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.fetch_add(1, std::sync::atomic::Ordering::Relaxed);
1247 return Ok(state);
1248 }
1249
1250 let state = evaluate_cell_moments_uncached(cell, max_degree);
1251 if let Ok(state) = &state {
1252 self.moments.insert(key, state.clone());
1253 self.hits.fetch_add(1, std::sync::atomic::Ordering::Relaxed);
1254 }
1255 self.misses
1256 .fetch_add(1, std::sync::atomic::Ordering::Relaxed);
1257 if let Err(existing_state) = slot.set(state.clone()) {
1258 std::mem::drop(existing_state);
1259 }
1260 self.in_flight
1261 .lock()
1262 .unwrap_or_else(|p| p.into_inner())
1263 .remove(&key);
1264 state
1265 }
1266}
1267
1268static TAIL_CELL_MOMENT_CACHE: std::sync::OnceLock<TailCellMomentCache> =
1269 std::sync::OnceLock::new();
1270static TAIL_CELL_MOMENT_CACHE_ENABLED: std::sync::atomic::AtomicBool =
1271 std::sync::atomic::AtomicBool::new(true);
1272
1273fn tail_cell_moment_cache() -> &'static TailCellMomentCache {
1274 TAIL_CELL_MOMENT_CACHE.get_or_init(TailCellMomentCache::default)
1275}
1276
1277#[inline]
1278fn tail_cell_cache_key(
1279 cell: DenestedCubicCell,
1280 max_degree: usize,
1281) -> Option<TailCellMomentCacheKey> {
1282 if cell.c2.abs() > NORMALIZED_CELL_BRANCH_TOL || cell.c3.abs() > NORMALIZED_CELL_BRANCH_TOL {
1283 return None;
1284 }
1285 match (!cell.left.is_finite(), !cell.right.is_finite()) {
1286 (true, false) if cell.right.is_finite() => Some(TailCellMomentCacheKey {
1287 c0_bits: cell.c0.to_bits(),
1288 c1_bits: cell.c1.to_bits(),
1289 endpoint_bits: cell.right.to_bits(),
1290 side: -1,
1291 max_degree,
1292 }),
1293 (false, true) if cell.left.is_finite() => Some(TailCellMomentCacheKey {
1294 c0_bits: cell.c0.to_bits(),
1295 c1_bits: cell.c1.to_bits(),
1296 endpoint_bits: cell.left.to_bits(),
1297 side: 1,
1298 max_degree,
1299 }),
1300 _ => None,
1301 }
1302}
1303
1304pub fn set_tail_cell_moment_cache_enabled(enabled: bool) {
1305 TAIL_CELL_MOMENT_CACHE_ENABLED.store(enabled, std::sync::atomic::Ordering::Relaxed);
1306}
1307
1308pub fn reset_tail_cell_moment_cache() {
1309 tail_cell_moment_cache().clear();
1310}
1311
1312pub fn tail_cell_moment_cache_stats() -> TailCellMomentCacheStats {
1313 tail_cell_moment_cache().stats()
1314}
1315
1316#[derive(Clone, Copy, Debug, Eq)]
1317pub struct CellFingerprint {
1318 c0: u64,
1319 c1: u64,
1320 c2: u64,
1321 c3: u64,
1322 left: u64,
1323 right: u64,
1324}
1325
1326impl CellFingerprint {
1327 #[inline]
1328 pub fn new(cell: DenestedCubicCell) -> Self {
1329 Self {
1330 c0: cell.c0.to_bits(),
1331 c1: cell.c1.to_bits(),
1332 c2: cell.c2.to_bits(),
1333 c3: cell.c3.to_bits(),
1334 left: cell.left.to_bits(),
1335 right: cell.right.to_bits(),
1336 }
1337 }
1338}
1339
1340impl PartialEq for CellFingerprint {
1341 #[inline]
1342 fn eq(&self, other: &Self) -> bool {
1343 self.c0 == other.c0
1344 && self.c1 == other.c1
1345 && self.c2 == other.c2
1346 && self.c3 == other.c3
1347 && self.left == other.left
1348 && self.right == other.right
1349 }
1350}
1351
1352impl Hash for CellFingerprint {
1353 #[inline]
1354 fn hash<H: Hasher>(&self, state: &mut H) {
1355 self.c0.hash(state);
1356 self.c1.hash(state);
1357 self.c2.hash(state);
1358 self.c3.hash(state);
1359 self.left.hash(state);
1360 self.right.hash(state);
1361 }
1362}
1363
1364#[derive(Clone, Debug, Default, PartialEq)]
1365pub struct CachedCellMoments {
1366 state: Option<Arc<CellMomentState>>,
1373 derivative_state: Option<Arc<CellDerivativeMomentState>>,
1380}
1381
1382impl CachedCellMoments {
1383 #[inline]
1384 pub fn new(state: Arc<CellMomentState>) -> Self {
1385 Self {
1386 state: Some(state),
1387 derivative_state: None,
1388 }
1389 }
1390
1391 #[inline]
1392 pub fn new_derivative(state: Arc<CellDerivativeMomentState>) -> Self {
1393 Self {
1394 state: None,
1395 derivative_state: Some(state),
1396 }
1397 }
1398
1399 #[inline]
1400 pub fn state_for_degree(&self, max_degree: usize) -> Option<CellMomentState> {
1401 let state = self.state.as_ref()?;
1402 if state.moments.len().saturating_sub(1) < max_degree {
1403 return None;
1404 }
1405 let mut state = (**state).clone();
1410 state.moments.truncate(max_degree + 1);
1411 Some(state)
1412 }
1413
1414 #[inline]
1415 pub fn derivative_state_for_degree(
1416 &self,
1417 max_degree: usize,
1418 ) -> Option<CellDerivativeMomentState> {
1419 let state = self.derivative_state.as_ref()?;
1420 if state.moments.len().saturating_sub(1) < max_degree {
1421 return None;
1422 }
1423 let mut state = (**state).clone();
1425 state.moments.truncate(max_degree + 1);
1426 Some(state)
1427 }
1428
1429 #[inline]
1430 pub fn with_value(mut self, state: Arc<CellMomentState>) -> Self {
1431 self.state = Some(state);
1432 self
1433 }
1434
1435 #[inline]
1436 pub fn with_derivative(mut self, state: Arc<CellDerivativeMomentState>) -> Self {
1437 self.derivative_state = Some(state);
1438 self
1439 }
1440}
1441
1442impl ResidentBytes for CachedCellMoments {
1443 fn resident_bytes(&self) -> usize {
1444 let value_bytes = self
1445 .state
1446 .as_ref()
1447 .map_or(0, |state| state.resident_bytes());
1448 let derivative_bytes = self
1449 .derivative_state
1450 .as_ref()
1451 .map_or(0, |state| state.resident_bytes());
1452 std::mem::size_of::<Self>()
1453 .saturating_add(value_bytes)
1454 .saturating_add(derivative_bytes)
1455 }
1456}
1457
1458#[derive(Debug, Default)]
1459pub struct CellMomentCacheStats {
1460 hits: AtomicU64,
1461 misses: AtomicU64,
1462}
1463
1464impl CellMomentCacheStats {
1465 #[inline]
1466 pub fn snapshot(&self) -> (u64, u64) {
1467 (
1468 self.hits.load(Ordering::Relaxed),
1469 self.misses.load(Ordering::Relaxed),
1470 )
1471 }
1472
1473 #[inline]
1474 pub fn hit_rate_delta(&self, before: (u64, u64)) -> (u64, u64, f64) {
1475 let (hits, misses) = self.snapshot();
1476 let dh = hits.saturating_sub(before.0);
1477 let dm = misses.saturating_sub(before.1);
1478 let total = dh + dm;
1479 let rate = if total == 0 {
1480 0.0
1481 } else {
1482 dh as f64 / total as f64
1483 };
1484 (dh, dm, rate)
1485 }
1486}
1487
1488pub type CellMomentLruCache = ByteLruCache<CellFingerprint, CachedCellMoments>;
1489
1490pub const CELL_MOMENT_INLINE_CAPACITY: usize = 10;
1491
1492pub type CellMomentVec = SmallVec<[f64; CELL_MOMENT_INLINE_CAPACITY]>;
1493
1494#[derive(Clone, Debug, PartialEq)]
1495pub struct CellMomentState {
1496 pub branch: ExactCellBranch,
1497 pub value: f64,
1498 pub moments: CellMomentVec,
1499}
1500
1501impl ResidentBytes for CellMomentState {
1502 fn resident_bytes(&self) -> usize {
1503 let spilled_bytes = if self.moments.spilled() {
1504 self.moments
1505 .capacity()
1506 .saturating_mul(std::mem::size_of::<f64>())
1507 } else {
1508 0
1509 };
1510 std::mem::size_of::<Self>().saturating_add(spilled_bytes)
1511 }
1512}
1513
1514#[derive(Clone, Debug, PartialEq)]
1515pub struct CellDerivativeMomentState {
1516 pub branch: ExactCellBranch,
1517 pub moments: CellMomentVec,
1518}
1519
1520impl ResidentBytes for CellDerivativeMomentState {
1521 fn resident_bytes(&self) -> usize {
1522 let spilled_bytes = if self.moments.spilled() {
1523 self.moments
1524 .capacity()
1525 .saturating_mul(std::mem::size_of::<f64>())
1526 } else {
1527 0
1528 };
1529 std::mem::size_of::<Self>().saturating_add(spilled_bytes)
1530 }
1531}
1532
1533#[derive(Clone, Copy, Debug, PartialEq)]
1534pub struct CellMomentStateRef<'a> {
1535 pub branch: ExactCellBranch,
1536 pub value: f64,
1537 pub moments: &'a [f64],
1538}
1539
1540#[derive(Clone, Debug)]
1541pub struct CellMomentScratch {
1542 moments: Vec<f64>,
1543}
1544
1545impl Default for CellMomentScratch {
1546 fn default() -> Self {
1547 Self {
1551 moments: Vec::with_capacity(MAX_AFFINE_ANCHOR_DEGREE + 1),
1552 }
1553 }
1554}
1555
1556impl CellMomentScratch {
1557 pub fn new() -> Self {
1558 Self::default()
1559 }
1560
1561 pub fn with_capacity(max_degree: usize) -> Self {
1562 Self {
1563 moments: Vec::with_capacity(max_degree + 1),
1564 }
1565 }
1566
1567 #[inline]
1568 fn prepare_moments(&mut self, len: usize) -> &mut [f64] {
1569 if self.moments.capacity() < len {
1570 CELL_MOMENT_REALLOCS.fetch_add(1, std::sync::atomic::Ordering::Relaxed);
1571 self.moments.reserve(len - self.moments.capacity());
1572 }
1573 if self.moments.len() < len {
1577 self.moments.resize(len, 0.0);
1578 }
1579 let out = &mut self.moments[..len];
1580 out.fill(0.0);
1581 out
1582 }
1583}
1584
1585pub(crate) static CELL_MOMENT_REALLOCS: std::sync::atomic::AtomicUsize =
1589 std::sync::atomic::AtomicUsize::new(0);
1590
1591pub const GL20_NODES: [f64; 20] = [
1598 -0.993_128_599_185_094_9,
1599 -0.963_971_927_277_913_8,
1600 -0.912_234_428_251_326,
1601 -0.839_116_971_822_218_8,
1602 -0.746_331_906_460_150_8,
1603 -0.636_053_680_726_515,
1604 -0.510_867_001_950_827_1,
1605 -0.373_706_088_715_419_6,
1606 -0.227_785_851_141_645_1,
1607 -0.076_526_521_133_497_33,
1608 0.076_526_521_133_497_33,
1609 0.227_785_851_141_645_1,
1610 0.373_706_088_715_419_6,
1611 0.510_867_001_950_827_1,
1612 0.636_053_680_726_515,
1613 0.746_331_906_460_150_8,
1614 0.839_116_971_822_218_8,
1615 0.912_234_428_251_326,
1616 0.963_971_927_277_913_8,
1617 0.993_128_599_185_094_9,
1618];
1619
1620pub const GL20_WEIGHTS: [f64; 20] = [
1622 0.017_614_007_139_152_12,
1623 0.040_601_429_800_386_94,
1624 0.062_672_048_334_109_06,
1625 0.083_276_741_576_704_75,
1626 0.101_930_119_817_240_4,
1627 0.118_194_531_961_518_4,
1628 0.131_688_638_449_176_6,
1629 0.142_096_109_318_382_1,
1630 0.149_172_986_472_603_7,
1631 0.152_753_387_130_725_9,
1632 0.152_753_387_130_725_9,
1633 0.149_172_986_472_603_7,
1634 0.142_096_109_318_382_1,
1635 0.131_688_638_449_176_6,
1636 0.118_194_531_961_518_4,
1637 0.101_930_119_817_240_4,
1638 0.083_276_741_576_704_75,
1639 0.062_672_048_334_109_06,
1640 0.040_601_429_800_386_94,
1641 0.017_614_007_139_152_12,
1642];
1643
1644fn dedup_sorted_tagged_breakpoints(points: &mut Vec<(f64, PartitionEdge)>) {
1650 points.sort_by(|lhs, rhs| {
1651 lhs.0
1652 .partial_cmp(&rhs.0)
1653 .unwrap_or(std::cmp::Ordering::Equal)
1654 });
1655 points.dedup_by(|lhs, rhs| {
1656 let coincide = if lhs.0 == rhs.0 {
1657 true
1658 } else if lhs.0.is_finite() && rhs.0.is_finite() {
1659 (lhs.0 - rhs.0).abs() <= 1e-12
1660 } else {
1661 false
1662 };
1663 if coincide && matches!(lhs.1, PartitionEdge::Fixed(_)) {
1664 rhs.1 = lhs.1;
1667 }
1668 coincide
1669 });
1670}
1671
1672#[inline]
1673pub fn interval_probe_point(left: f64, right: f64) -> Result<f64, String> {
1674 if !(left < right) {
1675 return Err(CubicCellKernelError::invalid_interval(format!(
1676 "interval probe requires ordered bounds, got [{left}, {right}]"
1677 ))
1678 .into());
1679 }
1680 if left.is_finite() && right.is_finite() {
1681 Ok(0.5 * (left + right))
1682 } else if left == f64::NEG_INFINITY && right == f64::INFINITY {
1683 Ok(0.0)
1684 } else if left == f64::NEG_INFINITY && right.is_finite() {
1685 Ok(right - 1.0)
1686 } else if left.is_finite() && right == f64::INFINITY {
1687 Ok(left + 1.0)
1688 } else {
1689 Err(CubicCellKernelError::invalid_interval(format!(
1690 "interval probe requires finite bounds or full infinities, got [{left}, {right}]"
1691 ))
1692 .into())
1693 }
1694}
1695
1696#[inline]
1697pub fn quartic_qprime_coefficients(c0: f64, c1: f64, c2: f64) -> [f64; 4] {
1698 [
1699 c0 * c1,
1700 1.0 + c1 * c1 + 2.0 * c0 * c2,
1701 3.0 * c1 * c2,
1702 2.0 * c2 * c2,
1703 ]
1704}
1705
1706#[inline]
1707pub fn sextic_qprime_coefficients(c0: f64, c1: f64, c2: f64, c3: f64) -> [f64; 6] {
1708 [
1709 c0 * c1,
1710 1.0 + c1 * c1 + 2.0 * c0 * c2,
1711 3.0 * c0 * c3 + 3.0 * c1 * c2,
1712 4.0 * c1 * c3 + 2.0 * c2 * c2,
1713 5.0 * c2 * c3,
1714 3.0 * c3 * c3,
1715 ]
1716}
1717
1718#[inline]
1723fn moment_boundary_term_with_powers(
1724 cell: DenestedCubicCell,
1725 left_pow_n: f64,
1726 right_pow_n: f64,
1727) -> f64 {
1728 let left_term = if cell.left.is_infinite() {
1729 0.0
1730 } else {
1731 left_pow_n * (-cell.q(cell.left)).exp()
1732 };
1733 let right_term = if cell.right.is_infinite() {
1734 0.0
1735 } else {
1736 right_pow_n * (-cell.q(cell.right)).exp()
1737 };
1738 right_term - left_term
1739}
1740
1741#[inline]
1742fn base_moments_match_direct(base: &[f64], direct: &[f64]) -> bool {
1743 base.iter()
1744 .zip(direct.iter())
1745 .all(|(&lhs, &rhs)| (lhs - rhs).abs() <= 1e-10 * (1.0 + lhs.abs().max(rhs.abs())))
1746}
1747
1748#[inline]
1749fn direct_non_affine_moments_if_base_matches(
1750 cell: DenestedCubicCell,
1751 base: &[f64],
1752 max_degree: usize,
1753) -> Option<Vec<f64>> {
1754 if !cell.left.is_finite() || !cell.right.is_finite() {
1755 return None;
1756 }
1757 let (moments, _) = evaluate_non_affine_cell_simd::<false>(cell, max_degree);
1765 if base_moments_match_direct(base, &moments) {
1766 Some(moments.into_vec())
1767 } else {
1768 None
1769 }
1770}
1771
1772pub fn reduce_quartic_moments(
1773 cell: DenestedCubicCell,
1774 base_m0_m2: [f64; 3],
1775 max_degree: usize,
1776) -> Result<Vec<f64>, String> {
1777 if max_degree <= 2 {
1778 return Ok(base_m0_m2[..=max_degree].to_vec());
1779 }
1780 if let Some(moments) = direct_non_affine_moments_if_base_matches(cell, &base_m0_m2, max_degree)
1781 {
1782 return Ok(moments);
1783 }
1784 let d = quartic_qprime_coefficients(cell.c0, cell.c1, cell.c2);
1785 let lead = d[3];
1786 if !lead.is_finite() || lead.abs() <= 1e-18 {
1787 return Err(CubicCellKernelError::invalid_cell_shape(format!(
1788 "quartic moment reduction requires nonzero leading coefficient, got {lead:.3e}"
1789 ))
1790 .into());
1791 }
1792 let mut moments = vec![0.0; max_degree + 1];
1793 moments[0] = base_m0_m2[0];
1794 moments[1] = base_m0_m2[1];
1795 moments[2] = base_m0_m2[2];
1796 let left_finite = cell.left.is_finite();
1801 let right_finite = cell.right.is_finite();
1802 let mut left_pow_n = if left_finite { 1.0 } else { 0.0 };
1803 let mut right_pow_n = if right_finite { 1.0 } else { 0.0 };
1804 for n in 0..=(max_degree - 3) {
1805 let b_n = moment_boundary_term_with_powers(cell, left_pow_n, right_pow_n);
1806 let mut numer = if n == 0 {
1807 0.0
1808 } else {
1809 (n as f64) * moments[n - 1]
1810 };
1811 for j in 0..=2 {
1812 numer -= d[j] * moments[n + j];
1813 }
1814 numer -= b_n;
1815 moments[n + 3] = numer / lead;
1816 if left_finite {
1817 left_pow_n *= cell.left;
1818 }
1819 if right_finite {
1820 right_pow_n *= cell.right;
1821 }
1822 }
1823 Ok(moments)
1824}
1825
1826pub fn reduce_sextic_moments(
1827 cell: DenestedCubicCell,
1828 base_m0_m4: [f64; 5],
1829 max_degree: usize,
1830) -> Result<Vec<f64>, String> {
1831 if max_degree <= 4 {
1832 return Ok(base_m0_m4[..=max_degree].to_vec());
1833 }
1834 if let Some(moments) = direct_non_affine_moments_if_base_matches(cell, &base_m0_m4, max_degree)
1835 {
1836 return Ok(moments);
1837 }
1838 let d = sextic_qprime_coefficients(cell.c0, cell.c1, cell.c2, cell.c3);
1839 let lead = d[5];
1840 if !lead.is_finite() {
1841 return Err(CubicCellKernelError::invalid_cell_shape(format!(
1842 "sextic moment reduction encountered non-finite leading coefficient: {lead:.3e}"
1843 ))
1844 .into());
1845 }
1846 if let Some(lower_branch) = degenerate_sextic_branch(cell, lead)? {
1847 if lower_branch == ExactCellBranch::Quartic {
1848 return evaluate_non_affine_cell_state(
1849 DenestedCubicCell { c3: 0.0, ..cell },
1850 ExactCellBranch::Quartic,
1851 max_degree,
1852 )
1853 .map(|state| state.moments.into_vec());
1854 }
1855 return evaluate_affine_cell_state(
1856 DenestedCubicCell {
1857 left: cell.left,
1858 right: cell.right,
1859 c0: cell.c0,
1860 c1: cell.c1,
1861 c2: 0.0,
1862 c3: 0.0,
1863 },
1864 max_degree,
1865 )
1866 .map(|state| state.moments.into_vec());
1867 }
1868 let mut moments = vec![0.0; max_degree + 1];
1869 for (idx, value) in base_m0_m4.into_iter().enumerate() {
1870 moments[idx] = value;
1871 }
1872 let left_finite = cell.left.is_finite();
1873 let right_finite = cell.right.is_finite();
1874 let mut left_pow_n = if left_finite { 1.0 } else { 0.0 };
1875 let mut right_pow_n = if right_finite { 1.0 } else { 0.0 };
1876 for n in 0..=(max_degree - 5) {
1877 let b_n = moment_boundary_term_with_powers(cell, left_pow_n, right_pow_n);
1878 let mut numer = if n == 0 {
1879 0.0
1880 } else {
1881 (n as f64) * moments[n - 1]
1882 };
1883 for j in 0..=4 {
1884 numer -= d[j] * moments[n + j];
1885 }
1886 numer -= b_n;
1887 moments[n + 5] = numer / lead;
1888 if left_finite {
1889 left_pow_n *= cell.left;
1890 }
1891 if right_finite {
1892 right_pow_n *= cell.right;
1893 }
1894 }
1895 Ok(moments)
1896}
1897
1898#[inline]
1899pub fn cell_first_derivative_from_moments(
1900 derivative_coefficients: &[f64],
1901 moments: &[f64],
1902) -> Result<f64, String> {
1903 let value = moment_dot_with_coefficients(derivative_coefficients, moments, "first derivative")?;
1904 Ok(value * INV_TWO_PI)
1905}
1906
1907#[inline]
1915pub fn cell_first_derivative_required_max_degree(derivative_coefficients: &[f64]) -> usize {
1916 derivative_coefficients.len().saturating_sub(1)
1917}
1918
1919#[inline]
1928pub fn cell_second_derivative_required_max_degree(
1929 first_coefficients_r: &[f64],
1930 first_coefficients_s: &[f64],
1931 second_coefficients_rs: &[f64],
1932) -> usize {
1933 let second_degree = second_coefficients_rs.len().saturating_sub(1);
1934 let product_degree = first_coefficients_r.len().saturating_sub(1)
1935 + first_coefficients_s.len().saturating_sub(1)
1936 + 3;
1937 second_degree.max(product_degree)
1938}
1939
1940#[inline]
1941pub fn cell_polynomial_integral_from_moments(
1942 polynomial_coefficients: &[f64],
1943 moments: &[f64],
1944 label: &str,
1945) -> Result<f64, String> {
1946 let value = moment_dot_with_coefficients(polynomial_coefficients, moments, label)?;
1947 Ok(value * INV_TWO_PI)
1948}
1949
1950#[inline]
1951pub fn cell_second_derivative_from_moments(
1952 cell: DenestedCubicCell,
1953 first_coefficients_r: &[f64],
1954 first_coefficients_s: &[f64],
1955 second_coefficients_rs: &[f64],
1956 moments: &[f64],
1957) -> Result<f64, String> {
1958 let second_degree = second_coefficients_rs.len().saturating_sub(1);
1959 let product_degree = first_coefficients_r.len().saturating_sub(1)
1960 + first_coefficients_s.len().saturating_sub(1)
1961 + 3;
1962 let needed = second_degree.max(product_degree) + 1;
1963 if needed > moments.len() {
1964 return Err(CubicCellKernelError::insufficient_moments(format!(
1965 "insufficient reduced moments for second derivative: need {}, have {}",
1966 needed,
1967 moments.len()
1968 ))
1969 .into());
1970 }
1971 let second_term = moment_dot_with_coefficients_unchecked(second_coefficients_rs, moments);
1972 let cubic = [cell.c0, cell.c1, cell.c2, cell.c3];
1979 const SCRATCH: usize = 32;
1983 let mut eta_r = [0.0_f64; SCRATCH];
1984 let mut eta_rs = [0.0_f64; SCRATCH];
1985 let er_len = poly_conv_into(&cubic, first_coefficients_r, &mut eta_r);
1986 let ers_len = poly_conv_into(&eta_r[..er_len], first_coefficients_s, &mut eta_rs);
1987 let mut eta_term = 0.0;
1988 for k in 0..ers_len {
1989 eta_term = eta_rs[k].mul_add(moments[k], eta_term);
1990 }
1991 Ok((second_term - eta_term) * INV_TWO_PI)
1992}
1993
1994#[inline]
2014pub fn cell_second_derivative_boundary_integrand(
2015 cell: DenestedCubicCell,
2016 first_coefficients_r: &[f64],
2017 first_coefficients_s: &[f64],
2018 second_coefficients_rs: &[f64],
2019 z: f64,
2020) -> f64 {
2021 let eta = cell.eta(z);
2022 let c_r = poly_eval_at(first_coefficients_r, z);
2023 let c_s = poly_eval_at(first_coefficients_s, z);
2024 let c_rs = poly_eval_at(second_coefficients_rs, z);
2025 (c_rs - eta * c_r * c_s) * (-cell.q(z)).exp() * INV_TWO_PI
2026}
2027
2028#[inline]
2050pub fn cell_third_derivative_boundary_integrand(
2051 cell: DenestedCubicCell,
2052 first_coefficients_r: &[f64],
2053 first_coefficients_s: &[f64],
2054 first_coefficients_t: &[f64],
2055 second_coefficients_rs: &[f64],
2056 second_coefficients_rt: &[f64],
2057 second_coefficients_st: &[f64],
2058 third_coefficients_rst: &[f64],
2059 z: f64,
2060) -> f64 {
2061 let eta = cell.eta(z);
2062 let c_r = poly_eval_at(first_coefficients_r, z);
2063 let c_s = poly_eval_at(first_coefficients_s, z);
2064 let c_t = poly_eval_at(first_coefficients_t, z);
2065 let c_rs = poly_eval_at(second_coefficients_rs, z);
2066 let c_rt = poly_eval_at(second_coefficients_rt, z);
2067 let c_st = poly_eval_at(second_coefficients_st, z);
2068 let c_rst = poly_eval_at(third_coefficients_rst, z);
2069 let amplitude =
2070 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;
2071 amplitude * (-cell.q(z)).exp() * INV_TWO_PI
2072}
2073
2074pub fn cell_density_boundary_integrand(cell: DenestedCubicCell, g: &[f64], z: f64) -> f64 {
2088 poly_eval_at(g, z) * (-cell.q(z)).exp() * INV_TWO_PI
2089}
2090
2091#[inline]
2093fn poly_eval_at(coefficients: &[f64], z: f64) -> f64 {
2094 let mut acc = 0.0_f64;
2095 for &c in coefficients.iter().rev() {
2096 acc = acc.mul_add(z, c);
2097 }
2098 acc
2099}
2100
2101#[inline]
2102fn moment_dot_with_coefficients(
2103 coefficients: &[f64],
2104 moments: &[f64],
2105 label: &str,
2106) -> Result<f64, String> {
2107 if coefficients.len() > moments.len() {
2108 return Err(CubicCellKernelError::insufficient_moments(format!(
2109 "insufficient reduced moments for {label}: need {}, have {}",
2110 coefficients.len(),
2111 moments.len()
2112 ))
2113 .into());
2114 }
2115 Ok(moment_dot_with_coefficients_unchecked(
2116 coefficients,
2117 moments,
2118 ))
2119}
2120
2121#[inline]
2122fn moment_dot_with_coefficients_unchecked(coefficients: &[f64], moments: &[f64]) -> f64 {
2123 let mut acc = 0.0;
2124 for (idx, &coeff) in coefficients.iter().enumerate() {
2125 acc = coeff.mul_add(moments[idx], acc);
2126 }
2127 acc
2128}
2129
2130#[inline]
2140fn poly_conv_into(lhs: &[f64], rhs: &[f64], out: &mut [f64]) -> usize {
2141 if lhs.is_empty() || rhs.is_empty() {
2142 return 0;
2143 }
2144 let len = lhs.len() + rhs.len() - 1;
2145 assert!(out.len() >= len);
2146 for slot in out[..len].iter_mut() {
2147 *slot = 0.0;
2148 }
2149 for (i, &lv) in lhs.iter().enumerate() {
2150 for (j, &rv) in rhs.iter().enumerate() {
2151 out[i + j] = lv.mul_add(rv, out[i + j]);
2152 }
2153 }
2154 len
2155}
2156
2157#[inline]
2158fn require_moments_degree(
2159 required_degree: usize,
2160 moments: &[f64],
2161 label: &str,
2162) -> Result<(), String> {
2163 if required_degree >= moments.len() {
2164 return Err(CubicCellKernelError::insufficient_moments(format!(
2165 "insufficient reduced moments for {label}: need {}, have {}",
2166 required_degree + 1,
2167 moments.len()
2168 ))
2169 .into());
2170 }
2171 Ok::<(), _>(())
2172}
2173
2174#[inline]
2175fn require_scratch_capacity(
2176 required_len: usize,
2177 capacity: usize,
2178 label: &str,
2179) -> Result<(), String> {
2180 if required_len > capacity {
2181 return Err(CubicCellKernelError::insufficient_moments(format!(
2182 "{label} polynomial convolution scratch too small: need {required_len}, have {capacity}"
2183 ))
2184 .into());
2185 }
2186 Ok::<(), _>(())
2187}
2188
2189#[inline]
2190fn convolution_chain_len(lengths: &[usize]) -> usize {
2191 if lengths.is_empty() || lengths.contains(&0) {
2192 0
2193 } else {
2194 lengths.iter().sum::<usize>() - (lengths.len() - 1)
2195 }
2196}
2197
2198#[inline]
2199fn first_coefficients_degree(label: &str, coefficients: &[f64]) -> Result<usize, String> {
2200 coefficients
2201 .len()
2202 .checked_sub(1)
2203 .ok_or_else(|| format!("{label} first-derivative coefficients must be non-empty"))
2204}
2205
2206#[inline]
2207pub fn cell_third_derivative_from_moments(
2208 cell: DenestedCubicCell,
2209 first_coefficients_r: &[f64],
2210 first_coefficients_s: &[f64],
2211 first_coefficients_t: &[f64],
2212 second_coefficients_rs: &[f64],
2213 second_coefficients_rt: &[f64],
2214 second_coefficients_st: &[f64],
2215 third_coefficients_rst: &[f64],
2216 moments: &[f64],
2217) -> Result<f64, String> {
2218 let eta = [cell.c0, cell.c1, cell.c2, cell.c3];
2219 let r_degree = first_coefficients_degree("r", first_coefficients_r)?;
2220 let s_degree = first_coefficients_degree("s", first_coefficients_s)?;
2221 let t_degree = first_coefficients_degree("t", first_coefficients_t)?;
2222 let second_sum_degree = [
2223 second_coefficients_rs.len() + first_coefficients_t.len(),
2224 second_coefficients_rt.len() + first_coefficients_s.len(),
2225 second_coefficients_st.len() + first_coefficients_r.len(),
2226 ]
2227 .into_iter()
2228 .max()
2229 .unwrap_or(0)
2230 .saturating_sub(1);
2231 let triple_product_degree = r_degree + s_degree + t_degree;
2232 let needed = (third_coefficients_rst.len().saturating_sub(1))
2233 .max(3 + second_sum_degree)
2234 .max(6 + triple_product_degree);
2235 require_moments_degree(needed, moments, "third derivative")?;
2236
2237 let third_term = moment_dot_with_coefficients_unchecked(third_coefficients_rst, moments);
2238
2239 const SCRATCH: usize = 32;
2243 let max_linear_conv_len = [
2244 convolution_chain_len(&[
2245 eta.len(),
2246 second_coefficients_rs.len(),
2247 first_coefficients_t.len(),
2248 ]),
2249 convolution_chain_len(&[
2250 eta.len(),
2251 second_coefficients_rt.len(),
2252 first_coefficients_s.len(),
2253 ]),
2254 convolution_chain_len(&[
2255 eta.len(),
2256 second_coefficients_st.len(),
2257 first_coefficients_r.len(),
2258 ]),
2259 ]
2260 .into_iter()
2261 .max()
2262 .unwrap_or(0);
2263 let max_cubic_conv_len = convolution_chain_len(&[
2264 7,
2265 first_coefficients_r.len(),
2266 first_coefficients_s.len(),
2267 first_coefficients_t.len(),
2268 ]);
2269 require_scratch_capacity(
2270 max_linear_conv_len.max(max_cubic_conv_len),
2271 SCRATCH,
2272 "third derivative",
2273 )?;
2274 let mut buf_a = [0.0_f64; SCRATCH];
2275 let mut buf_b = [0.0_f64; SCRATCH];
2276
2277 let mut eta_second_term = 0.0;
2280 let conv_dot = |first: &[f64],
2281 second: &[f64],
2282 buf_a: &mut [f64; SCRATCH],
2283 buf_b: &mut [f64; SCRATCH]|
2284 -> f64 {
2285 let m = poly_conv_into(first, second, buf_a);
2286 let n = poly_conv_into(&eta, &buf_a[..m], buf_b);
2287 let mut acc = 0.0;
2288 for k in 0..n {
2289 acc = buf_b[k].mul_add(moments[k], acc);
2290 }
2291 acc
2292 };
2293 eta_second_term += conv_dot(
2294 second_coefficients_rs,
2295 first_coefficients_t,
2296 &mut buf_a,
2297 &mut buf_b,
2298 );
2299 eta_second_term += conv_dot(
2300 second_coefficients_rt,
2301 first_coefficients_s,
2302 &mut buf_a,
2303 &mut buf_b,
2304 );
2305 eta_second_term += conv_dot(
2306 second_coefficients_st,
2307 first_coefficients_r,
2308 &mut buf_a,
2309 &mut buf_b,
2310 );
2311
2312 let mut eta_sq_minus_one = [0.0_f64; 7];
2315 for (i, &eta_i) in eta.iter().enumerate() {
2316 for (j, &eta_j) in eta.iter().enumerate() {
2317 eta_sq_minus_one[i + j] = eta_i.mul_add(eta_j, eta_sq_minus_one[i + j]);
2318 }
2319 }
2320 eta_sq_minus_one[0] -= 1.0;
2321
2322 let rs_len = poly_conv_into(first_coefficients_r, first_coefficients_s, &mut buf_a);
2323 let rst_len = poly_conv_into(&buf_a[..rs_len], first_coefficients_t, &mut buf_b);
2324 let final_len = poly_conv_into(&eta_sq_minus_one, &buf_b[..rst_len], &mut buf_a);
2326 let mut cubic_coeff_term = 0.0;
2327 for k in 0..final_len {
2328 cubic_coeff_term = buf_a[k].mul_add(moments[k], cubic_coeff_term);
2329 }
2330
2331 Ok((third_term - eta_second_term + cubic_coeff_term) * INV_TWO_PI)
2332}
2333
2334#[inline]
2335pub fn cell_fourth_derivative_from_moments(
2336 cell: DenestedCubicCell,
2337 first_coefficients_r: &[f64],
2338 first_coefficients_s: &[f64],
2339 first_coefficients_t: &[f64],
2340 first_coefficients_u: &[f64],
2341 second_coefficients_rs: &[f64],
2342 second_coefficients_rt: &[f64],
2343 second_coefficients_ru: &[f64],
2344 second_coefficients_st: &[f64],
2345 second_coefficients_su: &[f64],
2346 second_coefficients_tu: &[f64],
2347 third_coefficients_rst: &[f64],
2348 third_coefficients_rsu: &[f64],
2349 third_coefficients_rtu: &[f64],
2350 third_coefficients_stu: &[f64],
2351 fourth_coefficients_rstu: &[f64],
2352 moments: &[f64],
2353) -> Result<f64, String> {
2354 let eta = [cell.c0, cell.c1, cell.c2, cell.c3];
2355 let r_degree = first_coefficients_degree("r", first_coefficients_r)?;
2356 let s_degree = first_coefficients_degree("s", first_coefficients_s)?;
2357 let t_degree = first_coefficients_degree("t", first_coefficients_t)?;
2358 let u_degree = first_coefficients_degree("u", first_coefficients_u)?;
2359 let linear_sum_degree = [
2360 third_coefficients_rst.len() + first_coefficients_u.len(),
2361 third_coefficients_rsu.len() + first_coefficients_t.len(),
2362 third_coefficients_rtu.len() + first_coefficients_s.len(),
2363 third_coefficients_stu.len() + first_coefficients_r.len(),
2364 second_coefficients_rs.len() + second_coefficients_tu.len(),
2365 second_coefficients_rt.len() + second_coefficients_su.len(),
2366 second_coefficients_ru.len() + second_coefficients_st.len(),
2367 ]
2368 .into_iter()
2369 .max()
2370 .unwrap_or(0)
2371 .saturating_sub(1);
2372 let quad_sum_degree = [
2373 second_coefficients_rs.len() + first_coefficients_t.len() + first_coefficients_u.len(),
2374 second_coefficients_rt.len() + first_coefficients_s.len() + first_coefficients_u.len(),
2375 second_coefficients_ru.len() + first_coefficients_s.len() + first_coefficients_t.len(),
2376 second_coefficients_st.len() + first_coefficients_r.len() + first_coefficients_u.len(),
2377 second_coefficients_su.len() + first_coefficients_r.len() + first_coefficients_t.len(),
2378 second_coefficients_tu.len() + first_coefficients_r.len() + first_coefficients_s.len(),
2379 ]
2380 .into_iter()
2381 .max()
2382 .unwrap_or(0)
2383 .saturating_sub(2);
2384 let quartic_product_degree = r_degree + s_degree + t_degree + u_degree;
2385 let needed = (fourth_coefficients_rstu.len().saturating_sub(1))
2386 .max(3 + linear_sum_degree)
2387 .max(6 + quad_sum_degree)
2388 .max(9 + quartic_product_degree);
2389 require_moments_degree(needed, moments, "fourth derivative")?;
2390
2391 let fourth_term = moment_dot_with_coefficients_unchecked(fourth_coefficients_rstu, moments);
2392
2393 const SCRATCH: usize = 32;
2397 let max_linear_conv_len = [
2398 convolution_chain_len(&[
2399 eta.len(),
2400 third_coefficients_rst.len(),
2401 first_coefficients_u.len(),
2402 ]),
2403 convolution_chain_len(&[
2404 eta.len(),
2405 third_coefficients_rsu.len(),
2406 first_coefficients_t.len(),
2407 ]),
2408 convolution_chain_len(&[
2409 eta.len(),
2410 third_coefficients_rtu.len(),
2411 first_coefficients_s.len(),
2412 ]),
2413 convolution_chain_len(&[
2414 eta.len(),
2415 third_coefficients_stu.len(),
2416 first_coefficients_r.len(),
2417 ]),
2418 convolution_chain_len(&[
2419 eta.len(),
2420 second_coefficients_rs.len(),
2421 second_coefficients_tu.len(),
2422 ]),
2423 convolution_chain_len(&[
2424 eta.len(),
2425 second_coefficients_rt.len(),
2426 second_coefficients_su.len(),
2427 ]),
2428 convolution_chain_len(&[
2429 eta.len(),
2430 second_coefficients_ru.len(),
2431 second_coefficients_st.len(),
2432 ]),
2433 ]
2434 .into_iter()
2435 .max()
2436 .unwrap_or(0);
2437 let max_quad_conv_len = [
2438 convolution_chain_len(&[
2439 7,
2440 second_coefficients_rs.len(),
2441 first_coefficients_t.len(),
2442 first_coefficients_u.len(),
2443 ]),
2444 convolution_chain_len(&[
2445 7,
2446 second_coefficients_rt.len(),
2447 first_coefficients_s.len(),
2448 first_coefficients_u.len(),
2449 ]),
2450 convolution_chain_len(&[
2451 7,
2452 second_coefficients_ru.len(),
2453 first_coefficients_s.len(),
2454 first_coefficients_t.len(),
2455 ]),
2456 convolution_chain_len(&[
2457 7,
2458 second_coefficients_st.len(),
2459 first_coefficients_r.len(),
2460 first_coefficients_u.len(),
2461 ]),
2462 convolution_chain_len(&[
2463 7,
2464 second_coefficients_su.len(),
2465 first_coefficients_r.len(),
2466 first_coefficients_t.len(),
2467 ]),
2468 convolution_chain_len(&[
2469 7,
2470 second_coefficients_tu.len(),
2471 first_coefficients_r.len(),
2472 first_coefficients_s.len(),
2473 ]),
2474 ]
2475 .into_iter()
2476 .max()
2477 .unwrap_or(0);
2478 let max_quartic_conv_len = convolution_chain_len(&[
2479 10,
2480 first_coefficients_r.len(),
2481 first_coefficients_s.len(),
2482 first_coefficients_t.len(),
2483 first_coefficients_u.len(),
2484 ]);
2485 require_scratch_capacity(
2486 max_linear_conv_len
2487 .max(max_quad_conv_len)
2488 .max(max_quartic_conv_len),
2489 SCRATCH,
2490 "fourth derivative",
2491 )?;
2492 let mut buf_a = [0.0_f64; SCRATCH];
2493 let mut buf_b = [0.0_f64; SCRATCH];
2494
2495 let conv_eta_dot = |first: &[f64],
2499 second: &[f64],
2500 buf_a: &mut [f64; SCRATCH],
2501 buf_b: &mut [f64; SCRATCH]|
2502 -> f64 {
2503 let m = poly_conv_into(first, second, buf_a);
2504 let n = poly_conv_into(&eta, &buf_a[..m], buf_b);
2505 let mut acc = 0.0;
2506 for k in 0..n {
2507 acc = buf_b[k].mul_add(moments[k], acc);
2508 }
2509 acc
2510 };
2511 let mut eta_linear_term = 0.0;
2512 eta_linear_term += conv_eta_dot(
2513 third_coefficients_rst,
2514 first_coefficients_u,
2515 &mut buf_a,
2516 &mut buf_b,
2517 );
2518 eta_linear_term += conv_eta_dot(
2519 third_coefficients_rsu,
2520 first_coefficients_t,
2521 &mut buf_a,
2522 &mut buf_b,
2523 );
2524 eta_linear_term += conv_eta_dot(
2525 third_coefficients_rtu,
2526 first_coefficients_s,
2527 &mut buf_a,
2528 &mut buf_b,
2529 );
2530 eta_linear_term += conv_eta_dot(
2531 third_coefficients_stu,
2532 first_coefficients_r,
2533 &mut buf_a,
2534 &mut buf_b,
2535 );
2536 eta_linear_term += conv_eta_dot(
2537 second_coefficients_rs,
2538 second_coefficients_tu,
2539 &mut buf_a,
2540 &mut buf_b,
2541 );
2542 eta_linear_term += conv_eta_dot(
2543 second_coefficients_rt,
2544 second_coefficients_su,
2545 &mut buf_a,
2546 &mut buf_b,
2547 );
2548 eta_linear_term += conv_eta_dot(
2549 second_coefficients_ru,
2550 second_coefficients_st,
2551 &mut buf_a,
2552 &mut buf_b,
2553 );
2554
2555 let mut eta_sq_minus_one = [0.0_f64; 7];
2556 for (i, &eta_i) in eta.iter().enumerate() {
2557 for (j, &eta_j) in eta.iter().enumerate() {
2558 eta_sq_minus_one[i + j] = eta_i.mul_add(eta_j, eta_sq_minus_one[i + j]);
2559 }
2560 }
2561 eta_sq_minus_one[0] -= 1.0;
2562
2563 let mut buf_c = [0.0_f64; SCRATCH];
2566 let conv_weighted_triple_dot = |weight: &[f64],
2567 a: &[f64],
2568 b: &[f64],
2569 c: &[f64],
2570 buf_a: &mut [f64; SCRATCH],
2571 buf_b: &mut [f64; SCRATCH],
2572 buf_c: &mut [f64; SCRATCH]|
2573 -> f64 {
2574 let ab_len = poly_conv_into(a, b, buf_a);
2575 let abc_len = poly_conv_into(&buf_a[..ab_len], c, buf_b);
2576 let final_len = poly_conv_into(weight, &buf_b[..abc_len], buf_c);
2577 let mut acc = 0.0;
2578 for k in 0..final_len {
2579 acc = buf_c[k].mul_add(moments[k], acc);
2580 }
2581 acc
2582 };
2583 let mut quad_coeff_term = 0.0;
2584 quad_coeff_term += conv_weighted_triple_dot(
2585 &eta_sq_minus_one,
2586 second_coefficients_rs,
2587 first_coefficients_t,
2588 first_coefficients_u,
2589 &mut buf_a,
2590 &mut buf_b,
2591 &mut buf_c,
2592 );
2593 quad_coeff_term += conv_weighted_triple_dot(
2594 &eta_sq_minus_one,
2595 second_coefficients_rt,
2596 first_coefficients_s,
2597 first_coefficients_u,
2598 &mut buf_a,
2599 &mut buf_b,
2600 &mut buf_c,
2601 );
2602 quad_coeff_term += conv_weighted_triple_dot(
2603 &eta_sq_minus_one,
2604 second_coefficients_ru,
2605 first_coefficients_s,
2606 first_coefficients_t,
2607 &mut buf_a,
2608 &mut buf_b,
2609 &mut buf_c,
2610 );
2611 quad_coeff_term += conv_weighted_triple_dot(
2612 &eta_sq_minus_one,
2613 second_coefficients_st,
2614 first_coefficients_r,
2615 first_coefficients_u,
2616 &mut buf_a,
2617 &mut buf_b,
2618 &mut buf_c,
2619 );
2620 quad_coeff_term += conv_weighted_triple_dot(
2621 &eta_sq_minus_one,
2622 second_coefficients_su,
2623 first_coefficients_r,
2624 first_coefficients_t,
2625 &mut buf_a,
2626 &mut buf_b,
2627 &mut buf_c,
2628 );
2629 quad_coeff_term += conv_weighted_triple_dot(
2630 &eta_sq_minus_one,
2631 second_coefficients_tu,
2632 first_coefficients_r,
2633 first_coefficients_s,
2634 &mut buf_a,
2635 &mut buf_b,
2636 &mut buf_c,
2637 );
2638
2639 let mut eta_sq = [0.0_f64; 7];
2642 for (i, &eta_i) in eta.iter().enumerate() {
2643 for (j, &eta_j) in eta.iter().enumerate() {
2644 eta_sq[i + j] = eta_i.mul_add(eta_j, eta_sq[i + j]);
2645 }
2646 }
2647 let mut cubic_weight = [0.0_f64; 10];
2648 for (i, &eta_sq_i) in eta_sq.iter().enumerate() {
2649 for (j, &eta_j) in eta.iter().enumerate() {
2650 cubic_weight[i + j] = (-eta_sq_i).mul_add(eta_j, cubic_weight[i + j]);
2651 }
2652 }
2653 for (idx, &eta_coeff) in eta.iter().enumerate() {
2654 cubic_weight[idx] += 3.0 * eta_coeff;
2655 }
2656
2657 let rs_len = poly_conv_into(first_coefficients_r, first_coefficients_s, &mut buf_a);
2662 let rst_len = poly_conv_into(&buf_a[..rs_len], first_coefficients_t, &mut buf_b);
2663 let rstu_len = poly_conv_into(&buf_b[..rst_len], first_coefficients_u, &mut buf_a);
2664 let final_len = poly_conv_into(&cubic_weight, &buf_a[..rstu_len], &mut buf_b);
2665 let mut quartic_coeff_term = 0.0;
2666 for k in 0..final_len {
2667 quartic_coeff_term = buf_b[k].mul_add(moments[k], quartic_coeff_term);
2668 }
2669
2670 Ok((fourth_term - eta_linear_term + quad_coeff_term + quartic_coeff_term) * INV_TWO_PI)
2671}
2672
2673#[inline]
2674pub fn global_cubic_from_local(span: LocalSpanCubic) -> (f64, f64, f64, f64) {
2675 let left = span.left;
2676 let q0 = span.c0 - span.c1 * left + span.c2 * left * left - span.c3 * left * left * left;
2677 let q1 = span.c1 - 2.0 * span.c2 * left + 3.0 * span.c3 * left * left;
2678 let q2 = span.c2 - 3.0 * span.c3 * left;
2679 let q3 = span.c3;
2680 (q0, q1, q2, q3)
2681}
2682
2683#[inline]
2707pub fn transformed_link_cubic(link_span: LocalSpanCubic, a: f64, b: f64) -> (f64, f64, f64, f64) {
2708 let shift = a - link_span.left;
2709 let d0 = link_span.c0
2710 + link_span.c1 * shift
2711 + link_span.c2 * shift * shift
2712 + link_span.c3 * shift * shift * shift;
2713 let d1 = b * (link_span.c1 + 2.0 * link_span.c2 * shift + 3.0 * link_span.c3 * shift * shift);
2714 let d2 = b * b * (link_span.c2 + 3.0 * link_span.c3 * shift);
2715 let d3 = link_span.c3 * b * b * b;
2716 (d0, d1, d2, d3)
2717}
2718
2719#[inline]
2720pub fn denested_cell_coefficients(
2721 score_span: LocalSpanCubic,
2722 link_span: LocalSpanCubic,
2723 a: f64,
2724 b: f64,
2725) -> [f64; 4] {
2726 let (h0, h1, h2, h3) = global_cubic_from_local(score_span);
2727 let (d0, d1, d2, d3) = transformed_link_cubic(link_span, a, b);
2728 [a + b * h0 + d0, b + b * h1 + d1, b * h2 + d2, b * h3 + d3]
2729}
2730
2731#[inline]
2732pub fn denested_cell_coefficient_partials(
2733 score_span: LocalSpanCubic,
2734 link_span: LocalSpanCubic,
2735 a: f64,
2736 b: f64,
2737) -> ([f64; 4], [f64; 4]) {
2738 let (h0, h1, h2, h3) = global_cubic_from_local(score_span);
2739 let shift = a - link_span.left;
2740 let alpha1 = link_span.c1;
2741 let alpha2 = link_span.c2;
2742 let alpha3 = link_span.c3;
2743 let dc_da = [
2744 1.0 + alpha1 + 2.0 * alpha2 * shift + 3.0 * alpha3 * shift * shift,
2745 b * (2.0 * alpha2 + 6.0 * alpha3 * shift),
2746 3.0 * alpha3 * b * b,
2747 0.0,
2748 ];
2749 let dc_db = [
2750 h0,
2751 1.0 + h1 + alpha1 + 2.0 * alpha2 * shift + 3.0 * alpha3 * shift * shift,
2752 h2 + 2.0 * b * (alpha2 + 3.0 * alpha3 * shift),
2753 h3 + 3.0 * alpha3 * b * b,
2754 ];
2755 (dc_da, dc_db)
2756}
2757
2758#[inline]
2759fn link_cubic_second_partials(
2760 link_span: LocalSpanCubic,
2761 a: f64,
2762 b: f64,
2763) -> ([f64; 4], [f64; 4], [f64; 4]) {
2764 let shift = a - link_span.left;
2765 let alpha2 = link_span.c2;
2766 let alpha3 = link_span.c3;
2767 let dc_daa = [
2768 2.0 * alpha2 + 6.0 * alpha3 * shift,
2769 6.0 * alpha3 * b,
2770 0.0,
2771 0.0,
2772 ];
2773 let dc_dab = [
2774 0.0,
2775 2.0 * alpha2 + 6.0 * alpha3 * shift,
2776 6.0 * alpha3 * b,
2777 0.0,
2778 ];
2779 let dc_dbb = [
2780 0.0,
2781 0.0,
2782 2.0 * (alpha2 + 3.0 * alpha3 * shift),
2783 6.0 * alpha3 * b,
2784 ];
2785 (dc_daa, dc_dab, dc_dbb)
2786}
2787
2788#[inline]
2789pub fn denested_cell_second_partials(
2790 score_span: LocalSpanCubic,
2791 link_span: LocalSpanCubic,
2792 a: f64,
2793 b: f64,
2794) -> ([f64; 4], [f64; 4], [f64; 4]) {
2795 let score_left = score_span.left;
2796 if !score_left.is_finite() {
2797 return ([f64::NAN; 4], [f64::NAN; 4], [f64::NAN; 4]);
2798 }
2799 link_cubic_second_partials(link_span, a, b)
2800}
2801
2802#[inline]
2803fn link_cubic_third_partials(
2804 link_span: LocalSpanCubic,
2805) -> ([f64; 4], [f64; 4], [f64; 4], [f64; 4]) {
2806 let alpha3 = link_span.c3;
2807 (
2808 [6.0 * alpha3, 0.0, 0.0, 0.0],
2809 [0.0, 6.0 * alpha3, 0.0, 0.0],
2810 [0.0, 0.0, 6.0 * alpha3, 0.0],
2811 [0.0, 0.0, 0.0, 6.0 * alpha3],
2812 )
2813}
2814
2815#[inline]
2816pub fn denested_cell_third_partials(
2817 link_span: LocalSpanCubic,
2818) -> ([f64; 4], [f64; 4], [f64; 4], [f64; 4]) {
2819 link_cubic_third_partials(link_span)
2820}
2821
2822#[inline]
2823pub fn score_basis_cell_coefficients(score_basis_span: LocalSpanCubic, b: f64) -> [f64; 4] {
2824 let (h0, h1, h2, h3) = global_cubic_from_local(score_basis_span);
2825 [b * h0, b * h1, b * h2, b * h3]
2826}
2827
2828#[inline]
2829pub fn link_basis_cell_coefficients(link_basis_span: LocalSpanCubic, a: f64, b: f64) -> [f64; 4] {
2830 let (d0, d1, d2, d3) = transformed_link_cubic(link_basis_span, a, b);
2831 [d0, d1, d2, d3]
2832}
2833
2834#[inline]
2835pub fn link_basis_cell_coefficient_partials(
2836 link_basis_span: LocalSpanCubic,
2837 a: f64,
2838 b: f64,
2839) -> ([f64; 4], [f64; 4]) {
2840 let shift = a - link_basis_span.left;
2841 let alpha1 = link_basis_span.c1;
2842 let alpha2 = link_basis_span.c2;
2843 let alpha3 = link_basis_span.c3;
2844 let dc_da = [
2845 alpha1 + 2.0 * alpha2 * shift + 3.0 * alpha3 * shift * shift,
2846 b * (2.0 * alpha2 + 6.0 * alpha3 * shift),
2847 3.0 * alpha3 * b * b,
2848 0.0,
2849 ];
2850 let dc_db = [
2851 0.0,
2852 alpha1 + 2.0 * alpha2 * shift + 3.0 * alpha3 * shift * shift,
2853 2.0 * b * (alpha2 + 3.0 * alpha3 * shift),
2854 3.0 * alpha3 * b * b,
2855 ];
2856 (dc_da, dc_db)
2857}
2858
2859#[inline]
2860pub fn link_basis_cell_second_partials(
2861 link_basis_span: LocalSpanCubic,
2862 a: f64,
2863 b: f64,
2864) -> ([f64; 4], [f64; 4], [f64; 4]) {
2865 link_cubic_second_partials(link_basis_span, a, b)
2866}
2867
2868#[inline]
2869pub fn link_basis_cell_third_partials(
2870 link_basis_span: LocalSpanCubic,
2871) -> ([f64; 4], [f64; 4], [f64; 4], [f64; 4]) {
2872 link_cubic_third_partials(link_basis_span)
2873}
2874
2875pub fn build_denested_partition_cells<FS, FL>(
2876 a: f64,
2877 b: f64,
2878 score_breaks: &[f64],
2879 link_breaks: &[f64],
2880 score_span_at: FS,
2881 link_span_at: FL,
2882) -> Result<Vec<DenestedPartitionCell>, String>
2883where
2884 FS: FnMut(f64) -> Result<LocalSpanCubic, String>,
2885 FL: FnMut(f64) -> Result<LocalSpanCubic, String>,
2886{
2887 build_denested_partition_cells_with_tails(
2888 a,
2889 b,
2890 score_breaks,
2891 link_breaks,
2892 score_span_at,
2893 link_span_at,
2894 )
2895}
2896
2897pub fn build_denested_partition_cells_with_tails<FS, FL>(
2906 a: f64,
2907 b: f64,
2908 score_breaks: &[f64],
2909 link_breaks: &[f64],
2910 mut score_span_at: FS,
2911 mut link_span_at: FL,
2912) -> Result<Vec<DenestedPartitionCell>, String>
2913where
2914 FS: FnMut(f64) -> Result<LocalSpanCubic, String>,
2915 FL: FnMut(f64) -> Result<LocalSpanCubic, String>,
2916{
2917 let mut split_points: Vec<(f64, PartitionEdge)> = score_breaks
2922 .iter()
2923 .map(|&sigma| (sigma, PartitionEdge::Fixed(sigma)))
2924 .collect();
2925 if b.abs() > 1e-12 {
2926 for &tau in link_breaks {
2927 let z = (tau - a) / b;
2928 if z.is_finite() {
2929 split_points.push((z, PartitionEdge::Crossing { tau }));
2930 }
2931 }
2932 }
2933 dedup_sorted_tagged_breakpoints(&mut split_points);
2934
2935 let mut out = Vec::new();
2936
2937 if split_points.is_empty() {
2938 let score_span = score_span_at(0.0)?;
2939 let link_span = link_span_at(a)?;
2940 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
2941 return Ok(vec![DenestedPartitionCell {
2942 cell: DenestedCubicCell {
2943 left: f64::NEG_INFINITY,
2944 right: f64::INFINITY,
2945 c0: coeffs[0],
2946 c1: coeffs[1],
2947 c2: 0.0,
2948 c3: 0.0,
2949 },
2950 score_span,
2951 link_span,
2952 left_edge: PartitionEdge::Fixed(f64::NEG_INFINITY),
2953 right_edge: PartitionEdge::Fixed(f64::INFINITY),
2954 }]);
2955 }
2956
2957 let (leftmost, leftmost_edge) = split_points[0];
2959 let left_probe = interval_probe_point(f64::NEG_INFINITY, leftmost)?;
2962 let left_score_span = score_span_at(left_probe)?;
2963 let left_link_span = link_span_at(a + b * left_probe)?;
2964 let left_coeffs = denested_cell_coefficients(left_score_span, left_link_span, a, b);
2965 if left_coeffs[2].abs() > NORMALIZED_CELL_BRANCH_TOL
2966 || left_coeffs[3].abs() > NORMALIZED_CELL_BRANCH_TOL
2967 {
2968 return Err(CubicCellKernelError::invalid_cell_shape(format!(
2969 "left tail cell must be affine (deviations constant outside support), \
2970 got c2={:.3e}, c3={:.3e}",
2971 left_coeffs[2], left_coeffs[3]
2972 ))
2973 .into());
2974 }
2975 out.push(DenestedPartitionCell {
2976 cell: DenestedCubicCell {
2977 left: f64::NEG_INFINITY,
2978 right: leftmost,
2979 c0: left_coeffs[0],
2980 c1: left_coeffs[1],
2981 c2: 0.0,
2982 c3: 0.0,
2983 },
2984 score_span: left_score_span,
2985 link_span: left_link_span,
2986 left_edge: PartitionEdge::Fixed(f64::NEG_INFINITY),
2987 right_edge: leftmost_edge,
2988 });
2989
2990 for window in split_points.windows(2) {
2992 let (left, left_edge) = window[0];
2993 let (right, right_edge) = window[1];
2994 if !left.is_finite() || !right.is_finite() || right - left <= 1e-12 {
2995 continue;
2996 }
2997 let mid = interval_probe_point(left, right)?;
2998 let score_span = score_span_at(mid)?;
2999 let link_span = link_span_at(a + b * mid)?;
3000 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
3001 out.push(DenestedPartitionCell {
3002 cell: DenestedCubicCell {
3003 left,
3004 right,
3005 c0: coeffs[0],
3006 c1: coeffs[1],
3007 c2: coeffs[2],
3008 c3: coeffs[3],
3009 },
3010 score_span,
3011 link_span,
3012 left_edge,
3013 right_edge,
3014 });
3015 }
3016
3017 let (rightmost, rightmost_edge) = *split_points.last().unwrap();
3019 let right_probe = interval_probe_point(rightmost, f64::INFINITY)?;
3020 let right_score_span = score_span_at(right_probe)?;
3021 let right_link_span = link_span_at(a + b * right_probe)?;
3022 let right_coeffs = denested_cell_coefficients(right_score_span, right_link_span, a, b);
3023 if right_coeffs[2].abs() > NORMALIZED_CELL_BRANCH_TOL
3024 || right_coeffs[3].abs() > NORMALIZED_CELL_BRANCH_TOL
3025 {
3026 return Err(CubicCellKernelError::invalid_cell_shape(format!(
3027 "right tail cell must be affine (deviations constant outside support), \
3028 got c2={:.3e}, c3={:.3e}",
3029 right_coeffs[2], right_coeffs[3]
3030 ))
3031 .into());
3032 }
3033 out.push(DenestedPartitionCell {
3034 cell: DenestedCubicCell {
3035 left: rightmost,
3036 right: f64::INFINITY,
3037 c0: right_coeffs[0],
3038 c1: right_coeffs[1],
3039 c2: 0.0,
3040 c3: 0.0,
3041 },
3042 score_span: right_score_span,
3043 link_span: right_link_span,
3044 left_edge: rightmost_edge,
3045 right_edge: PartitionEdge::Fixed(f64::INFINITY),
3046 });
3047
3048 Ok(out)
3049}
3050
3051#[inline]
3052pub fn normalized_non_affine_coefficients(
3053 left: f64,
3054 right: f64,
3055 c0: f64,
3056 c1: f64,
3057 c2: f64,
3058 c3: f64,
3059) -> Result<(f64, f64), String> {
3060 let width = right - left;
3061 if !width.is_finite() || width <= 0.0 {
3062 return Err(CubicCellKernelError::invalid_cell_shape(format!(
3063 "normalized cubic coefficients require a positive finite cell width, got left={left}, right={right}"
3064 ))
3065 .into());
3066 }
3067 let anchor_scale = c0.abs() + c1.abs();
3068 if !anchor_scale.is_finite() {
3069 return Err(CubicCellKernelError::invalid_cell_shape(format!(
3070 "normalized cubic coefficients require finite affine coefficients, got c0={c0}, c1={c1}"
3071 ))
3072 .into());
3073 }
3074 let mid = 0.5 * (left + right);
3075 let half = 0.5 * width;
3076 let k2 = half * half * (c2 + 3.0 * c3 * mid);
3077 let k3 = c3 * half * half * half;
3078 Ok((k2, k3))
3079}
3080
3081#[inline]
3082pub fn branch_cell(cell: DenestedCubicCell) -> Result<ExactCellBranch, String> {
3083 let tol = effective_branch_tol(cell);
3084 if !cell.left.is_finite() || !cell.right.is_finite() {
3085 if cell.c2.abs() <= tol && cell.c3.abs() <= tol {
3086 return Ok(ExactCellBranch::Affine);
3087 }
3088 return Err(CubicCellKernelError::invalid_cell_shape(format!(
3089 "non-affine cells require finite bounds, got [{}, {}] with c2={:.6e}, c3={:.6e}",
3090 cell.left, cell.right, cell.c2, cell.c3
3091 ))
3092 .into());
3093 }
3094 let (k2, k3) = normalized_non_affine_coefficients(
3095 cell.left, cell.right, cell.c0, cell.c1, cell.c2, cell.c3,
3096 )?;
3097 if k2.abs() <= tol && k3.abs() <= tol {
3098 Ok(ExactCellBranch::Affine)
3099 } else if k3.abs() <= tol {
3100 Ok(ExactCellBranch::Quartic)
3101 } else {
3102 Ok(ExactCellBranch::Sextic)
3103 }
3104}
3105
3106#[inline]
3107fn degenerate_sextic_branch(
3108 cell: DenestedCubicCell,
3109 lead: f64,
3110) -> Result<Option<ExactCellBranch>, String> {
3111 let (normalized_k2, normalized_k3) = normalized_non_affine_coefficients(
3115 cell.left, cell.right, cell.c0, cell.c1, cell.c2, cell.c3,
3116 )?;
3117 if normalized_k3.abs() > NORMALIZED_CELL_BRANCH_TOL && lead.abs() > 1e-18 {
3118 return Ok(None);
3119 }
3120 if normalized_k2.abs() > NORMALIZED_CELL_BRANCH_TOL {
3121 Ok(Some(ExactCellBranch::Quartic))
3122 } else {
3123 Ok(Some(ExactCellBranch::Affine))
3124 }
3125}
3126
3127#[inline]
3128fn validate_bvn_args(h: f64, k: f64, rho: f64) -> Result<(), String> {
3129 if !h.is_finite() && !h.is_infinite() {
3130 return Err(CubicCellKernelError::bivariate_normal_domain(
3131 "bivariate normal cdf requires finite or infinite h",
3132 )
3133 .into());
3134 }
3135 if !k.is_finite() && !k.is_infinite() {
3136 return Err(CubicCellKernelError::bivariate_normal_domain(
3137 "bivariate normal cdf requires finite or infinite k",
3138 )
3139 .into());
3140 }
3141 if !rho.is_finite() {
3142 return Err(CubicCellKernelError::bivariate_normal_domain(format!(
3143 "bivariate normal cdf requires finite correlation, got {rho}"
3144 ))
3145 .into());
3146 }
3147 Ok::<(), _>(())
3148}
3149
3150#[inline]
3151fn bvn_gl_sum(h: f64, k: f64, rho_clamped: f64, asr: f64) -> f64 {
3152 if rho_clamped == 0.0 {
3159 return 0.0;
3160 }
3161 let hs = 0.5 * (h * h + k * k);
3162 let hk = h * k;
3163 let half_asr = 0.5 * asr;
3164 let (sin_mid, cos_mid) = half_asr.sin_cos();
3165 let mut sum = 0.0;
3166 for i in 0..10 {
3167 let node = GL20_NODES[i].abs();
3168 let weight = GL20_WEIGHTS[i];
3169 let (sin_delta, cos_delta) = (half_asr * node).sin_cos();
3170
3171 let sn_lo = sin_mid * cos_delta - cos_mid * sin_delta;
3172 let one_minus_lo = 1.0 - sn_lo * sn_lo;
3173 let expo_lo = ((sn_lo * hk) - hs) / one_minus_lo;
3174
3175 let sn_hi = sin_mid * cos_delta + cos_mid * sin_delta;
3176 let one_minus_hi = 1.0 - sn_hi * sn_hi;
3177 let expo_hi = ((sn_hi * hk) - hs) / one_minus_hi;
3178
3179 sum += weight * (expo_lo.exp() + expo_hi.exp());
3180 }
3181 sum
3182}
3183
3184pub fn bivariate_normal_cdf(h: f64, k: f64, rho: f64) -> Result<f64, String> {
3185 validate_bvn_args(h, k, rho)?;
3186 if h == f64::NEG_INFINITY || k == f64::NEG_INFINITY {
3187 return Ok(0.0);
3188 }
3189 if h == f64::INFINITY {
3190 return Ok(normal_cdf(k));
3191 }
3192 if k == f64::INFINITY {
3193 return Ok(normal_cdf(h));
3194 }
3195
3196 let rho_clamped = rho.clamp(-1.0, 1.0);
3197 if rho_clamped >= 1.0 - 1e-12 {
3198 return Ok(normal_cdf(h.min(k)));
3199 }
3200 if rho_clamped <= -1.0 + 1e-12 {
3201 return Ok((normal_cdf(h) - normal_cdf(-k)).clamp(0.0, 1.0));
3202 }
3203 if rho_clamped == 0.0 {
3204 return Ok((normal_cdf(h) * normal_cdf(k)).clamp(0.0, 1.0));
3205 }
3206 if h == 0.0 && k == 0.0 {
3207 return Ok((0.25 + rho_clamped.asin() / std::f64::consts::TAU).clamp(0.0, 1.0));
3208 }
3209
3210 let asr = rho_clamped.asin();
3211 let sum = bvn_gl_sum(h, k, rho_clamped, asr);
3212 Ok((normal_cdf(h) * normal_cdf(k) + asr * sum / (4.0 * std::f64::consts::PI)).clamp(0.0, 1.0))
3213}
3214
3215#[inline]
3216fn bvn_gl_sum_interval(h: f64, left: f64, right: f64, rho_clamped: f64, asr: f64) -> f64 {
3217 if rho_clamped == 0.0 {
3218 return 0.0;
3219 }
3220 let h2 = h * h;
3221 let right_hs = 0.5 * (h2 + right * right);
3222 let left_hs = 0.5 * (h2 + left * left);
3223 let half_asr = 0.5 * asr;
3224 let (sin_mid, cos_mid) = half_asr.sin_cos();
3225 let mut sum = 0.0;
3226 for i in 0..10 {
3227 let node = GL20_NODES[i].abs();
3228 let weight = GL20_WEIGHTS[i];
3229 let (sin_delta, cos_delta) = (half_asr * node).sin_cos();
3230
3231 let sn_lo = sin_mid * cos_delta - cos_mid * sin_delta;
3232 let one_minus_lo = 1.0 - sn_lo * sn_lo;
3233 let lo_right = (((sn_lo * h * right) - right_hs) / one_minus_lo).exp();
3234 let lo_left = (((sn_lo * h * left) - left_hs) / one_minus_lo).exp();
3235
3236 let sn_hi = sin_mid * cos_delta + cos_mid * sin_delta;
3237 let one_minus_hi = 1.0 - sn_hi * sn_hi;
3238 let hi_right = (((sn_hi * h * right) - right_hs) / one_minus_hi).exp();
3239 let hi_left = (((sn_hi * h * left) - left_hs) / one_minus_hi).exp();
3240
3241 sum += weight * ((lo_right - lo_left) + (hi_right - hi_left));
3242 }
3243 sum
3244}
3245
3246fn bivariate_normal_cdf_interval(h: f64, left: f64, right: f64, rho: f64) -> Result<f64, String> {
3247 if right <= left {
3248 return Ok(0.0);
3249 }
3250 if left == f64::NEG_INFINITY && right == f64::INFINITY {
3251 return Ok(normal_cdf(h));
3252 }
3253 if !left.is_finite() || !right.is_finite() {
3254 let upper = bivariate_normal_cdf(h, right, rho)?;
3255 let lower = bivariate_normal_cdf(h, left, rho)?;
3256 return Ok((upper - lower).clamp(0.0, 1.0));
3257 }
3258 validate_bvn_args(h, left, rho)?;
3259 validate_bvn_args(h, right, rho)?;
3260 if h == f64::NEG_INFINITY {
3261 return Ok(0.0);
3262 }
3263 if h == f64::INFINITY {
3264 return Ok((normal_cdf(right) - normal_cdf(left)).clamp(0.0, 1.0));
3265 }
3266
3267 let rho_clamped = rho.clamp(-1.0, 1.0);
3268 if rho_clamped >= 1.0 - 1e-12 || rho_clamped <= -1.0 + 1e-12 {
3269 let upper = bivariate_normal_cdf(h, right, rho_clamped)?;
3270 let lower = bivariate_normal_cdf(h, left, rho_clamped)?;
3271 return Ok((upper - lower).clamp(0.0, 1.0));
3272 }
3273
3274 let cdf_h = normal_cdf(h);
3275 let normal_part = cdf_h * (normal_cdf(right) - normal_cdf(left));
3276 if rho_clamped == 0.0 {
3277 return Ok(normal_part.clamp(0.0, 1.0));
3278 }
3279 let asr = rho_clamped.asin();
3280 let sum = bvn_gl_sum_interval(h, left, right, rho_clamped, asr);
3281 Ok((normal_part + asr * sum / (4.0 * std::f64::consts::PI)).clamp(0.0, 1.0))
3282}
3283
3284fn exp_neg_half_square(x: f64) -> f64 {
3285 if x.is_infinite() {
3286 0.0
3287 } else {
3288 (-0.5 * x * x).exp()
3289 }
3290}
3291
3292fn truncated_gaussian_zeroth_moment(a: f64, b: f64) -> f64 {
3336 let inv_sqrt2 = 1.0 / std::f64::consts::SQRT_2;
3337 let za = a * inv_sqrt2;
3338 let zb = b * inv_sqrt2;
3339 let erf_diff = if za >= 0.0 {
3340 libm::erfc(za) - libm::erfc(zb)
3341 } else if zb <= 0.0 {
3342 libm::erfc(-zb) - libm::erfc(-za)
3343 } else if zb <= 0.5 && -za <= 0.5 {
3344 libm::erf(zb) + libm::erf(-za)
3349 } else {
3350 2.0 - libm::erfc(zb) - libm::erfc(-za)
3351 };
3352 (std::f64::consts::PI / 2.0).sqrt() * erf_diff
3354}
3355
3356fn fill_truncated_gaussian_moments(a: f64, b: f64, out: &mut [f64]) {
3378 if out.is_empty() {
3379 return;
3380 }
3381 out[0] = truncated_gaussian_zeroth_moment(a, b);
3382 if out.len() == 1 {
3383 return;
3384 }
3385 let ea = exp_neg_half_square(a);
3386 let eb = exp_neg_half_square(b);
3387 out[1] = ea - eb;
3388 if out.len() == 2 {
3389 return;
3390 }
3391 let a_finite = a.is_finite();
3392 let b_finite = b.is_finite();
3393 let mut a_pow_n_minus_1 = a; let mut b_pow_n_minus_1 = b;
3401 for n in 2..out.len() {
3402 let left = if a_finite { a_pow_n_minus_1 * ea } else { 0.0 };
3403 let right = if b_finite { b_pow_n_minus_1 * eb } else { 0.0 };
3404 out[n] = left - right + (n as f64 - 1.0) * out[n - 2];
3405 a_pow_n_minus_1 *= a;
3406 b_pow_n_minus_1 *= b;
3407 }
3408}
3409
3410const MAX_AFFINE_ANCHOR_DEGREE: usize = 64;
3415
3416pub fn affine_anchor_moment_vector(
3417 alpha: f64,
3418 beta: f64,
3419 left: f64,
3420 right: f64,
3421 max_degree: usize,
3422) -> Vec<f64> {
3423 let mut out = vec![0.0; max_degree + 1];
3424 affine_anchor_moment_vector_into(alpha, beta, left, right, max_degree, &mut out);
3425 out
3426}
3427
3428fn affine_anchor_moment_vector_into(
3429 alpha: f64,
3430 beta: f64,
3431 left: f64,
3432 right: f64,
3433 max_degree: usize,
3434 out: &mut [f64],
3435) {
3436 assert_eq!(out.len(), max_degree + 1);
3437 let s = (1.0 + beta * beta).sqrt();
3438 let mu = -alpha * beta / (1.0 + beta * beta);
3439 let y_left = if left.is_infinite() {
3440 if left.is_sign_positive() {
3441 f64::INFINITY
3442 } else {
3443 f64::NEG_INFINITY
3444 }
3445 } else {
3446 s * (left - mu)
3447 };
3448 let y_right = if right.is_infinite() {
3449 if right.is_sign_positive() {
3450 f64::INFINITY
3451 } else {
3452 f64::NEG_INFINITY
3453 }
3454 } else {
3455 s * (right - mu)
3456 };
3457 let anchor = (-alpha * alpha / (2.0 * s * s)).exp() / s;
3458 assert!(
3459 max_degree <= MAX_AFFINE_ANCHOR_DEGREE,
3460 "affine_anchor_moment_vector max_degree {} exceeds compile-time bound {}",
3461 max_degree,
3462 MAX_AFFINE_ANCHOR_DEGREE
3463 );
3464 let mut t = [0.0_f64; MAX_AFFINE_ANCHOR_DEGREE + 1];
3465 fill_truncated_gaussian_moments(y_left, y_right, &mut t[..=max_degree]);
3466 let mut mu_pow = [1.0_f64; MAX_AFFINE_ANCHOR_DEGREE + 1];
3472 for k in 1..=max_degree {
3473 mu_pow[k] = mu_pow[k - 1] * mu;
3474 }
3475 let inv_s = 1.0 / s;
3476 let mut inv_s_pow = [1.0_f64; MAX_AFFINE_ANCHOR_DEGREE + 1];
3477 for k in 1..=max_degree {
3478 inv_s_pow[k] = inv_s_pow[k - 1] * inv_s;
3479 }
3480 out.fill(0.0);
3481 for n in 0..=max_degree {
3482 let mut acc = 0.0;
3483 let mut binom = 1.0;
3485 for k in 0..=n {
3486 let term = binom * mu_pow[n - k] * inv_s_pow[k];
3487 acc = term.mul_add(t[k], acc);
3488 if k < n {
3489 binom = binom * (n - k) as f64 / (k + 1) as f64;
3490 }
3491 }
3492 out[n] = anchor * acc;
3493 }
3494}
3495
3496fn affine_value_from_moment_primitive(alpha: f64, beta: f64, left: f64, right: f64) -> f64 {
3497 let s = (1.0 + beta * beta).sqrt();
3509 let h = alpha / s;
3510 let rho = -beta / s;
3511 bivariate_normal_cdf_interval(h, left, right, rho).unwrap_or(0.0)
3512}
3513
3514pub fn evaluate_affine_cell_state(
3521 cell: DenestedCubicCell,
3522 max_degree: usize,
3523) -> Result<CellMomentState, String> {
3524 let alpha = cell.c0;
3525 let beta = cell.c1;
3526 let value = affine_value_from_moment_primitive(alpha, beta, cell.left, cell.right);
3527 let moments = affine_anchor_moment_vector(alpha, beta, cell.left, cell.right, max_degree);
3528 Ok(CellMomentState {
3529 branch: ExactCellBranch::Affine,
3530 value,
3531 moments: moments.into(),
3532 })
3533}
3534
3535fn evaluate_affine_cell_derivative_state(
3536 cell: DenestedCubicCell,
3537 max_degree: usize,
3538) -> Result<CellDerivativeMomentState, String> {
3539 let alpha = cell.c0;
3540 let beta = cell.c1;
3541 let moments = affine_anchor_moment_vector(alpha, beta, cell.left, cell.right, max_degree);
3542 Ok(CellDerivativeMomentState {
3543 branch: ExactCellBranch::Affine,
3544 moments: moments.into(),
3545 })
3546}
3547
3548#[inline]
3555fn accumulate_moments_unrolled4(moments: &mut [f64], mw: f64, z: f64) {
3556 let mut z_pow = 1.0_f64;
3557 for slot in moments.iter_mut() {
3558 *slot = mw.mul_add(z_pow, *slot);
3559 z_pow *= z;
3560 }
3561}
3562
3563#[inline(always)]
3606fn evaluate_non_affine_cell_with_rule<const COMPUTE_VALUE: bool>(
3607 cell: DenestedCubicCell,
3608 max_degree: usize,
3609 gl_nodes: &[f64],
3610 gl_weights: &[f64],
3611) -> (CellMomentVec, f64) {
3612 let mut moments: CellMomentVec = smallvec![0.0_f64; max_degree + 1];
3613 let mut value_integral = 0.0_f64;
3614 let center = 0.5 * (cell.left + cell.right);
3615 let half_width = 0.5 * (cell.right - cell.left);
3616 let c0 = cell.c0;
3617 let c1 = cell.c1;
3618 let c2 = cell.c2;
3619 let c3 = cell.c3;
3620 let moments_slice: &mut [f64] = &mut moments;
3621 assert_eq!(gl_nodes.len(), gl_weights.len());
3622 use wide::f64x4;
3623 let center_v = f64x4::splat(center);
3624 let half_width_v = f64x4::splat(half_width);
3625 let c0_v = f64x4::splat(c0);
3626 let c1_v = f64x4::splat(c1);
3627 let c2_v = f64x4::splat(c2);
3628 let c3_v = f64x4::splat(c3);
3629 let neg_half_v = f64x4::splat(-0.5);
3630 let n_total = gl_nodes.len();
3631 let n_simd = n_total - (n_total % 4);
3632 let mut i = 0;
3633 while i < n_simd {
3634 let node_v = f64x4::from([
3635 gl_nodes[i],
3636 gl_nodes[i + 1],
3637 gl_nodes[i + 2],
3638 gl_nodes[i + 3],
3639 ]);
3640 let weight_v = f64x4::from([
3641 gl_weights[i],
3642 gl_weights[i + 1],
3643 gl_weights[i + 2],
3644 gl_weights[i + 3],
3645 ]);
3646 let z_v = half_width_v.mul_add(node_v, center_v);
3647 let eta_v = c3_v
3649 .mul_add(z_v, c2_v)
3650 .mul_add(z_v, c1_v)
3651 .mul_add(z_v, c0_v);
3652 let z2_v = z_v * z_v;
3653 let neg_q_v = neg_half_v * (z2_v + eta_v * eta_v);
3654 let exp_negq_v = neg_q_v.exp();
3655 let moment_weight_v = weight_v * exp_negq_v;
3656 let z_arr = z_v.to_array();
3657 let mw_arr = moment_weight_v.to_array();
3658 if COMPUTE_VALUE {
3659 for lane in 0..4 {
3660 let z = z_arr[lane];
3661 let mw = mw_arr[lane];
3662 accumulate_moments_unrolled4(moments_slice, mw, z);
3663 let node = gl_nodes[i + lane];
3676 let weight = gl_weights[i + lane];
3677 let z_ref = center + half_width * node;
3678 let eta_ref = c0 + c1 * z_ref + c2 * z_ref * z_ref + c3 * z_ref * z_ref * z_ref;
3679 value_integral += weight * (-0.5 * z_ref * z_ref).exp() * normal_cdf(eta_ref);
3680 }
3681 } else {
3682 for lane in 0..4 {
3683 let z = z_arr[lane];
3684 let mw = mw_arr[lane];
3685 accumulate_moments_unrolled4(moments_slice, mw, z);
3686 }
3687 }
3688 i += 4;
3689 }
3690 while i < n_total {
3691 let node = gl_nodes[i];
3692 let weight = gl_weights[i];
3693 let z = center + half_width * node;
3694 let eta = c3.mul_add(z, c2).mul_add(z, c1).mul_add(z, c0);
3695 let q = 0.5 * (z * z + eta * eta);
3696 let moment_weight = weight * (-q).exp();
3697 accumulate_moments_unrolled4(moments_slice, moment_weight, z);
3698 if COMPUTE_VALUE {
3699 let eta_ref = c0 + c1 * z + c2 * z * z + c3 * z * z * z;
3704 value_integral += weight * (-0.5 * z * z).exp() * normal_cdf(eta_ref);
3705 }
3706 i += 1;
3707 }
3708 for moment in moments_slice.iter_mut() {
3712 *moment *= half_width;
3713 }
3714 let value = if COMPUTE_VALUE {
3715 value_integral * half_width
3716 } else {
3717 value_integral
3718 };
3719 (moments, value)
3720}
3721
3722const NON_AFFINE_LADDER_RTOL: f64 = 1e-15;
3748
3749const NON_AFFINE_LADDER_RUNGS: [usize; 5] = [12, 24, 48, 96, 192];
3752
3753fn non_affine_ladder_rules() -> &'static [(Vec<f64>, Vec<f64>)] {
3760 static RULES: std::sync::OnceLock<Vec<(Vec<f64>, Vec<f64>)>> = std::sync::OnceLock::new();
3761 RULES.get_or_init(|| {
3762 NON_AFFINE_LADDER_RUNGS
3763 .iter()
3764 .map(|&n| gauss_legendre_rule(n))
3765 .collect()
3766 })
3767}
3768
3769fn gauss_legendre_rule(n: usize) -> (Vec<f64>, Vec<f64>) {
3776 let mut nodes = vec![0.0_f64; n];
3777 let mut weights = vec![0.0_f64; n];
3778 for i in 0..n.div_ceil(2) {
3779 let mut z = (std::f64::consts::PI * (i as f64 + 0.75) / (n as f64 + 0.5)).cos();
3780 let mut pp = 0.0_f64;
3781 for _ in 0..100 {
3782 let mut p1 = 1.0_f64;
3784 let mut p2 = 0.0_f64;
3785 for j in 1..=n {
3786 let p3 = p2;
3787 p2 = p1;
3788 p1 = ((2 * j - 1) as f64 * z * p2 - (j - 1) as f64 * p3) / j as f64;
3789 }
3790 pp = n as f64 * (z * p1 - p2) / (z * z - 1.0);
3791 let z_prev = z;
3792 z = z_prev - p1 / pp;
3793 if (z - z_prev).abs() <= f64::EPSILON {
3794 break;
3795 }
3796 }
3797 nodes[i] = -z;
3798 nodes[n - 1 - i] = z;
3799 let w = 2.0 / ((1.0 - z * z) * pp * pp);
3800 weights[i] = w;
3801 weights[n - 1 - i] = w;
3802 }
3803 (nodes, weights)
3804}
3805
3806fn non_affine_ladder_converged(coarse: &CellMomentVec, fine: &CellMomentVec) -> bool {
3821 let mut scale = 0.0_f64;
3822 let mut err = 0.0_f64;
3823 for (&c, &f) in coarse.iter().zip(fine.iter()) {
3824 scale = scale.max(f.abs());
3825 err = err.max((c - f).abs());
3826 }
3827 if !(scale.is_finite() && err.is_finite()) {
3828 return false;
3829 }
3830 err <= NON_AFFINE_LADDER_RTOL * scale
3831}
3832
3833pub(crate) static NON_AFFINE_LADDER_CERT_COUNTS: [AtomicU64; NON_AFFINE_LADDER_RUNGS.len() + 1] = [
3841 AtomicU64::new(0),
3842 AtomicU64::new(0),
3843 AtomicU64::new(0),
3844 AtomicU64::new(0),
3845 AtomicU64::new(0),
3846 AtomicU64::new(0),
3847];
3848
3849pub fn non_affine_ladder_cert_histogram() -> (Vec<(usize, u64)>, u64) {
3852 let per_rung = NON_AFFINE_LADDER_RUNGS
3853 .iter()
3854 .enumerate()
3855 .map(|(i, &n)| (n, NON_AFFINE_LADDER_CERT_COUNTS[i].load(Ordering::Relaxed)))
3856 .collect();
3857 let terminal =
3858 NON_AFFINE_LADDER_CERT_COUNTS[NON_AFFINE_LADDER_RUNGS.len()].load(Ordering::Relaxed);
3859 (per_rung, terminal)
3860}
3861
3862#[inline]
3867fn evaluate_non_affine_cell_simd<const COMPUTE_VALUE: bool>(
3868 cell: DenestedCubicCell,
3869 max_degree: usize,
3870) -> (CellMomentVec, f64) {
3871 let mut prev: Option<(CellMomentVec, f64)> = None;
3872 for (i, (nodes, weights)) in non_affine_ladder_rules().iter().enumerate() {
3873 let cur =
3874 evaluate_non_affine_cell_with_rule::<COMPUTE_VALUE>(cell, max_degree, nodes, weights);
3875 if let Some(prev) = prev.as_ref()
3876 && non_affine_ladder_converged(&prev.0, &cur.0)
3877 {
3878 NON_AFFINE_LADDER_CERT_COUNTS[i].fetch_add(1, Ordering::Relaxed);
3879 return cur;
3880 }
3881 prev = Some(cur);
3882 }
3883 NON_AFFINE_LADDER_CERT_COUNTS[NON_AFFINE_LADDER_RUNGS.len()].fetch_add(1, Ordering::Relaxed);
3884 evaluate_non_affine_cell_with_rule::<COMPUTE_VALUE>(cell, max_degree, &GL_NODES, &GL_WEIGHTS)
3885}
3886
3887fn evaluate_non_affine_cell_value_terminal(cell: DenestedCubicCell) -> f64 {
3907 let center = 0.5 * (cell.left + cell.right);
3908 let half_width = 0.5 * (cell.right - cell.left);
3909 let c0 = cell.c0;
3910 let c1 = cell.c1;
3911 let c2 = cell.c2;
3912 let c3 = cell.c3;
3913 let mut value_integral = 0.0_f64;
3914 for (&node, &weight) in GL_NODES.iter().zip(GL_WEIGHTS.iter()) {
3915 let z = center + half_width * node;
3916 let eta = c0 + c1 * z + c2 * z * z + c3 * z * z * z;
3917 value_integral += weight * (-0.5 * z * z).exp() * normal_cdf(eta);
3918 }
3919 value_integral * half_width
3920}
3921
3922fn evaluate_non_affine_cell_state(
3923 cell: DenestedCubicCell,
3924 branch: ExactCellBranch,
3925 max_degree: usize,
3926) -> Result<CellMomentState, String> {
3927 let (moments, _) = evaluate_non_affine_cell_simd::<false>(cell, max_degree);
3928 let value_integral = evaluate_non_affine_cell_value_terminal(cell);
3929 Ok(CellMomentState {
3934 branch,
3935 value: value_integral / (std::f64::consts::TAU).sqrt(),
3936 moments,
3937 })
3938}
3939
3940fn evaluate_non_affine_cell_derivative_state(
3941 cell: DenestedCubicCell,
3942 branch: ExactCellBranch,
3943 max_degree: usize,
3944) -> Result<CellDerivativeMomentState, String> {
3945 let (moments, _) = evaluate_non_affine_cell_simd::<false>(cell, max_degree);
3946 Ok(CellDerivativeMomentState { branch, moments })
3947}
3948
3949pub fn evaluate_cell_moments(
3955 cell: DenestedCubicCell,
3956 max_degree: usize,
3957) -> Result<CellMomentState, String> {
3958 if !TAIL_CELL_MOMENT_CACHE_ENABLED.load(std::sync::atomic::Ordering::Relaxed) {
3959 return evaluate_cell_moments_uncached(cell, max_degree);
3960 }
3961 tail_cell_moment_cache().evaluate(cell, max_degree)
3962}
3963
3964pub fn evaluate_cell_moments_uncached(
3969 cell: DenestedCubicCell,
3970 max_degree: usize,
3971) -> Result<CellMomentState, String> {
3972 evaluate_cell_state_dispatched(
3973 cell,
3974 max_degree,
3975 evaluate_affine_cell_state,
3976 evaluate_non_affine_cell_state,
3977 )
3978}
3979
3980pub fn evaluate_cell_derivative_moments_uncached(
3987 cell: DenestedCubicCell,
3988 max_degree: usize,
3989) -> Result<CellDerivativeMomentState, String> {
3990 evaluate_cell_state_dispatched(
3991 cell,
3992 max_degree,
3993 evaluate_affine_cell_derivative_state,
3994 evaluate_non_affine_cell_derivative_state,
3995 )
3996}
3997
3998fn evaluate_cell_state_dispatched<S>(
4007 cell: DenestedCubicCell,
4008 max_degree: usize,
4009 affine: fn(DenestedCubicCell, usize) -> Result<S, String>,
4010 non_affine: fn(DenestedCubicCell, ExactCellBranch, usize) -> Result<S, String>,
4011) -> Result<S, String> {
4012 let left_inf = !cell.left.is_finite();
4013 let right_inf = !cell.right.is_finite();
4014 if left_inf || right_inf {
4015 if cell.c2.abs() > NORMALIZED_CELL_BRANCH_TOL || cell.c3.abs() > NORMALIZED_CELL_BRANCH_TOL
4019 {
4020 return Err(CubicCellKernelError::invalid_cell_shape(format!(
4021 "semi-infinite cell [{}, {}] must be affine (c2=c3=0), got c2={:.3e}, c3={:.3e}",
4022 cell.left, cell.right, cell.c2, cell.c3
4023 ))
4024 .into());
4025 }
4026 return affine(cell, max_degree);
4027 }
4028 if cell.right <= cell.left {
4029 return Err(CubicCellKernelError::invalid_cell_shape(format!(
4030 "finite cell must have left < right, got [{}, {}]",
4031 cell.left, cell.right
4032 ))
4033 .into());
4034 }
4035 let branch = branch_cell(cell)?;
4036 if branch == ExactCellBranch::Affine {
4037 return affine(cell, max_degree);
4038 }
4039 if branch == ExactCellBranch::Sextic {
4040 let lead = sextic_qprime_coefficients(cell.c0, cell.c1, cell.c2, cell.c3)[5];
4041 if !lead.is_finite() {
4042 return Err(CubicCellKernelError::invalid_cell_shape(format!(
4043 "sextic cell evaluation encountered non-finite leading coefficient: {lead:.3e}"
4044 ))
4045 .into());
4046 }
4047 if let Some(lower_branch) = degenerate_sextic_branch(cell, lead)? {
4048 return match lower_branch {
4049 ExactCellBranch::Quartic => non_affine(
4050 DenestedCubicCell { c3: 0.0, ..cell },
4051 ExactCellBranch::Quartic,
4052 max_degree,
4053 ),
4054 ExactCellBranch::Affine => affine(
4055 DenestedCubicCell {
4056 c2: 0.0,
4057 c3: 0.0,
4058 ..cell
4059 },
4060 max_degree,
4061 ),
4062 ExactCellBranch::Sextic => Err(CubicCellKernelError::invalid_cell_shape(
4063 "internal: degenerate_sextic_branch returned Sextic as a lowered branch",
4064 )
4065 .into()),
4066 };
4067 }
4068 }
4069 non_affine(cell, branch, max_degree)
4070}
4071
4072pub fn evaluate_cell_moments_cached(
4079 cell: DenestedCubicCell,
4080 max_degree: usize,
4081 cache: &CellMomentLruCache,
4082 stats: Option<&CellMomentCacheStats>,
4083) -> Result<CellMomentState, String> {
4084 if matches!(branch_cell(cell), Ok(ExactCellBranch::Affine)) {
4093 if let Some(stats) = stats {
4094 stats.misses.fetch_add(1, Ordering::Relaxed);
4095 }
4096 return evaluate_cell_moments_uncached(cell, max_degree);
4097 }
4098 let key = CellFingerprint::new(cell);
4099 let existing_derivative = match cache.get(&key) {
4100 Some(cached) => {
4101 if let Some(state) = cached.state_for_degree(max_degree) {
4102 if let Some(stats) = stats {
4103 stats.hits.fetch_add(1, Ordering::Relaxed);
4104 }
4105 return Ok(state);
4106 }
4107 cached.derivative_state.clone()
4111 }
4112 None => None,
4113 };
4114 if let Some(stats) = stats {
4115 stats.misses.fetch_add(1, Ordering::Relaxed);
4116 }
4117 let state = evaluate_cell_moments(cell, max_degree)?;
4118 let shared = Arc::new(state);
4123 let mut entry = CachedCellMoments::new(Arc::clone(&shared));
4124 if let Some(derivative) = existing_derivative {
4125 entry = entry.with_derivative(derivative);
4126 }
4127 cache.insert(key, entry);
4128 Ok(Arc::try_unwrap(shared).unwrap_or_else(|a| (*a).clone()))
4129}
4130
4131pub fn evaluate_cell_derivative_moments_cached(
4137 cell: DenestedCubicCell,
4138 max_degree: usize,
4139 cache: &CellMomentLruCache,
4140 stats: Option<&CellMomentCacheStats>,
4141) -> Result<CellDerivativeMomentState, String> {
4142 if matches!(branch_cell(cell), Ok(ExactCellBranch::Affine)) {
4146 if let Some(stats) = stats {
4147 stats.misses.fetch_add(1, Ordering::Relaxed);
4148 }
4149 return evaluate_cell_derivative_moments_uncached(cell, max_degree);
4150 }
4151 let key = CellFingerprint::new(cell);
4152 let existing_value = match cache.get(&key) {
4153 Some(cached) => {
4154 if let Some(state) = cached.derivative_state_for_degree(max_degree) {
4155 if let Some(stats) = stats {
4156 stats.hits.fetch_add(1, Ordering::Relaxed);
4157 }
4158 return Ok(state);
4159 }
4160 cached.state.clone()
4164 }
4165 None => None,
4166 };
4167 if let Some(stats) = stats {
4168 stats.misses.fetch_add(1, Ordering::Relaxed);
4169 }
4170 let state = evaluate_cell_derivative_moments_uncached(cell, max_degree)?;
4171 let shared = Arc::new(state);
4176 let mut entry = CachedCellMoments::new_derivative(Arc::clone(&shared));
4177 if let Some(value) = existing_value {
4178 entry = entry.with_value(value);
4179 }
4180 cache.insert(key, entry);
4181 Ok(Arc::try_unwrap(shared).unwrap_or_else(|a| (*a).clone()))
4182}
4183
4184pub fn evaluate_cell_moments_with_scratch<'a>(
4191 cell: DenestedCubicCell,
4192 max_degree: usize,
4193 scratch: &'a mut CellMomentScratch,
4194) -> Result<CellMomentStateRef<'a>, String> {
4195 let state = evaluate_cell_moments(cell, max_degree)?;
4196 let out = scratch.prepare_moments(max_degree + 1);
4197 out.copy_from_slice(&state.moments);
4198 Ok(CellMomentStateRef {
4199 branch: state.branch,
4200 value: state.value,
4201 moments: out,
4202 })
4203}
4204
4205#[cfg(test)]
4206mod tests {
4207 use super::*;
4208 use gam_math::probability::normal_pdf;
4209
4210 #[inline]
4211 pub(super) fn polynomial_value(coefficients: &[f64], z: f64) -> f64 {
4212 coefficients
4213 .iter()
4214 .rev()
4215 .fold(0.0, |acc, &coeff| acc * z + coeff)
4216 }
4217
4218 fn reset_cell_moment_test_reallocs() {
4219 super::CELL_MOMENT_REALLOCS.store(0, std::sync::atomic::Ordering::Relaxed);
4220 }
4221
4222 fn cell_moment_test_reallocs() -> usize {
4223 super::CELL_MOMENT_REALLOCS.load(std::sync::atomic::Ordering::Relaxed)
4224 }
4225
4226 fn assert_close_rel(label: &str, actual: f64, expected: f64, tol: f64) {
4227 let denom = expected.abs().max(1.0);
4228 let rel = (actual - expected).abs() / denom;
4229 assert!(
4230 rel <= tol,
4231 "{label}: actual={actual:.17e} expected={expected:.17e} rel={rel:.3e} tol={tol:.3e}"
4232 );
4233 }
4234
4235 #[test]
4250 fn link_basis_cell_fourth_ab_partials_vanish_third_are_nonzero() {
4251 let span = LocalSpanCubic {
4252 left: -0.4,
4253 right: 1.6,
4254 c0: 0.37,
4255 c1: -0.81,
4256 c2: 0.53,
4257 c3: -0.29,
4258 };
4259 let a0 = 0.23_f64;
4260 let b0 = 0.61_f64;
4261 let h = 1e-2_f64;
4262
4263 let stencil = |order: usize| -> &'static [(i64, f64)] {
4265 match order {
4266 0 => &[(0, 1.0)],
4267 1 => &[(-1, -0.5), (1, 0.5)],
4268 2 => &[(-1, 1.0), (0, -2.0), (1, 1.0)],
4269 3 => &[(-2, -0.5), (-1, 1.0), (1, -1.0), (2, 0.5)],
4270 4 => &[(-2, 1.0), (-1, -4.0), (0, 6.0), (1, -4.0), (2, 1.0)],
4271 _ => &[(0, 1.0)],
4272 }
4273 };
4274 let fd = |k: usize, na: usize, nb: usize| -> f64 {
4276 let mut acc = 0.0;
4277 for &(ia, wa) in stencil(na) {
4278 for &(ib, wb) in stencil(nb) {
4279 let a = a0 + (ia as f64) * h;
4280 let b = b0 + (ib as f64) * h;
4281 acc += wa * wb * link_basis_cell_coefficients(span, a, b)[k];
4282 }
4283 }
4284 acc / h.powi((na + nb) as i32)
4285 };
4286
4287 let (p3_aaa, p3_aab, p3_abb, p3_bbb) = link_basis_cell_third_partials(span);
4288
4289 let mut max_third = 0.0_f64;
4293 for k in 0..4 {
4294 for (label, (na, nb), analytic) in [
4295 ("aaa", (3usize, 0usize), p3_aaa[k]),
4296 ("aab", (2, 1), p3_aab[k]),
4297 ("abb", (1, 2), p3_abb[k]),
4298 ("bbb", (0, 3), p3_bbb[k]),
4299 ] {
4300 let got = fd(k, na, nb);
4301 assert!(
4302 (got - analytic).abs() <= 1e-4 + 1e-3 * analytic.abs(),
4303 "3rd partial {label}[{k}] analytic {analytic:+.6e} vs FD {got:+.6e}"
4304 );
4305 max_third = max_third.max(analytic.abs());
4306 }
4307 }
4308 assert!(
4309 max_third > 1e-1,
4310 "expected an appreciable nonzero 3rd (a,b)-partial; max |analytic| = {max_third:.3e}"
4311 );
4312
4313 for k in 0..4 {
4317 for (na, nb) in [(4usize, 0usize), (3, 1), (2, 2), (1, 3), (0, 4)] {
4318 let got = fd(k, na, nb);
4319 assert!(
4320 got.abs() <= 1e-2,
4321 "4th (a,b)-partial ∂^{na}_a∂^{nb}_b of cell coeff[{k}] must vanish, FD = {got:+.6e}"
4322 );
4323 }
4324 }
4325 }
4326
4327 #[test]
4328 fn non_affine_cell_state_grid_matches_public_cell_moments_reference() {
4329 let cells = [
4330 DenestedCubicCell {
4331 left: -1.25,
4332 right: -0.2,
4333 c0: -0.35,
4334 c1: 0.85,
4335 c2: 0.04,
4336 c3: -0.015,
4337 },
4338 DenestedCubicCell {
4339 left: -0.2,
4340 right: 0.55,
4341 c0: 0.12,
4342 c1: -0.65,
4343 c2: -0.025,
4344 c3: 0.02,
4345 },
4346 DenestedCubicCell {
4347 left: 0.55,
4348 right: 1.6,
4349 c0: 0.42,
4350 c1: 0.35,
4351 c2: 0.018,
4352 c3: 0.012,
4353 },
4354 ];
4355 for cell in cells {
4356 let branch = branch_cell(cell).expect("branch");
4357 assert_ne!(branch, ExactCellBranch::Affine);
4358 for max_degree in [0usize, 2, 4, 9, 16] {
4359 let direct = evaluate_non_affine_cell_state(cell, branch, max_degree)
4360 .expect("direct non-affine transport");
4361 let public = evaluate_cell_moments(cell, max_degree).expect("public evaluator");
4362 assert_eq!(direct.branch, public.branch);
4363 assert_eq!(direct.moments.len(), public.moments.len());
4364 let value_scale = direct.value.abs().max(public.value.abs()).max(1.0);
4365 assert!(
4366 (direct.value - public.value).abs() <= 1e-10 * value_scale,
4367 "value mismatch for {cell:?} degree {max_degree}: direct={} public={}",
4368 direct.value,
4369 public.value
4370 );
4371 for (degree, (lhs, rhs)) in
4372 direct.moments.iter().zip(public.moments.iter()).enumerate()
4373 {
4374 let scale = lhs.abs().max(rhs.abs()).max(1.0);
4375 assert!(
4376 (lhs - rhs).abs() <= 1e-10 * scale,
4377 "moment {degree} mismatch for {cell:?} degree {max_degree}: {lhs} vs {rhs}"
4378 );
4379 }
4380 }
4381 }
4382 }
4383
4384 #[test]
4385 fn affine_tail_cell_memo_matches_uncached_grid_and_records_hits() {
4386 let cache = TailCellMomentCache::new();
4392 let c0s = [-2.0, -0.25, 0.0, 1.5];
4393 let c1s = [-1.2, -0.05, 0.0, 0.8];
4394 let endpoints = [-4.0, -1.0, 0.0, 2.5, 6.0];
4395 let degrees = [0_usize, 4, 9, 16, 24];
4396
4397 for &c0 in &c0s {
4398 for &c1 in &c1s {
4399 for &endpoint in &endpoints {
4400 for &max_degree in °rees {
4401 for &(left, right) in
4402 &[(f64::NEG_INFINITY, endpoint), (endpoint, f64::INFINITY)]
4403 {
4404 let cell = DenestedCubicCell {
4405 left,
4406 right,
4407 c0,
4408 c1,
4409 c2: 0.0,
4410 c3: 0.0,
4411 };
4412 let expected = evaluate_cell_moments_uncached(cell, max_degree)
4413 .expect("uncached affine tail moments");
4414 let actual = cache
4415 .evaluate(cell, max_degree)
4416 .expect("cached affine tail moments miss");
4417 let repeat = cache
4418 .evaluate(cell, max_degree)
4419 .expect("cached affine tail moments hit");
4420 assert_eq!(actual.branch, expected.branch);
4421 assert_eq!(repeat.branch, expected.branch);
4422 assert_close_rel(
4423 "tail value miss",
4424 actual.value,
4425 expected.value,
4426 1e-14,
4427 );
4428 assert_close_rel("tail value hit", repeat.value, expected.value, 1e-14);
4429 assert_eq!(actual.moments.len(), expected.moments.len());
4430 assert_eq!(repeat.moments.len(), expected.moments.len());
4431 for (idx, ((a, r), e)) in actual
4432 .moments
4433 .iter()
4434 .zip(repeat.moments.iter())
4435 .zip(expected.moments.iter())
4436 .enumerate()
4437 {
4438 assert_close_rel(
4439 &format!("tail moment miss[{idx}]"),
4440 *a,
4441 *e,
4442 1e-14,
4443 );
4444 assert_close_rel(&format!("tail moment hit[{idx}]"), *r, *e, 1e-14);
4445 }
4446 }
4447 }
4448 }
4449 }
4450 }
4451
4452 let stats = cache.stats();
4453 assert_eq!(stats.misses, stats.entries);
4454 assert!(
4455 stats.hits >= stats.misses,
4456 "expected repeat hits: {stats:?}"
4457 );
4458 assert!(
4459 stats.hit_rate() >= 0.5,
4460 "unexpected low hit rate: {stats:?}"
4461 );
4462 }
4463
4464 fn reference_bivariate_normal_cdf_20(h: f64, k: f64, rho: f64) -> f64 {
4465 if h == f64::NEG_INFINITY || k == f64::NEG_INFINITY {
4466 return 0.0;
4467 }
4468 if h == f64::INFINITY {
4469 return normal_cdf(k);
4470 }
4471 if k == f64::INFINITY {
4472 return normal_cdf(h);
4473 }
4474 let rho_clamped = rho.clamp(-1.0, 1.0);
4475 if rho_clamped >= 1.0 - 1e-12 {
4476 return normal_cdf(h.min(k));
4477 }
4478 if rho_clamped <= -1.0 + 1e-12 {
4479 return (normal_cdf(h) - normal_cdf(-k)).clamp(0.0, 1.0);
4480 }
4481
4482 let hs = 0.5 * (h * h + k * k);
4483 let asr = rho_clamped.asin();
4484 let mut sum = 0.0;
4485 for (&node, &weight) in GL20_NODES.iter().zip(GL20_WEIGHTS.iter()) {
4486 let sn = (0.5 * asr * (node + 1.0)).sin();
4487 let one_minus = 1.0 - sn * sn;
4488 let expo = ((sn * h * k) - hs) / one_minus;
4489 sum += weight * expo.exp();
4490 }
4491 (normal_cdf(h) * normal_cdf(k) + asr * sum / (4.0 * std::f64::consts::PI)).clamp(0.0, 1.0)
4492 }
4493
4494 #[test]
4495 fn non_affine_cell_state_reference_grid_matches_public_moments() {
4496 let c0s = [-0.4, 0.0, 0.35];
4497 let c1s = [-0.8, 0.25, 1.1];
4498 let c2s = [-0.12, 0.08];
4499 let c3s = [-0.04, 0.03];
4500 let intervals = [(-1.25, -0.2), (-0.5, 0.75), (0.1, 1.4)];
4501 let degrees = [3usize, 6, 9, 12];
4502
4503 for &c0 in &c0s {
4504 for &c1 in &c1s {
4505 for &c2 in &c2s {
4506 for &c3 in &c3s {
4507 for &(left, right) in &intervals {
4508 let cell = DenestedCubicCell {
4509 left,
4510 right,
4511 c0,
4512 c1,
4513 c2,
4514 c3,
4515 };
4516 let branch = branch_cell(cell).expect("branch");
4517 assert_ne!(branch, ExactCellBranch::Affine);
4518 for °ree in °rees {
4519 let direct = evaluate_non_affine_cell_state(cell, branch, degree)
4520 .expect("direct non-affine state");
4521 let public = evaluate_cell_moments(cell, degree)
4522 .expect("public non-affine state");
4523 assert_eq!(direct.branch, public.branch);
4524 let value_scale =
4525 direct.value.abs().max(public.value.abs()).max(1.0);
4526 assert!(
4527 (direct.value - public.value).abs() / value_scale <= 1.0e-15,
4528 "value mismatch for {cell:?}, degree {degree}: direct={:.17e}, public={:.17e}",
4529 direct.value,
4530 public.value
4531 );
4532 assert_eq!(direct.moments.len(), public.moments.len());
4533 for (idx, (&a, &b)) in
4534 direct.moments.iter().zip(public.moments.iter()).enumerate()
4535 {
4536 let scale = a.abs().max(b.abs()).max(1.0);
4537 assert!(
4538 (a - b).abs() / scale <= 1.0e-15,
4539 "moment {idx} mismatch for {cell:?}, degree {degree}: direct={a:.17e}, public={b:.17e}"
4540 );
4541 }
4542 }
4543 }
4544 }
4545 }
4546 }
4547 }
4548 }
4549
4550 #[test]
4551 fn bivariate_normal_cdf_matches_reference_grid_to_1e_minus_10() {
4552 let hs = [-8.0, -5.0, -3.0, -1.5, -0.5, 0.0, 0.25, 1.0, 2.5, 5.0, 8.0];
4553 let ks = [-8.0, -4.0, -2.0, -0.75, 0.0, 0.4, 1.25, 3.0, 6.0, 8.0];
4554 let rhos = [
4555 -0.999_999_999_999,
4556 -0.999,
4557 -0.95,
4558 -0.7,
4559 -0.3,
4560 -1.0e-12,
4561 0.0,
4562 1.0e-12,
4563 0.3,
4564 0.7,
4565 0.95,
4566 0.999,
4567 0.999_999_999_999,
4568 ];
4569 for &h in &hs {
4570 for &k in &ks {
4571 for &rho in &rhos {
4572 let actual = bivariate_normal_cdf(h, k, rho).expect("bvn");
4573 let expected = reference_bivariate_normal_cdf_20(h, k, rho);
4574 let scale = expected.abs().max(1.0e-300);
4575 let rel = (actual - expected).abs() / scale;
4576 assert!(
4577 rel < 1.0e-10 || (actual - expected).abs() < 1.0e-14,
4578 "h={h} k={k} rho={rho} actual={actual:.17e} expected={expected:.17e} rel={rel:.3e}"
4579 );
4580 }
4581 }
4582 }
4583 }
4584
4585 #[test]
4586 fn bivariate_normal_cdf_matches_reference_lcg_property_samples() {
4587 let mut seed = 0x5eed_cafe_f00d_u64;
4588 let mut next_unit = || {
4589 seed = seed.wrapping_mul(6_364_136_223_846_793_005).wrapping_add(1);
4590 ((seed >> 11) as f64) * (1.0 / ((1_u64 << 53) as f64))
4591 };
4592 for _ in 0..4096 {
4593 let h = -8.0 + 16.0 * next_unit();
4594 let k = -8.0 + 16.0 * next_unit();
4595 let rho = -0.999 + 1.998 * next_unit();
4596 let actual = bivariate_normal_cdf(h, k, rho).expect("bvn");
4597 let expected = reference_bivariate_normal_cdf_20(h, k, rho);
4598 let scale = expected.abs().max(1.0e-300);
4599 let rel = (actual - expected).abs() / scale;
4600 assert!(
4601 rel < 1.0e-10 || (actual - expected).abs() < 1.0e-14,
4602 "h={h} k={k} rho={rho} actual={actual:.17e} expected={expected:.17e} rel={rel:.3e}"
4603 );
4604 }
4605 }
4606
4607 #[test]
4608 fn affine_bvn_interval_primitive_matches_two_cdf_difference() {
4609 let hs = [-6.0, -2.0, -0.25, 0.0, 0.8, 3.0, 6.0];
4610 let bounds = [
4611 (-5.0, -2.0),
4612 (-3.0, -0.1),
4613 (-1.0, 0.0),
4614 (-0.25, 0.75),
4615 (0.2, 3.5),
4616 (2.0, 7.0),
4617 ];
4618 let rhos = [-0.98, -0.8, -0.25, 0.0, 0.25, 0.8, 0.98];
4619 for &h in &hs {
4620 for &(left, right) in &bounds {
4621 for &rho in &rhos {
4622 let actual =
4623 bivariate_normal_cdf_interval(h, left, right, rho).expect("interval");
4624 let expected = (reference_bivariate_normal_cdf_20(h, right, rho)
4625 - reference_bivariate_normal_cdf_20(h, left, rho))
4626 .clamp(0.0, 1.0);
4627 let scale = expected.abs().max(1.0e-300);
4628 let rel = (actual - expected).abs() / scale;
4629 assert!(
4630 rel < 1.0e-10 || (actual - expected).abs() < 1.0e-12,
4631 "h={h} left={left} right={right} rho={rho} actual={actual:.17e} expected={expected:.17e} rel={rel:.3e}"
4632 );
4633 }
4634 }
4635 }
4636 }
4637
4638 fn simpson_integral<F>(left: f64, right: f64, steps: usize, f: F) -> f64
4639 where
4640 F: Fn(f64) -> f64,
4641 {
4642 let n = if steps.is_multiple_of(2) {
4643 steps
4644 } else {
4645 steps + 1
4646 };
4647 let h = (right - left) / n as f64;
4648 let mut acc = f(left) + f(right);
4649 for k in 1..n {
4650 let x = left + h * k as f64;
4651 let w = if k % 2 == 0 { 2.0 } else { 4.0 };
4652 acc += w * f(x);
4653 }
4654 acc * h / 3.0
4655 }
4656
4657 #[test]
4658 fn global_transform_preserves_local_span_polynomial() {
4659 let span = LocalSpanCubic {
4660 left: -1.2,
4661 right: 0.8,
4662 c0: 0.3,
4663 c1: -0.25,
4664 c2: 0.11,
4665 c3: -0.04,
4666 };
4667 let (g0, g1, g2, g3) = global_cubic_from_local(span);
4668 for &x in &[-1.2, -0.7, -0.1, 0.4, 0.8] {
4669 let local = span.evaluate(x);
4670 let global = g0 + g1 * x + g2 * x * x + g3 * x * x * x;
4671 assert!((local - global).abs() < 1e-12);
4672 }
4673 }
4674
4675 #[test]
4676 fn bivariate_normal_cdf_independent_factorizes() {
4677 let h = -0.35;
4678 let k = 0.8;
4679 let out = bivariate_normal_cdf(h, k, 0.0).expect("bvn");
4680 let target = normal_cdf(h) * normal_cdf(k);
4681 assert!((out - target).abs() < 1e-12);
4682 }
4683
4684 #[test]
4685 fn evaluate_affine_cell_state_matches_numeric_integrals() {
4686 let cell = DenestedCubicCell {
4687 left: -0.9,
4688 right: 0.8,
4689 c0: 0.15,
4690 c1: -0.35,
4691 c2: 0.0,
4692 c3: 0.0,
4693 };
4694 let state = evaluate_affine_cell_state(cell, 6).expect("affine cell");
4695 let value_numeric = simpson_integral(cell.left, cell.right, 4000, |z| {
4696 super::normal_cdf(cell.eta(z)) * normal_pdf(z)
4697 });
4698 assert_eq!(state.branch, ExactCellBranch::Affine);
4699 assert!((state.value - value_numeric).abs() < 1e-9);
4700 for degree in 0..=6 {
4701 let target = simpson_integral(cell.left, cell.right, 4000, |z| {
4702 z.powi(degree as i32) * (-cell.q(z)).exp()
4703 });
4704 assert!((state.moments[degree] - target).abs() < 1e-9);
4705 }
4706 }
4707
4708 #[test]
4709 fn affine_cell_value_matches_zero_moment_derivative() {
4710 let cell = DenestedCubicCell {
4711 left: -1.1,
4712 right: 0.7,
4713 c0: 0.23,
4714 c1: -0.41,
4715 c2: 0.0,
4716 c3: 0.0,
4717 };
4718 let h = 1e-6;
4719 let plus = evaluate_affine_cell_state(
4720 DenestedCubicCell {
4721 c0: cell.c0 + h,
4722 ..cell
4723 },
4724 0,
4725 )
4726 .expect("affine plus");
4727 let minus = evaluate_affine_cell_state(
4728 DenestedCubicCell {
4729 c0: cell.c0 - h,
4730 ..cell
4731 },
4732 0,
4733 )
4734 .expect("affine minus");
4735 let center = evaluate_affine_cell_state(cell, 0).expect("affine center");
4736 let d_value = (plus.value - minus.value) / (2.0 * h);
4737 let target = INV_TWO_PI * center.moments[0];
4738 assert!((d_value - target).abs() < 1e-8);
4739 }
4740
4741 #[test]
4742 fn coefficient_partials_match_exact_span_derivatives() {
4743 let score_span = LocalSpanCubic {
4744 left: -0.75,
4745 right: 0.25,
4746 c0: 0.08,
4747 c1: -0.03,
4748 c2: 0.02,
4749 c3: -0.01,
4750 };
4751 let link_span = LocalSpanCubic {
4752 left: -0.6,
4753 right: 0.9,
4754 c0: -0.05,
4755 c1: 0.04,
4756 c2: -0.02,
4757 c3: 0.015,
4758 };
4759 let a = 0.3;
4760 let b = -0.7;
4761 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
4762 for &z in &[-0.75, -0.4, -0.1, 0.2] {
4763 let u = a + b * z;
4764 let eta_a = 1.0 + link_span.first_derivative(u);
4765 let eta_b = z + score_span.evaluate(z) + z * link_span.first_derivative(u);
4766 assert!((polynomial_value(&dc_da, z) - eta_a).abs() < 1e-12);
4767 assert!((polynomial_value(&dc_db, z) - eta_b).abs() < 1e-12);
4768 }
4769 }
4770
4771 #[test]
4772 fn second_coefficient_partials_match_exact_span_derivatives() {
4773 let score_span = LocalSpanCubic {
4774 left: -0.75,
4775 right: 0.25,
4776 c0: 0.08,
4777 c1: -0.03,
4778 c2: 0.02,
4779 c3: -0.01,
4780 };
4781 let link_span = LocalSpanCubic {
4782 left: -0.6,
4783 right: 0.9,
4784 c0: -0.05,
4785 c1: 0.04,
4786 c2: -0.02,
4787 c3: 0.015,
4788 };
4789 let a = 0.3;
4790 let b = -0.7;
4791 let second_partials = denested_cell_second_partials(score_span, link_span, a, b);
4792 let dc_daa = second_partials.0;
4793 let dc_dab = second_partials.1;
4794 let dc_dbb = second_partials.2;
4795 for &z in &[-0.75, -0.4, -0.1, 0.2] {
4796 let u = a + b * z;
4797 let eta_aa = link_span.second_derivative(u);
4798 let eta_ab = z * link_span.second_derivative(u);
4799 let eta_bb = z * z * link_span.second_derivative(u);
4800 assert!((polynomial_value(&dc_daa, z) - eta_aa).abs() < 1e-12);
4801 assert!((polynomial_value(&dc_dab, z) - eta_ab).abs() < 1e-12);
4802 assert!((polynomial_value(&dc_dbb, z) - eta_bb).abs() < 1e-12);
4803 }
4804 }
4805
4806 #[test]
4807 fn higher_derivative_moment_helpers_reject_empty_first_coefficients() {
4808 let cell = DenestedCubicCell {
4809 left: -1.0,
4810 right: 1.0,
4811 c0: 0.0,
4812 c1: 1.0,
4813 c2: 0.0,
4814 c3: 0.0,
4815 };
4816 let moments = [1.0; 16];
4817
4818 let third_err = cell_third_derivative_from_moments(
4819 cell,
4820 &[],
4821 &[1.0],
4822 &[1.0],
4823 &[],
4824 &[],
4825 &[],
4826 &[],
4827 &moments,
4828 )
4829 .expect_err("empty first coefficients should be rejected");
4830 assert!(third_err.contains("r first-derivative coefficients must be non-empty"));
4831
4832 let fourth_err = cell_fourth_derivative_from_moments(
4833 cell,
4834 &[1.0],
4835 &[],
4836 &[1.0],
4837 &[1.0],
4838 &[],
4839 &[],
4840 &[],
4841 &[],
4842 &[],
4843 &[],
4844 &[],
4845 &[],
4846 &[],
4847 &[],
4848 &[],
4849 &moments,
4850 )
4851 .expect_err("empty first coefficients should be rejected");
4852 assert!(fourth_err.contains("s first-derivative coefficients must be non-empty"));
4853 }
4854
4855 #[test]
4856 fn fourth_derivative_rejects_overlong_scratch_convolutions() {
4857 let cell = DenestedCubicCell {
4858 left: -1.0,
4859 right: 1.0,
4860 c0: 0.0,
4861 c1: 1.0,
4862 c2: 0.0,
4863 c3: 0.0,
4864 };
4865 let long_first = [1.0; 10];
4866 let zero = [0.0; 1];
4867 let moments = [1.0; 64];
4868
4869 let err = cell_fourth_derivative_from_moments(
4870 cell,
4871 &long_first,
4872 &long_first,
4873 &long_first,
4874 &long_first,
4875 &zero,
4876 &zero,
4877 &zero,
4878 &zero,
4879 &zero,
4880 &zero,
4881 &zero,
4882 &zero,
4883 &zero,
4884 &zero,
4885 &zero,
4886 &moments,
4887 )
4888 .expect_err("oversized convolution should be rejected before writing scratch");
4889 assert!(err.contains("fourth derivative polynomial convolution scratch too small"));
4890 }
4891
4892 #[test]
4893 fn score_and_link_basis_cell_coefficients_match_direct_construction() {
4894 let score_basis_span = LocalSpanCubic {
4895 left: -0.7,
4896 right: 0.4,
4897 c0: 0.2,
4898 c1: -0.04,
4899 c2: 0.03,
4900 c3: -0.01,
4901 };
4902 let link_basis_span = LocalSpanCubic {
4903 left: -0.5,
4904 right: 1.1,
4905 c0: -0.03,
4906 c1: 0.05,
4907 c2: -0.02,
4908 c3: 0.01,
4909 };
4910 let a = 0.25;
4911 let b = -0.8;
4912 let score_coeffs = score_basis_cell_coefficients(score_basis_span, b);
4913 let link_coeffs = link_basis_cell_coefficients(link_basis_span, a, b);
4914 for &z in &[-0.7, -0.1, 0.2, 0.4] {
4915 let score_poly = polynomial_value(&score_coeffs, z);
4916 let link_poly = polynomial_value(&link_coeffs, z);
4917 assert!((score_poly - b * score_basis_span.evaluate(z)).abs() < 1e-12);
4918 assert!((link_poly - link_basis_span.evaluate(a + b * z)).abs() < 1e-12);
4919 }
4920 }
4921
4922 #[test]
4923 fn link_basis_partials_match_exact_span_derivatives() {
4924 let link_basis_span = LocalSpanCubic {
4925 left: -0.5,
4926 right: 1.1,
4927 c0: -0.03,
4928 c1: 0.05,
4929 c2: -0.02,
4930 c3: 0.01,
4931 };
4932 let a = 0.25;
4933 let b = -0.8;
4934 let (dc_da, dc_db) = link_basis_cell_coefficient_partials(link_basis_span, a, b);
4935 let (dc_daa, dc_dab, dc_dbb) = link_basis_cell_second_partials(link_basis_span, a, b);
4936 for &z in &[-0.6, -0.2, 0.15, 0.5] {
4937 let u = a + b * z;
4938 let eta_a = link_basis_span.first_derivative(u);
4939 let eta_b = z * link_basis_span.first_derivative(u);
4940 let eta_aa = link_basis_span.second_derivative(u);
4941 let eta_ab = z * link_basis_span.second_derivative(u);
4942 let eta_bb = z * z * link_basis_span.second_derivative(u);
4943 assert!((polynomial_value(&dc_da, z) - eta_a).abs() < 1e-12);
4944 assert!((polynomial_value(&dc_db, z) - eta_b).abs() < 1e-12);
4945 assert!((polynomial_value(&dc_daa, z) - eta_aa).abs() < 1e-12);
4946 assert!((polynomial_value(&dc_dab, z) - eta_ab).abs() < 1e-12);
4947 assert!((polynomial_value(&dc_dbb, z) - eta_bb).abs() < 1e-12);
4948 }
4949 }
4950
4951 #[test]
4952 fn denested_third_partials_match_exact_span_derivatives() {
4953 let link_span = LocalSpanCubic {
4954 left: -0.6,
4955 right: 0.9,
4956 c0: -0.05,
4957 c1: 0.04,
4958 c2: -0.02,
4959 c3: 0.015,
4960 };
4961 let (dc_daaa, dc_daab, dc_dabb, dc_dbbb) = denested_cell_third_partials(link_span);
4962 let link_third = 6.0 * link_span.c3;
4963 for &z in &[-0.75, -0.4, -0.1, 0.2] {
4964 let eta_aaa = link_third;
4965 let eta_aab = z * link_third;
4966 let eta_abb = z * z * link_third;
4967 let eta_bbb = z * z * z * link_third;
4968 assert!((polynomial_value(&dc_daaa, z) - eta_aaa).abs() < 1e-12);
4969 assert!((polynomial_value(&dc_daab, z) - eta_aab).abs() < 1e-12);
4970 assert!((polynomial_value(&dc_dabb, z) - eta_abb).abs() < 1e-12);
4971 assert!((polynomial_value(&dc_dbbb, z) - eta_bbb).abs() < 1e-12);
4972 }
4973 }
4974
4975 #[test]
4976 fn link_basis_third_partials_match_exact_span_derivatives() {
4977 let link_basis_span = LocalSpanCubic {
4978 left: -0.5,
4979 right: 1.1,
4980 c0: -0.03,
4981 c1: 0.05,
4982 c2: -0.02,
4983 c3: 0.01,
4984 };
4985 let (dc_daaa, dc_daab, dc_dabb, dc_dbbb) = link_basis_cell_third_partials(link_basis_span);
4986 let link_third = 6.0 * link_basis_span.c3;
4987 for &z in &[-0.6, -0.2, 0.15, 0.5] {
4988 let eta_aaa = link_third;
4989 let eta_aab = z * link_third;
4990 let eta_abb = z * z * link_third;
4991 let eta_bbb = z * z * z * link_third;
4992 assert!((polynomial_value(&dc_daaa, z) - eta_aaa).abs() < 1e-12);
4993 assert!((polynomial_value(&dc_daab, z) - eta_aab).abs() < 1e-12);
4994 assert!((polynomial_value(&dc_dabb, z) - eta_abb).abs() < 1e-12);
4995 assert!((polynomial_value(&dc_dbbb, z) - eta_bbb).abs() < 1e-12);
4996 }
4997 }
4998
4999 #[test]
5000 fn branch_selection_uses_normalized_non_affine_coefficients() {
5001 let affine = DenestedCubicCell {
5002 left: -1.0,
5003 right: 1.0,
5004 c0: 0.1,
5005 c1: -0.4,
5006 c2: 1e-13,
5007 c3: -1e-13,
5008 };
5009 let quartic = DenestedCubicCell {
5010 c2: 2e-4,
5011 c3: 1e-13,
5012 ..affine
5013 };
5014 let sextic = DenestedCubicCell {
5015 c2: 2e-4,
5016 c3: 5e-3,
5017 ..affine
5018 };
5019 assert_eq!(branch_cell(affine).unwrap(), ExactCellBranch::Affine);
5020 assert_eq!(branch_cell(quartic).unwrap(), ExactCellBranch::Quartic);
5021 assert_eq!(branch_cell(sextic).unwrap(), ExactCellBranch::Sextic);
5022 }
5023
5024 #[test]
5025 fn affine_anchor_moments_match_whole_line_closed_forms() {
5026 let out = affine_anchor_moment_vector(0.0, 0.0, f64::NEG_INFINITY, f64::INFINITY, 4);
5027 let sqrt_2pi = (2.0 * std::f64::consts::PI).sqrt();
5035 assert!((out[0] - sqrt_2pi).abs() < 1e-12);
5036 assert!(out[1].abs() < 1e-12);
5037 assert!((out[2] - sqrt_2pi).abs() < 1e-12);
5038 }
5039
5040 #[test]
5041 fn affine_anchor_moments_match_shifted_gaussian_whole_line() {
5042 let alpha = 0.7;
5043 let beta = -0.4;
5044 let out = affine_anchor_moment_vector(alpha, beta, f64::NEG_INFINITY, f64::INFINITY, 4);
5045 let s = (1.0 + beta * beta).sqrt();
5046 let mu = -alpha * beta / (1.0 + beta * beta);
5047 let scale = (-alpha * alpha / (2.0 * s * s)).exp() / s;
5054 let sqrt_2pi = (2.0 * std::f64::consts::PI).sqrt();
5055 assert!((out[0] - scale * sqrt_2pi).abs() < 1e-12);
5056 assert!((out[1] - scale * sqrt_2pi * mu).abs() < 1e-12);
5057 assert!((out[2] - scale * sqrt_2pi * (mu * mu + 1.0 / (s * s))).abs() < 1e-10);
5058 }
5059
5060 #[test]
5061 fn quartic_recurrence_reduces_higher_moments() {
5062 let cell = DenestedCubicCell {
5063 left: -1.0,
5064 right: 0.9,
5065 c0: 0.2,
5066 c1: -0.3,
5067 c2: 0.18,
5068 c3: 0.0,
5069 };
5070 let exact = |k: usize| {
5071 simpson_integral(cell.left, cell.right, 2000, |z| {
5072 z.powi(k as i32) * (-cell.q(z)).exp()
5073 })
5074 };
5075 let reduced = reduce_quartic_moments(cell, [exact(0), exact(1), exact(2)], 6)
5076 .expect("quartic reduction");
5077 for k in 0..=6 {
5078 let target = exact(k);
5079 assert!(
5080 (reduced[k] - target).abs() < 1e-7,
5081 "quartic reduced moment M{k} mismatch: {} vs {}",
5082 reduced[k],
5083 target
5084 );
5085 }
5086 }
5087
5088 #[test]
5089 fn sextic_recurrence_reduces_higher_moments() {
5090 let cell = DenestedCubicCell {
5091 left: -0.8,
5092 right: 0.7,
5093 c0: -0.1,
5094 c1: 0.25,
5095 c2: -0.14,
5096 c3: 0.22,
5097 };
5098 let exact = |k: usize| {
5099 simpson_integral(cell.left, cell.right, 3000, |z| {
5100 z.powi(k as i32) * (-cell.q(z)).exp()
5101 })
5102 };
5103 let reduced =
5104 reduce_sextic_moments(cell, [exact(0), exact(1), exact(2), exact(3), exact(4)], 9)
5105 .expect("sextic reduction");
5106 for k in 0..=9 {
5107 let target = exact(k);
5108 assert!(
5109 (reduced[k] - target).abs() < 1e-7,
5110 "sextic reduced moment M{k} mismatch: {} vs {}",
5111 reduced[k],
5112 target
5113 );
5114 }
5115 }
5116
5117 #[test]
5118 fn degenerate_sextic_branch_preserves_quadratic_coefficient() {
5119 let cell = DenestedCubicCell {
5120 left: -1.0,
5121 right: 1.0,
5122 c0: 0.0,
5123 c1: 0.0,
5124 c2: 0.1,
5125 c3: 2.0e-10,
5126 };
5127 assert_eq!(branch_cell(cell).unwrap(), ExactCellBranch::Sextic);
5128
5129 let state = evaluate_cell_moments(cell, 9).expect("degenerate sextic cell");
5130 let quartic_cell = DenestedCubicCell { c3: 0.0, ..cell };
5131 let quartic = evaluate_cell_moments(quartic_cell, 9).expect("quartic cell");
5132 let affine = evaluate_affine_cell_state(
5133 DenestedCubicCell {
5134 c2: 0.0,
5135 c3: 0.0,
5136 ..cell
5137 },
5138 9,
5139 )
5140 .expect("affine cell");
5141
5142 assert_eq!(state.branch, ExactCellBranch::Quartic);
5143 for k in 0..=9 {
5144 assert!(
5145 (state.moments[k] - quartic.moments[k]).abs() < 1e-12,
5146 "lowered moment M{k} should match the quartic cell: {} vs {}",
5147 state.moments[k],
5148 quartic.moments[k]
5149 );
5150 }
5151 assert!(
5152 (state.moments[0] - affine.moments[0]).abs() > 1e-4,
5153 "degenerate sextic handling must not drop the nonzero c2 term"
5154 );
5155 }
5156
5157 #[test]
5158 fn moment_reduced_first_and_second_derivatives_match_numeric_integrals() {
5159 let cell = DenestedCubicCell {
5160 left: -0.9,
5161 right: 0.6,
5162 c0: 0.15,
5163 c1: -0.2,
5164 c2: 0.08,
5165 c3: 0.17,
5166 };
5167 let moments = reduce_sextic_moments(
5168 cell,
5169 [
5170 simpson_integral(cell.left, cell.right, 3000, |z| (-cell.q(z)).exp()),
5171 simpson_integral(cell.left, cell.right, 3000, |z| z * (-cell.q(z)).exp()),
5172 simpson_integral(cell.left, cell.right, 3000, |z| z * z * (-cell.q(z)).exp()),
5173 simpson_integral(cell.left, cell.right, 3000, |z| {
5174 z.powi(3) * (-cell.q(z)).exp()
5175 }),
5176 simpson_integral(cell.left, cell.right, 3000, |z| {
5177 z.powi(4) * (-cell.q(z)).exp()
5178 }),
5179 ],
5180 9,
5181 )
5182 .expect("reduced moments");
5183
5184 let r = [0.7, -0.1, 0.3];
5185 let s = [0.2, 0.5];
5186 let second = [0.4, -0.2, 0.1];
5187 let exact_first = cell_first_derivative_from_moments(&r, &moments).expect("first");
5188 let exact_second =
5189 cell_second_derivative_from_moments(cell, &r, &s, &second, &moments).expect("second");
5190
5191 let numeric_first = simpson_integral(cell.left, cell.right, 3000, |z| {
5192 polynomial_value(&r, z) * (-cell.q(z)).exp() / (2.0 * std::f64::consts::PI)
5193 });
5194 let numeric_second = simpson_integral(cell.left, cell.right, 3000, |z| {
5195 let eta = cell.eta(z);
5196 (polynomial_value(&second, z) - eta * polynomial_value(&r, z) * polynomial_value(&s, z))
5197 * (-cell.q(z)).exp()
5198 / (2.0 * std::f64::consts::PI)
5199 });
5200
5201 assert!((exact_first - numeric_first).abs() < 1e-7);
5202 assert!((exact_second - numeric_second).abs() < 1e-7);
5203 }
5204
5205 #[test]
5206 fn moment_reduced_third_derivative_matches_numeric_integral() {
5207 let cell = DenestedCubicCell {
5208 left: -0.85,
5209 right: 0.7,
5210 c0: -0.12,
5211 c1: 0.18,
5212 c2: 0.09,
5213 c3: -0.11,
5214 };
5215 let moments = evaluate_cell_moments(cell, 12).expect("cell moments");
5216 let r = [0.35, -0.12, 0.08];
5217 let s = [0.17, 0.09];
5218 let t = [-0.21, 0.14, -0.04];
5219 let rs = [0.11, -0.07, 0.05];
5220 let rt = [-0.06, 0.03];
5221 let st = [0.08, -0.02, 0.01];
5222 let rst = [0.04, -0.05, 0.02];
5223
5224 let exact_third = cell_third_derivative_from_moments(
5225 cell,
5226 &r,
5227 &s,
5228 &t,
5229 &rs,
5230 &rt,
5231 &st,
5232 &rst,
5233 &moments.moments,
5234 )
5235 .expect("third derivative");
5236 let numeric_third = simpson_integral(cell.left, cell.right, 4000, |z| {
5237 let eta = cell.eta(z);
5238 let rz = polynomial_value(&r, z);
5239 let sz = polynomial_value(&s, z);
5240 let tz = polynomial_value(&t, z);
5241 let rsz = polynomial_value(&rs, z);
5242 let rtz = polynomial_value(&rt, z);
5243 let stz = polynomial_value(&st, z);
5244 let rstz = polynomial_value(&rst, z);
5245 (rstz - eta * (rsz * tz + rtz * sz + stz * rz) + (eta * eta - 1.0) * rz * sz * tz)
5246 * (-cell.q(z)).exp()
5247 / (2.0 * std::f64::consts::PI)
5248 });
5249
5250 assert!((exact_third - numeric_third).abs() < 1e-7);
5251 }
5252
5253 #[test]
5254 fn moment_reduced_fourth_derivative_matches_numeric_integral() {
5255 let cell = DenestedCubicCell {
5256 left: -0.8,
5257 right: 0.65,
5258 c0: 0.11,
5259 c1: -0.22,
5260 c2: 0.07,
5261 c3: 0.13,
5262 };
5263 let moments = evaluate_cell_moments(cell, 16).expect("cell moments");
5264 let r = [0.21, -0.13, 0.06];
5265 let s = [-0.18, 0.04];
5266 let t = [0.09, 0.07, -0.03];
5267 let u = [-0.14, 0.05];
5268 let rs = [0.08, -0.03, 0.02];
5269 let rt = [-0.05, 0.01];
5270 let ru = [0.04, -0.02, 0.01];
5271 let st = [0.03, 0.02];
5272 let su = [-0.02, 0.05, -0.01];
5273 let tu = [0.07, -0.04];
5274 let rst = [0.03, -0.01, 0.02];
5275 let rsu = [-0.02, 0.04];
5276 let rtu = [0.01, 0.02, -0.01];
5277 let stu = [-0.03, 0.02];
5278 let rstu = [0.02, -0.01, 0.01];
5279
5280 let exact_fourth = cell_fourth_derivative_from_moments(
5281 cell,
5282 &r,
5283 &s,
5284 &t,
5285 &u,
5286 &rs,
5287 &rt,
5288 &ru,
5289 &st,
5290 &su,
5291 &tu,
5292 &rst,
5293 &rsu,
5294 &rtu,
5295 &stu,
5296 &rstu,
5297 &moments.moments,
5298 )
5299 .expect("fourth derivative");
5300 let numeric_fourth = simpson_integral(cell.left, cell.right, 5000, |z| {
5301 let eta = cell.eta(z);
5302 let rz = polynomial_value(&r, z);
5303 let sz = polynomial_value(&s, z);
5304 let tz = polynomial_value(&t, z);
5305 let uz = polynomial_value(&u, z);
5306 let rsz = polynomial_value(&rs, z);
5307 let rtz = polynomial_value(&rt, z);
5308 let ruz = polynomial_value(&ru, z);
5309 let stz = polynomial_value(&st, z);
5310 let suz = polynomial_value(&su, z);
5311 let tuz = polynomial_value(&tu, z);
5312 let rstz = polynomial_value(&rst, z);
5313 let rsuz = polynomial_value(&rsu, z);
5314 let rtuz = polynomial_value(&rtu, z);
5315 let stuz = polynomial_value(&stu, z);
5316 let rstuz = polynomial_value(&rstu, z);
5317 let linear =
5318 rstz * uz + rsuz * tz + rtuz * sz + stuz * rz + rsz * tuz + rtz * suz + ruz * stz;
5319 let quadratic = rsz * tz * uz
5320 + rtz * sz * uz
5321 + ruz * sz * tz
5322 + stz * rz * uz
5323 + suz * rz * tz
5324 + tuz * rz * sz;
5325 let quartic = rz * sz * tz * uz;
5326 (rstuz - eta * linear
5327 + (eta * eta - 1.0) * quadratic
5328 + (-eta * eta * eta + 3.0 * eta) * quartic)
5329 * (-cell.q(z)).exp()
5330 / (2.0 * std::f64::consts::PI)
5331 });
5332
5333 assert!((exact_fourth - numeric_fourth).abs() < 2e-7);
5334 }
5335
5336 #[test]
5337 fn denested_cell_parameter_derivatives_match_exact_integrands() {
5338 let score_span = LocalSpanCubic {
5339 left: -0.75,
5340 right: 0.25,
5341 c0: 0.08,
5342 c1: -0.03,
5343 c2: 0.02,
5344 c3: -0.01,
5345 };
5346 let link_span = LocalSpanCubic {
5347 left: -0.6,
5348 right: 0.9,
5349 c0: -0.05,
5350 c1: 0.04,
5351 c2: -0.02,
5352 c3: 0.015,
5353 };
5354 let a = 0.3;
5355 let b = -0.7;
5356 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
5357 let cell = DenestedCubicCell {
5358 left: score_span.left,
5359 right: score_span.right,
5360 c0: coeffs[0],
5361 c1: coeffs[1],
5362 c2: coeffs[2],
5363 c3: coeffs[3],
5364 };
5365 let state = evaluate_cell_moments(cell, 24).expect("cell moments");
5366 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
5367 let (dc_daa, dc_dab, dc_dbb) = denested_cell_second_partials(score_span, link_span, a, b);
5368 let (dc_daaa, dc_daab, dc_dabb, dc_dbbb) = denested_cell_third_partials(link_span);
5369 let zero = [0.0; 4];
5370 let link_third = 6.0 * link_span.c3;
5371
5372 let eta_a = |z: f64| 1.0 + link_span.first_derivative(a + b * z);
5373 let eta_b = |z: f64| z + score_span.evaluate(z) + z * link_span.first_derivative(a + b * z);
5374 let eta_aa = |z: f64| link_span.second_derivative(a + b * z);
5375 let eta_ab = |z: f64| z * link_span.second_derivative(a + b * z);
5376 let eta_bb = |z: f64| z * z * link_span.second_derivative(a + b * z);
5377 let eta_aaa = |z: f64| link_third + 0.0 * z;
5378 let eta_aab = |z: f64| z * link_third;
5379 let eta_abb = |z: f64| z * z * link_third;
5380 let eta_bbb = |z: f64| z * z * z * link_third;
5381
5382 let exact_a = cell_first_derivative_from_moments(&dc_da, &state.moments).expect("a");
5383 let exact_b = cell_first_derivative_from_moments(&dc_db, &state.moments).expect("b");
5384 let exact_aa =
5385 cell_second_derivative_from_moments(cell, &dc_da, &dc_da, &dc_daa, &state.moments)
5386 .expect("aa");
5387 let exact_ab =
5388 cell_second_derivative_from_moments(cell, &dc_da, &dc_db, &dc_dab, &state.moments)
5389 .expect("ab");
5390 let exact_bb =
5391 cell_second_derivative_from_moments(cell, &dc_db, &dc_db, &dc_dbb, &state.moments)
5392 .expect("bb");
5393 let exact_aaa = cell_third_derivative_from_moments(
5394 cell,
5395 &dc_da,
5396 &dc_da,
5397 &dc_da,
5398 &dc_daa,
5399 &dc_daa,
5400 &dc_daa,
5401 &dc_daaa,
5402 &state.moments,
5403 )
5404 .expect("aaa");
5405 let exact_aab = cell_third_derivative_from_moments(
5406 cell,
5407 &dc_da,
5408 &dc_da,
5409 &dc_db,
5410 &dc_daa,
5411 &dc_dab,
5412 &dc_dab,
5413 &dc_daab,
5414 &state.moments,
5415 )
5416 .expect("aab");
5417 let exact_abb = cell_third_derivative_from_moments(
5418 cell,
5419 &dc_da,
5420 &dc_db,
5421 &dc_db,
5422 &dc_dab,
5423 &dc_dab,
5424 &dc_dbb,
5425 &dc_dabb,
5426 &state.moments,
5427 )
5428 .expect("abb");
5429 let exact_bbb = cell_third_derivative_from_moments(
5430 cell,
5431 &dc_db,
5432 &dc_db,
5433 &dc_db,
5434 &dc_dbb,
5435 &dc_dbb,
5436 &dc_dbb,
5437 &dc_dbbb,
5438 &state.moments,
5439 )
5440 .expect("bbb");
5441 let exact_aaaa = cell_fourth_derivative_from_moments(
5442 cell,
5443 &dc_da,
5444 &dc_da,
5445 &dc_da,
5446 &dc_da,
5447 &dc_daa,
5448 &dc_daa,
5449 &dc_daa,
5450 &dc_daa,
5451 &dc_daa,
5452 &dc_daa,
5453 &dc_daaa,
5454 &dc_daaa,
5455 &dc_daaa,
5456 &dc_daaa,
5457 &zero,
5458 &state.moments,
5459 )
5460 .expect("aaaa");
5461 let exact_aaab = cell_fourth_derivative_from_moments(
5462 cell,
5463 &dc_da,
5464 &dc_da,
5465 &dc_da,
5466 &dc_db,
5467 &dc_daa,
5468 &dc_daa,
5469 &dc_dab,
5470 &dc_daa,
5471 &dc_dab,
5472 &dc_dab,
5473 &dc_daaa,
5474 &dc_daab,
5475 &dc_daab,
5476 &dc_daab,
5477 &zero,
5478 &state.moments,
5479 )
5480 .expect("aaab");
5481 let exact_aabb = cell_fourth_derivative_from_moments(
5482 cell,
5483 &dc_da,
5484 &dc_da,
5485 &dc_db,
5486 &dc_db,
5487 &dc_daa,
5488 &dc_dab,
5489 &dc_dab,
5490 &dc_dab,
5491 &dc_dab,
5492 &dc_dbb,
5493 &dc_daab,
5494 &dc_daab,
5495 &dc_dabb,
5496 &dc_dabb,
5497 &zero,
5498 &state.moments,
5499 )
5500 .expect("aabb");
5501 let exact_abbb = cell_fourth_derivative_from_moments(
5502 cell,
5503 &dc_da,
5504 &dc_db,
5505 &dc_db,
5506 &dc_db,
5507 &dc_dab,
5508 &dc_dab,
5509 &dc_dab,
5510 &dc_dbb,
5511 &dc_dbb,
5512 &dc_dbb,
5513 &dc_dabb,
5514 &dc_dabb,
5515 &dc_dabb,
5516 &dc_dbbb,
5517 &zero,
5518 &state.moments,
5519 )
5520 .expect("abbb");
5521 let exact_bbbb = cell_fourth_derivative_from_moments(
5522 cell,
5523 &dc_db,
5524 &dc_db,
5525 &dc_db,
5526 &dc_db,
5527 &dc_dbb,
5528 &dc_dbb,
5529 &dc_dbb,
5530 &dc_dbb,
5531 &dc_dbb,
5532 &dc_dbb,
5533 &dc_dbbb,
5534 &dc_dbbb,
5535 &dc_dbbb,
5536 &dc_dbbb,
5537 &zero,
5538 &state.moments,
5539 )
5540 .expect("bbbb");
5541
5542 let numeric_a = simpson_integral(cell.left, cell.right, 5000, |z| {
5543 eta_a(z) * (-cell.q(z)).exp() * INV_TWO_PI
5544 });
5545 let numeric_b = simpson_integral(cell.left, cell.right, 5000, |z| {
5546 eta_b(z) * (-cell.q(z)).exp() * INV_TWO_PI
5547 });
5548 let numeric_aa = simpson_integral(cell.left, cell.right, 5000, |z| {
5549 (eta_aa(z) - cell.eta(z) * eta_a(z) * eta_a(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5550 });
5551 let numeric_ab = simpson_integral(cell.left, cell.right, 5000, |z| {
5552 (eta_ab(z) - cell.eta(z) * eta_a(z) * eta_b(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5553 });
5554 let numeric_bb = simpson_integral(cell.left, cell.right, 5000, |z| {
5555 (eta_bb(z) - cell.eta(z) * eta_b(z) * eta_b(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5556 });
5557 let numeric_aaa = simpson_integral(cell.left, cell.right, 5000, |z| {
5558 let eta = cell.eta(z);
5559 (eta_aaa(z) - 3.0 * eta * eta_aa(z) * eta_a(z) + (eta * eta - 1.0) * eta_a(z).powi(3))
5560 * (-cell.q(z)).exp()
5561 * INV_TWO_PI
5562 });
5563 let numeric_aab = simpson_integral(cell.left, cell.right, 5000, |z| {
5564 let eta = cell.eta(z);
5565 let a_z = eta_a(z);
5566 let b_z = eta_b(z);
5567 (eta_aab(z) - eta * (eta_aa(z) * b_z + 2.0 * eta_ab(z) * a_z)
5568 + (eta * eta - 1.0) * a_z * a_z * b_z)
5569 * (-cell.q(z)).exp()
5570 * INV_TWO_PI
5571 });
5572 let numeric_abb = simpson_integral(cell.left, cell.right, 5000, |z| {
5573 let eta = cell.eta(z);
5574 let a_z = eta_a(z);
5575 let b_z = eta_b(z);
5576 (eta_abb(z) - eta * (2.0 * eta_ab(z) * b_z + eta_bb(z) * a_z)
5577 + (eta * eta - 1.0) * a_z * b_z * b_z)
5578 * (-cell.q(z)).exp()
5579 * INV_TWO_PI
5580 });
5581 let numeric_bbb = simpson_integral(cell.left, cell.right, 5000, |z| {
5582 let eta = cell.eta(z);
5583 (eta_bbb(z) - 3.0 * eta * eta_bb(z) * eta_b(z) + (eta * eta - 1.0) * eta_b(z).powi(3))
5584 * (-cell.q(z)).exp()
5585 * INV_TWO_PI
5586 });
5587 let numeric_aaaa = simpson_integral(cell.left, cell.right, 5000, |z| {
5588 let eta = cell.eta(z);
5589 let eta_a_z = eta_a(z);
5590 let eta_aa_z = eta_aa(z);
5591 let eta_aaa_z = eta_aaa(z);
5592 (-eta * (4.0 * eta_aaa_z * eta_a_z + 3.0 * eta_aa_z * eta_aa_z)
5593 + (eta * eta - 1.0) * (6.0 * eta_aa_z * eta_a_z * eta_a_z)
5594 + (-eta * eta * eta + 3.0 * eta) * eta_a_z.powi(4))
5595 * (-cell.q(z)).exp()
5596 * INV_TWO_PI
5597 });
5598 let numeric_aaab = simpson_integral(cell.left, cell.right, 5000, |z| {
5599 let eta = cell.eta(z);
5600 let a_z = eta_a(z);
5601 let b_z = eta_b(z);
5602 let aa_z = eta_aa(z);
5603 let ab_z = eta_ab(z);
5604 let aaa_z = eta_aaa(z);
5605 let aab_z = eta_aab(z);
5606 (-eta * (aaa_z * b_z + 3.0 * aab_z * a_z + 3.0 * aa_z * ab_z)
5607 + (eta * eta - 1.0) * (3.0 * aa_z * a_z * b_z + 3.0 * ab_z * a_z * a_z)
5608 + (-eta * eta * eta + 3.0 * eta) * a_z.powi(3) * b_z)
5609 * (-cell.q(z)).exp()
5610 * INV_TWO_PI
5611 });
5612 let numeric_aabb = simpson_integral(cell.left, cell.right, 5000, |z| {
5613 let eta = cell.eta(z);
5614 let a_z = eta_a(z);
5615 let b_z = eta_b(z);
5616 let aa_z = eta_aa(z);
5617 let ab_z = eta_ab(z);
5618 let bb_z = eta_bb(z);
5619 let aab_z = eta_aab(z);
5620 let abb_z = eta_abb(z);
5621 (-eta * (2.0 * aab_z * b_z + 2.0 * abb_z * a_z + aa_z * bb_z + 2.0 * ab_z * ab_z)
5622 + (eta * eta - 1.0)
5623 * (aa_z * b_z * b_z + 4.0 * ab_z * a_z * b_z + bb_z * a_z * a_z)
5624 + (-eta * eta * eta + 3.0 * eta) * a_z * a_z * b_z * b_z)
5625 * (-cell.q(z)).exp()
5626 * INV_TWO_PI
5627 });
5628 let numeric_abbb = simpson_integral(cell.left, cell.right, 5000, |z| {
5629 let eta = cell.eta(z);
5630 let a_z = eta_a(z);
5631 let b_z = eta_b(z);
5632 let ab_z = eta_ab(z);
5633 let bb_z = eta_bb(z);
5634 let abb_z = eta_abb(z);
5635 let bbb_z = eta_bbb(z);
5636 (-eta * (3.0 * abb_z * b_z + bbb_z * a_z + 3.0 * ab_z * bb_z)
5637 + (eta * eta - 1.0) * (3.0 * ab_z * b_z * b_z + 3.0 * bb_z * a_z * b_z)
5638 + (-eta * eta * eta + 3.0 * eta) * a_z * b_z.powi(3))
5639 * (-cell.q(z)).exp()
5640 * INV_TWO_PI
5641 });
5642 let numeric_bbbb = simpson_integral(cell.left, cell.right, 5000, |z| {
5643 let eta = cell.eta(z);
5644 let eta_b_z = eta_b(z);
5645 let eta_bb_z = eta_bb(z);
5646 let eta_bbb_z = eta_bbb(z);
5647 (-eta * (4.0 * eta_bbb_z * eta_b_z + 3.0 * eta_bb_z * eta_bb_z)
5648 + (eta * eta - 1.0) * (6.0 * eta_bb_z * eta_b_z * eta_b_z)
5649 + (-eta * eta * eta + 3.0 * eta) * eta_b_z.powi(4))
5650 * (-cell.q(z)).exp()
5651 * INV_TWO_PI
5652 });
5653
5654 assert!((exact_a - numeric_a).abs() < 1e-8);
5655 assert!((exact_b - numeric_b).abs() < 1e-8);
5656 assert!((exact_aa - numeric_aa).abs() < 1e-8);
5657 assert!((exact_ab - numeric_ab).abs() < 1e-8);
5658 assert!((exact_bb - numeric_bb).abs() < 1e-8);
5659 assert!((exact_aaa - numeric_aaa).abs() < 2e-7);
5660 assert!((exact_aab - numeric_aab).abs() < 2e-7);
5661 assert!((exact_abb - numeric_abb).abs() < 2e-7);
5662 assert!((exact_bbb - numeric_bbb).abs() < 2e-7);
5663 assert!((exact_aaaa - numeric_aaaa).abs() < 2e-6);
5664 assert!((exact_aaab - numeric_aaab).abs() < 2e-6);
5665 assert!((exact_aabb - numeric_aabb).abs() < 2e-6);
5666 assert!((exact_abbb - numeric_abbb).abs() < 2e-6);
5667 assert!((exact_bbbb - numeric_bbbb).abs() < 2e-6);
5668 }
5669
5670 #[test]
5671 fn link_basis_cell_derivatives_match_exact_integrands() {
5672 let score_span = LocalSpanCubic {
5673 left: -0.75,
5674 right: 0.25,
5675 c0: 0.08,
5676 c1: -0.03,
5677 c2: 0.02,
5678 c3: -0.01,
5679 };
5680 let link_span = LocalSpanCubic {
5681 left: -0.6,
5682 right: 0.9,
5683 c0: -0.05,
5684 c1: 0.04,
5685 c2: -0.02,
5686 c3: 0.015,
5687 };
5688 let link_basis_span = LocalSpanCubic {
5689 left: -0.6,
5690 right: 0.9,
5691 c0: 0.02,
5692 c1: -0.01,
5693 c2: 0.03,
5694 c3: -0.02,
5695 };
5696 let a = 0.3;
5697 let b = -0.7;
5698 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
5699 let cell = DenestedCubicCell {
5700 left: score_span.left,
5701 right: score_span.right,
5702 c0: coeffs[0],
5703 c1: coeffs[1],
5704 c2: coeffs[2],
5705 c3: coeffs[3],
5706 };
5707 let state = evaluate_cell_moments(cell, 24).expect("cell moments");
5708 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
5709 let second_partials = denested_cell_second_partials(score_span, link_span, a, b);
5710 let dc_daa = second_partials.0;
5711 let dc_dab = second_partials.1;
5712 let dc_dbb = second_partials.2;
5713 let denested_third = denested_cell_third_partials(link_span);
5714 let dc_daaa = denested_third.0;
5715 let dc_dbbb = denested_third.3;
5716
5717 let coeff_w = link_basis_cell_coefficients(link_basis_span, a, b);
5718 let (coeff_aw, coeff_bw) = link_basis_cell_coefficient_partials(link_basis_span, a, b);
5719 let (coeff_aaw, coeff_abw, coeff_bbw) =
5720 link_basis_cell_second_partials(link_basis_span, a, b);
5721 let link_basis_third = link_basis_cell_third_partials(link_basis_span);
5722 let coeff_aaaw = link_basis_third.0;
5723 let coeff_bbbw = link_basis_third.3;
5724 let zero = [0.0; 4];
5725 let basis_third = 6.0 * link_basis_span.c3;
5726
5727 let eta_a = |z: f64| 1.0 + link_span.first_derivative(a + b * z);
5728 let eta_b = |z: f64| z + score_span.evaluate(z) + z * link_span.first_derivative(a + b * z);
5729 let eta_aa = |z: f64| link_span.second_derivative(a + b * z);
5730 let eta_ab = |z: f64| z * link_span.second_derivative(a + b * z);
5731 let eta_bb = |z: f64| z * z * link_span.second_derivative(a + b * z);
5732 let eta_w = |z: f64| link_basis_span.evaluate(a + b * z);
5733 let eta_aw = |z: f64| link_basis_span.first_derivative(a + b * z);
5734 let eta_bw = |z: f64| z * link_basis_span.first_derivative(a + b * z);
5735 let eta_aaw = |z: f64| link_basis_span.second_derivative(a + b * z);
5736 let eta_abw = |z: f64| z * link_basis_span.second_derivative(a + b * z);
5737 let eta_bbw = |z: f64| z * z * link_basis_span.second_derivative(a + b * z);
5738 let eta_aaaw = |z: f64| basis_third + 0.0 * z;
5739 let eta_bbbw = |z: f64| z * z * z * basis_third;
5740
5741 let exact_w = cell_first_derivative_from_moments(&coeff_w, &state.moments).expect("w");
5742 let exact_aw =
5743 cell_second_derivative_from_moments(cell, &dc_da, &coeff_w, &coeff_aw, &state.moments)
5744 .expect("aw");
5745 let exact_bw =
5746 cell_second_derivative_from_moments(cell, &dc_db, &coeff_w, &coeff_bw, &state.moments)
5747 .expect("bw");
5748 let exact_ww =
5749 cell_second_derivative_from_moments(cell, &coeff_w, &coeff_w, &zero, &state.moments)
5750 .expect("ww");
5751 let exact_aaw = cell_third_derivative_from_moments(
5752 cell,
5753 &dc_da,
5754 &dc_da,
5755 &coeff_w,
5756 &dc_daa,
5757 &coeff_aw,
5758 &coeff_aw,
5759 &coeff_aaw,
5760 &state.moments,
5761 )
5762 .expect("aaw");
5763 let exact_abw = cell_third_derivative_from_moments(
5764 cell,
5765 &dc_da,
5766 &dc_db,
5767 &coeff_w,
5768 &dc_dab,
5769 &coeff_aw,
5770 &coeff_bw,
5771 &coeff_abw,
5772 &state.moments,
5773 )
5774 .expect("abw");
5775 let exact_bbw = cell_third_derivative_from_moments(
5776 cell,
5777 &dc_db,
5778 &dc_db,
5779 &coeff_w,
5780 &dc_dbb,
5781 &coeff_bw,
5782 &coeff_bw,
5783 &coeff_bbw,
5784 &state.moments,
5785 )
5786 .expect("bbw");
5787 let exact_www = cell_third_derivative_from_moments(
5788 cell,
5789 &coeff_w,
5790 &coeff_w,
5791 &coeff_w,
5792 &zero,
5793 &zero,
5794 &zero,
5795 &zero,
5796 &state.moments,
5797 )
5798 .expect("www");
5799 let exact_aaaw = cell_fourth_derivative_from_moments(
5800 cell,
5801 &dc_da,
5802 &dc_da,
5803 &dc_da,
5804 &coeff_w,
5805 &dc_daa,
5806 &dc_daa,
5807 &coeff_aw,
5808 &dc_daa,
5809 &coeff_aw,
5810 &coeff_aw,
5811 &dc_daaa,
5812 &coeff_aaw,
5813 &coeff_aaw,
5814 &coeff_aaw,
5815 &coeff_aaaw,
5816 &state.moments,
5817 )
5818 .expect("aaaw");
5819 let exact_aaww = cell_fourth_derivative_from_moments(
5820 cell,
5821 &dc_da,
5822 &dc_da,
5823 &coeff_w,
5824 &coeff_w,
5825 &dc_daa,
5826 &coeff_aw,
5827 &coeff_aw,
5828 &coeff_aw,
5829 &coeff_aw,
5830 &zero,
5831 &coeff_aaw,
5832 &coeff_aaw,
5833 &zero,
5834 &zero,
5835 &zero,
5836 &state.moments,
5837 )
5838 .expect("aaww");
5839 let exact_abww = cell_fourth_derivative_from_moments(
5840 cell,
5841 &dc_da,
5842 &dc_db,
5843 &coeff_w,
5844 &coeff_w,
5845 &dc_dab,
5846 &coeff_aw,
5847 &coeff_aw,
5848 &coeff_bw,
5849 &coeff_bw,
5850 &zero,
5851 &coeff_abw,
5852 &coeff_abw,
5853 &zero,
5854 &zero,
5855 &zero,
5856 &state.moments,
5857 )
5858 .expect("abww");
5859 let exact_bbww = cell_fourth_derivative_from_moments(
5860 cell,
5861 &dc_db,
5862 &dc_db,
5863 &coeff_w,
5864 &coeff_w,
5865 &dc_dbb,
5866 &coeff_bw,
5867 &coeff_bw,
5868 &coeff_bw,
5869 &coeff_bw,
5870 &zero,
5871 &coeff_bbw,
5872 &coeff_bbw,
5873 &zero,
5874 &zero,
5875 &zero,
5876 &state.moments,
5877 )
5878 .expect("bbww");
5879 let exact_bbbw = cell_fourth_derivative_from_moments(
5880 cell,
5881 &dc_db,
5882 &dc_db,
5883 &dc_db,
5884 &coeff_w,
5885 &dc_dbb,
5886 &dc_dbb,
5887 &coeff_bw,
5888 &dc_dbb,
5889 &coeff_bw,
5890 &coeff_bw,
5891 &dc_dbbb,
5892 &coeff_bbw,
5893 &coeff_bbw,
5894 &coeff_bbw,
5895 &coeff_bbbw,
5896 &state.moments,
5897 )
5898 .expect("bbbw");
5899 let exact_wwww = cell_fourth_derivative_from_moments(
5900 cell,
5901 &coeff_w,
5902 &coeff_w,
5903 &coeff_w,
5904 &coeff_w,
5905 &zero,
5906 &zero,
5907 &zero,
5908 &zero,
5909 &zero,
5910 &zero,
5911 &zero,
5912 &zero,
5913 &zero,
5914 &zero,
5915 &zero,
5916 &state.moments,
5917 )
5918 .expect("wwww");
5919
5920 let numeric_w = simpson_integral(cell.left, cell.right, 5000, |z| {
5921 eta_w(z) * (-cell.q(z)).exp() * INV_TWO_PI
5922 });
5923 let numeric_aw = simpson_integral(cell.left, cell.right, 5000, |z| {
5924 (eta_aw(z) - cell.eta(z) * eta_a(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5925 });
5926 let numeric_bw = simpson_integral(cell.left, cell.right, 5000, |z| {
5927 (eta_bw(z) - cell.eta(z) * eta_b(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5928 });
5929 let numeric_ww = simpson_integral(cell.left, cell.right, 5000, |z| {
5930 (-cell.eta(z) * eta_w(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
5931 });
5932 let numeric_aaw = simpson_integral(cell.left, cell.right, 5000, |z| {
5933 let eta = cell.eta(z);
5934 let w_z = eta_w(z);
5935 let a_z = eta_a(z);
5936 (eta_aaw(z) - eta * (eta_aa(z) * w_z + 2.0 * eta_aw(z) * a_z)
5937 + (eta * eta - 1.0) * a_z * a_z * w_z)
5938 * (-cell.q(z)).exp()
5939 * INV_TWO_PI
5940 });
5941 let numeric_abw = simpson_integral(cell.left, cell.right, 5000, |z| {
5942 let eta = cell.eta(z);
5943 let w_z = eta_w(z);
5944 let a_z = eta_a(z);
5945 let b_z = eta_b(z);
5946 (eta_abw(z) - eta * (eta_ab(z) * w_z + eta_aw(z) * b_z + eta_bw(z) * a_z)
5947 + (eta * eta - 1.0) * a_z * b_z * w_z)
5948 * (-cell.q(z)).exp()
5949 * INV_TWO_PI
5950 });
5951 let numeric_bbw = simpson_integral(cell.left, cell.right, 5000, |z| {
5952 let eta = cell.eta(z);
5953 let w_z = eta_w(z);
5954 let b_z = eta_b(z);
5955 (eta_bbw(z) - eta * (eta_bb(z) * w_z + 2.0 * eta_bw(z) * b_z)
5956 + (eta * eta - 1.0) * b_z * b_z * w_z)
5957 * (-cell.q(z)).exp()
5958 * INV_TWO_PI
5959 });
5960 let numeric_www = simpson_integral(cell.left, cell.right, 5000, |z| {
5961 let eta = cell.eta(z);
5962 let w_z = eta_w(z);
5963 ((eta * eta - 1.0) * w_z * w_z * w_z) * (-cell.q(z)).exp() * INV_TWO_PI
5964 });
5965 let numeric_aaaw = simpson_integral(cell.left, cell.right, 5000, |z| {
5966 let eta = cell.eta(z);
5967 let a_z = eta_a(z);
5968 let w_z = eta_w(z);
5969 let aa_z = eta_aa(z);
5970 let aw_z = eta_aw(z);
5971 (eta_aaaw(z)
5972 - eta * ((dc_daaa[0] + 0.0 * z) * w_z + 3.0 * eta_aaw(z) * a_z + 3.0 * aa_z * aw_z)
5973 + (eta * eta - 1.0) * (3.0 * aa_z * a_z * w_z + 3.0 * aw_z * a_z * a_z)
5974 + (-eta * eta * eta + 3.0 * eta) * a_z * a_z * a_z * w_z)
5975 * (-cell.q(z)).exp()
5976 * INV_TWO_PI
5977 });
5978 let numeric_aaww = simpson_integral(cell.left, cell.right, 5000, |z| {
5979 let eta = cell.eta(z);
5980 let a_z = eta_a(z);
5981 let w_z = eta_w(z);
5982 let aw_z = eta_aw(z);
5983 (-(2.0 * eta * (eta_aaw(z) * w_z + aw_z * aw_z))
5984 + (eta * eta - 1.0) * (eta_aa(z) * w_z * w_z + 4.0 * aw_z * a_z * w_z)
5985 + (-eta * eta * eta + 3.0 * eta) * a_z * a_z * w_z * w_z)
5986 * (-cell.q(z)).exp()
5987 * INV_TWO_PI
5988 });
5989 let numeric_abww = simpson_integral(cell.left, cell.right, 5000, |z| {
5990 let eta = cell.eta(z);
5991 let a_z = eta_a(z);
5992 let b_z = eta_b(z);
5993 let w_z = eta_w(z);
5994 let aw_z = eta_aw(z);
5995 let bw_z = eta_bw(z);
5996 (-(2.0 * eta * (eta_abw(z) * w_z + aw_z * bw_z))
5997 + (eta * eta - 1.0)
5998 * (eta_ab(z) * w_z * w_z + 2.0 * aw_z * b_z * w_z + 2.0 * bw_z * a_z * w_z)
5999 + (-eta * eta * eta + 3.0 * eta) * a_z * b_z * w_z * w_z)
6000 * (-cell.q(z)).exp()
6001 * INV_TWO_PI
6002 });
6003 let numeric_bbww = simpson_integral(cell.left, cell.right, 5000, |z| {
6004 let eta = cell.eta(z);
6005 let b_z = eta_b(z);
6006 let w_z = eta_w(z);
6007 let bw_z = eta_bw(z);
6008 (-(2.0 * eta * (eta_bbw(z) * w_z + bw_z * bw_z))
6009 + (eta * eta - 1.0) * (eta_bb(z) * w_z * w_z + 4.0 * bw_z * b_z * w_z)
6010 + (-eta * eta * eta + 3.0 * eta) * b_z * b_z * w_z * w_z)
6011 * (-cell.q(z)).exp()
6012 * INV_TWO_PI
6013 });
6014 let numeric_bbbw = simpson_integral(cell.left, cell.right, 5000, |z| {
6015 let eta = cell.eta(z);
6016 let b_z = eta_b(z);
6017 let w_z = eta_w(z);
6018 let bb_z = eta_bb(z);
6019 let bw_z = eta_bw(z);
6020 (eta_bbbw(z)
6021 - eta
6022 * ((dc_dbbb[3] * z * z * z) * w_z + 3.0 * eta_bbw(z) * b_z + 3.0 * bb_z * bw_z)
6023 + (eta * eta - 1.0) * (3.0 * bb_z * b_z * w_z + 3.0 * bw_z * b_z * b_z)
6024 + (-eta * eta * eta + 3.0 * eta) * b_z * b_z * b_z * w_z)
6025 * (-cell.q(z)).exp()
6026 * INV_TWO_PI
6027 });
6028 let numeric_wwww = simpson_integral(cell.left, cell.right, 5000, |z| {
6029 let eta = cell.eta(z);
6030 let w_z = eta_w(z);
6031 ((-eta * eta * eta + 3.0 * eta) * w_z * w_z * w_z * w_z)
6032 * (-cell.q(z)).exp()
6033 * INV_TWO_PI
6034 });
6035
6036 assert!((exact_w - numeric_w).abs() < 1e-8);
6037 assert!((exact_aw - numeric_aw).abs() < 1e-7);
6038 assert!((exact_bw - numeric_bw).abs() < 1e-7);
6039 assert!((exact_ww - numeric_ww).abs() < 1e-7);
6040 assert!((exact_aaw - numeric_aaw).abs() < 2e-6);
6041 assert!((exact_abw - numeric_abw).abs() < 2e-6);
6042 assert!((exact_bbw - numeric_bbw).abs() < 2e-6);
6043 assert!((exact_www - numeric_www).abs() < 2e-6);
6044 assert!((exact_aaaw - numeric_aaaw).abs() < 3e-6);
6045 assert!((exact_aaww - numeric_aaww).abs() < 3e-6);
6046 assert!((exact_abww - numeric_abww).abs() < 3e-6);
6047 assert!((exact_bbww - numeric_bbww).abs() < 3e-6);
6048 assert!((exact_bbbw - numeric_bbbw).abs() < 3e-6);
6049 assert!((exact_wwww - numeric_wwww).abs() < 3e-6);
6050 }
6051
6052 #[test]
6053 fn score_basis_cell_derivatives_match_exact_integrands() {
6054 let score_span = LocalSpanCubic {
6055 left: -0.75,
6056 right: 0.25,
6057 c0: 0.08,
6058 c1: -0.03,
6059 c2: 0.02,
6060 c3: -0.01,
6061 };
6062 let score_basis_span = LocalSpanCubic {
6063 left: -0.75,
6064 right: 0.25,
6065 c0: -0.04,
6066 c1: 0.06,
6067 c2: -0.01,
6068 c3: 0.02,
6069 };
6070 let link_span = LocalSpanCubic {
6071 left: -0.6,
6072 right: 0.9,
6073 c0: -0.05,
6074 c1: 0.04,
6075 c2: -0.02,
6076 c3: 0.015,
6077 };
6078 let a = 0.3;
6079 let b = -0.7;
6080 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
6081 let cell = DenestedCubicCell {
6082 left: score_span.left,
6083 right: score_span.right,
6084 c0: coeffs[0],
6085 c1: coeffs[1],
6086 c2: coeffs[2],
6087 c3: coeffs[3],
6088 };
6089 let state = evaluate_cell_moments(cell, 24).expect("cell moments");
6090 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
6091 let second_partials = denested_cell_second_partials(score_span, link_span, a, b);
6092 let dc_daa = second_partials.0;
6093 let dc_dab = second_partials.1;
6094 let dc_dbb = second_partials.2;
6095 let denested_third = denested_cell_third_partials(link_span);
6096 let dc_dbbb = denested_third.3;
6097
6098 let coeff_h = score_basis_cell_coefficients(score_basis_span, b);
6099 let coeff_bh = score_basis_cell_coefficients(score_basis_span, 1.0);
6100 let zero = [0.0; 4];
6101
6102 let eta_a = |z: f64| 1.0 + link_span.first_derivative(a + b * z);
6103 let eta_b = |z: f64| z + score_span.evaluate(z) + z * link_span.first_derivative(a + b * z);
6104 let eta_ab = |z: f64| z * link_span.second_derivative(a + b * z);
6105 let eta_bb = |z: f64| z * z * link_span.second_derivative(a + b * z);
6106 let eta_h = |z: f64| b * score_basis_span.evaluate(z);
6107 let eta_bh = |z: f64| score_basis_span.evaluate(z);
6108
6109 let exact_h = cell_first_derivative_from_moments(&coeff_h, &state.moments).expect("h");
6110 let exact_ah =
6111 cell_second_derivative_from_moments(cell, &dc_da, &coeff_h, &zero, &state.moments)
6112 .expect("ah");
6113 let exact_bh =
6114 cell_second_derivative_from_moments(cell, &dc_db, &coeff_h, &coeff_bh, &state.moments)
6115 .expect("bh");
6116 let exact_hh =
6117 cell_second_derivative_from_moments(cell, &coeff_h, &coeff_h, &zero, &state.moments)
6118 .expect("hh");
6119 let exact_abh = cell_third_derivative_from_moments(
6120 cell,
6121 &dc_da,
6122 &dc_db,
6123 &coeff_h,
6124 &dc_dab,
6125 &zero,
6126 &coeff_bh,
6127 &zero,
6128 &state.moments,
6129 )
6130 .expect("abh");
6131 let exact_bbh = cell_third_derivative_from_moments(
6132 cell,
6133 &dc_db,
6134 &dc_db,
6135 &coeff_h,
6136 &dc_dbb,
6137 &coeff_bh,
6138 &coeff_bh,
6139 &zero,
6140 &state.moments,
6141 )
6142 .expect("bbh");
6143 let exact_bhh = cell_third_derivative_from_moments(
6144 cell,
6145 &dc_db,
6146 &coeff_h,
6147 &coeff_h,
6148 &coeff_bh,
6149 &coeff_bh,
6150 &zero,
6151 &zero,
6152 &state.moments,
6153 )
6154 .expect("bhh");
6155 let exact_hhh = cell_third_derivative_from_moments(
6156 cell,
6157 &coeff_h,
6158 &coeff_h,
6159 &coeff_h,
6160 &zero,
6161 &zero,
6162 &zero,
6163 &zero,
6164 &state.moments,
6165 )
6166 .expect("hhh");
6167 let exact_bbbh = cell_fourth_derivative_from_moments(
6168 cell,
6169 &dc_db,
6170 &dc_db,
6171 &dc_db,
6172 &coeff_h,
6173 &dc_dbb,
6174 &dc_dbb,
6175 &coeff_bh,
6176 &dc_dbb,
6177 &coeff_bh,
6178 &coeff_bh,
6179 &dc_dbbb,
6180 &zero,
6181 &zero,
6182 &zero,
6183 &zero,
6184 &state.moments,
6185 )
6186 .expect("bbbh");
6187 let exact_aahh = cell_fourth_derivative_from_moments(
6188 cell,
6189 &dc_da,
6190 &dc_da,
6191 &coeff_h,
6192 &coeff_h,
6193 &dc_daa,
6194 &zero,
6195 &zero,
6196 &zero,
6197 &zero,
6198 &zero,
6199 &zero,
6200 &zero,
6201 &zero,
6202 &zero,
6203 &zero,
6204 &state.moments,
6205 )
6206 .expect("aahh");
6207 let exact_abhh = cell_fourth_derivative_from_moments(
6208 cell,
6209 &dc_da,
6210 &dc_db,
6211 &coeff_h,
6212 &coeff_h,
6213 &dc_dab,
6214 &zero,
6215 &zero,
6216 &coeff_bh,
6217 &coeff_bh,
6218 &zero,
6219 &zero,
6220 &zero,
6221 &zero,
6222 &zero,
6223 &zero,
6224 &state.moments,
6225 )
6226 .expect("abhh");
6227 let exact_bbhh = cell_fourth_derivative_from_moments(
6228 cell,
6229 &dc_db,
6230 &dc_db,
6231 &coeff_h,
6232 &coeff_h,
6233 &dc_dbb,
6234 &coeff_bh,
6235 &coeff_bh,
6236 &coeff_bh,
6237 &coeff_bh,
6238 &zero,
6239 &zero,
6240 &zero,
6241 &zero,
6242 &zero,
6243 &zero,
6244 &state.moments,
6245 )
6246 .expect("bbhh");
6247 let exact_bhhh = cell_fourth_derivative_from_moments(
6248 cell,
6249 &dc_db,
6250 &coeff_h,
6251 &coeff_h,
6252 &coeff_h,
6253 &coeff_bh,
6254 &coeff_bh,
6255 &coeff_bh,
6256 &zero,
6257 &zero,
6258 &zero,
6259 &zero,
6260 &zero,
6261 &zero,
6262 &zero,
6263 &zero,
6264 &state.moments,
6265 )
6266 .expect("bhhh");
6267 let exact_hhhh = cell_fourth_derivative_from_moments(
6268 cell,
6269 &coeff_h,
6270 &coeff_h,
6271 &coeff_h,
6272 &coeff_h,
6273 &zero,
6274 &zero,
6275 &zero,
6276 &zero,
6277 &zero,
6278 &zero,
6279 &zero,
6280 &zero,
6281 &zero,
6282 &zero,
6283 &zero,
6284 &state.moments,
6285 )
6286 .expect("hhhh");
6287
6288 let numeric_h = simpson_integral(cell.left, cell.right, 5000, |z| {
6289 eta_h(z) * (-cell.q(z)).exp() * INV_TWO_PI
6290 });
6291 let numeric_ah = simpson_integral(cell.left, cell.right, 5000, |z| {
6292 (-cell.eta(z) * eta_a(z) * eta_h(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6293 });
6294 let numeric_bh = simpson_integral(cell.left, cell.right, 5000, |z| {
6295 (eta_bh(z) - cell.eta(z) * eta_b(z) * eta_h(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6296 });
6297 let numeric_hh = simpson_integral(cell.left, cell.right, 5000, |z| {
6298 (-cell.eta(z) * eta_h(z) * eta_h(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6299 });
6300 let numeric_abh = simpson_integral(cell.left, cell.right, 5000, |z| {
6301 let eta = cell.eta(z);
6302 (-(eta * (eta_ab(z) * eta_h(z) + eta_bh(z) * eta_a(z)))
6303 + (eta * eta - 1.0) * eta_a(z) * eta_b(z) * eta_h(z))
6304 * (-cell.q(z)).exp()
6305 * INV_TWO_PI
6306 });
6307 let numeric_bbh = simpson_integral(cell.left, cell.right, 5000, |z| {
6308 let eta = cell.eta(z);
6309 (-(eta * (eta_bb(z) * eta_h(z) + 2.0 * eta_bh(z) * eta_b(z)))
6310 + (eta * eta - 1.0) * eta_b(z) * eta_b(z) * eta_h(z))
6311 * (-cell.q(z)).exp()
6312 * INV_TWO_PI
6313 });
6314 let numeric_bhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6315 let eta = cell.eta(z);
6316 (-(2.0 * eta * eta_bh(z) * eta_h(z))
6317 + (eta * eta - 1.0) * eta_b(z) * eta_h(z) * eta_h(z))
6318 * (-cell.q(z)).exp()
6319 * INV_TWO_PI
6320 });
6321 let numeric_hhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6322 let eta = cell.eta(z);
6323 ((eta * eta - 1.0) * eta_h(z) * eta_h(z) * eta_h(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6324 });
6325 let numeric_bbbh = simpson_integral(cell.left, cell.right, 5000, |z| {
6326 let eta = cell.eta(z);
6327 let b_z = eta_b(z);
6328 let h_z = eta_h(z);
6329 let bb_z = eta_bb(z);
6330 let bh_z = eta_bh(z);
6331 (-(eta * ((dc_dbbb[3] * z * z * z) * h_z + 3.0 * bb_z * bh_z))
6332 + (eta * eta - 1.0) * (3.0 * bb_z * b_z * h_z + 3.0 * bh_z * b_z * b_z)
6333 + (-eta * eta * eta + 3.0 * eta) * b_z * b_z * b_z * h_z)
6334 * (-cell.q(z)).exp()
6335 * INV_TWO_PI
6336 });
6337 let numeric_aahh = simpson_integral(cell.left, cell.right, 5000, |z| {
6338 let eta = cell.eta(z);
6339 let a_z = eta_a(z);
6340 let h_z = eta_h(z);
6341 ((eta * eta - 1.0) * polynomial_value(&dc_daa, z) * h_z * h_z
6342 + (-eta * eta * eta + 3.0 * eta) * a_z * a_z * h_z * h_z)
6343 * (-cell.q(z)).exp()
6344 * INV_TWO_PI
6345 });
6346 let numeric_abhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6347 let eta = cell.eta(z);
6348 let a_z = eta_a(z);
6349 let b_z = eta_b(z);
6350 let h_z = eta_h(z);
6351 ((eta * eta - 1.0) * (eta_ab(z) * h_z * h_z + 2.0 * eta_bh(z) * a_z * h_z)
6352 + (-eta * eta * eta + 3.0 * eta) * a_z * b_z * h_z * h_z)
6353 * (-cell.q(z)).exp()
6354 * INV_TWO_PI
6355 });
6356 let numeric_bbhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6357 let eta = cell.eta(z);
6358 let b_z = eta_b(z);
6359 let h_z = eta_h(z);
6360 let bh_z = eta_bh(z);
6361 (-(2.0 * eta * bh_z * bh_z)
6362 + (eta * eta - 1.0) * (eta_bb(z) * h_z * h_z + 4.0 * bh_z * b_z * h_z)
6363 + (-eta * eta * eta + 3.0 * eta) * b_z * b_z * h_z * h_z)
6364 * (-cell.q(z)).exp()
6365 * INV_TWO_PI
6366 });
6367 let numeric_bhhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6368 let eta = cell.eta(z);
6369 let h_z = eta_h(z);
6370 (-(eta * (3.0 * eta_bh(z) * h_z * h_z))
6371 + (eta * eta - 1.0) * (3.0 * eta_bh(z) * h_z * h_z)
6372 + (-eta * eta * eta + 3.0 * eta) * eta_b(z) * h_z * h_z * h_z)
6373 * (-cell.q(z)).exp()
6374 * INV_TWO_PI
6375 });
6376 let numeric_hhhh = simpson_integral(cell.left, cell.right, 5000, |z| {
6377 let eta = cell.eta(z);
6378 let h_z = eta_h(z);
6379 ((-eta * eta * eta + 3.0 * eta) * h_z * h_z * h_z * h_z)
6380 * (-cell.q(z)).exp()
6381 * INV_TWO_PI
6382 });
6383
6384 assert!((exact_h - numeric_h).abs() < 1e-8);
6385 assert!((exact_ah - numeric_ah).abs() < 1e-7);
6386 assert!((exact_bh - numeric_bh).abs() < 1e-7);
6387 assert!((exact_hh - numeric_hh).abs() < 1e-7);
6388 assert!((exact_abh - numeric_abh).abs() < 2e-6);
6389 assert!((exact_bbh - numeric_bbh).abs() < 2e-6);
6390 assert!((exact_bhh - numeric_bhh).abs() < 2e-6);
6391 assert!((exact_hhh - numeric_hhh).abs() < 2e-6);
6392 assert!((exact_bbbh - numeric_bbbh).abs() < 3e-6);
6393 assert!((exact_aahh - numeric_aahh).abs() < 3e-6);
6394 assert!((exact_abhh - numeric_abhh).abs() < 3e-6);
6395 assert!((exact_bbhh - numeric_bbhh).abs() < 3e-6);
6396 assert!((exact_bhhh - numeric_bhhh).abs() < 3e-6);
6397 assert!((exact_hhhh - numeric_hhhh).abs() < 3e-6);
6398 }
6399
6400 #[test]
6401 fn cross_basis_cell_derivatives_match_exact_integrands() {
6402 let score_span = LocalSpanCubic {
6403 left: -0.75,
6404 right: 0.25,
6405 c0: 0.08,
6406 c1: -0.03,
6407 c2: 0.02,
6408 c3: -0.01,
6409 };
6410 let score_basis_span = LocalSpanCubic {
6411 left: -0.75,
6412 right: 0.25,
6413 c0: -0.04,
6414 c1: 0.06,
6415 c2: -0.01,
6416 c3: 0.02,
6417 };
6418 let link_span = LocalSpanCubic {
6419 left: -0.6,
6420 right: 0.9,
6421 c0: -0.05,
6422 c1: 0.04,
6423 c2: -0.02,
6424 c3: 0.015,
6425 };
6426 let link_basis_span = LocalSpanCubic {
6427 left: -0.6,
6428 right: 0.9,
6429 c0: 0.02,
6430 c1: -0.01,
6431 c2: 0.03,
6432 c3: -0.02,
6433 };
6434 let a = 0.3;
6435 let b = -0.7;
6436 let coeffs = denested_cell_coefficients(score_span, link_span, a, b);
6437 let cell = DenestedCubicCell {
6438 left: score_span.left,
6439 right: score_span.right,
6440 c0: coeffs[0],
6441 c1: coeffs[1],
6442 c2: coeffs[2],
6443 c3: coeffs[3],
6444 };
6445 let state = evaluate_cell_moments(cell, 24).expect("cell moments");
6446 let (dc_da, dc_db) = denested_cell_coefficient_partials(score_span, link_span, a, b);
6447 let (dc_daa, dc_dab, _) = denested_cell_second_partials(score_span, link_span, a, b);
6448
6449 let coeff_h = score_basis_cell_coefficients(score_basis_span, b);
6450 let coeff_bh = score_basis_cell_coefficients(score_basis_span, 1.0);
6451 let coeff_w = link_basis_cell_coefficients(link_basis_span, a, b);
6452 let (coeff_aw, coeff_bw) = link_basis_cell_coefficient_partials(link_basis_span, a, b);
6453 let (coeff_aaw, coeff_abw, _) = link_basis_cell_second_partials(link_basis_span, a, b);
6454 let zero = [0.0; 4];
6455
6456 let eta_a = |z: f64| 1.0 + link_span.first_derivative(a + b * z);
6457 let eta_b = |z: f64| z + score_span.evaluate(z) + z * link_span.first_derivative(a + b * z);
6458 let eta_h = |z: f64| b * score_basis_span.evaluate(z);
6459 let eta_bh = |z: f64| score_basis_span.evaluate(z);
6460 let eta_w = |z: f64| link_basis_span.evaluate(a + b * z);
6461 let eta_ab = |z: f64| z * link_span.second_derivative(a + b * z);
6462 let eta_aw = |z: f64| link_basis_span.first_derivative(a + b * z);
6463 let eta_bw = |z: f64| z * link_basis_span.first_derivative(a + b * z);
6464
6465 let exact_hw =
6466 cell_second_derivative_from_moments(cell, &coeff_h, &coeff_w, &zero, &state.moments)
6467 .expect("hw");
6468 let exact_ahw = cell_third_derivative_from_moments(
6469 cell,
6470 &dc_da,
6471 &coeff_h,
6472 &coeff_w,
6473 &zero,
6474 &coeff_aw,
6475 &zero,
6476 &zero,
6477 &state.moments,
6478 )
6479 .expect("ahw");
6480 let exact_bhw = cell_third_derivative_from_moments(
6481 cell,
6482 &dc_db,
6483 &coeff_h,
6484 &coeff_w,
6485 &coeff_bh,
6486 &coeff_bw,
6487 &zero,
6488 &zero,
6489 &state.moments,
6490 )
6491 .expect("bhw");
6492 let exact_hhw = cell_third_derivative_from_moments(
6493 cell,
6494 &coeff_h,
6495 &coeff_h,
6496 &coeff_w,
6497 &zero,
6498 &zero,
6499 &zero,
6500 &zero,
6501 &state.moments,
6502 )
6503 .expect("hhw");
6504 let exact_hww = cell_third_derivative_from_moments(
6505 cell,
6506 &coeff_h,
6507 &coeff_w,
6508 &coeff_w,
6509 &zero,
6510 &zero,
6511 &zero,
6512 &zero,
6513 &state.moments,
6514 )
6515 .expect("hww");
6516 let exact_aahw = cell_fourth_derivative_from_moments(
6517 cell,
6518 &dc_da,
6519 &dc_da,
6520 &coeff_h,
6521 &coeff_w,
6522 &dc_daa,
6523 &zero,
6524 &coeff_aw,
6525 &zero,
6526 &coeff_aw,
6527 &zero,
6528 &zero,
6529 &coeff_aaw,
6530 &zero,
6531 &zero,
6532 &zero,
6533 &state.moments,
6534 )
6535 .expect("aahw");
6536 let exact_hhww = cell_fourth_derivative_from_moments(
6537 cell,
6538 &coeff_h,
6539 &coeff_h,
6540 &coeff_w,
6541 &coeff_w,
6542 &zero,
6543 &zero,
6544 &zero,
6545 &zero,
6546 &zero,
6547 &zero,
6548 &zero,
6549 &zero,
6550 &zero,
6551 &zero,
6552 &zero,
6553 &state.moments,
6554 )
6555 .expect("hhww");
6556 let exact_hhhw = cell_fourth_derivative_from_moments(
6557 cell,
6558 &coeff_h,
6559 &coeff_h,
6560 &coeff_h,
6561 &coeff_w,
6562 &zero,
6563 &zero,
6564 &zero,
6565 &zero,
6566 &zero,
6567 &zero,
6568 &zero,
6569 &zero,
6570 &zero,
6571 &zero,
6572 &zero,
6573 &state.moments,
6574 )
6575 .expect("hhhw");
6576 let exact_abhw = cell_fourth_derivative_from_moments(
6577 cell,
6578 &dc_da,
6579 &dc_db,
6580 &coeff_h,
6581 &coeff_w,
6582 &dc_dab,
6583 &zero,
6584 &coeff_aw,
6585 &coeff_bh,
6586 &coeff_bw,
6587 &zero,
6588 &zero,
6589 &coeff_abw,
6590 &zero,
6591 &zero,
6592 &zero,
6593 &state.moments,
6594 )
6595 .expect("abhw");
6596 let exact_ahww = cell_fourth_derivative_from_moments(
6597 cell,
6598 &dc_da,
6599 &coeff_h,
6600 &coeff_w,
6601 &coeff_w,
6602 &zero,
6603 &coeff_aw,
6604 &coeff_aw,
6605 &zero,
6606 &zero,
6607 &zero,
6608 &zero,
6609 &zero,
6610 &zero,
6611 &zero,
6612 &zero,
6613 &state.moments,
6614 )
6615 .expect("ahww");
6616 let exact_bhww = cell_fourth_derivative_from_moments(
6617 cell,
6618 &dc_db,
6619 &coeff_h,
6620 &coeff_w,
6621 &coeff_w,
6622 &coeff_bh,
6623 &coeff_bw,
6624 &coeff_bw,
6625 &zero,
6626 &zero,
6627 &zero,
6628 &zero,
6629 &zero,
6630 &zero,
6631 &zero,
6632 &zero,
6633 &state.moments,
6634 )
6635 .expect("bhww");
6636 let exact_hwww = cell_fourth_derivative_from_moments(
6637 cell,
6638 &coeff_h,
6639 &coeff_w,
6640 &coeff_w,
6641 &coeff_w,
6642 &zero,
6643 &zero,
6644 &zero,
6645 &zero,
6646 &zero,
6647 &zero,
6648 &zero,
6649 &zero,
6650 &zero,
6651 &zero,
6652 &zero,
6653 &state.moments,
6654 )
6655 .expect("hwww");
6656
6657 let numeric_hw = simpson_integral(cell.left, cell.right, 5000, |z| {
6658 (-cell.eta(z) * eta_h(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6659 });
6660 let numeric_ahw = simpson_integral(cell.left, cell.right, 5000, |z| {
6661 let eta = cell.eta(z);
6662 (-(eta * eta_aw(z) * eta_h(z)) + (eta * eta - 1.0) * eta_a(z) * eta_h(z) * eta_w(z))
6663 * (-cell.q(z)).exp()
6664 * INV_TWO_PI
6665 });
6666 let numeric_bhw = simpson_integral(cell.left, cell.right, 5000, |z| {
6667 let eta = cell.eta(z);
6668 (-(eta * (eta_bh(z) * eta_w(z) + eta_bw(z) * eta_h(z)))
6669 + (eta * eta - 1.0) * eta_b(z) * eta_h(z) * eta_w(z))
6670 * (-cell.q(z)).exp()
6671 * INV_TWO_PI
6672 });
6673 let numeric_hhw = simpson_integral(cell.left, cell.right, 5000, |z| {
6674 let eta = cell.eta(z);
6675 ((eta * eta - 1.0) * eta_h(z) * eta_h(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6676 });
6677 let numeric_hww = simpson_integral(cell.left, cell.right, 5000, |z| {
6678 let eta = cell.eta(z);
6679 ((eta * eta - 1.0) * eta_h(z) * eta_w(z) * eta_w(z)) * (-cell.q(z)).exp() * INV_TWO_PI
6680 });
6681 let numeric_aahw = simpson_integral(cell.left, cell.right, 5000, |z| {
6682 let eta = cell.eta(z);
6683 (-(eta * polynomial_value(&coeff_aaw, z) * eta_h(z))
6684 + (eta * eta - 1.0)
6685 * (polynomial_value(&dc_daa, z) * eta_h(z) * eta_w(z)
6686 + 2.0 * eta_aw(z) * eta_a(z) * eta_h(z))
6687 + (-eta * eta * eta + 3.0 * eta) * eta_a(z) * eta_a(z) * eta_h(z) * eta_w(z))
6688 * (-cell.q(z)).exp()
6689 * INV_TWO_PI
6690 });
6691 let numeric_hhww = simpson_integral(cell.left, cell.right, 5000, |z| {
6692 let eta = cell.eta(z);
6693 ((-eta * eta * eta + 3.0 * eta) * eta_h(z) * eta_h(z) * eta_w(z) * eta_w(z))
6694 * (-cell.q(z)).exp()
6695 * INV_TWO_PI
6696 });
6697 let numeric_hhhw = simpson_integral(cell.left, cell.right, 5000, |z| {
6698 let eta = cell.eta(z);
6699 ((-eta * eta * eta + 3.0 * eta) * eta_h(z) * eta_h(z) * eta_h(z) * eta_w(z))
6700 * (-cell.q(z)).exp()
6701 * INV_TWO_PI
6702 });
6703 let numeric_abhw = simpson_integral(cell.left, cell.right, 5000, |z| {
6704 let eta = cell.eta(z);
6705 (-(eta * polynomial_value(&coeff_abw, z) * eta_h(z) + eta * eta_aw(z) * eta_bh(z))
6706 + (eta * eta - 1.0)
6707 * (eta_ab(z) * eta_h(z) * eta_w(z)
6708 + eta_aw(z) * eta_b(z) * eta_h(z)
6709 + eta_bh(z) * eta_a(z) * eta_w(z)
6710 + eta_bw(z) * eta_a(z) * eta_h(z))
6711 + (-eta * eta * eta + 3.0 * eta) * eta_a(z) * eta_b(z) * eta_h(z) * eta_w(z))
6712 * (-cell.q(z)).exp()
6713 * INV_TWO_PI
6714 });
6715 let numeric_ahww = simpson_integral(cell.left, cell.right, 5000, |z| {
6716 let eta = cell.eta(z);
6717 (2.0 * (eta * eta - 1.0) * eta_aw(z) * eta_h(z) * eta_w(z)
6718 + (-eta * eta * eta + 3.0 * eta) * eta_a(z) * eta_h(z) * eta_w(z) * eta_w(z))
6719 * (-cell.q(z)).exp()
6720 * INV_TWO_PI
6721 });
6722 let numeric_bhww = simpson_integral(cell.left, cell.right, 5000, |z| {
6723 let eta = cell.eta(z);
6724 let h_z = eta_h(z);
6725 let w_z = eta_w(z);
6726 ((eta * eta - 1.0) * (eta_bh(z) * w_z * w_z + 2.0 * eta_bw(z) * h_z * w_z)
6727 + (-eta * eta * eta + 3.0 * eta) * eta_b(z) * h_z * w_z * w_z)
6728 * (-cell.q(z)).exp()
6729 * INV_TWO_PI
6730 });
6731 let numeric_hwww = simpson_integral(cell.left, cell.right, 5000, |z| {
6732 let eta = cell.eta(z);
6733 ((-eta * eta * eta + 3.0 * eta) * eta_h(z) * eta_w(z) * eta_w(z) * eta_w(z))
6734 * (-cell.q(z)).exp()
6735 * INV_TWO_PI
6736 });
6737
6738 assert!((exact_hw - numeric_hw).abs() < 1e-7);
6739 assert!((exact_ahw - numeric_ahw).abs() < 2e-6);
6740 assert!((exact_bhw - numeric_bhw).abs() < 2e-6);
6741 assert!((exact_hhw - numeric_hhw).abs() < 2e-6);
6742 assert!((exact_hww - numeric_hww).abs() < 2e-6);
6743 assert!((exact_aahw - numeric_aahw).abs() < 3e-6);
6744 assert!((exact_hhww - numeric_hhww).abs() < 3e-6);
6745 assert!((exact_hhhw - numeric_hhhw).abs() < 3e-6);
6746 assert!((exact_abhw - numeric_abhw).abs() < 3e-6);
6747 assert!((exact_ahww - numeric_ahww).abs() < 3e-6);
6748 assert!((exact_bhww - numeric_bhww).abs() < 3e-6);
6749 assert!((exact_hwww - numeric_hwww).abs() < 3e-6);
6750 }
6751
6752 #[test]
6753 fn cell_moment_scratch_reuses_buffers_under_margslope_like_pressure() {
6754 let cells = [
6755 DenestedCubicCell {
6756 left: -1.2,
6757 right: -0.35,
6758 c0: 0.18,
6759 c1: 0.72,
6760 c2: -0.045,
6761 c3: 0.018,
6762 },
6763 DenestedCubicCell {
6764 left: -0.35,
6765 right: 0.48,
6766 c0: -0.08,
6767 c1: 0.91,
6768 c2: 0.038,
6769 c3: -0.014,
6770 },
6771 DenestedCubicCell {
6772 left: 0.48,
6773 right: 1.4,
6774 c0: 0.11,
6775 c1: 0.83,
6776 c2: 0.022,
6777 c3: 0.012,
6778 },
6779 ];
6780 let mut scratch = CellMomentScratch::with_capacity(MAX_AFFINE_ANCHOR_DEGREE);
6781 for cell in cells {
6782 let baseline = evaluate_cell_moments(cell, 9).expect("baseline moments");
6783 let scratch_state =
6784 evaluate_cell_moments_with_scratch(cell, 9, &mut scratch).expect("scratch moments");
6785 assert_eq!(baseline.branch, scratch_state.branch);
6786 assert!((baseline.value - scratch_state.value).abs() <= 1e-10);
6787 assert_eq!(baseline.moments.len(), scratch_state.moments.len());
6788 for (lhs, rhs) in baseline.moments.iter().zip(scratch_state.moments.iter()) {
6789 assert!((lhs - rhs).abs() <= 1e-10, "{lhs} vs {rhs}");
6790 }
6791 }
6792
6793 reset_cell_moment_test_reallocs();
6794 let mut checksum = 0.0;
6795 for i in 0..5_000 {
6796 let cell = cells[i % cells.len()];
6797 let state = evaluate_cell_moments_with_scratch(cell, 9, &mut scratch)
6798 .expect("scratch moments under repeated pressure");
6799 checksum += state.value + state.moments[0] * 1e-12;
6800 }
6801 assert!(checksum.is_finite());
6802 assert_eq!(
6803 cell_moment_test_reallocs(),
6804 0,
6805 "scratch-backed inner cell-moment calls should not grow Vec buffers"
6806 );
6807 }
6808
6809 #[test]
6810 fn evaluate_cell_moments_matches_numeric_integrals() {
6811 let cell = DenestedCubicCell {
6812 left: -0.9,
6813 right: 0.8,
6814 c0: 0.15,
6815 c1: -0.35,
6816 c2: 0.11,
6817 c3: -0.07,
6818 };
6819 let state = evaluate_cell_moments(cell, 6).expect("cell moments");
6820 let value_numeric = simpson_integral(cell.left, cell.right, 4000, |z| {
6821 super::normal_cdf(cell.eta(z)) * normal_pdf(z)
6822 });
6823 assert!((state.value - value_numeric).abs() < 1e-9);
6824 for degree in 0..=6 {
6825 let target = simpson_integral(cell.left, cell.right, 4000, |z| {
6826 z.powi(degree as i32) * (-cell.q(z)).exp()
6827 });
6828 assert!((state.moments[degree] - target).abs() < 1e-9);
6829 }
6830 }
6831
6832 #[test]
6833 fn partition_builder_moves_link_preimages_with_intercept() {
6834 let score_breaks = [-2.0, -1.0, 0.0, 1.0, 2.0];
6835 let link_breaks = [-1.5, -0.5, 0.5, 1.5];
6836 let score_span = |z: f64| {
6837 let left = if z < -1.0 {
6838 -2.0
6839 } else if z < 0.0 {
6840 -1.0
6841 } else if z < 1.0 {
6842 0.0
6843 } else {
6844 1.0
6845 };
6846 Ok(LocalSpanCubic {
6847 left,
6848 right: left + 1.0,
6849 c0: 0.1,
6850 c1: 0.2,
6851 c2: 0.0,
6852 c3: 0.0,
6853 })
6854 };
6855 let link_span = |u: f64| {
6856 let left = if u < -0.5 {
6857 -1.5
6858 } else if u < 0.5 {
6859 -0.5
6860 } else {
6861 0.5
6862 };
6863 Ok(LocalSpanCubic {
6864 left,
6865 right: left + 1.0,
6866 c0: -0.05,
6867 c1: 0.1,
6868 c2: 0.0,
6869 c3: 0.0,
6870 })
6871 };
6872 let cells_a0 = build_denested_partition_cells(
6873 0.25,
6874 0.9,
6875 &score_breaks,
6876 &link_breaks,
6877 score_span,
6878 link_span,
6879 )
6880 .expect("cells a0");
6881 let cells_a1 = build_denested_partition_cells(
6882 0.55,
6883 0.9,
6884 &score_breaks,
6885 &link_breaks,
6886 score_span,
6887 link_span,
6888 )
6889 .expect("cells a1");
6890 assert!(cells_a0.len() >= score_breaks.len() - 1);
6891 assert!(
6892 cells_a0
6893 .windows(2)
6894 .all(|w| (w[0].cell.right - w[1].cell.left).abs() <= 1e-12)
6895 );
6896 assert!(
6897 cells_a0
6898 .iter()
6899 .zip(cells_a1.iter())
6900 .any(|(lhs, rhs)| (lhs.cell.left - rhs.cell.left).abs() > 1e-10)
6901 );
6902 assert!(cells_a0.first().unwrap().cell.left.is_infinite());
6903 assert!(cells_a0.last().unwrap().cell.right.is_infinite());
6904 }
6905
6906 #[test]
6907 fn partition_builder_without_breaks_returns_single_global_cell() {
6908 let cells = build_denested_partition_cells_with_tails(
6909 0.3,
6910 -0.4,
6911 &[],
6912 &[],
6913 |z| {
6914 if z.is_nan() {
6915 return Err("probe z is NaN".to_string());
6916 }
6917 Ok(LocalSpanCubic {
6918 left: 0.0,
6919 right: 1.0,
6920 c0: 0.0,
6921 c1: 0.0,
6922 c2: 0.0,
6923 c3: 0.0,
6924 })
6925 },
6926 |u| {
6927 if u.is_nan() {
6928 return Err("probe u is NaN".to_string());
6929 }
6930 Ok(LocalSpanCubic {
6931 left: 0.0,
6932 right: 1.0,
6933 c0: 0.0,
6934 c1: 0.0,
6935 c2: 0.0,
6936 c3: 0.0,
6937 })
6938 },
6939 )
6940 .expect("global cell");
6941 assert_eq!(cells.len(), 1);
6942 assert_eq!(cells[0].cell.left, f64::NEG_INFINITY);
6943 assert_eq!(cells[0].cell.right, f64::INFINITY);
6944 assert!(cells[0].cell.c2.abs() < 1e-12);
6945 assert!(cells[0].cell.c3.abs() < 1e-12);
6946 }
6947
6948 #[test]
6949 fn polynomial_integral_helper_matches_moment_sum() {
6950 let cell = DenestedCubicCell {
6951 left: -1.5,
6952 right: 1.25,
6953 c0: 0.2,
6954 c1: -0.4,
6955 c2: 0.15,
6956 c3: 0.03,
6957 };
6958 let state = evaluate_cell_moments(cell, 8).expect("cell moments");
6959 let coeffs = [1.5, -0.25, 0.75, 0.1];
6960 let expected = INV_TWO_PI
6961 * coeffs
6962 .iter()
6963 .enumerate()
6964 .map(|(idx, coeff)| coeff * state.moments[idx])
6965 .sum::<f64>();
6966 let got = cell_polynomial_integral_from_moments(&coeffs, &state.moments, "test poly")
6967 .expect("poly integral");
6968 assert!((got - expected).abs() < 1e-14);
6969 }
6970
6971 #[test]
6972 fn batched_cell_moment_max_degree_matches_direct_non_affine_grid() {
6973 let cells = [
6974 DenestedCubicCell {
6975 left: -2.0,
6976 right: -0.25,
6977 c0: -0.7,
6978 c1: 0.8,
6979 c2: 0.015,
6980 c3: -0.004,
6981 },
6982 DenestedCubicCell {
6983 left: -0.5,
6984 right: 0.75,
6985 c0: 0.2,
6986 c1: -0.35,
6987 c2: -0.025,
6988 c3: 0.0,
6989 },
6990 DenestedCubicCell {
6991 left: 0.1,
6992 right: 1.6,
6993 c0: 0.4,
6994 c1: 0.25,
6995 c2: 0.01,
6996 c3: 0.006,
6997 },
6998 DenestedCubicCell {
6999 left: -1.25,
7000 right: 2.25,
7001 c0: -0.1,
7002 c1: 0.55,
7003 c2: -0.012,
7004 c3: 0.003,
7005 },
7006 ];
7007 for cell in cells {
7008 let branch = branch_cell(cell).expect("branch");
7009 if branch == ExactCellBranch::Affine {
7010 continue;
7011 }
7012 let batched =
7013 evaluate_non_affine_cell_state(cell, branch, 21).expect("degree-21 state");
7014 for degree in [9usize, 15, 21] {
7015 let direct =
7016 evaluate_non_affine_cell_state(cell, branch, degree).expect("direct state");
7017 assert_eq!(batched.branch, direct.branch);
7018 let denom = direct.value.abs().max(1.0);
7019 assert!(((batched.value - direct.value).abs() / denom) < 1e-10);
7020 for k in 0..=degree {
7021 let denom = direct.moments[k].abs().max(1.0);
7022 let rel = (batched.moments[k] - direct.moments[k]).abs() / denom;
7023 assert!(
7024 rel < 1e-10,
7025 "cell={cell:?} degree={degree} moment={k} rel={rel:e}"
7026 );
7027 }
7028 }
7029 }
7030 }
7031
7032 #[test]
7033 fn derivative_moment_evaluator_matches_value_evaluator_moments() {
7034 let cells = [
7035 DenestedCubicCell {
7036 left: -2.0,
7037 right: -0.4,
7038 c0: 0.15,
7039 c1: -0.8,
7040 c2: 0.0,
7041 c3: 0.0,
7042 },
7043 DenestedCubicCell {
7044 left: -0.75,
7045 right: 1.4,
7046 c0: -0.25,
7047 c1: 0.6,
7048 c2: 0.12,
7049 c3: 0.0,
7050 },
7051 DenestedCubicCell {
7052 left: -1.1,
7053 right: 0.9,
7054 c0: 0.35,
7055 c1: -0.3,
7056 c2: 0.05,
7057 c3: -0.015,
7058 },
7059 ];
7060 for cell in cells {
7061 for degree in [4usize, 9, 15, 21] {
7062 let full = evaluate_cell_moments_uncached(cell, degree).expect("full moments");
7063 let derivative = evaluate_cell_derivative_moments_uncached(cell, degree)
7064 .expect("derivative moments");
7065 assert_eq!(full.branch, derivative.branch);
7066 assert_eq!(full.moments.len(), derivative.moments.len());
7067 for k in 0..full.moments.len() {
7068 assert_eq!(full.moments[k].to_bits(), derivative.moments[k].to_bits());
7069 }
7070 }
7071 }
7072 }
7073
7074 #[test]
7075 fn cell_moment_lru_matches_uncached_non_affine_grid() {
7076 let cache = CellMomentLruCache::new(16 * 1024 * 1024);
7077 let stats = CellMomentCacheStats::default();
7078 let c0s = [-0.75, 0.0, 0.5];
7079 let c1s = [-1.2, 0.25, 1.1];
7080 let c2s = [-0.18, 0.07];
7081 let c3s = [0.0, 0.025];
7082 let bounds = [(-2.0, -0.5), (-0.25, 1.5)];
7083 let degrees = [4usize, 9, 15, 21];
7084 for &c0 in &c0s {
7085 for &c1 in &c1s {
7086 for &c2 in &c2s {
7087 for &c3 in &c3s {
7088 for &(left, right) in &bounds {
7089 for &max_degree in °rees {
7090 let cell = DenestedCubicCell {
7091 left,
7092 right,
7093 c0,
7094 c1,
7095 c2,
7096 c3,
7097 };
7098 let branch = branch_cell(cell).expect("branch");
7099 if branch == ExactCellBranch::Affine {
7100 continue;
7101 }
7102 let expected =
7103 evaluate_non_affine_cell_state(cell, branch, max_degree)
7104 .expect("uncached non-affine moments");
7105 let got = evaluate_cell_moments_cached(
7106 cell,
7107 max_degree,
7108 &cache,
7109 Some(&stats),
7110 )
7111 .expect("cached moments");
7112 assert_eq!(got.branch, expected.branch);
7113 assert_eq!(got.moments.len(), max_degree + 1);
7114 let denom = expected.value.abs().max(1.0);
7115 assert!(
7116 ((got.value - expected.value).abs() / denom) < 1e-10,
7117 "value mismatch for {cell:?} degree {max_degree}: got {} expected {}",
7118 got.value,
7119 expected.value
7120 );
7121 for (idx, (&lhs, &rhs)) in
7122 got.moments.iter().zip(expected.moments.iter()).enumerate()
7123 {
7124 let denom = rhs.abs().max(1.0);
7125 assert!(
7126 ((lhs - rhs).abs() / denom) < 1e-10,
7127 "moment {idx} mismatch for {cell:?} degree {max_degree}: got {lhs} expected {rhs}"
7128 );
7129 }
7130 let warm = evaluate_cell_moments_cached(
7131 cell,
7132 max_degree,
7133 &cache,
7134 Some(&stats),
7135 )
7136 .expect("warm cached moments");
7137 assert_eq!(warm, got);
7138 }
7139 }
7140 }
7141 }
7142 }
7143 }
7144 let (hits, misses) = stats.snapshot();
7145 assert!(hits > 0, "expected warm LRU hits");
7146 assert!(misses > 0, "expected cold LRU misses");
7147 }
7148
7149 #[test]
7150 fn cell_moment_fingerprint_exact_cache_matches_current_evaluator() {
7151 let cells = [
7152 DenestedCubicCell {
7153 left: -1.75,
7154 right: -0.25,
7155 c0: 0.15,
7156 c1: -0.35,
7157 c2: 0.08,
7158 c3: -0.015,
7159 },
7160 DenestedCubicCell {
7161 left: -0.5,
7162 right: 0.8,
7163 c0: -0.2,
7164 c1: 0.45,
7165 c2: -0.12,
7166 c3: 0.025,
7167 },
7168 DenestedCubicCell {
7169 left: 0.1,
7170 right: 1.6,
7171 c0: 0.05,
7172 c1: 0.2,
7173 c2: 0.03,
7174 c3: 0.004,
7175 },
7176 ];
7177 let mut cache = std::collections::HashMap::new();
7178 for max_degree in [0usize, 3, 4, 9, 16] {
7179 for cell in cells {
7180 let baseline = evaluate_cell_moments(cell, max_degree).expect("baseline moments");
7181 let key = cell_moment_cache_key(cell, max_degree, 0.0);
7182 let cached = cache.entry(key).or_insert_with(|| {
7183 evaluate_cell_moments(cell, max_degree).expect("cached moments")
7184 });
7185 assert_eq!(baseline.branch, cached.branch);
7186 assert_eq!(baseline.value.to_bits(), cached.value.to_bits());
7187 assert_eq!(baseline.moments.len(), cached.moments.len());
7188 for (lhs, rhs) in baseline.moments.iter().zip(cached.moments.iter()) {
7189 assert_eq!(lhs.to_bits(), rhs.to_bits());
7190 }
7191 }
7192 }
7193 }
7194
7195 #[test]
7196 fn fuzzy_cell_moment_fingerprint_error_scales_with_epsilon() {
7197 for epsilon in [1e-8, 1e-6] {
7198 let base = DenestedCubicCell {
7199 left: -1.25,
7200 right: 1.1,
7201 c0: 0.1,
7202 c1: -0.25,
7203 c2: 0.04,
7204 c3: -0.006,
7205 };
7206 let perturbed = DenestedCubicCell {
7207 left: base.left + 0.001 * epsilon,
7208 right: base.right - 0.001 * epsilon,
7209 c0: base.c0 + 0.001 * epsilon,
7210 c1: base.c1 - 0.001 * epsilon,
7211 c2: base.c2 + 0.001 * epsilon,
7212 c3: base.c3 - 0.001 * epsilon,
7213 };
7214 assert_eq!(
7215 cell_moment_cache_key(base, 9, epsilon),
7216 cell_moment_cache_key(perturbed, 9, epsilon)
7217 );
7218 let lhs = evaluate_cell_moments(base, 9).expect("base moments");
7219 let rhs = evaluate_cell_moments(perturbed, 9).expect("perturbed moments");
7220 let max_rel = lhs
7221 .moments
7222 .iter()
7223 .zip(rhs.moments.iter())
7224 .map(|(a, b)| (a - b).abs() / a.abs().max(b.abs()).max(1.0))
7225 .fold(0.0_f64, f64::max);
7226 assert!(
7227 max_rel <= 10.0 * epsilon,
7228 "epsilon={epsilon:.1e} max_rel={max_rel:.3e}"
7229 );
7230 }
7231 }
7232
7233 #[test]
7241 fn non_affine_cell_state_matches_prefold_reference_to_1e_minus_13() {
7242 fn reference(
7246 cell: DenestedCubicCell,
7247 branch: ExactCellBranch,
7248 max_degree: usize,
7249 ) -> CellMomentState {
7250 let mut moments: CellMomentVec = smallvec![0.0_f64; max_degree + 1];
7251 let mut value_integral = 0.0_f64;
7252 let center = 0.5 * (cell.left + cell.right);
7253 let half_width = 0.5 * (cell.right - cell.left);
7254 for (&node, &weight) in GL_NODES.iter().zip(GL_WEIGHTS.iter()) {
7255 let z = center + half_width * node;
7256 let eta = cell.eta(z);
7257 let moment_weight = weight * (-cell.q(z)).exp();
7258 let mut z_pow = 1.0_f64;
7259 for moment in &mut moments {
7260 *moment = moment_weight.mul_add(z_pow, *moment);
7261 z_pow *= z;
7262 }
7263 value_integral += weight * (-0.5 * z * z).exp() * normal_cdf(eta);
7264 }
7265 for moment in &mut moments {
7266 *moment *= half_width;
7267 }
7268 CellMomentState {
7269 branch,
7270 value: value_integral * half_width / (std::f64::consts::TAU).sqrt(),
7271 moments,
7272 }
7273 }
7274
7275 let cells = [
7280 DenestedCubicCell {
7281 left: -1.25,
7282 right: -0.2,
7283 c0: -0.35,
7284 c1: 0.85,
7285 c2: 0.04,
7286 c3: -0.015,
7287 },
7288 DenestedCubicCell {
7289 left: -0.2,
7290 right: 0.55,
7291 c0: 0.12,
7292 c1: -0.65,
7293 c2: -0.025,
7294 c3: 0.02,
7295 },
7296 DenestedCubicCell {
7297 left: 0.55,
7298 right: 1.6,
7299 c0: 0.42,
7300 c1: 0.35,
7301 c2: 0.018,
7302 c3: 0.012,
7303 },
7304 DenestedCubicCell {
7305 left: -3.0,
7306 right: -1.0,
7307 c0: 1.7,
7308 c1: -0.4,
7309 c2: 0.11,
7310 c3: -0.07,
7311 },
7312 ];
7313 let degrees = [0_usize, 4, 9, 16, 24];
7314 for cell in cells {
7315 let branch = branch_cell(cell).expect("branch");
7316 assert_ne!(branch, ExactCellBranch::Affine);
7317 for max_degree in degrees {
7318 let actual = evaluate_non_affine_cell_state(cell, branch, max_degree)
7319 .expect("optimized non-affine");
7320 let expected = reference(cell, branch, max_degree);
7321 assert_eq!(actual.branch, expected.branch);
7322 assert_eq!(actual.moments.len(), expected.moments.len());
7323 let denom_v = expected.value.abs().max(1.0);
7324 let rel_v = (actual.value - expected.value).abs() / denom_v;
7325 let actual_v = actual.value;
7326 let expected_v = expected.value;
7327 assert!(
7328 rel_v <= 1e-13,
7329 "value rel mismatch for {cell:?} degree {max_degree}: \
7330 actual={actual_v:.17e} expected={expected_v:.17e} rel={rel_v:.3e}"
7331 );
7332 for (k, (lhs, rhs)) in actual
7333 .moments
7334 .iter()
7335 .zip(expected.moments.iter())
7336 .enumerate()
7337 {
7338 let denom = rhs.abs().max(1.0);
7339 let rel = (lhs - rhs).abs() / denom;
7340 assert!(
7341 rel <= 1e-13,
7342 "moment {k} rel mismatch for {cell:?} degree {max_degree}: \
7343 actual={lhs:.17e} expected={rhs:.17e} rel={rel:.3e}"
7344 );
7345 }
7346
7347 let actual_deriv =
7350 evaluate_non_affine_cell_derivative_state(cell, branch, max_degree)
7351 .expect("optimized derivative");
7352 for (k, (lhs, rhs)) in actual_deriv
7353 .moments
7354 .iter()
7355 .zip(expected.moments.iter())
7356 .enumerate()
7357 {
7358 let denom = rhs.abs().max(1.0);
7359 let rel = (lhs - rhs).abs() / denom;
7360 assert!(
7361 rel <= 1e-13,
7362 "deriv moment {k} rel mismatch for {cell:?} degree {max_degree}: \
7363 actual={lhs:.17e} expected={rhs:.17e} rel={rel:.3e}"
7364 );
7365 }
7366 }
7367 }
7368 }
7369
7370 #[test]
7376 fn third_derivative_kernel_matches_fd_of_second_with_eta_perturbation() {
7377 let base = DenestedCubicCell {
7379 left: -0.6,
7380 right: 0.9,
7381 c0: 0.30,
7382 c1: 0.45,
7383 c2: -0.20,
7384 c3: 0.12,
7385 };
7386 let eta_u = [0.11_f64, -0.07, 0.05, 0.02];
7389 let eta_v = [-0.09_f64, 0.13, -0.04, 0.03];
7390 let eta_t = [0.17_f64, 0.06, -0.10, 0.04]; let eta_uv = [0.02_f64, 0.01, -0.015, 0.005];
7393 let eta_ut = [-0.01_f64, 0.02, 0.007, -0.003];
7394 let eta_vt = [0.015_f64, -0.008, 0.01, 0.004];
7395 let eta_uvt = [0.003_f64, -0.002, 0.001, 0.0005];
7397
7398 let neg = |a: &[f64; 4]| a.map(|v| -v);
7399 let max_degree = 15usize;
7400
7401 let f_uv_at = |s: f64| -> f64 {
7408 let cell_s = DenestedCubicCell {
7409 c0: base.c0 + s * eta_t[0],
7410 c1: base.c1 + s * eta_t[1],
7411 c2: base.c2 + s * eta_t[2],
7412 c3: base.c3 + s * eta_t[3],
7413 ..base
7414 };
7415 let st = evaluate_cell_moments(cell_s, max_degree).unwrap();
7417 let neg_cell = DenestedCubicCell {
7418 c0: -cell_s.c0,
7419 c1: -cell_s.c1,
7420 c2: -cell_s.c2,
7421 c3: -cell_s.c3,
7422 ..cell_s
7423 };
7424 let u_s = [
7425 eta_u[0] + s * eta_ut[0],
7426 eta_u[1] + s * eta_ut[1],
7427 eta_u[2] + s * eta_ut[2],
7428 eta_u[3] + s * eta_ut[3],
7429 ];
7430 let v_s = [
7431 eta_v[0] + s * eta_vt[0],
7432 eta_v[1] + s * eta_vt[1],
7433 eta_v[2] + s * eta_vt[2],
7434 eta_v[3] + s * eta_vt[3],
7435 ];
7436 let uv_s = [
7437 eta_uv[0] + s * eta_uvt[0],
7438 eta_uv[1] + s * eta_uvt[1],
7439 eta_uv[2] + s * eta_uvt[2],
7440 eta_uv[3] + s * eta_uvt[3],
7441 ];
7442 cell_second_derivative_from_moments(
7443 neg_cell,
7444 &neg(&u_s),
7445 &neg(&v_s),
7446 &neg(&uv_s),
7447 &st.moments,
7448 )
7449 .unwrap()
7450 };
7451
7452 let h = 1e-5;
7453 let fd = (f_uv_at(h) - f_uv_at(-h)) / (2.0 * h);
7454
7455 let st0 = evaluate_cell_moments(base, max_degree).unwrap();
7458 let neg_cell0 = DenestedCubicCell {
7459 c0: -base.c0,
7460 c1: -base.c1,
7461 c2: -base.c2,
7462 c3: -base.c3,
7463 ..base
7464 };
7465 let analytic = cell_third_derivative_from_moments(
7466 neg_cell0,
7467 &neg(&eta_u),
7468 &neg(&eta_v),
7469 &neg(&eta_t),
7470 &neg(&eta_uv),
7471 &neg(&eta_ut),
7472 &neg(&eta_vt),
7473 &neg(&eta_uvt),
7474 &st0.moments,
7475 )
7476 .unwrap();
7477
7478 let denom = fd.abs().max(1e-3);
7479 let rel = (analytic - fd).abs() / denom;
7480 assert!(
7481 rel <= 1e-5,
7482 "third kernel vs FD-of-second mismatch: analytic={analytic:.12e} fd={fd:.12e} rel={rel:.3e}"
7483 );
7484 }
7485
7486 #[test]
7487 fn moving_shared_edge_second_integral_derivative_has_leibniz_jump_sign() {
7488 let edge0 = 0.2_f64;
7489 let edge_velocity = -0.37_f64;
7490
7491 let left_eta = [0.22_f64, -0.18, 0.09, 0.03];
7492 let right_eta = [-0.11_f64, 0.26, -0.04, 0.02];
7493 let left_r = [0.08_f64, -0.05, 0.03, 0.01];
7494 let left_s = [-0.06_f64, 0.04, 0.02, -0.015];
7495 let left_rs = [0.025_f64, -0.012, 0.006, 0.004];
7496 let right_r = [-0.03_f64, 0.07, -0.02, 0.012];
7497 let right_s = [0.05_f64, -0.025, 0.018, 0.007];
7498 let right_rs = [-0.018_f64, 0.014, -0.005, 0.003];
7499
7500 let integral_at = |shift: f64| -> f64 {
7501 let edge = edge0 + edge_velocity * shift;
7502 let left = DenestedCubicCell {
7503 left: -0.7,
7504 right: edge,
7505 c0: left_eta[0],
7506 c1: left_eta[1],
7507 c2: left_eta[2],
7508 c3: left_eta[3],
7509 };
7510 let right = DenestedCubicCell {
7511 left: edge,
7512 right: 1.1,
7513 c0: right_eta[0],
7514 c1: right_eta[1],
7515 c2: right_eta[2],
7516 c3: right_eta[3],
7517 };
7518 let left_state = evaluate_cell_moments(left, 12).expect("left moments");
7519 let right_state = evaluate_cell_moments(right, 12).expect("right moments");
7520 cell_second_derivative_from_moments(
7521 left,
7522 &left_r,
7523 &left_s,
7524 &left_rs,
7525 &left_state.moments,
7526 )
7527 .expect("left second")
7528 + cell_second_derivative_from_moments(
7529 right,
7530 &right_r,
7531 &right_s,
7532 &right_rs,
7533 &right_state.moments,
7534 )
7535 .expect("right second")
7536 };
7537
7538 let h = 1e-5;
7539 let fd = (integral_at(h) - integral_at(-h)) / (2.0 * h);
7540
7541 let left = DenestedCubicCell {
7542 left: -0.7,
7543 right: edge0,
7544 c0: left_eta[0],
7545 c1: left_eta[1],
7546 c2: left_eta[2],
7547 c3: left_eta[3],
7548 };
7549 let right = DenestedCubicCell {
7550 left: edge0,
7551 right: 1.1,
7552 c0: right_eta[0],
7553 c1: right_eta[1],
7554 c2: right_eta[2],
7555 c3: right_eta[3],
7556 };
7557 let f_left =
7558 cell_second_derivative_boundary_integrand(left, &left_r, &left_s, &left_rs, edge0);
7559 let f_right =
7560 cell_second_derivative_boundary_integrand(right, &right_r, &right_s, &right_rs, edge0);
7561 let analytic = edge_velocity * (f_left - f_right);
7562
7563 let denom = analytic.abs().max(1e-8);
7564 let rel = (fd - analytic).abs() / denom;
7565 assert!(
7566 rel <= 5e-8,
7567 "moving edge sign mismatch: fd={fd:.12e} analytic={analytic:.12e} rel={rel:.3e}"
7568 );
7569 }
7570
7571 #[test]
7572 fn moving_shared_edge_second_integral_mixed_derivative_has_full_leibniz_terms() {
7573 let edge0 = -0.15_f64;
7574 let edge_d1 = 0.31_f64;
7575 let edge_d2 = -0.27_f64;
7576 let edge_d12 = 0.19_f64;
7577
7578 let left_eta = [0.16_f64, -0.21, 0.07, -0.025];
7579 let right_eta = [-0.09_f64, 0.18, -0.055, 0.018];
7580 let left_r = [0.075_f64, -0.045, 0.018, 0.009];
7581 let left_s = [-0.052_f64, 0.033, 0.014, -0.011];
7582 let left_rs = [0.021_f64, -0.009, 0.005, 0.0025];
7583 let right_r = [-0.028_f64, 0.063, -0.017, 0.010];
7584 let right_s = [0.047_f64, -0.023, 0.016, 0.006];
7585 let right_rs = [-0.015_f64, 0.012, -0.004, 0.002];
7586
7587 let integral_at = |s1: f64, s2: f64| -> f64 {
7588 let edge = edge0 + edge_d1 * s1 + edge_d2 * s2 + edge_d12 * s1 * s2;
7589 let left = DenestedCubicCell {
7590 left: -0.8,
7591 right: edge,
7592 c0: left_eta[0],
7593 c1: left_eta[1],
7594 c2: left_eta[2],
7595 c3: left_eta[3],
7596 };
7597 let right = DenestedCubicCell {
7598 left: edge,
7599 right: 0.9,
7600 c0: right_eta[0],
7601 c1: right_eta[1],
7602 c2: right_eta[2],
7603 c3: right_eta[3],
7604 };
7605 let left_state = evaluate_cell_moments(left, 12).expect("left moments");
7606 let right_state = evaluate_cell_moments(right, 12).expect("right moments");
7607 cell_second_derivative_from_moments(
7608 left,
7609 &left_r,
7610 &left_s,
7611 &left_rs,
7612 &left_state.moments,
7613 )
7614 .expect("left second")
7615 + cell_second_derivative_from_moments(
7616 right,
7617 &right_r,
7618 &right_s,
7619 &right_rs,
7620 &right_state.moments,
7621 )
7622 .expect("right second")
7623 };
7624
7625 let h = 2e-4;
7626 let fd = (integral_at(h, h) - integral_at(h, -h) - integral_at(-h, h)
7627 + integral_at(-h, -h))
7628 / (4.0 * h * h);
7629
7630 let left = DenestedCubicCell {
7631 left: -0.8,
7632 right: edge0,
7633 c0: left_eta[0],
7634 c1: left_eta[1],
7635 c2: left_eta[2],
7636 c3: left_eta[3],
7637 };
7638 let right = DenestedCubicCell {
7639 left: edge0,
7640 right: 0.9,
7641 c0: right_eta[0],
7642 c1: right_eta[1],
7643 c2: right_eta[2],
7644 c3: right_eta[3],
7645 };
7646
7647 let boundary_z_derivative =
7648 |cell: DenestedCubicCell, r: &[f64], s: &[f64], rs: &[f64]| -> f64 {
7649 let eta = cell.eta(edge0);
7650 let eta_z = cell.c1 + 2.0 * cell.c2 * edge0 + 3.0 * cell.c3 * edge0 * edge0;
7651 let cr = poly_eval_at(r, edge0);
7652 let cs = poly_eval_at(s, edge0);
7653 let crs = poly_eval_at(rs, edge0);
7654 let cr_z = r.iter().enumerate().skip(1).fold(0.0, |acc, (k, val)| {
7655 acc + (k as f64) * val * edge0.powi(k as i32 - 1)
7656 });
7657 let cs_z = s.iter().enumerate().skip(1).fold(0.0, |acc, (k, val)| {
7658 acc + (k as f64) * val * edge0.powi(k as i32 - 1)
7659 });
7660 let crs_z = rs.iter().enumerate().skip(1).fold(0.0, |acc, (k, val)| {
7661 acc + (k as f64) * val * edge0.powi(k as i32 - 1)
7662 });
7663 let amp = crs - eta * cr * cs;
7664 let amp_z = crs_z - eta_z * cr * cs - eta * cr_z * cs - eta * cr * cs_z;
7665 let q_z = edge0 + eta * eta_z;
7666 (amp_z - amp * q_z) * (-cell.q(edge0)).exp() * INV_TWO_PI
7667 };
7668
7669 let f_left =
7670 cell_second_derivative_boundary_integrand(left, &left_r, &left_s, &left_rs, edge0);
7671 let f_right =
7672 cell_second_derivative_boundary_integrand(right, &right_r, &right_s, &right_rs, edge0);
7673 let fz_left = boundary_z_derivative(left, &left_r, &left_s, &left_rs);
7674 let fz_right = boundary_z_derivative(right, &right_r, &right_s, &right_rs);
7675 let analytic = edge_d12 * (f_left - f_right) + edge_d1 * edge_d2 * (fz_left - fz_right);
7676
7677 let denom = analytic.abs().max(1e-8);
7678 let rel = (fd - analytic).abs() / denom;
7679 assert!(
7680 rel <= 2e-7,
7681 "moving edge mixed term mismatch: fd={fd:.12e} analytic={analytic:.12e} rel={rel:.3e}"
7682 );
7683 }
7684
7685 #[test]
7710 fn third_order_self_flux_telescopes_but_third_integrand_jumps_at_c2_knot_1454() {
7711 let edge0 = 0.13_f64;
7712 let edge_velocity = -0.41_f64;
7713
7714 let left_eta = [0.18_f64, -0.12, 0.07, 0.04];
7718 let right_c3 = 0.04_f64 + 0.09; let l0 = left_eta[0];
7725 let l1 = left_eta[1];
7726 let l2 = left_eta[2];
7727 let l3 = left_eta[3];
7728 let e = edge0;
7729 let eta_val = l0 + l1 * e + l2 * e * e + l3 * e * e * e;
7730 let eta_d1 = l1 + 2.0 * l2 * e + 3.0 * l3 * e * e;
7731 let eta_d2 = 2.0 * l2 + 6.0 * l3 * e;
7732 let rc2 = (eta_d2 - 6.0 * right_c3 * e) / 2.0;
7733 let rc1 = eta_d1 - 2.0 * rc2 * e - 3.0 * right_c3 * e * e;
7734 let rc0 = eta_val - rc1 * e - rc2 * e * e - right_c3 * e * e * e;
7735 let right_eta = [rc0, rc1, rc2, right_c3];
7736
7737 let common_r = [0.06_f64, -0.04, 0.02, 0.0];
7743 let common_s = [-0.05_f64, 0.03, 0.015, 0.0];
7744 let common_t = [0.08_f64, 0.05, -0.03, 0.0];
7745 let common_rs = [0.02_f64, -0.01, 0.005, 0.0];
7746 let common_rt = [-0.012_f64, 0.008, 0.004, 0.0];
7747 let common_st = [0.015_f64, -0.006, 0.003, 0.0];
7748 let left_rst = [6.0 * l3, 0.0, 0.0, 0.0];
7750 let right_rst = [6.0 * right_c3, 0.0, 0.0, 0.0];
7751
7752 let max_degree = 15usize;
7753 let neg = |a: &[f64; 4]| a.map(|v| -v);
7754
7755 let integral_at = |shift: f64| -> f64 {
7760 let edge = edge0 + edge_velocity * shift;
7761 let left = DenestedCubicCell {
7762 left: -0.7,
7763 right: edge,
7764 c0: left_eta[0],
7765 c1: left_eta[1],
7766 c2: left_eta[2],
7767 c3: left_eta[3],
7768 };
7769 let right = DenestedCubicCell {
7770 left: edge,
7771 right: 1.0,
7772 c0: right_eta[0],
7773 c1: right_eta[1],
7774 c2: right_eta[2],
7775 c3: right_eta[3],
7776 };
7777 let lst = evaluate_cell_moments(left, max_degree).unwrap();
7778 let rst_m = evaluate_cell_moments(right, max_degree).unwrap();
7779 let neg_left = DenestedCubicCell {
7780 c0: -left.c0,
7781 c1: -left.c1,
7782 c2: -left.c2,
7783 c3: -left.c3,
7784 ..left
7785 };
7786 let neg_right = DenestedCubicCell {
7787 c0: -right.c0,
7788 c1: -right.c1,
7789 c2: -right.c2,
7790 c3: -right.c3,
7791 ..right
7792 };
7793 let li = cell_third_derivative_from_moments(
7794 neg_left,
7795 &neg(&common_r),
7796 &neg(&common_s),
7797 &neg(&common_t),
7798 &neg(&common_rs),
7799 &neg(&common_rt),
7800 &neg(&common_st),
7801 &neg(&left_rst),
7802 &lst.moments,
7803 )
7804 .unwrap();
7805 let ri = cell_third_derivative_from_moments(
7806 neg_right,
7807 &neg(&common_r),
7808 &neg(&common_s),
7809 &neg(&common_t),
7810 &neg(&common_rs),
7811 &neg(&common_rt),
7812 &neg(&common_st),
7813 &neg(&right_rst),
7814 &rst_m.moments,
7815 )
7816 .unwrap();
7817 li + ri
7818 };
7819
7820 let h = 1e-5;
7821 let fd = (integral_at(h) - integral_at(-h)) / (2.0 * h);
7822
7823 let neg_eta = |eta: &[f64; 4]| [-eta[0], -eta[1], -eta[2], -eta[3]];
7842 let left_eta_neg = neg_eta(&left_eta);
7843 let right_eta_neg = neg_eta(&right_eta);
7844 let left0 = DenestedCubicCell {
7845 left: -0.7,
7846 right: edge0,
7847 c0: left_eta_neg[0],
7848 c1: left_eta_neg[1],
7849 c2: left_eta_neg[2],
7850 c3: left_eta_neg[3],
7851 };
7852 let right0 = DenestedCubicCell {
7853 left: edge0,
7854 right: 1.0,
7855 c0: right_eta_neg[0],
7856 c1: right_eta_neg[1],
7857 c2: right_eta_neg[2],
7858 c3: right_eta_neg[3],
7859 };
7860 let f_left = cell_third_derivative_boundary_integrand(
7861 left0,
7862 &neg(&common_r),
7863 &neg(&common_s),
7864 &neg(&common_t),
7865 &neg(&common_rs),
7866 &neg(&common_rt),
7867 &neg(&common_st),
7868 &neg(&left_rst),
7869 edge0,
7870 );
7871 let f_right = cell_third_derivative_boundary_integrand(
7872 right0,
7873 &neg(&common_r),
7874 &neg(&common_s),
7875 &neg(&common_t),
7876 &neg(&common_rs),
7877 &neg(&common_rt),
7878 &neg(&common_st),
7879 &neg(&right_rst),
7880 edge0,
7881 );
7882
7883 let jump = f_left - f_right;
7887 assert!(
7888 jump.abs() > 1e-4,
7889 "third-derivative integrand must jump across the C² knot (α₃ discontinuity); \
7890 got jump={jump:.3e}"
7891 );
7892
7893 let analytic_flux = edge_velocity * jump;
7894 let denom = fd.abs().max(1e-6);
7895 let rel = (fd - analytic_flux).abs() / denom;
7896 assert!(
7897 rel <= 1e-5,
7898 "moving-edge third-derivative flux mismatch (#1454): fd={fd:.12e} \
7899 analytic_flux={analytic_flux:.12e} rel={rel:.3e}"
7900 );
7901
7902 let a_row = 0.21_f64;
7915 let b_row = 1.37_f64;
7916 let knot = a_row + b_row * edge0; let left_link = LocalSpanCubic {
7920 left: knot - 0.6,
7921 right: knot + 0.6,
7922 c0: 0.0,
7923 c1: 0.0,
7924 c2: 0.08,
7925 c3: -0.05,
7926 };
7927 let right_alpha3 = -0.05_f64 + 0.11; let right_left_coord = knot - 0.4;
7930 let lhs = 2.0 * left_link.c2 + 6.0 * left_link.c3 * (knot - left_link.left);
7931 let right_alpha2 = (lhs - 6.0 * right_alpha3 * (knot - right_left_coord)) / 2.0;
7932 let right_link = LocalSpanCubic {
7933 left: right_left_coord,
7934 right: right_left_coord + 0.8,
7935 c0: 0.0,
7936 c1: 0.0,
7937 c2: right_alpha2,
7938 c3: right_alpha3,
7939 };
7940 let (_, _, dc_dbb_left) = link_cubic_second_partials(left_link, a_row, b_row);
7941 let (_, _, dc_dbb_right) = link_cubic_second_partials(right_link, a_row, b_row);
7942 assert!(
7944 (dc_dbb_left[3] - dc_dbb_right[3]).abs() > 1e-3,
7945 "α₃ jump must make the raw dc_dbb coefficient arrays differ"
7946 );
7947 let c_bb_left = poly_eval_at(&dc_dbb_left, edge0);
7950 let c_bb_right = poly_eval_at(&dc_dbb_right, edge0);
7951 assert!(
7952 (c_bb_left - c_bb_right).abs() <= 1e-12,
7953 "second-derivative slope-slope integrand must be CONTINUOUS across the \
7954 C² knot (telescoping self-flux): left={c_bb_left:.15e} right={c_bb_right:.15e}"
7955 );
7956 }
7957}