integrands() {
6404 let score_span = LocalSpanCubic {
6405 left: -0.75,
6406 right: 0.25,
6407 c0: 0.08,
6408 c1: -0.03,
6409 c2: 0.02,
6410 c3: -0.01,
6411 };
6412 let score_basis_span = LocalSpanCubic {
6413 left: -0.75,
6414 right: 0.25,
6415 c0: -0.04,
6416 c1: 0.06,
6417 c2: -0.01,
6418 c3: 0.02,
6419 };
6420 let link_span = LocalSpanCubic {
6421 left: -0.6,
6422 right: 0.9,
6423 c0: -0.05,
6424 c1: 0.04,
6425 c2: -0.02,
6426 c3: 0.015,
6427 };
6428 let link_basis_span = LocalSpanCubic {
6429 left: -0.6,
6430 right: 0.9,
6431 c0: 0.02,
6432 c1: -0.01,
6433 c2: 0.03,
6434 c3: -0.02,
6435 };
6436 let a = 0.3;
6437 let b = -0.7;
6438 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
6439 let cell = DenestedCubicCell {
6440 left: score_span.left,
6441 right: score_span.right,
6442 c0: coeffs[0],
6443 c1: coeffs[1],
6444 c2: coeffs[2],
6445 c3: coeffs[3],
6446 };
6447 let state = evaluate_cell_moments(cell, 24).expect("cell moments");
6448 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
6449 let (dc_daa, dc_dab, _) = denested_cell_second_partials(score_span, link_span, a, b);
6450
6451 let coeff_h = score_basis_cell_coefficients(score_basis_span, b);
6452 let coeff_bh = score_basis_cell_coefficients(score_basis_span, 1.0);
6453 let coeff_w = link_basis_cell_coefficients(link_basis_span, a, b);
6454 let (coeff_aw, coeff_bw) = link_basis_cell_coefficient_partials(link_basis_span, a, b);
6455 let (coeff_aaw, coeff_abw, _) = link_basis_cell_second_partials(link_basis_span, a, b);
6456 let zero = [0.0; 4];
6457
6458 let eta_a = |z: f64| 1.0 + link_span.first_derivative(a + b * z);
6459 let eta_b = |z: f64| z + score_span.evaluate(z) + z * link_span.first_derivative(a + b * z);
6460 let eta_h = |z: f64| b * score_basis_span.evaluate(z);
6461 let eta_bh = |z: f64| score_basis_span.evaluate(z);
6462 let eta_w = |z: f64| link_basis_span.evaluate(a + b * z);
6463 let eta_ab = |z: f64| z * link_span.second_derivative(a + b * z);
6464 let eta_aw = |z: f64| link_basis_span.first_derivative(a + b * z);
6465 let eta_bw = |z: f64| z * link_basis_span.first_derivative(a + b * z);
6466
6467 let exact_hw =
6468 cell_second_derivative_from_moments(cell, &coeff_h, &coeff_w, &zero, &state.moments)
6469 .expect("hw");
6470 let exact_ahw = cell_third_derivative_from_moments(
6471 cell,
6472 &dc_da,
6473 &coeff_h,
6474 &coeff_w,
6475 &zero,
6476 &coeff_aw,
6477 &zero,
6478 &zero,
6479 &state.moments,
6480 )
6481 .expect("ahw");
6482 let exact_bhw = cell_third_derivative_from_moments(
6483 cell,
6484 &dc_db,
6485 &coeff_h,
6486 &coeff_w,
6487 &coeff_bh,
6488 &coeff_bw,
6489 &zero,
6490 &zero,
6491 &state.moments,
6492 )
6493 .expect("bhw");
6494 let exact_hhw = cell_third_derivative_from_moments(
6495 cell,
6496 &coeff_h,
6497 &coeff_h,
6498 &coeff_w,
6499 &zero,
6500 &zero,
6501 &zero,
6502 &zero,
6503 &state.moments,
6504 )
6505 .expect("hhw");
6506 let exact_hww = cell_third_derivative_from_moments(
6507 cell,
6508 &coeff_h,
6509 &coeff_w,
6510 &coeff_w,
6511 &zero,
6512 &zero,
6513 &zero,
6514 &zero,
6515 &state.moments,
6516 )
6517 .expect("hww");
6518 let exact_aahw = cell_fourth_derivative_from_moments(
6519 cell,
6520 &dc_da,
6521 &dc_da,
6522 &coeff_h,
6523 &coeff_w,
6524 &dc_daa,
6525 &zero,
6526 &coeff_aw,
6527 &zero,
6528 &coeff_aw,
6529 &zero,
6530 &zero,
6531 &coeff_aaw,
6532 &zero,
6533 &zero,
6534 &zero,
6535 &state.moments,
6536 )
6537 .expect("aahw");
6538 let exact_hhww = cell_fourth_derivative_from_moments(
6539 cell,
6540 &coeff_h,
6541 &coeff_h,
6542 &coeff_w,
6543 &coeff_w,
6544 &zero,
6545 &zero,
6546 &zero,
6547 &zero,
6548 &zero,
6549 &zero,
6550 &zero,
6551 &zero,
6552 &zero,
6553 &zero,
6554 &zero,
6555 &state.moments,
6556 )
6557 .expect("hhww");
6558 let exact_hhhw = cell_fourth_derivative_from_moments(
6559 cell,
6560 &coeff_h,
6561 &coeff_h,
6562 &coeff_h,
6563 &coeff_w,
6564 &zero,
6565 &zero,
6566 &zero,
6567 &zero,
6568 &zero,
6569 &zero,
6570 &zero,
6571 &zero,
6572 &zero,
6573 &zero,
6574 &zero,
6575 &state.moments,
6576 )
6577 .expect("hhhw");
6578 let exact_abhw = cell_fourth_derivative_from_moments(
6579 cell,
6580 &dc_da,
6581 &dc_db,
6582 &coeff_h,
6583 &coeff_w,
6584 &dc_dab,
6585 &zero,
6586 &coeff_aw,
6587 &coeff_bh,
6588 &coeff_bw,
6589 &zero,
6590 &zero,
6591 &coeff_abw,
6592 &zero,
6593 &zero,
6594 &zero,
6595 &state.moments,
6596 )
6597 .expect("abhw");
6598 let exact_ahww = cell_fourth_derivative_from_moments(
6599 cell,
6600 &dc_da,
6601 &coeff_h,
6602 &coeff_w,
6603 &coeff_w,
6604 &zero,
6605 &coeff_aw,
6606 &coeff_aw,
6607 &zero,
6608 &zero,
6609 &zero,
6610 &zero,
6611 &zero,
6612 &zero,
6613 &zero,
6614 &zero,
6615 &state.moments,
6616 )
6617 .expect("ahww");
6618 let exact_bhww = cell_fourth_derivative_from_moments(
6619 cell,
6620 &dc_db,
6621 &coeff_h,
6622 &coeff_w,
6623 &coeff_w,
6624 &coeff_bh,
6625 &coeff_bw,
6626 &coeff_bw,
6627 &zero,
6628 &zero,
6629 &zero,
6630 &zero,
6631 &zero,
6632 &zero,
6633 &zero,
6634 &zero,
6635 &state.moments,
6636 )
6637 .expect("bhww");
6638 let exact_hwww = cell_fourth_derivative_from_moments(
6639 cell,
6640 &coeff_h,
6641 &coeff_w,
6642 &coeff_w,
6643 &coeff_w,
6644 &zero,
6645 &zero,
6646 &zero,
6647 &zero,
6648 &zero,
6649 &zero,
6650 &zero,
6651 &zero,
6652 &zero,
6653 &zero,
6654 &zero,
6655 &state.moments,
6656 )
6657 .expect("hwww");
6658
6659 let numeric_hw = simpson_integral(cell.left, cell.right, 5000, |z| {
6660 (-cell.eta(z) * eta_h(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6661 });
6662 let numeric_ahw = simpson_integral(cell.left, cell.right, 5000, |z| {
6663 let eta = cell.eta(z);
6664 (-(eta * eta_aw(z) * eta_h(z)) + (eta * eta - 1.0) * eta_a(z) * eta_h(z) * eta_w(z))
6665 * (-cell.q(z)).exp()
6666 * INV_TWO_PI
6667 });
6668 let numeric_bhw = simpson_integral(cell.left, cell.right, 5000, |z| {
6669 let eta = cell.eta(z);
6670 (-(eta * (eta_bh(z) * eta_w(z) + eta_bw(z) * eta_h(z)))
6671 + (eta * eta - 1.0) * eta_b(z) * eta_h(z) * eta_w(z))
6672 * (-cell.q(z)).exp()
6673 * INV_TWO_PI
6674 });
6675 let numeric_hhw = simpson_integral(cell.left, cell.right, 5000, |z| {
6676 let eta = cell.eta(z);
6677 ((eta * eta - 1.0) * eta_h(z) * eta_h(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6678 });
6679 let numeric_hww = simpson_integral(cell.left, cell.right, 5000, |z| {
6680 let eta = cell.eta(z);
6681 ((eta * eta - 1.0) * eta_h(z) * eta_w(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6682 });
6683 let numeric_aahw = simpson_integral(cell.left, cell.right, 5000, |z| {
6684 let eta = cell.eta(z);
6685 (-(eta * polynomial_value(&coeff_aaw, z) * eta_h(z))
6686 + (eta * eta - 1.0)
6687 * (polynomial_value(&dc_daa, z) * eta_h(z) * eta_w(z)
6688 + 2.0 * eta_aw(z) * eta_a(z) * eta_h(z))
6689 + (-eta * eta * eta + 3.0 * eta) * eta_a(z) * eta_a(z) * eta_h(z) * eta_w(z))
6690 * (-cell.q(z)).exp()
6691 * INV_TWO_PI
6692 });
6693 let numeric_hhww = simpson_integral(cell.left, cell.right, 5000, |z| {
6694 let eta = cell.eta(z);
6695 ((-eta * eta * eta + 3.0 * eta) * eta_h(z) * eta_h(z) * eta_w(z) * eta_w(z))
6696 * (-cell.q(z)).exp()
6697 * INV_TWO_PI
6698 });
6699 let numeric_hhhw = simpson_integral(cell.left, cell.right, 5000, |z| {
6700 let eta = cell.eta(z);
6701 ((-eta * eta * eta + 3.0 * eta) * eta_h(z) * eta_h(z) * eta_h(z) * eta_w(z))
6702 * (-cell.q(z)).exp()
6703 * INV_TWO_PI
6704 });
6705 let numeric_abhw = simpson_integral(cell.left, cell.right, 5000, |z| {
6706 let eta = cell.eta(z);
6707 (-(eta * polynomial_value(&coeff_abw, z) * eta_h(z) + eta * eta_aw(z) * eta_bh(z))
6708 + (eta * eta - 1.0)
6709 * (eta_ab(z) * eta_h(z) * eta_w(z)
6710 + eta_aw(z) * eta_b(z) * eta_h(z)
6711 + eta_bh(z) * eta_a(z) * eta_w(z)
6712 + eta_bw(z) * eta_a(z) * eta_h(z))
6713 + (-eta * eta * eta + 3.0 * eta) * eta_a(z) * eta_b(z) * eta_h(z) * eta_w(z))
6714 * (-cell.q(z)).exp()
6715 * INV_TWO_PI
6716 });
6717 let numeric_ahww = simpson_integral(cell.left, cell.right, 5000, |z| {
6718 let eta = cell.eta(z);
6719 (2.0 * (eta * eta - 1.0) * eta_aw(z) * eta_h(z) * eta_w(z)
6720 + (-eta * eta * eta + 3.0 * eta) * eta_a(z) * eta_h(z) * eta_w(z) * eta_w(z))
6721 * (-cell.q(z)).exp()
6722 * INV_TWO_PI
6723 });
6724 let numeric_bhww = simpson_integral(cell.left, cell.right, 5000, |z| {
6725 let eta = cell.eta(z);
6726 let h_z = eta_h(z);
6727 let w_z = eta_w(z);
6728 ((eta * eta - 1.0) * (eta_bh(z) * w_z * w_z + 2.0 * eta_bw(z) * h_z * w_z)
6729 + (-eta * eta * eta + 3.0 * eta) * eta_b(z) * h_z * w_z * w_z)
6730 * (-cell.q(z)).exp()
6731 * INV_TWO_PI
6732 });
6733 let numeric_hwww = simpson_integral(cell.left, cell.right, 5000, |z| {
6734 let eta = cell.eta(z);
6735 ((-eta * eta * eta + 3.0 * eta) * eta_h(z) * eta_w(z) * eta_w(z) * eta_w(z))
6736 * (-cell.q(z)).exp()
6737 * INV_TWO_PI
6738 });
6739
6740 assert!((exact_hw - numeric_hw).abs() < 1e-7);
6741 assert!((exact_ahw - numeric_ahw).abs() < 2e-6);
6742 assert!((exact_bhw - numeric_bhw).abs() < 2e-6);
6743 assert!((exact_hhw - numeric_hhw).abs() < 2e-6);
6744 assert!((exact_hww - numeric_hww).abs() < 2e-6);
6745 assert!((exact_aahw - numeric_aahw).abs() < 3e-6);
6746 assert!((exact_hhww - numeric_hhww).abs() < 3e-6);
6747 assert!((exact_hhhw - numeric_hhhw).abs() < 3e-6);
6748 assert!((exact_abhw - numeric_abhw).abs() < 3e-6);
6749 assert!((exact_ahww - numeric_ahww).abs() < 3e-6);
6750 assert!((exact_bhww - numeric_bhww).abs() < 3e-6);
6751 assert!((exact_hwww - numeric_hwww).abs() < 3e-6);
6752 }
6753
6754 #[test]
6755 fn cell_moment_scratch_reuses_buffers_under_margslope_like_pressure() {
6756 let cells = [
6757 DenestedCubicCell {
6758 left: -1.2,
6759 right: -0.35,
6760 c0: 0.18,
6761 c1: 0.72,
6762 c2: -0.045,
6763 c3: 0.018,
6764 },
6765 DenestedCubicCell {
6766 left: -0.35,
6767 right: 0.48,
6768 c0: -0.08,
6769 c1: 0.91,
6770 c2: 0.038,
6771 c3: -0.014,
6772 },
6773 DenestedCubicCell {
6774 left: 0.48,
6775 right: 1.4,
6776 c0: 0.11,
6777 c1: 0.83,
6778 c2: 0.022,
6779 c3: 0.012,
6780 },
6781 ];
6782 let mut scratch = CellMomentScratch::with_capacity(MAX_AFFINE_ANCHOR_DEGREE);
6783 for cell in cells {
6784 let baseline = evaluate_cell_moments(cell, 9).expect("baseline moments");
6785 let scratch_state =
6786 evaluate_cell_moments_with_scratch(cell, 9, &mut scratch).expect("scratch moments");
6787 assert_eq!(baseline.branch, scratch_state.branch);
6788 assert!((baseline.value - scratch_state.value).abs() <= 1e-10);
6789 assert_eq!(baseline.moments.len(), scratch_state.moments.len());
6790 for (lhs, rhs) in baseline.moments.iter().zip(scratch_state.moments.iter()) {
6791 assert!((lhs - rhs).abs() <= 1e-10, "{lhs} vs {rhs}");
6792 }
6793 }
6794
6795 reset_cell_moment_test_reallocs();
6796 let mut checksum = 0.0;
6797 for i in 0..5_000 {
6798 let cell = cells[i % cells.len()];
6799 let state = evaluate_cell_moments_with_scratch(cell, 9, &mut scratch)
6800 .expect("scratch moments under repeated pressure");
6801 checksum += state.value + state.moments[0] * 1e-12;
6802 }
6803 assert!(checksum.is_finite());
6804 assert_eq!(
6805 cell_moment_test_reallocs(),
6806 0,
6807 "scratch-backed inner cell-moment calls should not grow Vec buffers"
6808 );
6809 }
6810
6811 #[test]
6812 fn evaluate_cell_moments_matches_numeric_integrals() {
6813 let cell = DenestedCubicCell {
6814 left: -0.9,
6815 right: 0.8,
6816 c0: 0.15,
6817 c1: -0.35,
6818 c2: 0.11,
6819 c3: -0.07,
6820 };
6821 let state = evaluate_cell_moments(cell, 6).expect("cell moments");
6822 let value_numeric = simpson_integral(cell.left, cell.right, 4000, |z| {
6823 super::normal_cdf(cell.eta(z)) * normal_pdf(z)
6824 });
6825 assert!((state.value - value_numeric).abs() < 1e-9);
6826 for degree in 0..=6 {
6827 let target = simpson_integral(cell.left, cell.right, 4000, |z| {
6828 z.powi(degree as i32) * (-cell.q(z)).exp()
6829 });
6830 assert!((state.moments[degree] - target).abs() < 1e-9);
6831 }
6832 }
6833
6834 #[test]
6835 fn partition_builder_moves_link_preimages_with_intercept() {
6836 let score_breaks = [-2.0, -1.0, 0.0, 1.0, 2.0];
6837 let link_breaks = [-1.5, -0.5, 0.5, 1.5];
6838 let score_span = |z: f64| {
6839 let left = if z < -1.0 {
6840 -2.0
6841 } else if z < 0.0 {
6842 -1.0
6843 } else if z < 1.0 {
6844 0.0
6845 } else {
6846 1.0
6847 };
6848 Ok(LocalSpanCubic {
6849 left,
6850 right: left + 1.0,
6851 c0: 0.1,
6852 c1: 0.2,
6853 c2: 0.0,
6854 c3: 0.0,
6855 })
6856 };
6857 let link_span = |u: f64| {
6858 let left = if u < -0.5 {
6859 -1.5
6860 } else if u < 0.5 {
6861 -0.5
6862 } else {
6863 0.5
6864 };
6865 Ok(LocalSpanCubic {
6866 left,
6867 right: left + 1.0,
6868 c0: -0.05,
6869 c1: 0.1,
6870 c2: 0.0,
6871 c3: 0.0,
6872 })
6873 };
6874 let cells_a0 = build_denested_partition_cells(
6875 0.25,
6876 0.9,
6877 &score_breaks,
6878 &link_breaks,
6879 score_span,
6880 link_span,
6881 )
6882 .expect("cells a0");
6883 let cells_a1 = build_denested_partition_cells(
6884 0.55,
6885 0.9,
6886 &score_breaks,
6887 &link_breaks,
6888 score_span,
6889 link_span,
6890 )
6891 .expect("cells a1");
6892 assert!(cells_a0.len() >= score_breaks.len() - 1);
6893 assert!(
6894 cells_a0
6895 .windows(2)
6896 .all(|w| (w[0].cell.right - w[1].cell.left).abs() <= 1e-12)
6897 );
6898 assert!(
6899 cells_a0
6900 .iter()
6901 .zip(cells_a1.iter())
6902 .any(|(lhs, rhs)| (lhs.cell.left - rhs.cell.left).abs() > 1e-10)
6903 );
6904 assert!(cells_a0.first().unwrap().cell.left.is_infinite());
6905 assert!(cells_a0.last().unwrap().cell.right.is_infinite());
6906 }
6907
6908 #[test]
6909 fn partition_builder_without_breaks_returns_single_global_cell() {
6910 let cells = build_denested_partition_cells_with_tails(
6911 0.3,
6912 -0.4,
6913 &[],
6914 &[],
6915 |z| {
6916 if z.is_nan() {
6917 return Err("probe z is NaN".to_string());
6918 }
6919 Ok(LocalSpanCubic {
6920 left: 0.0,
6921 right: 1.0,
6922 c0: 0.0,
6923 c1: 0.0,
6924 c2: 0.0,
6925 c3: 0.0,
6926 })
6927 },
6928 |u| {
6929 if u.is_nan() {
6930 return Err("probe u is NaN".to_string());
6931 }
6932 Ok(LocalSpanCubic {
6933 left: 0.0,
6934 right: 1.0,
6935 c0: 0.0,
6936 c1: 0.0,
6937 c2: 0.0,
6938 c3: 0.0,
6939 })
6940 },
6941 )
6942 .expect("global cell");
6943 assert_eq!(cells.len(), 1);
6944 assert_eq!(cells[0].cell.left, f64::NEG_INFINITY);
6945 assert_eq!(cells[0].cell.right, f64::INFINITY);
6946 assert!(cells[0].cell.c2.abs() < 1e-12);
6947 assert!(cells[0].cell.c3.abs() < 1e-12);
6948 }
6949
6950 #[test]
6951 fn polynomial_integral_helper_matches_moment_sum() {
6952 let cell = DenestedCubicCell {
6953 left: -1.5,
6954 right: 1.25,
6955 c0: 0.2,
6956 c1: -0.4,
6957 c2: 0.15,
6958 c3: 0.03,
6959 };
6960 let state = evaluate_cell_moments(cell, 8).expect("cell moments");
6961 let coeffs = [1.5, -0.25, 0.75, 0.1];
6962 let expected = INV_TWO_PI
6963 * coeffs
6964 .iter()
6965 .enumerate()
6966 .map(|(idx, coeff)| coeff * state.moments[idx])
6967 .sum::<f64>();
6968 let got = cell_polynomial_integral_from_moments(&coeffs, &state.moments, "test poly")
6969 .expect("poly integral");
6970 assert!((got - expected).abs() < 1e-14);
6971 }
6972
6973 #[test]
6974 fn batched_cell_moment_max_degree_matches_direct_non_affine_grid() {
6975 let cells = [
6976 DenestedCubicCell {
6977 left: -2.0,
6978 right: -0.25,
6979 c0: -0.7,
6980 c1: 0.8,
6981 c2: 0.015,
6982 c3: -0.004,
6983 },
6984 DenestedCubicCell {
6985 left: -0.5,
6986 right: 0.75,
6987 c0: 0.2,
6988 c1: -0.35,
6989 c2: -0.025,
6990 c3: 0.0,
6991 },
6992 DenestedCubicCell {
6993 left: 0.1,
6994 right: 1.6,
6995 c0: 0.4,
6996 c1: 0.25,
6997 c2: 0.01,
6998 c3: 0.006,
6999 },
7000 DenestedCubicCell {
7001 left: -1.25,
7002 right: 2.25,
7003 c0: -0.1,
7004 c1: 0.55,
7005 c2: -0.012,
7006 c3: 0.003,
7007 },
7008 ];
7009 for cell in cells {
7010 let branch = branch_cell(cell).expect("branch");
7011 if branch == ExactCellBranch::Affine {
7012 continue;
7013 }
7014 let batched =
7015 evaluate_non_affine_cell_state(cell, branch, 21).expect("degree-21 state");
7016 for degree in [9usize, 15, 21] {
7017 let direct =
7018 evaluate_non_affine_cell_state(cell, branch, degree).expect("direct state");
7019 assert_eq!(batched.branch, direct.branch);
7020 let denom = direct.value.abs().max(1.0);
7021 assert!(((batched.value - direct.value).abs() / denom) < 1e-10);
7022 for k in 0..=degree {
7023 let denom = direct.moments[k].abs().max(1.0);
7024 let rel = (batched.moments[k] - direct.moments[k]).abs() / denom;
7025 assert!(
7026 rel < 1e-10,
7027 "cell={cell:?} degree={degree} moment={k} rel={rel:e}"
7028 );
7029 }
7030 }
7031 }
7032 }
7033
7034 #[test]
7035 fn derivative_moment_evaluator_matches_value_evaluator_moments() {
7036 let cells = [
7037 DenestedCubicCell {
7038 left: -2.0,
7039 right: -0.4,
7040 c0: 0.15,
7041 c1: -0.8,
7042 c2: 0.0,
7043 c3: 0.0,
7044 },
7045 DenestedCubicCell {
7046 left: -0.75,
7047 right: 1.4,
7048 c0: -0.25,
7049 c1: 0.6,
7050 c2: 0.12,
7051 c3: 0.0,
7052 },
7053 DenestedCubicCell {
7054 left: -1.1,
7055 right: 0.9,
7056 c0: 0.35,
7057 c1: -0.3,
7058 c2: 0.05,
7059 c3: -0.015,
7060 },
7061 ];
7062 for cell in cells {
7063 for degree in [4usize, 9, 15, 21] {
7064 let full = evaluate_cell_moments_uncached(cell, degree).expect("full moments");
7065 let derivative = evaluate_cell_derivative_moments_uncached(cell, degree)
7066 .expect("derivative moments");
7067 assert_eq!(full.branch, derivative.branch);
7068 assert_eq!(full.moments.len(), derivative.moments.len());
7069 for k in 0..full.moments.len() {
7070 assert_eq!(full.moments[k].to_bits(), derivative.moments[k].to_bits());
7071 }
7072 }
7073 }
7074 }
7075
7076 #[test]
7077 fn cell_moment_lru_matches_uncached_non_affine_grid() {
7078 let cache = CellMomentLruCache::new(16 * 1024 * 1024);
7079 let stats = CellMomentCacheStats::default();
7080 let c0s = [-0.75, 0.0, 0.5];
7081 let c1s = [-1.2, 0.25, 1.1];
7082 let c2s = [-0.18, 0.07];
7083 let c3s = [0.0, 0.025];
7084 let bounds = [(-2.0, -0.5), (-0.25, 1.5)];
7085 let degrees = [4usize, 9, 15, 21];
7086 for &c0 in &c0s {
7087 for &c1 in &c1s {
7088 for &c2 in &c2s {
7089 for &c3 in &c3s {
7090 for &(left, right) in &bounds {
7091 for &max_degree in °rees {
7092 let cell = DenestedCubicCell {
7093 left,
7094 right,
7095 c0,
7096 c1,
7097 c2,
7098 c3,
7099 };
7100 let branch = branch_cell(cell).expect("branch");
7101 if branch == ExactCellBranch::Affine {
7102 continue;
7103 }
7104 let expected =
7105 evaluate_non_affine_cell_state(cell, branch, max_degree)
7106 .expect("uncached non-affine moments");
7107 let got = evaluate_cell_moments_cached(
7108 cell,
7109 max_degree,
7110 &cache,
7111 Some(&stats),
7112 )
7113 .expect("cached moments");
7114 assert_eq!(got.branch, expected.branch);
7115 assert_eq!(got.moments.len(), max_degree + 1);
7116 let denom = expected.value.abs().max(1.0);
7117 assert!(
7118 ((got.value - expected.value).abs() / denom) < 1e-10,
7119 "value mismatch for {cell:?} degree {max_degree}: got {} expected {}",
7120 got.value,
7121 expected.value
7122 );
7123 for (idx, (&lhs, &rhs)) in
7124 got.moments.iter().zip(expected.moments.iter()).enumerate()
7125 {
7126 let denom = rhs.abs().max(1.0);
7127 assert!(
7128 ((lhs - rhs).abs() / denom) < 1e-10,
7129 "moment {idx} mismatch for {cell:?} degree {max_degree}: got {lhs} expected {rhs}"
7130 );
7131 }
7132 let warm = evaluate_cell_moments_cached(
7133 cell,
7134 max_degree,
7135 &cache,
7136 Some(&stats),
7137 )
7138 .expect("warm cached moments");
7139 assert_eq!(warm, got);
7140 }
7141 }
7142 }
7143 }
7144 }
7145 }
7146 let (hits, misses) = stats.snapshot();
7147 assert!(hits > 0, "expected warm LRU hits");
7148 assert!(misses > 0, "expected cold LRU misses");
7149 }
7150
7151 #[test]
7152 fn cell_moment_fingerprint_exact_cache_matches_current_evaluator() {
7153 let cells = [
7154 DenestedCubicCell {
7155 left: -1.75,
7156 right: -0.25,
7157 c0: 0.15,
7158 c1: -0.35,
7159 c2: 0.08,
7160 c3: -0.015,
7161 },
7162 DenestedCubicCell {
7163 left: -0.5,
7164 right: 0.8,
7165 c0: -0.2,
7166 c1: 0.45,
7167 c2: -0.12,
7168 c3: 0.025,
7169 },
7170 DenestedCubicCell {
7171 left: 0.1,
7172 right: 1.6,
7173 c0: 0.05,
7174 c1: 0.2,
7175 c2: 0.03,
7176 c3: 0.004,
7177 },
7178 ];
7179 let mut cache = std::collections::HashMap::new();
7180 for max_degree in [0usize, 3, 4, 9, 16] {
7181 for cell in cells {
7182 let baseline = evaluate_cell_moments(cell, max_degree).expect("baseline moments");
7183 let key = cell_moment_cache_key(cell, max_degree, 0.0);
7184 let cached = cache.entry(key).or_insert_with(|| {
7185 evaluate_cell_moments(cell, max_degree).expect("cached moments")
7186 });
7187 assert_eq!(baseline.branch, cached.branch);
7188 assert_eq!(baseline.value.to_bits(), cached.value.to_bits());
7189 assert_eq!(baseline.moments.len(), cached.moments.len());
7190 for (lhs, rhs) in baseline.moments.iter().zip(cached.moments.iter()) {
7191 assert_eq!(lhs.to_bits(), rhs.to_bits());
7192 }
7193 }
7194 }
7195 }
7196
7197 #[test]
7198 fn fuzzy_cell_moment_fingerprint_error_scales_with_epsilon() {
7199 for epsilon in [1e-8, 1e-6] {
7200 let base = DenestedCubicCell {
7201 left: -1.25,
7202 right: 1.1,
7203 c0: 0.1,
7204 c1: -0.25,
7205 c2: 0.04,
7206 c3: -0.006,
7207 };
7208 let perturbed = DenestedCubicCell {
7209 left: base.left + 0.001 * epsilon,
7210 right: base.right - 0.001 * epsilon,
7211 c0: base.c0 + 0.001 * epsilon,
7212 c1: base.c1 - 0.001 * epsilon,
7213 c2: base.c2 + 0.001 * epsilon,
7214 c3: base.c3 - 0.001 * epsilon,
7215 };
7216 assert_eq!(
7217 cell_moment_cache_key(base, 9, epsilon),
7218 cell_moment_cache_key(perturbed, 9, epsilon)
7219 );
7220 let lhs = evaluate_cell_moments(base, 9).expect("base moments");
7221 let rhs = evaluate_cell_moments(perturbed, 9).expect("perturbed moments");
7222 let max_rel = lhs
7223 .moments
7224 .iter()
7225 .zip(rhs.moments.iter())
7226 .map(|(a, b)| (a - b).abs() / a.abs().max(b.abs()).max(1.0))
7227 .fold(0.0_f64, f64::max);
7228 assert!(
7229 max_rel <= 10.0 * epsilon,
7230 "epsilon={epsilon:.1e} max_rel={max_rel:.3e}"
7231 );
7232 }
7233 }
7234
7235 #[test]
7243 fn non_affine_cell_state_matches_prefold_reference_to_1e_minus_13() {
7244 fn reference(
7248 cell: DenestedCubicCell,
7249 branch: ExactCellBranch,
7250 max_degree: usize,
7251 ) -> CellMomentState {
7252 let mut moments: CellMomentVec = smallvec![0.0_f64; max_degree + 1];
7253 let mut value_integral = 0.0_f64;
7254 let center = 0.5 * (cell.left + cell.right);
7255 let half_width = 0.5 * (cell.right - cell.left);
7256 for (&node, &weight) in GL_NODES.iter().zip(GL_WEIGHTS.iter()) {
7257 let z = center + half_width * node;
7258 let eta = cell.eta(z);
7259 let moment_weight = weight * (-cell.q(z)).exp();
7260 let mut z_pow = 1.0_f64;
7261 for moment in &mut moments {
7262 *moment = moment_weight.mul_add(z_pow, *moment);
7263 z_pow *= z;
7264 }
7265 value_integral += weight * (-0.5 * z * z).exp() * normal_cdf(eta);
7266 }
7267 for moment in &mut moments {
7268 *moment *= half_width;
7269 }
7270 CellMomentState {
7271 branch,
7272 value: value_integral * half_width / (std::f64::consts::TAU).sqrt(),
7273 moments,
7274 }
7275 }
7276
7277 let cells = [
7282 DenestedCubicCell {
7283 left: -1.25,
7284 right: -0.2,
7285 c0: -0.35,
7286 c1: 0.85,
7287 c2: 0.04,
7288 c3: -0.015,
7289 },
7290 DenestedCubicCell {
7291 left: -0.2,
7292 right: 0.55,
7293 c0: 0.12,
7294 c1: -0.65,
7295 c2: -0.025,
7296 c3: 0.02,
7297 },
7298 DenestedCubicCell {
7299 left: 0.55,
7300 right: 1.6,
7301 c0: 0.42,
7302 c1: 0.35,
7303 c2: 0.018,
7304 c3: 0.012,
7305 },
7306 DenestedCubicCell {
7307 left: -3.0,
7308 right: -1.0,
7309 c0: 1.7,
7310 c1: -0.4,
7311 c2: 0.11,
7312 c3: -0.07,
7313 },
7314 ];
7315 let degrees = [0_usize, 4, 9, 16, 24];
7316 for cell in cells {
7317 let branch = branch_cell(cell).expect("branch");
7318 assert_ne!(branch, ExactCellBranch::Affine);
7319 for max_degree in degrees {
7320 let actual = evaluate_non_affine_cell_state(cell, branch, max_degree)
7321 .expect("optimized non-affine");
7322 let expected = reference(cell, branch, max_degree);
7323 assert_eq!(actual.branch, expected.branch);
7324 assert_eq!(actual.moments.len(), expected.moments.len());
7325 let denom_v = expected.value.abs().max(1.0);
7326 let rel_v = (actual.value - expected.value).abs() / denom_v;
7327 let actual_v = actual.value;
7328 let expected_v = expected.value;
7329 assert!(
7330 rel_v <= 1e-13,
7331 "value rel mismatch for {cell:?} degree {max_degree}: \
7332 actual={actual_v:.17e} expected={expected_v:.17e} rel={rel_v:.3e}"
7333 );
7334 for (k, (lhs, rhs)) in actual
7335 .moments
7336 .iter()
7337 .zip(expected.moments.iter())
7338 .enumerate()
7339 {
7340 let denom = rhs.abs().max(1.0);
7341 let rel = (lhs - rhs).abs() / denom;
7342 assert!(
7343 rel <= 1e-13,
7344 "moment {k} rel mismatch for {cell:?} degree {max_degree}: \
7345 actual={lhs:.17e} expected={rhs:.17e} rel={rel:.3e}"
7346 );
7347 }
7348
7349 let actual_deriv =
7352 evaluate_non_affine_cell_derivative_state(cell, branch, max_degree)
7353 .expect("optimized derivative");
7354 for (k, (lhs, rhs)) in actual_deriv
7355 .moments
7356 .iter()
7357 .zip(expected.moments.iter())
7358 .enumerate()
7359 {
7360 let denom = rhs.abs().max(1.0);
7361 let rel = (lhs - rhs).abs() / denom;
7362 assert!(
7363 rel <= 1e-13,
7364 "deriv moment {k} rel mismatch for {cell:?} degree {max_degree}: \
7365 actual={lhs:.17e} expected={rhs:.17e} rel={rel:.3e}"
7366 );
7367 }
7368 }
7369 }
7370 }
7371
7372 #[test]
7378 fn third_derivative_kernel_matches_fd_of_second_with_eta_perturbation() {
7379 let base = DenestedCubicCell {
7381 left: -0.6,
7382 right: 0.9,
7383 c0: 0.30,
7384 c1: 0.45,
7385 c2: -0.20,
7386 c3: 0.12,
7387 };
7388 let eta_u = [0.11_f64, -0.07, 0.05, 0.02];
7391 let eta_v = [-0.09_f64, 0.13, -0.04, 0.03];
7392 let eta_t = [0.17_f64, 0.06, -0.10, 0.04]; let eta_uv = [0.02_f64, 0.01, -0.015, 0.005];
7395 let eta_ut = [-0.01_f64, 0.02, 0.007, -0.003];
7396 let eta_vt = [0.015_f64, -0.008, 0.01, 0.004];
7397 let eta_uvt = [0.003_f64, -0.002, 0.001, 0.0005];
7399
7400 let neg = |a: &[f64; 4]| a.map(|v| -v);
7401 let max_degree = 15usize;
7402
7403 let f_uv_at = |s: f64| -> f64 {
7410 let cell_s = DenestedCubicCell {
7411 c0: base.c0 + s * eta_t[0],
7412 c1: base.c1 + s * eta_t[1],
7413 c2: base.c2 + s * eta_t[2],
7414 c3: base.c3 + s * eta_t[3],
7415 ..base
7416 };
7417 let st = evaluate_cell_moments(cell_s, max_degree).unwrap();
7419 let neg_cell = DenestedCubicCell {
7420 c0: -cell_s.c0,
7421 c1: -cell_s.c1,
7422 c2: -cell_s.c2,
7423 c3: -cell_s.c3,
7424 ..cell_s
7425 };
7426 let u_s = [
7427 eta_u[0] + s * eta_ut[0],
7428 eta_u[1] + s * eta_ut[1],
7429 eta_u[2] + s * eta_ut[2],
7430 eta_u[3] + s * eta_ut[3],
7431 ];
7432 let v_s = [
7433 eta_v[0] + s * eta_vt[0],
7434 eta_v[1] + s * eta_vt[1],
7435 eta_v[2] + s * eta_vt[2],
7436 eta_v[3] + s * eta_vt[3],
7437 ];
7438 let uv_s = [
7439 eta_uv[0] + s * eta_uvt[0],
7440 eta_uv[1] + s * eta_uvt[1],
7441 eta_uv[2] + s * eta_uvt[2],
7442 eta_uv[3] + s * eta_uvt[3],
7443 ];
7444 cell_second_derivative_from_moments(
7445 neg_cell,
7446 &neg(&u_s),
7447 &neg(&v_s),
7448 &neg(&uv_s),
7449 &st.moments,
7450 )
7451 .unwrap()
7452 };
7453
7454 let h = 1e-5;
7455 let fd = (f_uv_at(h) - f_uv_at(-h)) / (2.0 * h);
7456
7457 let st0 = evaluate_cell_moments(base, max_degree).unwrap();
7460 let neg_cell0 = DenestedCubicCell {
7461 c0: -base.c0,
7462 c1: -base.c1,
7463 c2: -base.c2,
7464 c3: -base.c3,
7465 ..base
7466 };
7467 let analytic = cell_third_derivative_from_moments(
7468 neg_cell0,
7469 &neg(&eta_u),
7470 &neg(&eta_v),
7471 &neg(&eta_t),
7472 &neg(&eta_uv),
7473 &neg(&eta_ut),
7474 &neg(&eta_vt),
7475 &neg(&eta_uvt),
7476 &st0.moments,
7477 )
7478 .unwrap();
7479
7480 let denom = fd.abs().max(1e-3);
7481 let rel = (analytic - fd).abs() / denom;
7482 assert!(
7483 rel <= 1e-5,
7484 "third kernel vs FD-of-second mismatch: analytic={analytic:.12e} fd={fd:.12e} rel={rel:.3e}"
7485 );
7486 }
7487
7488 #[test]
7489 fn moving_shared_edge_second_integral_derivative_has_leibniz_jump_sign() {
7490 let edge0 = 0.2_f64;
7491 let edge_velocity = -0.37_f64;
7492
7493 let left_eta = [0.22_f64, -0.18, 0.09, 0.03];
7494 let right_eta = [-0.11_f64, 0.26, -0.04, 0.02];
7495 let left_r = [0.08_f64, -0.05, 0.03, 0.01];
7496 let left_s = [-0.06_f64, 0.04, 0.02, -0.015];
7497 let left_rs = [0.025_f64, -0.012, 0.006, 0.004];
7498 let right_r = [-0.03_f64, 0.07, -0.02, 0.012];
7499 let right_s = [0.05_f64, -0.025, 0.018, 0.007];
7500 let right_rs = [-0.018_f64, 0.014, -0.005, 0.003];
7501
7502 let integral_at = |shift: f64| -> f64 {
7503 let edge = edge0 + edge_velocity * shift;
7504 let left = DenestedCubicCell {
7505 left: -0.7,
7506 right: edge,
7507 c0: left_eta[0],
7508 c1: left_eta[1],
7509 c2: left_eta[2],
7510 c3: left_eta[3],
7511 };
7512 let right = DenestedCubicCell {
7513 left: edge,
7514 right: 1.1,
7515 c0: right_eta[0],
7516 c1: right_eta[1],
7517 c2: right_eta[2],
7518 c3: right_eta[3],
7519 };
7520 let left_state = evaluate_cell_moments(left, 12).expect("left moments");
7521 let right_state = evaluate_cell_moments(right, 12).expect("right moments");
7522 cell_second_derivative_from_moments(
7523 left,
7524 &left_r,
7525 &left_s,
7526 &left_rs,
7527 &left_state.moments,
7528 )
7529 .expect("left second")
7530 + cell_second_derivative_from_moments(
7531 right,
7532 &right_r,
7533 &right_s,
7534 &right_rs,
7535 &right_state.moments,
7536 )
7537 .expect("right second")
7538 };
7539
7540 let h = 1e-5;
7541 let fd = (integral_at(h) - integral_at(-h)) / (2.0 * h);
7542
7543 let left = DenestedCubicCell {
7544 left: -0.7,
7545 right: edge0,
7546 c0: left_eta[0],
7547 c1: left_eta[1],
7548 c2: left_eta[2],
7549 c3: left_eta[3],
7550 };
7551 let right = DenestedCubicCell {
7552 left: edge0,
7553 right: 1.1,
7554 c0: right_eta[0],
7555 c1: right_eta[1],
7556 c2: right_eta[2],
7557 c3: right_eta[3],
7558 };
7559 let f_left =
7560 cell_second_derivative_boundary_integrand(left, &left_r, &left_s, &left_rs, edge0);
7561 let f_right =
7562 cell_second_derivative_boundary_integrand(right, &right_r, &right_s, &right_rs, edge0);
7563 let analytic = edge_velocity * (f_left - f_right);
7564
7565 let denom = analytic.abs().max(1e-8);
7566 let rel = (fd - analytic).abs() / denom;
7567 assert!(
7568 rel <= 5e-8,
7569 "moving edge sign mismatch: fd={fd:.12e} analytic={analytic:.12e} rel={rel:.3e}"
7570 );
7571 }
7572
7573 #[test]
7574 fn moving_shared_edge_second_integral_mixed_derivative_has_full_leibniz_terms() {
7575 let edge0 = -0.15_f64;
7576 let edge_d1 = 0.31_f64;
7577 let edge_d2 = -0.27_f64;
7578 let edge_d12 = 0.19_f64;
7579
7580 let left_eta = [0.16_f64, -0.21, 0.07, -0.025];
7581 let right_eta = [-0.09_f64, 0.18, -0.055, 0.018];
7582 let left_r = [0.075_f64, -0.045, 0.018, 0.009];
7583 let left_s = [-0.052_f64, 0.033, 0.014, -0.011];
7584 let left_rs = [0.021_f64, -0.009, 0.005, 0.0025];
7585 let right_r = [-0.028_f64, 0.063, -0.017, 0.010];
7586 let right_s = [0.047_f64, -0.023, 0.016, 0.006];
7587 let right_rs = [-0.015_f64, 0.012, -0.004, 0.002];
7588
7589 let integral_at = |s1: f64, s2: f64| -> f64 {
7590 let edge = edge0 + edge_d1 * s1 + edge_d2 * s2 + edge_d12 * s1 * s2;
7591 let left = DenestedCubicCell {
7592 left: -0.8,
7593 right: edge,
7594 c0: left_eta[0],
7595 c1: left_eta[1],
7596 c2: left_eta[2],
7597 c3: left_eta[3],
7598 };
7599 let right = DenestedCubicCell {
7600 left: edge,
7601 right: 0.9,
7602 c0: right_eta[0],
7603 c1: right_eta[1],
7604 c2: right_eta[2],
7605 c3: right_eta[3],
7606 };
7607 let left_state = evaluate_cell_moments(left, 12).expect("left moments");
7608 let right_state = evaluate_cell_moments(right, 12).expect("right moments");
7609 cell_second_derivative_from_moments(
7610 left,
7611 &left_r,
7612 &left_s,
7613 &left_rs,
7614 &left_state.moments,
7615 )
7616 .expect("left second")
7617 + cell_second_derivative_from_moments(
7618 right,
7619 &right_r,
7620 &right_s,
7621 &right_rs,
7622 &right_state.moments,
7623 )
7624 .expect("right second")
7625 };
7626
7627 let h = 2e-4;
7628 let fd = (integral_at(h, h) - integral_at(h, -h) - integral_at(-h, h)
7629 + integral_at(-h, -h))
7630 / (4.0 * h * h);
7631
7632 let left = DenestedCubicCell {
7633 left: -0.8,
7634 right: edge0,
7635 c0: left_eta[0],
7636 c1: left_eta[1],
7637 c2: left_eta[2],
7638 c3: left_eta[3],
7639 };
7640 let right = DenestedCubicCell {
7641 left: edge0,
7642 right: 0.9,
7643 c0: right_eta[0],
7644 c1: right_eta[1],
7645 c2: right_eta[2],
7646 c3: right_eta[3],
7647 };
7648
7649 let boundary_z_derivative =
7650 |cell: DenestedCubicCell, r: &[f64], s: &[f64], rs: &[f64]| -> f64 {
7651 let eta = cell.eta(edge0);
7652 let eta_z = cell.c1 + 2.0 * cell.c2 * edge0 + 3.0 * cell.c3 * edge0 * edge0;
7653 let cr = poly_eval_at(r, edge0);
7654 let cs = poly_eval_at(s, edge0);
7655 let crs = poly_eval_at(rs, edge0);
7656 let cr_z = r.iter().enumerate().skip(1).fold(0.0, |acc, (k, val)| {
7657 acc + (k as f64) * val * edge0.powi(k as i32 - 1)
7658 });
7659 let cs_z = s.iter().enumerate().skip(1).fold(0.0, |acc, (k, val)| {
7660 acc + (k as f64) * val * edge0.powi(k as i32 - 1)
7661 });
7662 let crs_z = rs.iter().enumerate().skip(1).fold(0.0, |acc, (k, val)| {
7663 acc + (k as f64) * val * edge0.powi(k as i32 - 1)
7664 });
7665 let amp = crs - eta * cr * cs;
7666 let amp_z = crs_z - eta_z * cr * cs - eta * cr_z * cs - eta * cr * cs_z;
7667 let q_z = edge0 + eta * eta_z;
7668 (amp_z - amp * q_z) * (-cell.q(edge0)).exp() * INV_TWO_PI
7669 };
7670
7671 let f_left =
7672 cell_second_derivative_boundary_integrand(left, &left_r, &left_s, &left_rs, edge0);
7673 let f_right =
7674 cell_second_derivative_boundary_integrand(right, &right_r, &right_s, &right_rs, edge0);
7675 let fz_left = boundary_z_derivative(left, &left_r, &left_s, &left_rs);
7676 let fz_right = boundary_z_derivative(right, &right_r, &right_s, &right_rs);
7677 let analytic = edge_d12 * (f_left - f_right) + edge_d1 * edge_d2 * (fz_left - fz_right);
7678
7679 let denom = analytic.abs().max(1e-8);
7680 let rel = (fd - analytic).abs() / denom;
7681 assert!(
7682 rel <= 2e-7,
7683 "moving edge mixed term mismatch: fd={fd:.12e} analytic={analytic:.12e} rel={rel:.3e}"
7684 );
7685 }
7686
7687 #[test]
7712 fn third_order_self_flux_telescopes_but_third_integrand_jumps_at_c2_knot_1454() {
7713 let edge0 = 0.13_f64;
7714 let edge_velocity = -0.41_f64;
7715
7716 let left_eta = [0.18_f64, -0.12, 0.07, 0.04];
7720 let right_c3 = 0.04_f64 + 0.09; let l0 = left_eta[0];
7727 let l1 = left_eta[1];
7728 let l2 = left_eta[2];
7729 let l3 = left_eta[3];
7730 let e = edge0;
7731 let eta_val = l0 + l1 * e + l2 * e * e + l3 * e * e * e;
7732 let eta_d1 = l1 + 2.0 * l2 * e + 3.0 * l3 * e * e;
7733 let eta_d2 = 2.0 * l2 + 6.0 * l3 * e;
7734 let rc2 = (eta_d2 - 6.0 * right_c3 * e) / 2.0;
7735 let rc1 = eta_d1 - 2.0 * rc2 * e - 3.0 * right_c3 * e * e;
7736 let rc0 = eta_val - rc1 * e - rc2 * e * e - right_c3 * e * e * e;
7737 let right_eta = [rc0, rc1, rc2, right_c3];
7738
7739 let common_r = [0.06_f64, -0.04, 0.02, 0.0];
7745 let common_s = [-0.05_f64, 0.03, 0.015, 0.0];
7746 let common_t = [0.08_f64, 0.05, -0.03, 0.0];
7747 let common_rs = [0.02_f64, -0.01, 0.005, 0.0];
7748 let common_rt = [-0.012_f64, 0.008, 0.004, 0.0];
7749 let common_st = [0.015_f64, -0.006, 0.003, 0.0];
7750 let left_rst = [6.0 * l3, 0.0, 0.0, 0.0];
7752 let right_rst = [6.0 * right_c3, 0.0, 0.0, 0.0];
7753
7754 let max_degree = 15usize;
7755 let neg = |a: &[f64; 4]| a.map(|v| -v);
7756
7757 let integral_at = |shift: f64| -> f64 {
7762 let edge = edge0 + edge_velocity * shift;
7763 let left = DenestedCubicCell {
7764 left: -0.7,
7765 right: edge,
7766 c0: left_eta[0],
7767 c1: left_eta[1],
7768 c2: left_eta[2],
7769 c3: left_eta[3],
7770 };
7771 let right = DenestedCubicCell {
7772 left: edge,
7773 right: 1.0,
7774 c0: right_eta[0],
7775 c1: right_eta[1],
7776 c2: right_eta[2],
7777 c3: right_eta[3],
7778 };
7779 let lst = evaluate_cell_moments(left, max_degree).unwrap();
7780 let rst_m = evaluate_cell_moments(right, max_degree).unwrap();
7781 let neg_left = DenestedCubicCell {
7782 c0: -left.c0,
7783 c1: -left.c1,
7784 c2: -left.c2,
7785 c3: -left.c3,
7786 ..left
7787 };
7788 let neg_right = DenestedCubicCell {
7789 c0: -right.c0,
7790 c1: -right.c1,
7791 c2: -right.c2,
7792 c3: -right.c3,
7793 ..right
7794 };
7795 let li = cell_third_derivative_from_moments(
7796 neg_left,
7797 &neg(&common_r),
7798 &neg(&common_s),
7799 &neg(&common_t),
7800 &neg(&common_rs),
7801 &neg(&common_rt),
7802 &neg(&common_st),
7803 &neg(&left_rst),
7804 &lst.moments,
7805 )
7806 .unwrap();
7807 let ri = cell_third_derivative_from_moments(
7808 neg_right,
7809 &neg(&common_r),
7810 &neg(&common_s),
7811 &neg(&common_t),
7812 &neg(&common_rs),
7813 &neg(&common_rt),
7814 &neg(&common_st),
7815 &neg(&right_rst),
7816 &rst_m.moments,
7817 )
7818 .unwrap();
7819 li + ri
7820 };
7821
7822 let h = 1e-5;
7823 let fd = (integral_at(h) - integral_at(-h)) / (2.0 * h);
7824
7825 let neg_eta = |eta: &[f64; 4]| [-eta[0], -eta[1], -eta[2], -eta[3]];
7844 let left_eta_neg = neg_eta(&left_eta);
7845 let right_eta_neg = neg_eta(&right_eta);
7846 let left0 = DenestedCubicCell {
7847 left: -0.7,
7848 right: edge0,
7849 c0: left_eta_neg[0],
7850 c1: left_eta_neg[1],
7851 c2: left_eta_neg[2],
7852 c3: left_eta_neg[3],
7853 };
7854 let right0 = DenestedCubicCell {
7855 left: edge0,
7856 right: 1.0,
7857 c0: right_eta_neg[0],
7858 c1: right_eta_neg[1],
7859 c2: right_eta_neg[2],
7860 c3: right_eta_neg[3],
7861 };
7862 let f_left = cell_third_derivative_boundary_integrand(
7863 left0,
7864 &neg(&common_r),
7865 &neg(&common_s),
7866 &neg(&common_t),
7867 &neg(&common_rs),
7868 &neg(&common_rt),
7869 &neg(&common_st),
7870 &neg(&left_rst),
7871 edge0,
7872 );
7873 let f_right = cell_third_derivative_boundary_integrand(
7874 right0,
7875 &neg(&common_r),
7876 &neg(&common_s),
7877 &neg(&common_t),
7878 &neg(&common_rs),
7879 &neg(&common_rt),
7880 &neg(&common_st),
7881 &neg(&right_rst),
7882 edge0,
7883 );
7884
7885 let jump = f_left - f_right;
7889 assert!(
7890 jump.abs() > 1e-4,
7891 "third-derivative integrand must jump across the C² knot (α₃ discontinuity); \
7892 got jump={jump:.3e}"
7893 );
7894
7895 let analytic_flux = edge_velocity * jump;
7896 let denom = fd.abs().max(1e-6);
7897 let rel = (fd - analytic_flux).abs() / denom;
7898 assert!(
7899 rel <= 1e-5,
7900 "moving-edge third-derivative flux mismatch (#1454): fd={fd:.12e} \
7901 analytic_flux={analytic_flux:.12e} rel={rel:.3e}"
7902 );
7903
7904 let a_row = 0.21_f64;
7917 let b_row = 1.37_f64;
7918 let knot = a_row + b_row * edge0; let left_link = LocalSpanCubic {
7922 left: knot - 0.6,
7923 right: knot + 0.6,
7924 c0: 0.0,
7925 c1: 0.0,
7926 c2: 0.08,
7927 c3: -0.05,
7928 };
7929 let right_alpha3 = -0.05_f64 + 0.11; let right_left_coord = knot - 0.4;
7932 let lhs = 2.0 * left_link.c2 + 6.0 * left_link.c3 * (knot - left_link.left);
7933 let right_alpha2 = (lhs - 6.0 * right_alpha3 * (knot - right_left_coord)) / 2.0;
7934 let right_link = LocalSpanCubic {
7935 left: right_left_coord,
7936 right: right_left_coord + 0.8,
7937 c0: 0.0,
7938 c1: 0.0,
7939 c2: right_alpha2,
7940 c3: right_alpha3,
7941 };
7942 let (_, _, dc_dbb_left) = link_cubic_second_partials(left_link, a_row, b_row);
7943 let (_, _, dc_dbb_right) = link_cubic_second_partials(right_link, a_row, b_row);
7944 assert!(
7946 (dc_dbb_left[3] - dc_dbb_right[3]).abs() > 1e-3,
7947 "α₃ jump must make the raw dc_dbb coefficient arrays differ"
7948 );
7949 let c_bb_left = poly_eval_at(&dc_dbb_left, edge0);
7952 let c_bb_right = poly_eval_at(&dc_dbb_right, edge0);
7953 assert!(
7954 (c_bb_left - c_bb_right).abs() <= 1e-12,
7955 "second-derivative slope-slope integrand must be CONTINUOUS across the \
7956 C² knot (telescoping self-flux): left={c_bb_left:.15e} right={c_bb_right:.15e}"
7957 );
7958 }
7959}