sidereon_core/sp3/interp.rs
1//! SP3 arbitrary-epoch position/clock interpolation.
2//!
3//! Two channels with different recipes, each validated against its correct
4//! external reference (the two-bars doctrine: capability vs the deployed
5//! reference, not a bit-exact port of a convenient primitive):
6//!
7//! # Position channel: sliding-window Lagrange/Neville (RTKLIB recipe)
8//!
9//! The satellite position is interpolated with a sliding-window high-degree
10//! Lagrange (Neville) polynomial matching RTKLIB `preceph.c` pephpos/interppol:
11//! the contiguous run of nodes bracketing the query, the RTKLIB window of up to
12//! 11 nodes (degree 10) centred on the query, an `OMEGA_E_DOT` per-node
13//! earth-rotation correction into the query-epoch frame, then Neville evaluation
14//! per axis. This is the IGS-standard orbit interpolation. It replaced a global
15//! not-a-knot cubic spline, which is only degree 3 over the whole day and erred
16//! ~200 m at the day boundary and across coverage gaps (a query deep inside a
17//! coverage gap is now rejected, never interpolated across). Validated against
18//! the RTKLIB reference (`interp_tests`) and end-to-end against ZIM2 PPP truth.
19//!
20//! # Clock channel: not-a-knot cubic spline (gnssanalysis recipe)
21//!
22//! The clock is locally smooth, so it keeps the not-a-knot cubic spline matching
23//! `scipy.interpolate.CubicSpline(x, y)` with gnssanalysis defaults
24//! (`bc_type="not-a-knot"`, `extrapolate=true`), evaluated at the query, with
25//! clock-event (`E`) arc splitting. BLAS-free (the not-a-knot solve dispatches
26//! to LAPACK `dgtsv`), a legitimate 0-ULP target against scipy.
27//!
28//! # Node substrate (load-bearing for 0-ULP)
29//!
30//! Nodes are **integer seconds since J2000** (2000-01-01 12:00:00 in the file's
31//! own time scale), exactly as gnssanalysis builds them in `datetime2j2000`
32//! (`gn_datetime.py:286-288`): epochs floored to whole seconds, differenced
33//! against the J2000 origin, kept as `i64`, then promoted to `f64` on entry to
34//! the spline. This module reconstructs the same `i64`-seconds axis from the
35//! parser's [`Instant`] epochs (NOT fractional JD, NOT nanoseconds), so the
36//! spline coefficients are bit-identical.
37//!
38//! J2000 = JD 2451545.0. Seconds-since-J2000 for a split JD `(whole, frac)` is
39//! computed in a cancellation-safe way and floored to whole seconds.
40//!
41//! # Units
42//!
43//! The spline is fit in the SP3-native units the reference carries -
44//! **kilometers** for position, **microseconds** for clock - and the evaluated
45//! result is converted to the public API boundary (**meters**, **seconds**) by a
46//! **single final multiply** (`* 1000.0`, `* 1e-6`). The conversion happens
47//! AFTER evaluation, never before the fit; this operation order is pinned.
48//!
49//! # Clock interpolation near gaps / discontinuities
50//!
51//! gnssanalysis defines none, so the policy is authored in the canonical recipe
52//! and matched here:
53//!
54//! - Clock uses the **same** `CubicSpline` construction over the nodes that have
55//! a clock estimate (the bad-clock sentinel yields no clock node).
56//! - Position and clock node sets are independent.
57//! - Position is never split (orbits are continuous through clock resets).
58//! - Clock interpolation does **not** cross a clock-event (`E`) epoch: the arc
59//! is split at each `E`-flagged epoch and the clock spline is fit on the
60//! contiguous sub-arc containing the query epoch.
61
62use crate::astro::time::model::{Instant, InstantRepr};
63
64use crate::astro::time::civil::j2000_seconds_from_split;
65use crate::constants::{KM_TO_M, OMEGA_E_DOT_RAD_S, US_TO_S};
66use crate::frame::ItrfPositionM;
67use crate::id::GnssSatelliteId;
68use crate::sp3::{Sp3, Sp3State};
69use crate::validate;
70use crate::{Error, Result};
71
72impl Sp3 {
73 /// The product's parsed epochs as seconds since J2000, in the file's own time
74 /// scale, ascending.
75 ///
76 /// This is the exact query axis [`Sp3::position_at_j2000_seconds`] interpolates
77 /// against (each epoch converted by the same [`instant_to_j2000_seconds`] used
78 /// for the spline nodes, NOT floored), so a caller can read the grid here, form
79 /// query times on it, and feed them straight back without a Julian-date
80 /// round-trip. An epoch whose representation cannot be mapped to J2000 seconds
81 /// is skipped (SP3 epochs are always Julian-date, so on real data this returns
82 /// one value per epoch).
83 pub fn epochs_j2000_seconds(&self) -> Vec<f64> {
84 self.epochs
85 .iter()
86 .filter_map(instant_to_j2000_seconds)
87 .collect()
88 }
89
90 /// Interpolate the state of `sat` at an arbitrary `epoch`.
91 ///
92 /// Reproduces the pinned `scipy.interpolate.CubicSpline` recipe (see module
93 /// docs) bit-for-bit: a per-axis not-a-knot cubic spline over the
94 /// J2000-integer-second node axis, evaluated at `epoch`, with the unit
95 /// conversion as a single final multiply.
96 ///
97 /// - `position` is always returned (interpolated from all position nodes of
98 /// `sat`), in meters, ITRF/IGS ECEF.
99 /// - `clock_s` is `Some` when `sat` has at least two clock nodes in the
100 /// clock sub-arc containing `epoch` (after clock-event splitting); `None`
101 /// otherwise.
102 /// - `velocity` / `clock_rate_s_s` are `None` (this API interpolates the
103 /// position/clock product; velocity products are a separate concern).
104 /// - `flags` are defaulted (an interpolated state is synthetic, not a record).
105 ///
106 /// Errors:
107 /// - [`Error::UnknownSatellite`] if `sat` has no position nodes.
108 /// - [`Error::EpochOutOfRange`] if fewer than two position nodes exist (a
109 /// spline needs at least two points) or the epoch is not representable.
110 /// - [`Error::InvalidInput`] if `epoch` is tagged with a different time
111 /// scale than the SP3 product.
112 pub fn position(&self, sat: GnssSatelliteId, epoch: Instant) -> Result<Sp3State> {
113 if epoch.scale != self.header.time_scale {
114 return Err(Error::InvalidInput(format!(
115 "SP3 query time scale {} does not match product time scale {}",
116 epoch.scale.abbrev(),
117 self.header.time_scale.abbrev()
118 )));
119 }
120 let query = instant_to_j2000_seconds(&epoch).ok_or(Error::EpochOutOfRange)?;
121 self.position_at_j2000_seconds(sat, query)
122 }
123
124 /// Interpolate the state of `sat` at an arbitrary J2000-second epoch
125 /// supplied directly as an `f64`.
126 ///
127 /// Identical to [`Sp3::position`] except the query is the seconds-since-J2000
128 /// value as already computed by the caller, rather than derived from an
129 /// [`Instant`]. The transmit-time iteration of the SPP residual carries the
130 /// epoch as a J2000-second `f64` (`t_tx = t_rx - rho/c`) and must feed that
131 /// exact value to the spline, with no Julian-date round-trip in the loop, so
132 /// the interpolated position/clock match the reference recipe bit-for-bit.
133 ///
134 /// Errors:
135 /// - [`Error::InvalidInput`] if `query` is NaN or infinite.
136 pub fn position_at_j2000_seconds(&self, sat: GnssSatelliteId, query: f64) -> Result<Sp3State> {
137 let query = validate::finite(query, "query_j2000_s").map_err(map_query_input)?;
138
139 // Gather this satellite's position nodes (x = J2000 seconds, y = km),
140 // in ascending epoch order, skipping epochs where the satellite has no
141 // record. Track clock nodes and clock-event epochs alongside.
142 let mut pos_x: Vec<f64> = Vec::new();
143 let mut pos_kx: Vec<f64> = Vec::new();
144 let mut pos_ky: Vec<f64> = Vec::new();
145 let mut pos_kz: Vec<f64> = Vec::new();
146 // Clock nodes: (x_seconds, clock_us, is_clock_event_epoch).
147 let mut clk_nodes: Vec<(f64, f64, bool)> = Vec::new();
148
149 for (idx, ep) in self.epochs.iter().enumerate() {
150 // Node axis: floored to whole seconds to match gnssanalysis
151 // datetime2j2000 (the query, below, is NOT floored).
152 let xi = match instant_to_j2000_seconds(ep) {
153 Some(v) => v.floor(),
154 None => continue,
155 };
156 // Use the parser's NATIVE km/us node values (exact ASCII->f64, as
157 // gnssanalysis read_sp3 carries them). Reconstructing km from the
158 // public meters (km->m->km) drifts up to 1 ULP and breaks parity;
159 // the *1000 / *1e-6 happens once, AFTER eval. interp_raw is
160 // populated only from real position records, so a velocity-only
161 // (fabricated) state never enters the spline.
162 let Some(raw) = self.interp_raw[idx].get(&sat) else {
163 continue;
164 };
165 pos_x.push(xi);
166 pos_kx.push(raw.km[0]);
167 pos_ky.push(raw.km[1]);
168 pos_kz.push(raw.km[2]);
169
170 if let Some(clk_us) = raw.clock_us {
171 clk_nodes.push((xi, clk_us, raw.clock_event));
172 }
173 }
174
175 if pos_x.is_empty() {
176 return Err(Error::UnknownSatellite(sat));
177 }
178 if pos_x.len() < 2 {
179 // A cubic spline needs >= 2 points; a single node cannot define one.
180 return Err(Error::EpochOutOfRange);
181 }
182 validate_strictly_increasing_nodes(&pos_x)?;
183
184 // Refuse grossly out-of-coverage queries instead of silently returning a
185 // diverging extrapolation. The underlying cubic spline mirrors scipy
186 // CubicSpline(extrapolate=True): a query well past the node span runs off
187 // to nonsense (megametres and worse). We allow up to one node spacing of
188 // edge extrapolation (the end cubic is still physically reasonable that
189 // close to the data) and reject anything beyond. In-coverage interpolation
190 // is bit-for-bit unchanged, so 0-ULP parity is preserved. Nodes are in
191 // ascending epoch order.
192 // Reject a query that lands deep inside an interior coverage gap rather
193 // than interpolating across it. Nominal spacing is the smallest
194 // consecutive node gap; a bracketing interval far larger than that is a
195 // gap. One nominal spacing of interpolation past either edge node is
196 // allowed (the near-gap edge stays usable); beyond that the query is in
197 // the gap and is refused.
198 let nominal = nominal_positive_spacing(&pos_x).ok_or(Error::EpochOutOfRange)?;
199 let first = pos_x[0];
200 let last = pos_x[pos_x.len() - 1];
201 if query < first - nominal || query > last + nominal {
202 return Err(Error::EpochOutOfRange);
203 }
204
205 let gap_thresh = 1.5 * nominal;
206 let mut bi = 0usize;
207 while bi + 1 < pos_x.len() && pos_x[bi + 1] <= query {
208 bi += 1;
209 }
210 if bi + 1 < pos_x.len() {
211 let (lo, hi) = (pos_x[bi], pos_x[bi + 1]);
212 if hi - lo > gap_thresh && query > lo + nominal && query < hi - nominal {
213 return Err(Error::EpochOutOfRange);
214 }
215 }
216
217 let (x_m, y_m, z_m) =
218 interpolate_position_neville(&pos_x, &pos_kx, &pos_ky, &pos_kz, query);
219
220 let clock_s = interpolate_clock(&clk_nodes, query);
221
222 Ok(Sp3State {
223 position: ItrfPositionM::new(x_m, y_m, z_m).expect("valid ITRF position"),
224 clock_s,
225 velocity: None,
226 clock_rate_s_s: None,
227 flags: crate::sp3::Sp3Flags::default(),
228 })
229 }
230}
231
232fn map_query_input(error: validate::FieldError) -> Error {
233 Error::InvalidInput(format!("{} {}", error.field(), error.reason()))
234}
235
236fn nominal_positive_spacing(x: &[f64]) -> Option<f64> {
237 let nominal = x
238 .windows(2)
239 .map(|w| w[1] - w[0])
240 .filter(|&d| d > 0.0)
241 .fold(f64::INFINITY, f64::min);
242 if nominal.is_finite() {
243 Some(nominal)
244 } else {
245 None
246 }
247}
248
249fn validate_strictly_increasing_nodes(x: &[f64]) -> Result<()> {
250 for window in x.windows(2) {
251 if window[1] <= window[0] {
252 return Err(Error::InvalidInput(
253 "SP3 interpolation epochs must be strictly increasing".to_string(),
254 ));
255 }
256 }
257 Ok(())
258}
259
260/// Interpolate the clock channel with the clock-event-split policy.
261///
262/// Splits the clock node arc at each clock-event (`E`) epoch and fits the
263/// not-a-knot spline on the contiguous sub-arc containing `query`. Returns
264/// `None` if that sub-arc has fewer than two nodes.
265fn interpolate_clock(clk_nodes: &[(f64, f64, bool)], query: f64) -> Option<f64> {
266 if clk_nodes.len() < 2 {
267 return None;
268 }
269
270 // Partition into contiguous sub-arcs split at clock-event epochs. A
271 // clock-event epoch marks a discontinuity *at* that epoch, so it ends the
272 // sub-arc before it and starts a new one (the flagged node belongs to the
273 // new sub-arc, since the reset takes effect there).
274 let mut sub_start = 0usize;
275 let mut chosen: Option<(usize, usize)> = None; // [start, end) into clk_nodes
276 for i in 0..clk_nodes.len() {
277 let is_break = clk_nodes[i].2 && i > sub_start;
278 if is_break {
279 // Sub-arc [sub_start, i) ends here.
280 if range_contains_query(clk_nodes, sub_start, i, query) {
281 chosen = Some((sub_start, i));
282 }
283 sub_start = i;
284 }
285 }
286 // Trailing sub-arc [sub_start, len).
287 if chosen.is_none() && range_contains_query(clk_nodes, sub_start, clk_nodes.len(), query) {
288 chosen = Some((sub_start, clk_nodes.len()));
289 }
290 // If the query is outside every sub-arc span (extrapolation), use the
291 // sub-arc nearest the query so the default extrapolate=True behavior holds
292 // within the contiguous piece on that side.
293 let (start, end) = match chosen {
294 Some(r) => r,
295 None => nearest_subarc(clk_nodes, query)?,
296 };
297
298 if end - start < 2 {
299 return None;
300 }
301 let x: Vec<f64> = clk_nodes[start..end].iter().map(|n| n.0).collect();
302 let y: Vec<f64> = clk_nodes[start..end].iter().map(|n| n.1).collect();
303 Some(eval_cubic_spline(&x, &y, query) * US_TO_S)
304}
305
306/// Whether `query` lies within the closed node-span of sub-arc `[start, end)`.
307fn range_contains_query(nodes: &[(f64, f64, bool)], start: usize, end: usize, query: f64) -> bool {
308 if end <= start {
309 return false;
310 }
311 let lo = nodes[start].0;
312 let hi = nodes[end - 1].0;
313 query >= lo && query <= hi
314}
315
316/// Find the sub-arc (split at clock-event epochs) whose node-span is nearest to
317/// `query` for extrapolation. Returns `[start, end)` or `None` if empty.
318#[allow(clippy::needless_range_loop)]
319fn nearest_subarc(nodes: &[(f64, f64, bool)], query: f64) -> Option<(usize, usize)> {
320 if nodes.is_empty() {
321 return None;
322 }
323 // Rebuild sub-arc boundaries (same rule as interpolate_clock).
324 let mut bounds: Vec<(usize, usize)> = Vec::new();
325 let mut sub_start = 0usize;
326 for i in 0..nodes.len() {
327 if nodes[i].2 && i > sub_start {
328 bounds.push((sub_start, i));
329 sub_start = i;
330 }
331 }
332 bounds.push((sub_start, nodes.len()));
333
334 // Pick the sub-arc minimizing distance from query to its [lo, hi] span.
335 bounds
336 .into_iter()
337 .filter(|&(s, e)| e - s >= 2)
338 .min_by(|&(s1, e1), &(s2, e2)| {
339 let d1 = span_distance(nodes, s1, e1, query);
340 let d2 = span_distance(nodes, s2, e2, query);
341 d1.partial_cmp(&d2).unwrap_or(core::cmp::Ordering::Equal)
342 })
343}
344
345fn span_distance(nodes: &[(f64, f64, bool)], start: usize, end: usize, query: f64) -> f64 {
346 let lo = nodes[start].0;
347 let hi = nodes[end - 1].0;
348 if query < lo {
349 lo - query
350 } else if query > hi {
351 query - hi
352 } else {
353 0.0
354 }
355}
356
357/// Convert a parser [`Instant`] to seconds since J2000, as `f64`, **exact**
358/// (not floored).
359///
360/// The split-JD difference is taken whole-part first to avoid cancellation.
361/// This returns the precise instant; flooring belongs to the *node axis* only:
362///
363/// - **Node epochs** are floored to whole seconds at the call site to mirror
364/// gnssanalysis `datetime2j2000` (`datetime64[s]` truncation), so the spline's
365/// x-axis is bit-identical to the reference. SP3 epochs are integer-second in
366/// practice, so this floor is a no-op on real data but kept for faithfulness.
367/// - The **query** is evaluated at this exact value, never floored: flooring a
368/// sub-second query epoch would discard up to ~1 s, a kilometre-scale position
369/// error at orbital speed (this was a real bug - the node and query
370/// conversions must NOT share the flooring).
371pub(super) fn instant_to_j2000_seconds(instant: &Instant) -> Option<f64> {
372 match instant.repr {
373 InstantRepr::JulianDate(split) => {
374 // (jd - J2000_JD) days -> seconds, whole/fraction kept separate to
375 // avoid cancellation (canonical split-to-J2000-seconds reduction).
376 Some(j2000_seconds_from_split(split.jd_whole, split.fraction))
377 }
378 InstantRepr::Nanos(ns) => {
379 // Integer ns since the scale epoch - but the parser stores SP3
380 // epochs as JulianDate, so this path is not exercised by SP3.
381 // J2000 is JD 2451545.0; without a fixed ns-origin convention here
382 // we cannot map ns->J2000-seconds unambiguously, so decline.
383 let _ = ns;
384 None
385 }
386 }
387}
388
389/// Number of nodes in the sliding interpolation window (RTKLIB `NMAX`=10 ->
390/// degree-10 polynomial, 11 nodes).
391const NEVILLE_POINTS: usize = 11;
392
393/// Sliding-window Lagrange (Neville) satellite-POSITION interpolation, matching
394/// RTKLIB `preceph.c` pephpos/interppol. Replaces the global not-a-knot cubic
395/// spline, which is degree-3 over the whole day and errs ~200 m at the day
396/// boundary and across coverage gaps; SP3 15-minute orbit nodes need local
397/// ~degree-10 interpolation for sub-cm accuracy. Validated against the external
398/// RTKLIB reference and the ZIM2 PPP truth (two-bars doctrine: this channel is a
399/// capability gated on the deployed reference, not a bit-exact port of a scipy
400/// primitive). The CLOCK channel keeps its cubic spline (locally smooth, matched
401/// to the 30 s clock product at the cm level).
402///
403/// Recipe: restrict to the contiguous run of nodes bracketing `query` (never
404/// interpolate across a coverage gap), take the RTKLIB window of up to
405/// `NEVILLE_POINTS` nodes centred on the query (shifted inward at run edges),
406/// rotate each node's ECEF position about +z by `OMEGA_E_DOT * (t_node - query)`
407/// into the query-epoch earth-fixed frame, then Neville-interpolate each axis at
408/// the query. Inputs are ascending J2000 seconds (`x`) and km (`kx/ky/kz`).
409fn interpolate_position_neville(
410 x: &[f64],
411 kx: &[f64],
412 ky: &[f64],
413 kz: &[f64],
414 query: f64,
415) -> (f64, f64, f64) {
416 let n = x.len();
417
418 // Nominal node spacing = smallest positive consecutive gap (robust to one
419 // large coverage gap); the gap threshold marks a non-contiguous jump.
420 let nominal = nominal_positive_spacing(x).unwrap_or(1.0);
421 let gap_thresh = 1.5 * nominal;
422
423 // Last node at or before the query (clamped into range).
424 let mut pivot = 0usize;
425 while pivot + 1 < n && x[pivot + 1] <= query {
426 pivot += 1;
427 }
428 // The gap policy admits one nominal spacing of extrapolation from either
429 // arc. Near the next arc, anchor the window there instead of extrapolating
430 // the previous arc across the whole gap.
431 if pivot + 1 < n && (x[pivot + 1] - x[pivot]) > gap_thresh && query >= x[pivot + 1] - nominal {
432 pivot += 1;
433 }
434
435 // Contiguous run [run_lo, run_hi) around the pivot: extend while the
436 // neighbour gap stays within the threshold (do not cross a coverage gap).
437 let mut run_lo = pivot;
438 while run_lo > 0 && (x[run_lo] - x[run_lo - 1]) <= gap_thresh {
439 run_lo -= 1;
440 }
441 let mut run_hi = pivot + 1;
442 while run_hi < n && (x[run_hi] - x[run_hi - 1]) <= gap_thresh {
443 run_hi += 1;
444 }
445 let run_len = run_hi - run_lo;
446
447 // RTKLIB window: centre on the pivot, width = min(NEVILLE_POINTS, run_len),
448 // clamped to the run.
449 let win = NEVILLE_POINTS.min(run_len);
450 let half = (NEVILLE_POINTS / 2) as isize;
451 let mut start = pivot as isize - half;
452 if start < run_lo as isize {
453 start = run_lo as isize;
454 }
455 if start + win as isize > run_hi as isize {
456 start = run_hi as isize - win as isize;
457 }
458 let start = start as usize;
459
460 // Windowed nodes on the (t = node - query) abscissa, earth-rotation-corrected
461 // into the query-epoch frame; query is t = 0.
462 let mut t = [0.0f64; NEVILLE_POINTS];
463 let mut px = [0.0f64; NEVILLE_POINTS];
464 let mut py = [0.0f64; NEVILLE_POINTS];
465 let mut pz = [0.0f64; NEVILLE_POINTS];
466 for j in 0..win {
467 let k = start + j;
468 let tj = x[k] - query;
469 let (s, c) = (OMEGA_E_DOT_RAD_S * tj).sin_cos();
470 t[j] = tj;
471 px[j] = c * kx[k] - s * ky[k];
472 py[j] = s * kx[k] + c * ky[k];
473 pz[j] = kz[k];
474 }
475
476 let x_km = neville(&t[..win], &px[..win]);
477 let y_km = neville(&t[..win], &py[..win]);
478 let z_km = neville(&t[..win], &pz[..win]);
479 (x_km * KM_TO_M, y_km * KM_TO_M, z_km * KM_TO_M)
480}
481
482/// Neville's algorithm evaluated at 0, reproducing RTKLIB `rtkcmn.c` interppol
483/// (the abscissa `x` carries node-minus-query offsets, so the query is 0).
484fn neville(x: &[f64], y: &[f64]) -> f64 {
485 let n = y.len();
486 let mut c: [f64; NEVILLE_POINTS] = [0.0; NEVILLE_POINTS];
487 c[..n].copy_from_slice(&y[..n]);
488 for j in 1..n {
489 for i in 0..(n - j) {
490 c[i] = (x[i + j] * c[i] - x[i] * c[i + 1]) / (x[i + j] - x[i]);
491 }
492 }
493 c[0]
494}
495
496/// Evaluate a not-a-knot cubic spline at `query`, reproducing
497/// `scipy.interpolate.CubicSpline(x, y)(query)` bit-for-bit.
498///
499/// `x` must be strictly increasing with `x.len() == y.len() >= 2`.
500fn eval_cubic_spline(x: &[f64], y: &[f64], query: f64) -> f64 {
501 let n = x.len();
502 debug_assert_eq!(n, y.len());
503 debug_assert!(n >= 2);
504
505 let dydx = solve_not_a_knot_slopes(x, y);
506 let (c0, c1, c2, c3) = hermite_segment_coeffs(x, y, &dydx);
507 evaluate_ppoly(x, &c0, &c1, &c2, &c3, query)
508}
509
510/// Solve the not-a-knot tridiagonal system for the derivative values `s[i]` at
511/// each node, exactly as `scipy.interpolate.CubicSpline.__init__` assembles it
512/// (`_cubic.py`, scipy 1.17.1) and `scipy.linalg.solve_banded((1,1), ...)`
513/// solves it via LAPACK `dgtsv`.
514///
515/// Banded layout mirrors scipy's `A` of shape `(3, n)`:
516/// - `A[1, :]` diagonal `d`
517/// - `A[0, 1:]` upper diagonal `du` (i.e. `du[j]` couples row `j` to `j+1`)
518/// - `A[2, :-1]` lower diagonal `dl` (i.e. `dl[j]` couples row `j+1` to `j`)
519fn solve_not_a_knot_slopes(x: &[f64], y: &[f64]) -> Vec<f64> {
520 let n = x.len();
521
522 // dx[i] = x[i+1]-x[i]; slope[i] = (y[i+1]-y[i])/dx[i]. (scipy: np.diff / dxr)
523 let mut dx = vec![0.0; n - 1];
524 let mut slope = vec![0.0; n - 1];
525 for i in 0..n - 1 {
526 dx[i] = x[i + 1] - x[i];
527 slope[i] = (y[i + 1] - y[i]) / dx[i];
528 }
529
530 // Special case n == 2: not-a-knot is replaced by clamped to the secant
531 // slope on both ends (scipy `_cubic.py`: bc -> (1, slope[0])), giving the
532 // straight-line Hermite - both derivatives equal slope[0].
533 if n == 2 {
534 return vec![slope[0], slope[0]];
535 }
536
537 // Special case n == 3 with not-a-knot on both ends: scipy builds a 3x3 dense
538 // system (a parabola through the points) and solves with LAPACK `gesv`.
539 if n == 3 {
540 return solve_n3_parabola(&dx, &slope, y);
541 }
542
543 // General n >= 4: tridiagonal banded system.
544 // Diagonal/off-diagonals as scipy fills them.
545 // Interior rows i=1..n-2:
546 // d[i] = 2*(dx[i-1]+dx[i])
547 // du[i] (A[0, i+1]) = dx[i-1]
548 // dl[i-1](A[2, i-1]) = dx[i]
549 // b[i] = 3*(dx[i]*slope[i-1] + dx[i-1]*slope[i])
550 let mut d = vec![0.0; n];
551 // upper diagonal du[j] for j in 0..n-1 couples row j -> j+1 (A[0, j+1]).
552 let mut du = vec![0.0; n - 1];
553 // lower diagonal dl[j] for j in 0..n-1 couples row j+1 -> j (A[2, j]).
554 let mut dl = vec![0.0; n - 1];
555 let mut b = vec![0.0; n];
556
557 for i in 1..n - 1 {
558 d[i] = 2.0 * (dx[i - 1] + dx[i]); // A[1, i]
559 du[i] = dx[i - 1]; // A[0, i+1] -> our du index i (couples i->i+1)
560 dl[i - 1] = dx[i]; // A[2, i-1] -> our dl index i-1 (couples i->i-1)
561 b[i] = 3.0 * (dx[i] * slope[i - 1] + dx[i - 1] * slope[i]);
562 }
563
564 // not-a-knot start (scipy):
565 // A[1,0]=dx[1]; A[0,1]=x[2]-x[0]; d=x[2]-x[0];
566 // b[0]=((dx[0]+2*d)*dx[1]*slope[0] + dx[0]^2*slope[1]) / d
567 {
568 let dd = x[2] - x[0];
569 d[0] = dx[1]; // A[1,0]
570 du[0] = dd; // A[0,1] couples row 0->1
571 b[0] = ((dx[0] + 2.0 * dd) * dx[1] * slope[0] + dx[0] * dx[0] * slope[1]) / dd;
572 }
573 // not-a-knot end (scipy):
574 // A[1,-1]=dx[-2]; A[-1,-2]=x[-1]-x[-3]; d=x[-1]-x[-3];
575 // b[-1]=(dx[-1]^2*slope[-2] + (2*d+dx[-1])*dx[-2]*slope[-1]) / d
576 {
577 let dd = x[n - 1] - x[n - 3];
578 d[n - 1] = dx[n - 2]; // A[1,-1]
579 dl[n - 2] = dd; // A[-1,-2] couples row n-1 -> n-2
580 b[n - 1] = (dx[n - 2] * dx[n - 2] * slope[n - 3]
581 + (2.0 * dd + dx[n - 2]) * dx[n - 3] * slope[n - 2])
582 / dd;
583 }
584
585 dgtsv(dl, d, du, b)
586}
587
588/// n == 3 not-a-knot special case: scipy solves a dense 3x3 `A s = b` via
589/// LAPACK `gesv` (partial-pivot LU). Reproduced with the same partial-pivoting
590/// Gaussian elimination operation order.
591fn solve_n3_parabola(dx: &[f64], slope: &[f64], _y: &[f64]) -> Vec<f64> {
592 // A (scipy `_cubic.py` n==3 branch):
593 // A[0,0]=1 A[0,1]=1
594 // A[1,0]=dx[1] A[1,1]=2*(dx[0]+dx[1]) A[1,2]=dx[0]
595 // A[2,1]=1 A[2,2]=1
596 // b:
597 // b[0]=2*slope[0]
598 // b[1]=3*(dx[0]*slope[1] + dx[1]*slope[0])
599 // b[2]=2*slope[1]
600 let mut a = [
601 [1.0, 1.0, 0.0],
602 [dx[1], 2.0 * (dx[0] + dx[1]), dx[0]],
603 [0.0, 1.0, 1.0],
604 ];
605 let mut b = [
606 2.0 * slope[0],
607 3.0 * (dx[0] * slope[1] + dx[1] * slope[0]),
608 2.0 * slope[1],
609 ];
610 gesv3(&mut a, &mut b);
611 b.to_vec()
612}
613
614/// LAPACK `dgtsv`-equivalent tridiagonal solve (scipy `solve_banded((1,1),...)`
615/// dispatch). Partial pivoting, scalar arithmetic, NRHS=1.
616///
617/// `dl[i]` = sub-diagonal coupling row `i+1`->`i`; `d[i]` = diagonal; `du[i]` =
618/// super-diagonal coupling row `i`->`i+1`. Reproduces the Reference-LAPACK
619/// `dgtsv.f` operation order, **with one pinned-environment subtlety**: the
620/// certified parity target's LAPACK is **Apple Accelerate** (macOS arm64; scipy
621/// 1.17.1, `detection method: extraframeworks`), whose `dgtsv` contracts each
622/// `acc - fact*x` update into a **fused multiply-add**. So every `y - a*x`
623/// elimination/back-substitution update here uses [`f64::mul_add`]
624/// (`(-a).mul_add(x, y)`), NOT a separate multiply then subtract - the
625/// per-function FMA-contraction discipline the parity contract requires.
626/// Verified 0-ULP against `scipy.linalg.lapack.dgtsv` on this target; on a
627/// non-FMA LAPACK build the last bits differ (the portable-mode reality, where
628/// 0 ULP is not promised across platforms).
629fn dgtsv(mut dl: Vec<f64>, mut d: Vec<f64>, mut du: Vec<f64>, mut b: Vec<f64>) -> Vec<f64> {
630 let n = d.len();
631
632 if n == 1 {
633 b[0] /= d[0];
634 return b;
635 }
636
637 // Forward elimination, rows i = 0 .. n-3 (Fortran 1..N-2). On a pivot, the
638 // fill-in second super-diagonal is stored back into `dl[i]` (NOT a separate
639 // du2 array) - exactly as Reference-LAPACK dgtsv.f does; the back
640 // substitution reads it as the B(I+2) coefficient.
641 for i in 0..n.saturating_sub(2) {
642 if d[i].abs() >= dl[i].abs() {
643 // No pivot.
644 let fact = dl[i] / d[i];
645 d[i + 1] = (-fact).mul_add(du[i], d[i + 1]);
646 b[i + 1] = (-fact).mul_add(b[i], b[i + 1]);
647 dl[i] = 0.0;
648 } else {
649 // Pivot (swap rows i and i+1). Note `dl[i] = du[i+1]` happens
650 // BEFORE `du[i+1] = -fact*dl[i]`, so the latter uses the new dl[i]
651 // (= old du[i+1]).
652 let fact = d[i] / dl[i];
653 d[i] = dl[i];
654 let temp = d[i + 1];
655 d[i + 1] = (-fact).mul_add(temp, du[i]);
656 dl[i] = du[i + 1];
657 du[i + 1] = -fact * dl[i];
658 du[i] = temp;
659 let tb = b[i];
660 b[i] = b[i + 1];
661 b[i + 1] = (-fact).mul_add(b[i + 1], tb);
662 }
663 }
664
665 // Row i = n-2 (Fortran I = N-1) - no du2 fill-in.
666 if n > 1 {
667 let i = n - 2;
668 if d[i].abs() >= dl[i].abs() {
669 let fact = dl[i] / d[i];
670 d[i + 1] = (-fact).mul_add(du[i], d[i + 1]);
671 b[i + 1] = (-fact).mul_add(b[i], b[i + 1]);
672 } else {
673 let fact = d[i] / dl[i];
674 d[i] = dl[i];
675 let temp = d[i + 1];
676 d[i + 1] = (-fact).mul_add(temp, du[i]);
677 du[i] = temp;
678 let tb = b[i];
679 b[i] = b[i + 1];
680 b[i + 1] = (-fact).mul_add(b[i + 1], tb);
681 }
682 }
683
684 // Back substitution (dgtsv), FMA-contracted as above.
685 b[n - 1] /= d[n - 1];
686 if n > 1 {
687 b[n - 2] = (-du[n - 2]).mul_add(b[n - 1], b[n - 2]) / d[n - 2];
688 }
689 for i in (0..n.saturating_sub(2)).rev() {
690 // (b[i] - du[i]*b[i+1] - dl[i]*b[i+2]) / d[i], each subtraction fused.
691 let t = (-du[i]).mul_add(b[i + 1], b[i]);
692 b[i] = (-dl[i]).mul_add(b[i + 2], t) / d[i];
693 }
694
695 b
696}
697
698/// 3x3 dense solve with partial-pivot LU, matching LAPACK `gesv` (`dgesv`) for
699/// the n==3 not-a-knot parabola case. As with [`dgtsv`], the certified parity
700/// target is Apple Accelerate, whose `dgesv` contracts the `acc - factor*x`
701/// elimination and substitution updates into fused multiply-adds; this routine
702/// uses [`f64::mul_add`] to match it bit-for-bit.
703#[allow(clippy::needless_range_loop)]
704fn gesv3(a: &mut [[f64; 3]; 3], b: &mut [f64; 3]) {
705 let mut perm = [0usize, 1, 2];
706 // LU with partial pivoting (column-major in LAPACK; we keep row-major but
707 // pivot by largest |a[col]| in the column, matching the same pivot choice).
708 for k in 0..3 {
709 // Find pivot row in column k at or below k.
710 let mut piv = k;
711 let mut best = a[k][k].abs();
712 for r in (k + 1)..3 {
713 let v = a[r][k].abs();
714 if v > best {
715 best = v;
716 piv = r;
717 }
718 }
719 if piv != k {
720 a.swap(k, piv);
721 perm.swap(k, piv);
722 }
723 for r in (k + 1)..3 {
724 let factor = a[r][k] / a[k][k];
725 a[r][k] = factor;
726 for c in (k + 1)..3 {
727 a[r][c] = (-factor).mul_add(a[k][c], a[r][c]);
728 }
729 }
730 }
731 // Apply row permutation to b.
732 let pb = [b[perm[0]], b[perm[1]], b[perm[2]]];
733 // Forward solve Ly = Pb (unit lower).
734 let mut yv = [0.0; 3];
735 for r in 0..3 {
736 let mut s = pb[r];
737 for c in 0..r {
738 s = (-a[r][c]).mul_add(yv[c], s);
739 }
740 yv[r] = s;
741 }
742 // Back solve Ux = y.
743 for r in (0..3).rev() {
744 let mut s = yv[r];
745 for c in (r + 1)..3 {
746 s = (-a[r][c]).mul_add(b[c], s);
747 }
748 b[r] = s / a[r][r];
749 }
750}
751
752/// Build the per-segment PPoly coefficients exactly as
753/// `scipy.interpolate.CubicHermiteSpline.__init__` (scipy 1.17.1):
754///
755/// ```text
756/// dxr = x[i+1]-x[i]
757/// slope = (y[i+1]-y[i])/dxr
758/// t = (dydx[i] + dydx[i+1] - 2*slope)/dxr
759/// c0 = t/dxr
760/// c1 = (slope - dydx[i])/dxr - t
761/// c2 = dydx[i]
762/// c3 = y[i]
763/// ```
764///
765/// for segment `i` between `x[i]` and `x[i+1]`, with local variable
766/// `s = xval - x[i]`.
767fn hermite_segment_coeffs(
768 x: &[f64],
769 y: &[f64],
770 dydx: &[f64],
771) -> (Vec<f64>, Vec<f64>, Vec<f64>, Vec<f64>) {
772 let n = x.len();
773 let mut c0 = vec![0.0; n - 1];
774 let mut c1 = vec![0.0; n - 1];
775 let mut c2 = vec![0.0; n - 1];
776 let mut c3 = vec![0.0; n - 1];
777 for i in 0..n - 1 {
778 let dxr = x[i + 1] - x[i];
779 let slope = (y[i + 1] - y[i]) / dxr;
780 let t = (dydx[i] + dydx[i + 1] - 2.0 * slope) / dxr;
781 c0[i] = t / dxr;
782 c1[i] = (slope - dydx[i]) / dxr - t;
783 c2[i] = dydx[i];
784 c3[i] = y[i];
785 }
786 (c0, c1, c2, c3)
787}
788
789/// Evaluate the PPoly at `query`, reproducing scipy `_ppoly.evaluate` /
790/// `find_interval_ascending` (extrapolate=True) and `evaluate_poly1` (dx=0).
791///
792/// Interval selection: the largest `i` with `x[i] <= query`, clamped to
793/// `[0, n-2]`; `query == x[n-1]` maps to interval `n-2` (right-closed); out of
794/// bounds extrapolates from interval 0 (below) or `n-2` (above).
795///
796/// Evaluation order (`evaluate_poly1`, dx=0): with `s = query - x[i]` and
797/// `z` accumulating powers via repeated `z *= s`,
798/// `res = c3 + c2*s + c1*s^2 + c0*s^3` summed low-power-first.
799fn evaluate_ppoly(x: &[f64], c0: &[f64], c1: &[f64], c2: &[f64], c3: &[f64], query: f64) -> f64 {
800 let n = x.len();
801 let last = n - 2; // last interval index
802
803 // find_interval_ascending with extrapolate=True.
804 let interval = if query.is_nan() {
805 // scipy returns -1 -> NaN out; propagate NaN.
806 return f64::NAN;
807 } else if query < x[0] {
808 0
809 } else if query > x[n - 1] {
810 last
811 } else {
812 // x[0] <= query <= x[n-1]: binary search for i with x[i] <= query < x[i+1];
813 // query == x[n-1] -> n-2.
814 if query == x[n - 1] {
815 last
816 } else {
817 let mut lo = 0usize;
818 let mut hi = n - 1;
819 while hi - lo > 1 {
820 let mid = (lo + hi) / 2;
821 if x[mid] <= query {
822 lo = mid;
823 } else {
824 hi = mid;
825 }
826 }
827 lo
828 }
829 };
830
831 // evaluate_poly1 (dx=0): res = sum_{kp} c[K-kp-1] * z, z = s^kp built by *=.
832 let s = query - x[interval];
833 let mut res = 0.0;
834 let mut z = 1.0;
835 // kp = 0 -> coefficient c3 (lowest power), kp=1 -> c2, kp=2 -> c1, kp=3 -> c0.
836 res += c3[interval] * z;
837 z *= s;
838 res += c2[interval] * z;
839 z *= s;
840 res += c1[interval] * z;
841 z *= s;
842 res += c0[interval] * z;
843 res
844}
845
846/// Test-only re-export of the core spline evaluator so the parity test can
847/// drive it directly against the scipy golden fixture.
848#[cfg(all(test, sidereon_repo_tests))]
849pub(super) fn eval_cubic_spline_for_test(x: &[f64], y: &[f64], query: f64) -> f64 {
850 eval_cubic_spline(x, y, query)
851}
852
853#[cfg(all(test, sidereon_repo_tests))]
854mod interp_tests;