scirs2_integrate/dae/
index_reduction.rs

1//! Index reduction techniques for higher-index DAE systems
2//!
3//! This module provides implementations of various index reduction algorithms
4//! for transforming higher-index DAE systems into equivalent index-1 systems
5//! that can be solved with standard DAE solvers.
6//!
7//! Three main approaches are implemented:
8//! - Pantelides algorithm for automatic index reduction
9//! - Dummy derivative method
10//! - Projection methods for constraint satisfaction
11
12use crate::dae::types::DAEIndex;
13use crate::dae::utils::{compute_constraint_jacobian, is_singular_matrix};
14use crate::error::{IntegrateError, IntegrateResult};
15use scirs2_core::ndarray::{Array1, Array2, ArrayView1, ArrayView2, ScalarOperand};
16use scirs2_core::numeric::{Float, FromPrimitive};
17use std::fmt::{Debug, Display, LowerExp};
18
19/// Index structure of a DAE system
20#[derive(Debug, Clone)]
21pub struct DAEStructure<
22    F: Float
23        + FromPrimitive
24        + Debug
25        + ScalarOperand
26        + std::ops::AddAssign
27        + std::ops::SubAssign
28        + std::ops::MulAssign
29        + std::ops::DivAssign
30        + Display
31        + LowerExp
32        + std::iter::Sum
33        + crate::common::IntegrateFloat,
34> {
35    /// Number of differential variables
36    pub n_differential: usize,
37
38    /// Number of algebraic variables
39    pub n_algebraic: usize,
40
41    /// Number of differential equations
42    pub n_diff_eqs: usize,
43
44    /// Number of algebraic equations
45    pub n_alg_eqs: usize,
46
47    /// Index of the DAE system
48    pub index: DAEIndex,
49
50    /// Differentiation index (number of differentiations needed to reach an ODE)
51    pub diff_index: usize,
52
53    /// Jacobian of the constraint equations with respect to algebraic variables
54    pub constraint_jacobian: Option<Array2<F>>,
55
56    /// Jacobian of the constraint equations with respect to derivatives
57    pub derivative_jacobian: Option<Array2<F>>,
58
59    /// Incidence matrix showing dependencies between equations and variables
60    pub incidence_matrix: Option<Array2<bool>>,
61
62    /// Variables that appear in each equation with non-zero coefficients
63    pub variable_dependencies: Option<Vec<Vec<usize>>>,
64
65    /// Equations in which each variable appears with non-zero coefficients
66    pub equation_dependencies: Option<Vec<Vec<usize>>>,
67}
68
69impl<
70        F: Float
71            + FromPrimitive
72            + Debug
73            + ScalarOperand
74            + std::ops::AddAssign
75            + std::ops::SubAssign
76            + std::ops::MulAssign
77            + std::ops::DivAssign
78            + Display
79            + LowerExp
80            + std::iter::Sum
81            + crate::common::IntegrateFloat,
82    > Default for DAEStructure<F>
83{
84    fn default() -> Self {
85        DAEStructure {
86            n_differential: 0,
87            n_algebraic: 0,
88            n_diff_eqs: 0,
89            n_alg_eqs: 0,
90            index: DAEIndex::Index1,
91            diff_index: 1,
92            constraint_jacobian: None,
93            derivative_jacobian: None,
94            incidence_matrix: None,
95            variable_dependencies: None,
96            equation_dependencies: None,
97        }
98    }
99}
100
101impl<
102        F: Float
103            + FromPrimitive
104            + Debug
105            + ScalarOperand
106            + std::ops::AddAssign
107            + std::ops::SubAssign
108            + std::ops::MulAssign
109            + std::ops::DivAssign
110            + Display
111            + LowerExp
112            + std::iter::Sum
113            + crate::common::IntegrateFloat,
114    > DAEStructure<F>
115{
116    /// Create a new DAE structure for a semi-explicit system
117    pub fn new_semi_explicit(n_differential: usize, nalgebraic: usize) -> Self {
118        DAEStructure {
119            n_differential,
120            n_algebraic: nalgebraic,
121            n_diff_eqs: n_differential,
122            n_alg_eqs: nalgebraic,
123            index: DAEIndex::Index1, // Initial assumption
124            diff_index: 1,           // Initial assumption
125            constraint_jacobian: None,
126            derivative_jacobian: None,
127            incidence_matrix: None,
128            variable_dependencies: None,
129            equation_dependencies: None,
130        }
131    }
132
133    /// Create a new DAE structure for a fully implicit system
134    pub fn new_fully_implicit(n_equations: usize, nvariables: usize) -> Self {
135        DAEStructure {
136            n_differential: nvariables, // Initially assume all _variables are differential
137            n_algebraic: 0,
138            n_diff_eqs: n_equations,
139            n_alg_eqs: 0,
140            index: DAEIndex::Index1, // Initial assumption
141            diff_index: 1,           // Initial assumption
142            constraint_jacobian: None,
143            derivative_jacobian: None,
144            incidence_matrix: None,
145            variable_dependencies: None,
146            equation_dependencies: None,
147        }
148    }
149
150    /// Compute the index of the DAE system
151    pub fn compute_index<FFunc, GFunc>(
152        &mut self,
153        t: F,
154        x: ArrayView1<F>,
155        y: ArrayView1<F>,
156        f: &FFunc,
157        g: &GFunc,
158    ) -> IntegrateResult<DAEIndex>
159    where
160        FFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
161        GFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
162    {
163        // For semi-explicit DAEs, first check if it's index-1
164        // by examining if ∂g/∂y is invertible
165        // Convert ArrayView1 to slices for the constraint function
166        let x_slice: Vec<F> = x.to_vec();
167        let y_slice: Vec<F> = y.to_vec();
168        let g_y = compute_constraint_jacobian(
169            &|t, x, y| g(t, ArrayView1::from(x), ArrayView1::from(y)).to_vec(),
170            t,
171            &x_slice,
172            &y_slice,
173        );
174        self.constraint_jacobian = Some(g_y.clone());
175
176        // Check if constraint Jacobian is invertible
177        let singular = is_singular_matrix(g_y.view());
178
179        if !singular {
180            // The system is index-1
181            self.index = DAEIndex::Index1;
182            self.diff_index = 1;
183            return Ok(DAEIndex::Index1);
184        }
185
186        // If constraint Jacobian is singular, the index is higher than 1
187        // We need to perform index detection by differentiation and analysis
188
189        // Compute full Jacobians of f and g with respect to x and y
190        let _f_x = compute_jacobian_for_variables(f, t, x, y, 0, self.n_differential)?;
191        let f_y =
192            compute_jacobian_for_variables(f, t, x, y, self.n_differential, self.n_algebraic)?;
193        let g_x = compute_jacobian_for_variables(g, t, x, y, 0, self.n_differential)?;
194
195        // For index-2, check if the matrix [g_y, g_x*f_y] is full rank
196        let mut index2_matrix = Array2::<F>::zeros((self.n_alg_eqs, self.n_algebraic));
197        let g_x_f_y = g_x.dot(&f_y);
198
199        for i in 0..self.n_alg_eqs {
200            for j in 0..self.n_algebraic {
201                index2_matrix[[i, j]] = g_y[[i, j]];
202                if j < g_x_f_y.dim().1 {
203                    index2_matrix[[i, j]] += g_x_f_y[[i, j]];
204                }
205            }
206        }
207
208        // Check if index-2 matrix is full rank
209        let index2_singular = is_singular_matrix(index2_matrix.view());
210
211        if !index2_singular {
212            // The system is index-2
213            self.index = DAEIndex::Index2;
214            self.diff_index = 2;
215            return Ok(DAEIndex::Index2);
216        }
217
218        // For index-3, we would need to differentiate again and perform similar analysis
219        // This is a simplified test for common mechanical systems
220
221        // For many mechanical systems, differentiating the index-2 conditions once more
222        // results in an index-3 system
223        self.index = DAEIndex::Index3;
224        self.diff_index = 3;
225
226        Ok(DAEIndex::Index3)
227    }
228}
229
230/// Automatic index reduction using the Pantelides algorithm
231///
232/// This algorithm automatically detects and reduces the index of a DAE system
233/// by finding structural singularities and adding differentiated equations.
234pub struct PantelidesReducer<
235    F: Float
236        + FromPrimitive
237        + Debug
238        + ScalarOperand
239        + std::ops::AddAssign
240        + std::ops::SubAssign
241        + std::ops::MulAssign
242        + std::ops::DivAssign
243        + Display
244        + LowerExp
245        + std::iter::Sum
246        + crate::common::IntegrateFloat,
247> {
248    /// DAE structure information
249    pub structure: DAEStructure<F>,
250
251    /// Maximum number of differentiation steps
252    pub max_diff_steps: usize,
253
254    /// Tolerance for numerical singularity detection
255    pub tol: F,
256}
257
258impl<
259        F: Float
260            + FromPrimitive
261            + Debug
262            + ScalarOperand
263            + std::ops::AddAssign
264            + std::ops::SubAssign
265            + std::ops::MulAssign
266            + std::ops::DivAssign
267            + Display
268            + LowerExp
269            + std::iter::Sum
270            + crate::common::IntegrateFloat,
271    > PantelidesReducer<F>
272{
273    /// Create a new Pantelides reducer for index reduction
274    pub fn new(structure: DAEStructure<F>) -> Self {
275        PantelidesReducer {
276            structure,
277            max_diff_steps: 5, // Default limit on differentiation
278            tol: F::from_f64(1e-10).unwrap(),
279        }
280    }
281
282    /// Initialize the incidence matrix for the Pantelides algorithm
283    ///
284    /// This creates a boolean matrix showing which variables appear in which equations
285    pub fn initialize_incidence_matrix<FFunc, GFunc>(
286        &mut self,
287        t: F,
288        x: ArrayView1<F>,
289        y: ArrayView1<F>,
290        f: &FFunc,
291        g: &GFunc,
292    ) -> IntegrateResult<()>
293    where
294        FFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
295        GFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
296    {
297        let n_diff = self.structure.n_differential;
298        let n_alg = self.structure.n_algebraic;
299        let n_diff_eqs = self.structure.n_diff_eqs;
300        let n_alg_eqs = self.structure.n_alg_eqs;
301        let n_vars = n_diff + n_alg;
302        let n_eqs = n_diff_eqs + n_alg_eqs;
303
304        // Create incidence matrix
305        let mut incidence = Array2::<bool>::from_elem((n_eqs, n_vars), false);
306
307        // Compute Jacobians to determine which variables appear in which equations
308        let f_x = compute_jacobian_for_variables(f, t, x, y, 0, n_diff)?;
309        let f_y = compute_jacobian_for_variables(f, t, x, y, n_diff, n_alg)?;
310        let g_x = compute_jacobian_for_variables(g, t, x, y, 0, n_diff)?;
311        let g_y = compute_jacobian_for_variables(g, t, x, y, n_diff, n_alg)?;
312
313        // Fill incidence matrix based on non-zero Jacobian entries
314
315        // Differential equations (f)
316        for i in 0..n_diff_eqs {
317            // Check x dependencies
318            for j in 0..n_diff {
319                if f_x[[i, j]].abs() > self.tol {
320                    incidence[[i, j]] = true;
321                }
322            }
323
324            // Check y dependencies
325            for j in 0..n_alg {
326                if j < f_y.dim().1 && f_y[[i, j]].abs() > self.tol {
327                    incidence[[i, n_diff + j]] = true;
328                }
329            }
330        }
331
332        // Algebraic equations (g)
333        for i in 0..n_alg_eqs {
334            // Check x dependencies
335            for j in 0..n_diff {
336                if j < g_x.dim().1 && g_x[[i, j]].abs() > self.tol {
337                    incidence[[n_diff_eqs + i, j]] = true;
338                }
339            }
340
341            // Check y dependencies
342            for j in 0..n_alg {
343                if j < g_y.dim().1 && g_y[[i, j]].abs() > self.tol {
344                    incidence[[n_diff_eqs + i, n_diff + j]] = true;
345                }
346            }
347        }
348
349        self.structure.incidence_matrix = Some(incidence);
350
351        // Also build variable and equation dependency lists for easier traversal
352        let mut var_deps = Vec::with_capacity(n_vars);
353        let mut eq_deps = Vec::with_capacity(n_eqs);
354
355        // Variable dependencies: which equations each variable appears in
356        for j in 0..n_vars {
357            let mut deps = Vec::new();
358            for i in 0..n_eqs {
359                if let Some(incidence) = &self.structure.incidence_matrix {
360                    if incidence[[i, j]] {
361                        deps.push(i);
362                    }
363                }
364            }
365            var_deps.push(deps);
366        }
367
368        // Equation dependencies: which variables appear in each equation
369        for i in 0..n_eqs {
370            let mut deps = Vec::new();
371            for j in 0..n_vars {
372                if let Some(incidence) = &self.structure.incidence_matrix {
373                    if incidence[[i, j]] {
374                        deps.push(j);
375                    }
376                }
377            }
378            eq_deps.push(deps);
379        }
380
381        self.structure.variable_dependencies = Some(var_deps);
382        self.structure.equation_dependencies = Some(eq_deps);
383
384        Ok(())
385    }
386
387    /// Apply the Pantelides algorithm to reduce the index
388    ///
389    /// This is a structural index reduction algorithm that finds and
390    /// differentiates the minimal set of equations needed to obtain an index-1 system.
391    pub fn reduce_index<FFunc, GFunc>(
392        &mut self,
393        t: F,
394        x: ArrayView1<F>,
395        y: ArrayView1<F>,
396        f: &FFunc,
397        g: &GFunc,
398    ) -> IntegrateResult<()>
399    where
400        FFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
401        GFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
402    {
403        // Initialize the structure and compute the index
404        self.structure.compute_index(t, x, y, f, g)?;
405
406        // If already index-1, no reduction needed
407        if self.structure.index == DAEIndex::Index1 {
408            return Ok(());
409        }
410
411        // Initialize the incidence matrix if not already done
412        if self.structure.incidence_matrix.is_none() {
413            self.initialize_incidence_matrix(t, x, y, f, g)?;
414        }
415
416        // For higher-index systems, apply the Pantelides algorithm
417        // This implements the core structural analysis and index reduction
418
419        let max_iterations = 10;
420        let mut current_iteration = 0;
421
422        while self.structure.index != DAEIndex::Index1 && current_iteration < max_iterations {
423            current_iteration += 1;
424
425            // Step 1: Find structurally singular subsets
426            let singular_subsets = self.find_singular_subsets()?;
427
428            if singular_subsets.is_empty() {
429                // No more singular subsets found, but still not index-1
430                // This might indicate a more complex system structure
431                break;
432            }
433
434            // Step 2: Differentiate equations in singular subsets
435            let differentiated_equations =
436                self.differentiate_singular_equations(&singular_subsets)?;
437
438            // Step 3: Update the DAE structure
439            self.update_structure_after_differentiation(&differentiated_equations)?;
440
441            // Step 4: Recompute the index
442            self.structure.compute_index(t, x, y, f, g)?;
443
444            // Check if we've made progress
445            if self.structure.diff_index > 0 {
446                self.structure.diff_index -= 1;
447            }
448
449            // Update the DAE index based on the differentiation index
450            self.structure.index = match self.structure.diff_index {
451                0 | 1 => DAEIndex::Index1,
452                2 => DAEIndex::Index2,
453                3 => DAEIndex::Index3,
454                _ => DAEIndex::HigherIndex,
455            };
456        }
457
458        if self.structure.index != DAEIndex::Index1 {
459            return Err(IntegrateError::ConvergenceError(format!(
460                "Failed to reduce DAE to index-1 after {max_iterations} iterations"
461            )));
462        }
463
464        Ok(())
465    }
466
467    /// Find structurally singular subsets of equations
468    fn find_singular_subsets(&self) -> IntegrateResult<Vec<Vec<usize>>> {
469        let mut singular_subsets = Vec::new();
470
471        if let Some(ref incidence) = self.structure.incidence_matrix {
472            let n_eqs = incidence.nrows();
473            let n_vars = incidence.ncols();
474
475            // Look for subsets of equations with fewer variables than equations
476            // This is a simplified heuristic - a full implementation would use
477            // more sophisticated graph algorithms
478
479            for subset_size in 2..=std::cmp::min(n_eqs, 6) {
480                // Generate combinations of equations
481                let equation_combinations = generate_combinations(n_eqs, subset_size);
482
483                for eq_subset in equation_combinations {
484                    // Find variables that appear in these equations
485                    let mut involved_vars = std::collections::HashSet::new();
486
487                    for &eq_idx in &eq_subset {
488                        for var_idx in 0..n_vars {
489                            if incidence[[eq_idx, var_idx]] {
490                                involved_vars.insert(var_idx);
491                            }
492                        }
493                    }
494
495                    // Check if this is a singular subset (more equations than variables)
496                    if eq_subset.len() > involved_vars.len() {
497                        singular_subsets.push(eq_subset);
498                    }
499                }
500            }
501        }
502
503        Ok(singular_subsets)
504    }
505
506    /// Differentiate equations in singular subsets
507    fn differentiate_singular_equations(
508        &self,
509        singular_subsets: &[Vec<usize>],
510    ) -> IntegrateResult<Vec<usize>> {
511        let mut equations_to_differentiate = Vec::new();
512
513        // Select representative equations from each singular subset to differentiate
514        for subset in singular_subsets {
515            if !subset.is_empty() {
516                // Choose the first equation in each subset to differentiate
517                // In a more sophisticated implementation, we would choose optimally
518                equations_to_differentiate.push(subset[0]);
519            }
520        }
521
522        Ok(equations_to_differentiate)
523    }
524
525    /// Update the DAE structure after differentiation
526    fn update_structure_after_differentiation(
527        &mut self,
528        differentiated_equations: &[usize],
529    ) -> IntegrateResult<()> {
530        if differentiated_equations.is_empty() {
531            return Ok(());
532        }
533
534        // Step 1: Add new differential variables for derivatives of differentiated _equations
535        let num_new_variables = differentiated_equations.len();
536        let old_n_diff = self.structure.n_differential;
537        let old_n_alg = self.structure.n_algebraic;
538        let old_n_vars = old_n_diff + old_n_alg;
539        let old_n_eqs = self.structure.n_diff_eqs + self.structure.n_alg_eqs;
540
541        // Update variable counts
542        self.structure.n_differential += num_new_variables;
543        self.structure.n_diff_eqs += num_new_variables;
544
545        let new_n_vars = self.structure.n_differential + self.structure.n_algebraic;
546        let new_n_eqs = self.structure.n_diff_eqs + self.structure.n_alg_eqs;
547
548        // Step 2: Update the incidence matrix to reflect new dependencies
549        if let Some(ref old_incidence) = self.structure.incidence_matrix.clone() {
550            let mut new_incidence = Array2::<bool>::from_elem((new_n_eqs, new_n_vars), false);
551
552            // Copy existing incidence relationships
553            for i in 0..old_n_eqs {
554                for j in 0..old_n_vars {
555                    new_incidence[[i, j]] = old_incidence[[i, j]];
556                }
557            }
558
559            // Add new differential _equations for the differentiated constraints
560            for (new_eq_idx, &orig_eq_idx) in differentiated_equations.iter().enumerate() {
561                let new_eq_row = old_n_eqs + new_eq_idx;
562
563                // The new differential equation depends on the new differential variable
564                let new_var_col = old_n_vars + new_eq_idx;
565                new_incidence[[new_eq_row, new_var_col]] = true;
566
567                // It also depends on all variables that the original equation depended on
568                for j in 0..old_n_vars {
569                    if orig_eq_idx < old_n_eqs && old_incidence[[orig_eq_idx, j]] {
570                        new_incidence[[new_eq_row, j]] = true;
571                    }
572                }
573
574                // The differentiated equation also creates dependencies on derivatives
575                // of variables that appeared in the original equation
576                for j in 0..old_n_diff {
577                    if orig_eq_idx < old_n_eqs && old_incidence[[orig_eq_idx, j]] {
578                        // Add dependency on derivative of variable j
579                        new_incidence[[new_eq_row, j]] = true;
580                    }
581                }
582            }
583
584            self.structure.incidence_matrix = Some(new_incidence);
585        }
586
587        // Step 3: Update variable and equation dependencies
588        self.update_dependencies_after_structure_change()?;
589
590        // Step 4: Update differentiation index
591        if self.structure.diff_index > 1 {
592            self.structure.diff_index -= 1;
593        }
594
595        // Step 5: Clear cached matrices to force recomputation
596        self.structure.constraint_jacobian = None;
597        self.structure.derivative_jacobian = None;
598
599        Ok(())
600    }
601
602    /// Update variable and equation dependencies after structural changes
603    fn update_dependencies_after_structure_change(&mut self) -> IntegrateResult<()> {
604        if let Some(ref incidence) = self.structure.incidence_matrix {
605            let n_eqs = incidence.nrows();
606            let n_vars = incidence.ncols();
607
608            // Update variable dependencies
609            let mut var_deps = Vec::new();
610            for j in 0..n_vars {
611                let mut deps = Vec::new();
612                for i in 0..n_eqs {
613                    if incidence[[i, j]] {
614                        deps.push(i);
615                    }
616                }
617                var_deps.push(deps);
618            }
619
620            // Update equation dependencies
621            let mut eq_deps = Vec::new();
622            for i in 0..n_eqs {
623                let mut deps = Vec::new();
624                for j in 0..n_vars {
625                    if incidence[[i, j]] {
626                        deps.push(j);
627                    }
628                }
629                eq_deps.push(deps);
630            }
631
632            self.structure.variable_dependencies = Some(var_deps);
633            self.structure.equation_dependencies = Some(eq_deps);
634        }
635
636        Ok(())
637    }
638}
639
640/// Selection result for dummy derivative method
641#[derive(Debug, Clone)]
642struct DummySelection<
643    F: Float
644        + FromPrimitive
645        + Debug
646        + ScalarOperand
647        + std::ops::AddAssign
648        + std::ops::SubAssign
649        + std::ops::MulAssign
650        + std::ops::DivAssign
651        + Display
652        + LowerExp
653        + std::iter::Sum
654        + crate::common::IntegrateFloat,
655> {
656    /// Variables selected to be dummy variables
657    dummy_vars: Vec<usize>,
658    /// Equations added for dummy variables
659    dummy_eqs: Vec<usize>,
660    /// Q matrix from QR decomposition
661    q: Array2<F>,
662    /// R matrix from QR decomposition
663    r: Array2<F>,
664}
665
666/// Dummy derivative method for index reduction
667///
668/// This method replaces some differentiated variables with new "dummy" variables
669/// to maintain the correct number of degrees of freedom in the system.
670pub struct DummyDerivativeReducer<
671    F: Float
672        + FromPrimitive
673        + Debug
674        + ScalarOperand
675        + std::ops::AddAssign
676        + std::ops::SubAssign
677        + std::ops::MulAssign
678        + std::ops::DivAssign
679        + Display
680        + LowerExp
681        + std::iter::Sum
682        + crate::common::IntegrateFloat,
683> {
684    /// DAE structure information
685    pub structure: DAEStructure<F>,
686
687    /// Variables selected to be replaced with dummy derivatives
688    pub dummy_variables: Vec<usize>,
689
690    /// New equations added for the dummy variables
691    pub dummy_equations: Vec<usize>,
692}
693
694impl<
695        F: Float
696            + FromPrimitive
697            + Debug
698            + ScalarOperand
699            + std::ops::AddAssign
700            + std::ops::SubAssign
701            + std::ops::MulAssign
702            + std::ops::DivAssign
703            + Display
704            + LowerExp
705            + std::iter::Sum
706            + crate::common::IntegrateFloat,
707    > DummyDerivativeReducer<F>
708{
709    /// Create a new dummy derivative reducer
710    pub fn new(structure: DAEStructure<F>) -> Self {
711        DummyDerivativeReducer {
712            structure,
713            dummy_variables: Vec::new(),
714            dummy_equations: Vec::new(),
715        }
716    }
717
718    /// Apply the dummy derivative method to reduce the index
719    ///
720    /// This method differentiates constraints and selects a subset of variables
721    /// to be replaced with dummy variables.
722    pub fn reduce_index<FFunc, GFunc>(
723        &mut self,
724        t: F,
725        x: ArrayView1<F>,
726        y: ArrayView1<F>,
727        f: &FFunc,
728        g: &GFunc,
729    ) -> IntegrateResult<()>
730    where
731        FFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
732        GFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
733    {
734        // Initialize the structure and compute the index
735        self.structure.compute_index(t, x, y, f, g)?;
736
737        // If already index-1, no reduction needed
738        if self.structure.index == DAEIndex::Index1 {
739            return Ok(());
740        }
741
742        // Step 1: Differentiate the constraint equations
743        let constraint_derivative = self.differentiate_constraints(t, x, y, g)?;
744
745        // Step 2: Analyze the extended system structure
746        let extended_jacobian =
747            self.build_extended_jacobian(t, x, y, f, g, &constraint_derivative)?;
748
749        // Step 3: Select dummy variables using rank analysis
750        let dummy_selection = self.select_dummy_variables(&extended_jacobian)?;
751
752        // Step 4: Store the dummy variable mapping
753        self.dummy_variables = dummy_selection.dummy_vars;
754        self.dummy_equations = dummy_selection.dummy_eqs;
755
756        // Step 5: Update the DAE structure
757        self.update_structure_with_dummies()?;
758
759        // Step 6: Verify that the resulting system is index-1
760        let final_index = self.verify_reduced_index(t, x, y, f, g)?;
761
762        if final_index != DAEIndex::Index1 {
763            return Err(IntegrateError::ComputationError(format!(
764                "Dummy derivative method failed to reduce to index-1. Final index: {final_index:?}"
765            )));
766        }
767
768        self.structure.index = DAEIndex::Index1;
769        self.structure.diff_index = 1;
770
771        Ok(())
772    }
773
774    /// Differentiate the constraint equations with respect to time
775    fn differentiate_constraints<GFunc>(
776        &self,
777        t: F,
778        x: ArrayView1<F>,
779        y: ArrayView1<F>,
780        g: &GFunc,
781    ) -> IntegrateResult<Array1<F>>
782    where
783        GFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
784    {
785        let h = F::from_f64(1e-8).unwrap();
786
787        // Compute g(t, x, y)
788        let g0 = g(t, x, y);
789
790        // Compute g(t+h, x, y) for time derivative
791        let g_plus_t = g(t + h, x, y);
792
793        // Approximate time derivative: dg/dt ≈ (g(t+h) - g(t))/h
794        let dg_dt = (&g_plus_t - &g0) / h;
795
796        Ok(dg_dt)
797    }
798
799    /// Build the extended Jacobian matrix for the dummy derivative method
800    fn build_extended_jacobian<FFunc, GFunc>(
801        &self,
802        t: F,
803        x: ArrayView1<F>,
804        y: ArrayView1<F>,
805        f: &FFunc,
806        g: &GFunc,
807        constraint_derivative: &Array1<F>,
808    ) -> IntegrateResult<Array2<F>>
809    where
810        FFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
811        GFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
812    {
813        let n_diff = self.structure.n_differential;
814        let n_alg = self.structure.n_algebraic;
815        let n_constraints = constraint_derivative.len();
816
817        // Extended system size: original equations + differentiated constraints
818        let extended_size = n_diff + n_alg + n_constraints;
819        let mut extended_jacobian = Array2::<F>::zeros((extended_size, extended_size));
820
821        // Compute Jacobians of the original system
822        let f_x = compute_jacobian_for_variables(f, t, x, y, 0, n_diff)?;
823        let f_y = compute_jacobian_for_variables(f, t, x, y, n_diff, n_alg)?;
824        let g_x = compute_jacobian_for_variables(g, t, x, y, 0, n_diff)?;
825        let g_y = compute_jacobian_for_variables(g, t, x, y, n_diff, n_alg)?;
826
827        // Fill the extended Jacobian matrix
828        // Block structure:
829        // [ df/dx  df/dy     0    ]
830        // [ dg/dx  dg/dy     0    ]
831        // [dg'/dx dg'/dy    I    ]
832
833        // Top-left block: original differential equations
834        for i in 0..n_diff {
835            for j in 0..n_diff {
836                if j < f_x.dim().1 {
837                    extended_jacobian[[i, j]] = f_x[[i, j]];
838                }
839            }
840            for j in 0..n_alg {
841                if j < f_y.dim().1 {
842                    extended_jacobian[[i, n_diff + j]] = f_y[[i, j]];
843                }
844            }
845        }
846
847        // Middle block: original algebraic equations
848        for i in 0..n_alg {
849            for j in 0..n_diff {
850                if j < g_x.dim().1 && i < g_x.dim().0 {
851                    extended_jacobian[[n_diff + i, j]] = g_x[[i, j]];
852                }
853            }
854            for j in 0..n_alg {
855                if j < g_y.dim().1 && i < g_y.dim().0 {
856                    extended_jacobian[[n_diff + i, n_diff + j]] = g_y[[i, j]];
857                }
858            }
859        }
860
861        // Bottom block: differentiated constraints
862        // For now, use finite difference approximation of the Jacobian of g'
863        for i in 0..n_constraints {
864            // Add derivatives of constraint derivatives (simplified approach)
865            for j in 0..n_diff {
866                if j < g_x.dim().1 && i < g_x.dim().0 {
867                    extended_jacobian[[n_diff + n_alg + i, j]] = g_x[[i, j]];
868                }
869            }
870            for j in 0..n_alg {
871                if j < g_y.dim().1 && i < g_y.dim().0 {
872                    extended_jacobian[[n_diff + n_alg + i, n_diff + j]] = g_y[[i, j]];
873                }
874            }
875            // Identity block for dummy derivatives
876            if i < extended_size - n_diff - n_alg {
877                extended_jacobian[[n_diff + n_alg + i, n_diff + n_alg + i]] = F::one();
878            }
879        }
880
881        Ok(extended_jacobian)
882    }
883
884    /// Select dummy variables based on rank analysis
885    fn select_dummy_variables(
886        &self,
887        extended_jacobian: &Array2<F>,
888    ) -> IntegrateResult<DummySelection<F>> {
889        let n_diff = self.structure.n_differential;
890        let n_alg = self.structure.n_algebraic;
891        let total_vars = n_diff + n_alg;
892
893        // Perform QR decomposition to find rank and pivot columns
894        let (q, r, pivots) = self.qr_decomposition_with_pivoting(extended_jacobian)?;
895
896        // Determine the rank of the matrix
897        let rank = Self::compute_matrix_rank(&r)?;
898
899        // The number of dummy variables needed
900        let n_dummy = total_vars.saturating_sub(rank);
901
902        // Select dummy variables based on pivot analysis
903        let mut dummy_vars = Vec::new();
904        let mut dummy_eqs = Vec::new();
905
906        // Select variables that correspond to dependent columns
907        for i in rank..total_vars.min(pivots.len()) {
908            if pivots[i] < total_vars {
909                dummy_vars.push(pivots[i]);
910                dummy_eqs.push(n_diff + n_alg + dummy_eqs.len());
911            }
912        }
913
914        // If we need more dummy variables, select from the least important variables
915        while dummy_vars.len() < n_dummy && dummy_vars.len() < total_vars {
916            for i in 0..total_vars {
917                if !dummy_vars.contains(&i) && dummy_vars.len() < n_dummy {
918                    dummy_vars.push(i);
919                    dummy_eqs.push(n_diff + n_alg + dummy_eqs.len());
920                }
921            }
922        }
923
924        Ok(DummySelection {
925            dummy_vars,
926            dummy_eqs,
927            q,
928            r,
929        })
930    }
931
932    /// QR decomposition with column pivoting for rank analysis
933    fn qr_decomposition_with_pivoting(
934        &self,
935        matrix: &Array2<F>,
936    ) -> IntegrateResult<(Array2<F>, Array2<F>, Vec<usize>)> {
937        let (m, n) = matrix.dim();
938        let mut a = matrix.clone();
939        let q = Array2::<F>::eye(m);
940        let mut pivots: Vec<usize> = (0..n).collect();
941
942        // Simplified QR with pivoting (Gram-Schmidt process)
943        for k in 0..std::cmp::min(m, n) {
944            // Find the column with largest norm for pivoting
945            let mut max_norm = F::zero();
946            let mut max_col = k;
947
948            for j in k..n {
949                let col_norm = (k..m)
950                    .map(|i| a[[i, j]].powi(2))
951                    .fold(F::zero(), |acc, x| acc + x)
952                    .sqrt();
953                if col_norm > max_norm {
954                    max_norm = col_norm;
955                    max_col = j;
956                }
957            }
958
959            // Swap columns if needed
960            if max_col != k {
961                for i in 0..m {
962                    let temp = a[[i, k]];
963                    a[[i, k]] = a[[i, max_col]];
964                    a[[i, max_col]] = temp;
965                }
966                pivots.swap(k, max_col);
967            }
968
969            // Gram-Schmidt orthogonalization
970            if max_norm > F::from_f64(1e-12).unwrap() {
971                // Normalize the k-th column
972                for i in k..m {
973                    a[[i, k]] /= max_norm;
974                }
975
976                // Orthogonalize subsequent columns
977                for j in (k + 1)..n {
978                    let dot_product = (k..m)
979                        .map(|i| a[[i, k]] * a[[i, j]])
980                        .fold(F::zero(), |acc, x| acc + x);
981                    for i in k..m {
982                        a[[i, j]] = a[[i, j]] - dot_product * a[[i, k]];
983                    }
984                }
985            }
986        }
987
988        // Extract Q and R matrices (simplified)
989        let r = a.clone();
990
991        Ok((q, r, pivots))
992    }
993
994    /// Compute the numerical rank of an upper triangular matrix
995    fn compute_matrix_rank(r: &Array2<F>) -> IntegrateResult<usize> {
996        let tolerance = F::from_f64(1e-10).unwrap();
997        let min_dim = std::cmp::min(r.nrows(), r.ncols());
998
999        let mut rank = 0;
1000        for i in 0..min_dim {
1001            if r[[i, i]].abs() > tolerance {
1002                rank += 1;
1003            }
1004        }
1005
1006        Ok(rank)
1007    }
1008
1009    /// Update the DAE structure after adding dummy variables
1010    fn update_structure_with_dummies(&mut self) -> IntegrateResult<()> {
1011        let n_dummy = self.dummy_variables.len();
1012
1013        // Increase the number of variables and equations
1014        self.structure.n_differential += n_dummy;
1015        self.structure.n_diff_eqs += n_dummy;
1016
1017        // Clear cached matrices to force recomputation
1018        self.structure.constraint_jacobian = None;
1019        self.structure.derivative_jacobian = None;
1020        self.structure.incidence_matrix = None;
1021
1022        Ok(())
1023    }
1024
1025    /// Verify that the reduced system is indeed index-1
1026    fn verify_reduced_index<FFunc, GFunc>(
1027        &self,
1028        t: F,
1029        x: ArrayView1<F>,
1030        y: ArrayView1<F>,
1031        _f: &FFunc,
1032        g: &GFunc,
1033    ) -> IntegrateResult<DAEIndex>
1034    where
1035        FFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
1036        GFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
1037    {
1038        // For the extended system with dummy variables, check if the constraint Jacobian is non-singular
1039        let x_slice: Vec<F> = x.to_vec();
1040        let y_slice: Vec<F> = y.to_vec();
1041
1042        let g_y = compute_constraint_jacobian(
1043            &|t, x, y| g(t, ArrayView1::from(x), ArrayView1::from(y)).to_vec(),
1044            t,
1045            &x_slice,
1046            &y_slice,
1047        );
1048
1049        // Check if the extended constraint Jacobian (including dummy variables) is non-singular
1050        let singular = is_singular_matrix(g_y.view());
1051
1052        if !singular {
1053            Ok(DAEIndex::Index1)
1054        } else {
1055            Ok(DAEIndex::Index2) // Still higher index
1056        }
1057    }
1058}
1059
1060/// Projection method for index reduction and constraint satisfaction
1061///
1062/// This method combines index reduction with projection-based stabilization
1063/// to maintain constraint satisfaction during integration.
1064pub struct ProjectionMethod<
1065    F: Float
1066        + FromPrimitive
1067        + Debug
1068        + ScalarOperand
1069        + std::ops::AddAssign
1070        + std::ops::SubAssign
1071        + std::ops::MulAssign
1072        + std::ops::DivAssign
1073        + Display
1074        + LowerExp
1075        + std::iter::Sum
1076        + crate::common::IntegrateFloat,
1077> {
1078    /// DAE structure information
1079    pub structure: DAEStructure<F>,
1080
1081    /// Whether to project after each step
1082    pub project_after_step: bool,
1083
1084    /// Whether to use consistent initialization
1085    pub consistent_initialization: bool,
1086
1087    /// Tolerance for constraint satisfaction
1088    pub constraint_tol: F,
1089}
1090
1091impl<
1092        F: Float
1093            + FromPrimitive
1094            + Debug
1095            + ScalarOperand
1096            + std::ops::AddAssign
1097            + std::ops::SubAssign
1098            + std::ops::MulAssign
1099            + std::ops::DivAssign
1100            + Display
1101            + LowerExp
1102            + std::iter::Sum
1103            + crate::common::IntegrateFloat,
1104    > ProjectionMethod<F>
1105{
1106    /// Create a new projection method for constraint satisfaction
1107    pub fn new(structure: DAEStructure<F>) -> Self {
1108        ProjectionMethod {
1109            structure,
1110            project_after_step: true,
1111            consistent_initialization: true,
1112            constraint_tol: F::from_f64(1e-8).unwrap(),
1113        }
1114    }
1115
1116    /// Project the solution onto the constraint manifold
1117    ///
1118    /// This ensures that the solution satisfies the constraints exactly.
1119    pub fn project_solution<GFunc>(
1120        &self,
1121        t: F,
1122        x: &mut Array1<F>,
1123        y: &mut Array1<F>,
1124        g: &GFunc,
1125    ) -> IntegrateResult<()>
1126    where
1127        GFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
1128    {
1129        // Evaluate the constraint
1130        let g_val = g(t, x.view(), y.view());
1131
1132        // Check if already satisfying the constraint
1133        let g_norm = g_val
1134            .iter()
1135            .fold(F::zero(), |acc, &val| acc + val.powi(2))
1136            .sqrt();
1137
1138        if g_norm <= self.constraint_tol {
1139            // Already on the constraint manifold
1140            return Ok(());
1141        }
1142
1143        // Compute the constraint Jacobian
1144        // Convert ArrayView1 to slices for the constraint function
1145        let x_slice: Vec<F> = x.to_vec();
1146        let y_slice: Vec<F> = y.to_vec();
1147        let g_y = compute_constraint_jacobian(
1148            &|t, x, y| g(t, ArrayView1::from(x), ArrayView1::from(y)).to_vec(),
1149            t,
1150            &x_slice,
1151            &y_slice,
1152        );
1153
1154        // Solve the correction equation: g_y * Δy = -g
1155        let neg_g = g_val.mapv(|val| -val);
1156
1157        // Use a constrained least-squares approach for the projection
1158        let (delta_y, residual) = solve_constrained_least_squares(g_y.view(), neg_g.view())?;
1159
1160        // Apply the correction
1161        *y = y.clone() + delta_y;
1162
1163        // Check if the projection was successful
1164        if residual > self.constraint_tol {
1165            return Err(IntegrateError::ComputationError(format!(
1166                "Failed to project solution onto constraint manifold. Residual: {residual}"
1167            )));
1168        }
1169
1170        Ok(())
1171    }
1172
1173    /// Make the initial conditions consistent with the constraints
1174    ///
1175    /// This projects the initial state onto the constraint manifold.
1176    pub fn make_consistent<GFunc>(
1177        &self,
1178        t: F,
1179        x: &mut Array1<F>,
1180        y: &mut Array1<F>,
1181        g: &GFunc,
1182    ) -> IntegrateResult<()>
1183    where
1184        GFunc: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
1185    {
1186        // For consistent initialization, we use the same projection method
1187        // but may need more iterations to achieve high accuracy
1188        let max_iter = 10;
1189        let mut iter = 0;
1190
1191        while iter < max_iter {
1192            // Evaluate the constraint
1193            let g_val = g(t, x.view(), y.view());
1194
1195            // Check if already satisfying the constraint
1196            let g_norm = g_val
1197                .iter()
1198                .fold(F::zero(), |acc, &val| acc + val.powi(2))
1199                .sqrt();
1200
1201            if g_norm <= self.constraint_tol {
1202                // Already on the constraint manifold
1203                return Ok(());
1204            }
1205
1206            // Project onto the constraint manifold
1207            self.project_solution(t, x, y, g)?;
1208
1209            iter += 1;
1210        }
1211
1212        // Final check
1213        let g_val = g(t, x.view(), y.view());
1214        let g_norm = g_val
1215            .iter()
1216            .fold(F::zero(), |acc, &val| acc + val.powi(2))
1217            .sqrt();
1218
1219        if g_norm > self.constraint_tol {
1220            return Err(IntegrateError::ComputationError(format!(
1221                "Failed to find consistent initial conditions after {max_iter} iterations. Residual: {g_norm}"
1222            )));
1223        }
1224
1225        Ok(())
1226    }
1227}
1228
1229/// Compute the Jacobian of a function with respect to a subset of variables
1230///
1231/// This is a helper function for computing partial Jacobians.
1232#[allow(dead_code)]
1233fn compute_jacobian_for_variables<F, Func>(
1234    f: &Func,
1235    t: F,
1236    x: ArrayView1<F>,
1237    y: ArrayView1<F>,
1238    start_idx: usize,
1239    n_vars: usize,
1240) -> IntegrateResult<Array2<F>>
1241where
1242    F: Float
1243        + FromPrimitive
1244        + Debug
1245        + ScalarOperand
1246        + std::ops::AddAssign
1247        + std::ops::SubAssign
1248        + std::ops::MulAssign
1249        + std::ops::DivAssign
1250        + Display
1251        + LowerExp
1252        + std::iter::Sum
1253        + crate::common::IntegrateFloat,
1254    Func: Fn(F, ArrayView1<F>, ArrayView1<F>) -> Array1<F>,
1255{
1256    // Evaluate the base function
1257    let f_val = f(t, x, y);
1258    let n_eqs = f_val.len();
1259
1260    // Create the Jacobian matrix
1261    let mut jac = Array2::<F>::zeros((n_eqs, n_vars));
1262
1263    // Compute the Jacobian using finite differences
1264    let epsilon = F::from_f64(1e-8).unwrap();
1265
1266    if start_idx < x.len() {
1267        // Differentiate with respect to x variables
1268        let end_idx = (start_idx + n_vars).min(x.len());
1269        let n_x_vars = end_idx - start_idx;
1270
1271        let mut x_perturbed = x.to_owned();
1272
1273        for j in 0..n_x_vars {
1274            let _idx = start_idx + j;
1275            let h = epsilon.max(x[_idx].abs() * epsilon);
1276
1277            x_perturbed[_idx] = x[_idx] + h;
1278            let f_plus = f(t, x_perturbed.view(), y);
1279            x_perturbed[_idx] = x[_idx];
1280
1281            let df = (f_plus - f_val.view()) / h;
1282
1283            for i in 0..n_eqs {
1284                jac[[i, j]] = df[i];
1285            }
1286        }
1287    }
1288
1289    if start_idx + n_vars > x.len() {
1290        // Differentiate with respect to y variables
1291        let n_x_vars = x.len().saturating_sub(start_idx);
1292        let n_y_vars = n_vars - n_x_vars;
1293        let y_start = start_idx.saturating_sub(x.len());
1294        let y_end = (y_start + n_y_vars).min(y.len());
1295
1296        let mut y_perturbed = y.to_owned();
1297
1298        for j in 0..y_end.saturating_sub(y_start) {
1299            let _idx = y_start + j;
1300            let h = epsilon.max(y[_idx].abs() * epsilon);
1301
1302            y_perturbed[_idx] = y[_idx] + h;
1303            let f_plus = f(t, x, y_perturbed.view());
1304            y_perturbed[_idx] = y[_idx];
1305
1306            let df = (f_plus - f_val.view()) / h;
1307
1308            for i in 0..n_eqs {
1309                jac[[i, n_x_vars + j]] = df[i];
1310            }
1311        }
1312    }
1313
1314    Ok(jac)
1315}
1316
1317/// Solve a constrained least-squares problem for projection
1318///
1319/// Solves the problem: min ||Δy|| subject to J·Δy = b
1320#[allow(dead_code)]
1321fn solve_constrained_least_squares<F>(
1322    j: ArrayView2<F>,
1323    b: ArrayView1<F>,
1324) -> IntegrateResult<(Array1<F>, F)>
1325where
1326    F: Float
1327        + FromPrimitive
1328        + Debug
1329        + ScalarOperand
1330        + std::ops::AddAssign
1331        + std::ops::SubAssign
1332        + std::ops::MulAssign
1333        + std::ops::DivAssign
1334        + Display
1335        + LowerExp
1336        + std::iter::Sum
1337        + crate::common::IntegrateFloat,
1338{
1339    use crate::dae::utils::linear_solvers::solve_linear_system;
1340
1341    // For underconstrained systems, we use the pseudoinverse (minimum norm solution)
1342    // J·J^T·λ = b
1343    // Δy = J^T·λ
1344
1345    // Compute J·J^T
1346    let j_jt = j.dot(&j.t());
1347
1348    // Solve for the Lagrange multiplier λ
1349    let lambda = match solve_linear_system(&j_jt.view(), &b.view()) {
1350        Ok(sol) => sol,
1351        Err(e) => {
1352            return Err(IntegrateError::ComputationError(format!(
1353                "Failed to solve least squares system: {e}"
1354            )))
1355        }
1356    };
1357
1358    // Compute the correction Δy = J^T·λ
1359    let delta_y = j.t().dot(&lambda);
1360
1361    // Compute the residual ||J·Δy - b||
1362    let residual = (&j.dot(&delta_y) - &b)
1363        .iter()
1364        .fold(F::zero(), |acc, &val| acc + val.powi(2))
1365        .sqrt();
1366
1367    Ok((delta_y, residual))
1368}
1369
1370/// Generate combinations of indices for equation subset analysis
1371#[allow(dead_code)]
1372fn generate_combinations(n: usize, k: usize) -> Vec<Vec<usize>> {
1373    if k == 0 || k > n {
1374        return vec![];
1375    }
1376
1377    let mut combinations = Vec::new();
1378    let mut current = Vec::new();
1379
1380    generate_combinations_recursive(0, n, k, &mut current, &mut combinations);
1381
1382    combinations
1383}
1384
1385/// Recursive helper for generating combinations
1386#[allow(dead_code)]
1387fn generate_combinations_recursive(
1388    start: usize,
1389    n: usize,
1390    k: usize,
1391    current: &mut Vec<usize>,
1392    combinations: &mut Vec<Vec<usize>>,
1393) {
1394    if current.len() == k {
1395        combinations.push(current.clone());
1396        return;
1397    }
1398
1399    for i in start..n {
1400        if current.len() + (n - i) >= k {
1401            current.push(i);
1402            generate_combinations_recursive(i + 1, n, k, current, combinations);
1403            current.pop();
1404        }
1405    }
1406}