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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        // Gather this satellite's position nodes (x = J2000 seconds, y = km),
138        // in ascending epoch order, skipping epochs where the satellite has no
139        // record. Track clock nodes and clock-event epochs alongside.
140        let mut pos_x: Vec<f64> = Vec::new();
141        let mut pos_kx: Vec<f64> = Vec::new();
142        let mut pos_ky: Vec<f64> = Vec::new();
143        let mut pos_kz: Vec<f64> = Vec::new();
144        // Clock nodes: (x_seconds, clock_us, is_clock_event_epoch).
145        let mut clk_nodes: Vec<(f64, f64, bool)> = Vec::new();
146
147        for (idx, ep) in self.epochs.iter().enumerate() {
148            // Node axis: floored to whole seconds to match gnssanalysis
149            // datetime2j2000 (the query, below, is NOT floored).
150            let xi = match instant_to_j2000_seconds(ep) {
151                Some(v) => v.floor(),
152                None => continue,
153            };
154            // Use the parser's NATIVE km/us node values (exact ASCII->f64, as
155            // gnssanalysis read_sp3 carries them). Reconstructing km from the
156            // public meters (km->m->km) drifts up to 1 ULP and breaks parity;
157            // the *1000 / *1e-6 happens once, AFTER eval. interp_raw is
158            // populated only from real position records, so a velocity-only
159            // (fabricated) state never enters the spline.
160            let Some(raw) = self.interp_raw[idx].get(&sat) else {
161                continue;
162            };
163            pos_x.push(xi);
164            pos_kx.push(raw.km[0]);
165            pos_ky.push(raw.km[1]);
166            pos_kz.push(raw.km[2]);
167
168            if let Some(clk_us) = raw.clock_us {
169                clk_nodes.push((xi, clk_us, raw.clock_event));
170            }
171        }
172
173        interpolate_precise_state(sat, &pos_x, &pos_kx, &pos_ky, &pos_kz, &clk_nodes, query)
174    }
175}
176
177/// Interpolate a satellite state from already-gathered native-unit nodes.
178///
179/// This is the shared interpolation substrate. Both the SP3-parsed source
180/// ([`Sp3::position_at_j2000_seconds`]) and the sample-backed source
181/// ([`crate::sp3::PreciseEphemerisSamples`]) gather the same node vectors
182/// (ascending floored J2000 seconds `x`; native km `kx/ky/kz`; native
183/// `(x, clock_us, clock_event)` clock nodes) and drive this one function, so a
184/// source built from samples produces byte-identical states to the SP3 source
185/// those samples serialize to.
186///
187/// Inputs are the file-native units the reference recipes consume (km for
188/// position, microseconds for clock); the single final unit multiply to meters /
189/// seconds happens inside the position/clock evaluators, exactly as the SP3 path
190/// requires for 0-ULP parity.
191pub(super) fn interpolate_precise_state(
192    sat: GnssSatelliteId,
193    pos_x: &[f64],
194    pos_kx: &[f64],
195    pos_ky: &[f64],
196    pos_kz: &[f64],
197    clk_nodes: &[(f64, f64, bool)],
198    query: f64,
199) -> Result<Sp3State> {
200    let query = validate::finite(query, "query_j2000_s").map_err(map_query_input)?;
201
202    if pos_x.is_empty() {
203        return Err(Error::UnknownSatellite(sat));
204    }
205    if pos_x.len() < 2 {
206        // A cubic spline needs >= 2 points; a single node cannot define one.
207        return Err(Error::EpochOutOfRange);
208    }
209    validate_strictly_increasing_nodes(pos_x)?;
210
211    // Refuse grossly out-of-coverage queries instead of silently returning a
212    // diverging extrapolation. The underlying cubic spline mirrors scipy
213    // CubicSpline(extrapolate=True): a query well past the node span runs off
214    // to nonsense (megametres and worse). We allow up to one node spacing of
215    // edge extrapolation (the end cubic is still physically reasonable that
216    // close to the data) and reject anything beyond. In-coverage interpolation
217    // is bit-for-bit unchanged, so 0-ULP parity is preserved. Nodes are in
218    // ascending epoch order.
219    // Reject a query that lands deep inside an interior coverage gap rather
220    // than interpolating across it. Nominal spacing is the smallest
221    // consecutive node gap; a bracketing interval far larger than that is a
222    // gap. One nominal spacing of interpolation past either edge node is
223    // allowed (the near-gap edge stays usable); beyond that the query is in
224    // the gap and is refused.
225    let nominal = nominal_positive_spacing(pos_x).ok_or(Error::EpochOutOfRange)?;
226    let first = pos_x[0];
227    let last = pos_x[pos_x.len() - 1];
228    if query < first - nominal || query > last + nominal {
229        return Err(Error::EpochOutOfRange);
230    }
231
232    let gap_thresh = 1.5 * nominal;
233    let mut bi = 0usize;
234    while bi + 1 < pos_x.len() && pos_x[bi + 1] <= query {
235        bi += 1;
236    }
237    if bi + 1 < pos_x.len() {
238        let (lo, hi) = (pos_x[bi], pos_x[bi + 1]);
239        if hi - lo > gap_thresh && query > lo + nominal && query < hi - nominal {
240            return Err(Error::EpochOutOfRange);
241        }
242    }
243
244    let (x_m, y_m, z_m) = interpolate_position_neville(pos_x, pos_kx, pos_ky, pos_kz, query);
245
246    let clock_s = interpolate_clock(clk_nodes, query);
247
248    Ok(Sp3State {
249        position: ItrfPositionM::new(x_m, y_m, z_m).expect("valid ITRF position"),
250        clock_s,
251        velocity: None,
252        clock_rate_s_s: None,
253        flags: crate::sp3::Sp3Flags::default(),
254    })
255}
256
257fn map_query_input(error: validate::FieldError) -> Error {
258    Error::InvalidInput(format!("{} {}", error.field(), error.reason()))
259}
260
261fn nominal_positive_spacing(x: &[f64]) -> Option<f64> {
262    let nominal = x
263        .windows(2)
264        .map(|w| w[1] - w[0])
265        .filter(|&d| d > 0.0)
266        .fold(f64::INFINITY, f64::min);
267    if nominal.is_finite() {
268        Some(nominal)
269    } else {
270        None
271    }
272}
273
274fn validate_strictly_increasing_nodes(x: &[f64]) -> Result<()> {
275    for window in x.windows(2) {
276        if window[1] <= window[0] {
277            return Err(Error::InvalidInput(
278                "SP3 interpolation epochs must be strictly increasing".to_string(),
279            ));
280        }
281    }
282    Ok(())
283}
284
285/// Interpolate the clock channel with the clock-event-split policy.
286///
287/// Splits the clock node arc at each clock-event (`E`) epoch and fits the
288/// not-a-knot spline on the contiguous sub-arc containing `query`. Returns
289/// `None` if that sub-arc has fewer than two nodes.
290fn interpolate_clock(clk_nodes: &[(f64, f64, bool)], query: f64) -> Option<f64> {
291    if clk_nodes.len() < 2 {
292        return None;
293    }
294
295    // Partition into contiguous sub-arcs split at clock-event epochs. A
296    // clock-event epoch marks a discontinuity *at* that epoch, so it ends the
297    // sub-arc before it and starts a new one (the flagged node belongs to the
298    // new sub-arc, since the reset takes effect there).
299    let mut sub_start = 0usize;
300    let mut chosen: Option<(usize, usize)> = None; // [start, end) into clk_nodes
301    for i in 0..clk_nodes.len() {
302        let is_break = clk_nodes[i].2 && i > sub_start;
303        if is_break {
304            // Sub-arc [sub_start, i) ends here.
305            if range_contains_query(clk_nodes, sub_start, i, query) {
306                chosen = Some((sub_start, i));
307            }
308            sub_start = i;
309        }
310    }
311    // Trailing sub-arc [sub_start, len).
312    if chosen.is_none() && range_contains_query(clk_nodes, sub_start, clk_nodes.len(), query) {
313        chosen = Some((sub_start, clk_nodes.len()));
314    }
315    // If the query is outside every sub-arc span (extrapolation), use the
316    // sub-arc nearest the query so the default extrapolate=True behavior holds
317    // within the contiguous piece on that side.
318    let (start, end) = match chosen {
319        Some(r) => r,
320        None => nearest_subarc(clk_nodes, query)?,
321    };
322
323    if end - start < 2 {
324        return None;
325    }
326    let x: Vec<f64> = clk_nodes[start..end].iter().map(|n| n.0).collect();
327    let y: Vec<f64> = clk_nodes[start..end].iter().map(|n| n.1).collect();
328    Some(eval_cubic_spline(&x, &y, query) * US_TO_S)
329}
330
331/// Whether `query` lies within the closed node-span of sub-arc `[start, end)`.
332fn range_contains_query(nodes: &[(f64, f64, bool)], start: usize, end: usize, query: f64) -> bool {
333    if end <= start {
334        return false;
335    }
336    let lo = nodes[start].0;
337    let hi = nodes[end - 1].0;
338    query >= lo && query <= hi
339}
340
341/// Find the sub-arc (split at clock-event epochs) whose node-span is nearest to
342/// `query` for extrapolation. Returns `[start, end)` or `None` if empty.
343#[allow(clippy::needless_range_loop)]
344fn nearest_subarc(nodes: &[(f64, f64, bool)], query: f64) -> Option<(usize, usize)> {
345    if nodes.is_empty() {
346        return None;
347    }
348    // Rebuild sub-arc boundaries (same rule as interpolate_clock).
349    let mut bounds: Vec<(usize, usize)> = Vec::new();
350    let mut sub_start = 0usize;
351    for i in 0..nodes.len() {
352        if nodes[i].2 && i > sub_start {
353            bounds.push((sub_start, i));
354            sub_start = i;
355        }
356    }
357    bounds.push((sub_start, nodes.len()));
358
359    // Pick the sub-arc minimizing distance from query to its [lo, hi] span.
360    bounds
361        .into_iter()
362        .filter(|&(s, e)| e - s >= 2)
363        .min_by(|&(s1, e1), &(s2, e2)| {
364            let d1 = span_distance(nodes, s1, e1, query);
365            let d2 = span_distance(nodes, s2, e2, query);
366            d1.partial_cmp(&d2).unwrap_or(core::cmp::Ordering::Equal)
367        })
368}
369
370fn span_distance(nodes: &[(f64, f64, bool)], start: usize, end: usize, query: f64) -> f64 {
371    let lo = nodes[start].0;
372    let hi = nodes[end - 1].0;
373    if query < lo {
374        lo - query
375    } else if query > hi {
376        query - hi
377    } else {
378        0.0
379    }
380}
381
382/// Convert a parser [`Instant`] to seconds since J2000, as `f64`, **exact**
383/// (not floored).
384///
385/// The split-JD difference is taken whole-part first to avoid cancellation.
386/// This returns the precise instant; flooring belongs to the *node axis* only:
387///
388/// - **Node epochs** are floored to whole seconds at the call site to mirror
389///   gnssanalysis `datetime2j2000` (`datetime64[s]` truncation), so the spline's
390///   x-axis is bit-identical to the reference. SP3 epochs are integer-second in
391///   practice, so this floor is a no-op on real data but kept for faithfulness.
392/// - The **query** is evaluated at this exact value, never floored: flooring a
393///   sub-second query epoch would discard up to ~1 s, a kilometre-scale position
394///   error at orbital speed (this was a real bug - the node and query
395///   conversions must NOT share the flooring).
396pub(super) fn instant_to_j2000_seconds(instant: &Instant) -> Option<f64> {
397    match instant.repr {
398        InstantRepr::JulianDate(split) => {
399            // (jd - J2000_JD) days -> seconds, whole/fraction kept separate to
400            // avoid cancellation (canonical split-to-J2000-seconds reduction).
401            Some(j2000_seconds_from_split(split.jd_whole, split.fraction))
402        }
403        InstantRepr::Nanos(ns) => {
404            // Integer ns since the scale epoch - but the parser stores SP3
405            // epochs as JulianDate, so this path is not exercised by SP3.
406            // J2000 is JD 2451545.0; without a fixed ns-origin convention here
407            // we cannot map ns->J2000-seconds unambiguously, so decline.
408            let _ = ns;
409            None
410        }
411    }
412}
413
414/// Number of nodes in the sliding interpolation window (RTKLIB `NMAX`=10 ->
415/// degree-10 polynomial, 11 nodes).
416const NEVILLE_POINTS: usize = 11;
417
418/// Sliding-window Lagrange (Neville) satellite-POSITION interpolation, matching
419/// RTKLIB `preceph.c` pephpos/interppol. Replaces the global not-a-knot cubic
420/// spline, which is degree-3 over the whole day and errs ~200 m at the day
421/// boundary and across coverage gaps; SP3 15-minute orbit nodes need local
422/// ~degree-10 interpolation for sub-cm accuracy. Validated against the external
423/// RTKLIB reference and the ZIM2 PPP truth (two-bars doctrine: this channel is a
424/// capability gated on the deployed reference, not a bit-exact port of a scipy
425/// primitive). The CLOCK channel keeps its cubic spline (locally smooth, matched
426/// to the 30 s clock product at the cm level).
427///
428/// Recipe: restrict to the contiguous run of nodes bracketing `query` (never
429/// interpolate across a coverage gap), take the RTKLIB window of up to
430/// `NEVILLE_POINTS` nodes centred on the query (shifted inward at run edges),
431/// rotate each node's ECEF position about +z by `OMEGA_E_DOT * (t_node - query)`
432/// into the query-epoch earth-fixed frame, then Neville-interpolate each axis at
433/// the query. Inputs are ascending J2000 seconds (`x`) and km (`kx/ky/kz`).
434fn interpolate_position_neville(
435    x: &[f64],
436    kx: &[f64],
437    ky: &[f64],
438    kz: &[f64],
439    query: f64,
440) -> (f64, f64, f64) {
441    let n = x.len();
442
443    // Nominal node spacing = smallest positive consecutive gap (robust to one
444    // large coverage gap); the gap threshold marks a non-contiguous jump.
445    let nominal = nominal_positive_spacing(x).unwrap_or(1.0);
446    let gap_thresh = 1.5 * nominal;
447
448    // Last node at or before the query (clamped into range).
449    let mut pivot = 0usize;
450    while pivot + 1 < n && x[pivot + 1] <= query {
451        pivot += 1;
452    }
453    // The gap policy admits one nominal spacing of extrapolation from either
454    // arc. Near the next arc, anchor the window there instead of extrapolating
455    // the previous arc across the whole gap.
456    if pivot + 1 < n && (x[pivot + 1] - x[pivot]) > gap_thresh && query >= x[pivot + 1] - nominal {
457        pivot += 1;
458    }
459
460    // Contiguous run [run_lo, run_hi) around the pivot: extend while the
461    // neighbour gap stays within the threshold (do not cross a coverage gap).
462    let mut run_lo = pivot;
463    while run_lo > 0 && (x[run_lo] - x[run_lo - 1]) <= gap_thresh {
464        run_lo -= 1;
465    }
466    let mut run_hi = pivot + 1;
467    while run_hi < n && (x[run_hi] - x[run_hi - 1]) <= gap_thresh {
468        run_hi += 1;
469    }
470    let run_len = run_hi - run_lo;
471
472    // RTKLIB window: centre on the pivot, width = min(NEVILLE_POINTS, run_len),
473    // clamped to the run.
474    let win = NEVILLE_POINTS.min(run_len);
475    let half = (NEVILLE_POINTS / 2) as isize;
476    let mut start = pivot as isize - half;
477    if start < run_lo as isize {
478        start = run_lo as isize;
479    }
480    if start + win as isize > run_hi as isize {
481        start = run_hi as isize - win as isize;
482    }
483    let start = start as usize;
484
485    // Windowed nodes on the (t = node - query) abscissa, earth-rotation-corrected
486    // into the query-epoch frame; query is t = 0.
487    let mut t = [0.0f64; NEVILLE_POINTS];
488    let mut px = [0.0f64; NEVILLE_POINTS];
489    let mut py = [0.0f64; NEVILLE_POINTS];
490    let mut pz = [0.0f64; NEVILLE_POINTS];
491    for j in 0..win {
492        let k = start + j;
493        let tj = x[k] - query;
494        let (s, c) = (OMEGA_E_DOT_RAD_S * tj).sin_cos();
495        t[j] = tj;
496        px[j] = c * kx[k] - s * ky[k];
497        py[j] = s * kx[k] + c * ky[k];
498        pz[j] = kz[k];
499    }
500
501    let x_km = neville(&t[..win], &px[..win]);
502    let y_km = neville(&t[..win], &py[..win]);
503    let z_km = neville(&t[..win], &pz[..win]);
504    (x_km * KM_TO_M, y_km * KM_TO_M, z_km * KM_TO_M)
505}
506
507/// Neville's algorithm evaluated at 0, reproducing RTKLIB `rtkcmn.c` interppol
508/// (the abscissa `x` carries node-minus-query offsets, so the query is 0).
509fn neville(x: &[f64], y: &[f64]) -> f64 {
510    let n = y.len();
511    let mut c: [f64; NEVILLE_POINTS] = [0.0; NEVILLE_POINTS];
512    c[..n].copy_from_slice(&y[..n]);
513    for j in 1..n {
514        for i in 0..(n - j) {
515            c[i] = (x[i + j] * c[i] - x[i] * c[i + 1]) / (x[i + j] - x[i]);
516        }
517    }
518    c[0]
519}
520
521/// Evaluate a not-a-knot cubic spline at `query`, reproducing
522/// `scipy.interpolate.CubicSpline(x, y)(query)` bit-for-bit.
523///
524/// `x` must be strictly increasing with `x.len() == y.len() >= 2`.
525fn eval_cubic_spline(x: &[f64], y: &[f64], query: f64) -> f64 {
526    let n = x.len();
527    debug_assert_eq!(n, y.len());
528    debug_assert!(n >= 2);
529
530    let dydx = solve_not_a_knot_slopes(x, y);
531    let (c0, c1, c2, c3) = hermite_segment_coeffs(x, y, &dydx);
532    evaluate_ppoly(x, &c0, &c1, &c2, &c3, query)
533}
534
535/// Solve the not-a-knot tridiagonal system for the derivative values `s[i]` at
536/// each node, exactly as `scipy.interpolate.CubicSpline.__init__` assembles it
537/// (`_cubic.py`, scipy 1.17.1) and `scipy.linalg.solve_banded((1,1), ...)`
538/// solves it via LAPACK `dgtsv`.
539///
540/// Banded layout mirrors scipy's `A` of shape `(3, n)`:
541/// - `A[1, :]` diagonal `d`
542/// - `A[0, 1:]` upper diagonal `du` (i.e. `du[j]` couples row `j` to `j+1`)
543/// - `A[2, :-1]` lower diagonal `dl` (i.e. `dl[j]` couples row `j+1` to `j`)
544fn solve_not_a_knot_slopes(x: &[f64], y: &[f64]) -> Vec<f64> {
545    let n = x.len();
546
547    // dx[i] = x[i+1]-x[i]; slope[i] = (y[i+1]-y[i])/dx[i]. (scipy: np.diff / dxr)
548    let mut dx = vec![0.0; n - 1];
549    let mut slope = vec![0.0; n - 1];
550    for i in 0..n - 1 {
551        dx[i] = x[i + 1] - x[i];
552        slope[i] = (y[i + 1] - y[i]) / dx[i];
553    }
554
555    // Special case n == 2: not-a-knot is replaced by clamped to the secant
556    // slope on both ends (scipy `_cubic.py`: bc -> (1, slope[0])), giving the
557    // straight-line Hermite - both derivatives equal slope[0].
558    if n == 2 {
559        return vec![slope[0], slope[0]];
560    }
561
562    // Special case n == 3 with not-a-knot on both ends: scipy builds a 3x3 dense
563    // system (a parabola through the points) and solves with LAPACK `gesv`.
564    if n == 3 {
565        return solve_n3_parabola(&dx, &slope, y);
566    }
567
568    // General n >= 4: tridiagonal banded system.
569    // Diagonal/off-diagonals as scipy fills them.
570    // Interior rows i=1..n-2:
571    //   d[i]   = 2*(dx[i-1]+dx[i])
572    //   du[i]  (A[0, i+1]) = dx[i-1]
573    //   dl[i-1](A[2, i-1]) = dx[i]
574    //   b[i]   = 3*(dx[i]*slope[i-1] + dx[i-1]*slope[i])
575    let mut d = vec![0.0; n];
576    // upper diagonal du[j] for j in 0..n-1 couples row j -> j+1 (A[0, j+1]).
577    let mut du = vec![0.0; n - 1];
578    // lower diagonal dl[j] for j in 0..n-1 couples row j+1 -> j (A[2, j]).
579    let mut dl = vec![0.0; n - 1];
580    let mut b = vec![0.0; n];
581
582    for i in 1..n - 1 {
583        d[i] = 2.0 * (dx[i - 1] + dx[i]); // A[1, i]
584        du[i] = dx[i - 1]; // A[0, i+1] -> our du index i (couples i->i+1)
585        dl[i - 1] = dx[i]; // A[2, i-1] -> our dl index i-1 (couples i->i-1)
586        b[i] = 3.0 * (dx[i] * slope[i - 1] + dx[i - 1] * slope[i]);
587    }
588
589    // not-a-knot start (scipy):
590    //   A[1,0]=dx[1]; A[0,1]=x[2]-x[0]; d=x[2]-x[0];
591    //   b[0]=((dx[0]+2*d)*dx[1]*slope[0] + dx[0]^2*slope[1]) / d
592    {
593        let dd = x[2] - x[0];
594        d[0] = dx[1]; // A[1,0]
595        du[0] = dd; // A[0,1] couples row 0->1
596        b[0] = ((dx[0] + 2.0 * dd) * dx[1] * slope[0] + dx[0] * dx[0] * slope[1]) / dd;
597    }
598    // not-a-knot end (scipy):
599    //   A[1,-1]=dx[-2]; A[-1,-2]=x[-1]-x[-3]; d=x[-1]-x[-3];
600    //   b[-1]=(dx[-1]^2*slope[-2] + (2*d+dx[-1])*dx[-2]*slope[-1]) / d
601    {
602        let dd = x[n - 1] - x[n - 3];
603        d[n - 1] = dx[n - 2]; // A[1,-1]
604        dl[n - 2] = dd; // A[-1,-2] couples row n-1 -> n-2
605        b[n - 1] = (dx[n - 2] * dx[n - 2] * slope[n - 3]
606            + (2.0 * dd + dx[n - 2]) * dx[n - 3] * slope[n - 2])
607            / dd;
608    }
609
610    dgtsv(dl, d, du, b)
611}
612
613/// n == 3 not-a-knot special case: scipy solves a dense 3x3 `A s = b` via
614/// LAPACK `gesv` (partial-pivot LU). Reproduced with the same partial-pivoting
615/// Gaussian elimination operation order.
616fn solve_n3_parabola(dx: &[f64], slope: &[f64], _y: &[f64]) -> Vec<f64> {
617    // A (scipy `_cubic.py` n==3 branch):
618    //   A[0,0]=1 A[0,1]=1
619    //   A[1,0]=dx[1] A[1,1]=2*(dx[0]+dx[1]) A[1,2]=dx[0]
620    //   A[2,1]=1 A[2,2]=1
621    // b:
622    //   b[0]=2*slope[0]
623    //   b[1]=3*(dx[0]*slope[1] + dx[1]*slope[0])
624    //   b[2]=2*slope[1]
625    let mut a = [
626        [1.0, 1.0, 0.0],
627        [dx[1], 2.0 * (dx[0] + dx[1]), dx[0]],
628        [0.0, 1.0, 1.0],
629    ];
630    let mut b = [
631        2.0 * slope[0],
632        3.0 * (dx[0] * slope[1] + dx[1] * slope[0]),
633        2.0 * slope[1],
634    ];
635    gesv3(&mut a, &mut b);
636    b.to_vec()
637}
638
639/// LAPACK `dgtsv`-equivalent tridiagonal solve (scipy `solve_banded((1,1),...)`
640/// dispatch). Partial pivoting, scalar arithmetic, NRHS=1.
641///
642/// `dl[i]` = sub-diagonal coupling row `i+1`->`i`; `d[i]` = diagonal; `du[i]` =
643/// super-diagonal coupling row `i`->`i+1`. Reproduces the Reference-LAPACK
644/// `dgtsv.f` operation order, **with one pinned-environment subtlety**: the
645/// certified parity target's LAPACK is **Apple Accelerate** (macOS arm64; scipy
646/// 1.17.1, `detection method: extraframeworks`), whose `dgtsv` contracts each
647/// `acc - fact*x` update into a **fused multiply-add**. So every `y - a*x`
648/// elimination/back-substitution update here uses [`f64::mul_add`]
649/// (`(-a).mul_add(x, y)`), NOT a separate multiply then subtract - the
650/// per-function FMA-contraction discipline the parity contract requires.
651/// Verified 0-ULP against `scipy.linalg.lapack.dgtsv` on this target; on a
652/// non-FMA LAPACK build the last bits differ (the portable-mode reality, where
653/// 0 ULP is not promised across platforms).
654fn dgtsv(mut dl: Vec<f64>, mut d: Vec<f64>, mut du: Vec<f64>, mut b: Vec<f64>) -> Vec<f64> {
655    let n = d.len();
656
657    if n == 1 {
658        b[0] /= d[0];
659        return b;
660    }
661
662    // Forward elimination, rows i = 0 .. n-3 (Fortran 1..N-2). On a pivot, the
663    // fill-in second super-diagonal is stored back into `dl[i]` (NOT a separate
664    // du2 array) - exactly as Reference-LAPACK dgtsv.f does; the back
665    // substitution reads it as the B(I+2) coefficient.
666    for i in 0..n.saturating_sub(2) {
667        if d[i].abs() >= dl[i].abs() {
668            // No pivot.
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            dl[i] = 0.0;
673        } else {
674            // Pivot (swap rows i and i+1). Note `dl[i] = du[i+1]` happens
675            // BEFORE `du[i+1] = -fact*dl[i]`, so the latter uses the new dl[i]
676            // (= old du[i+1]).
677            let fact = d[i] / dl[i];
678            d[i] = dl[i];
679            let temp = d[i + 1];
680            d[i + 1] = (-fact).mul_add(temp, du[i]);
681            dl[i] = du[i + 1];
682            du[i + 1] = -fact * dl[i];
683            du[i] = temp;
684            let tb = b[i];
685            b[i] = b[i + 1];
686            b[i + 1] = (-fact).mul_add(b[i + 1], tb);
687        }
688    }
689
690    // Row i = n-2 (Fortran I = N-1) - no du2 fill-in.
691    if n > 1 {
692        let i = n - 2;
693        if d[i].abs() >= dl[i].abs() {
694            let fact = dl[i] / d[i];
695            d[i + 1] = (-fact).mul_add(du[i], d[i + 1]);
696            b[i + 1] = (-fact).mul_add(b[i], b[i + 1]);
697        } else {
698            let fact = d[i] / dl[i];
699            d[i] = dl[i];
700            let temp = d[i + 1];
701            d[i + 1] = (-fact).mul_add(temp, du[i]);
702            du[i] = temp;
703            let tb = b[i];
704            b[i] = b[i + 1];
705            b[i + 1] = (-fact).mul_add(b[i + 1], tb);
706        }
707    }
708
709    // Back substitution (dgtsv), FMA-contracted as above.
710    b[n - 1] /= d[n - 1];
711    if n > 1 {
712        b[n - 2] = (-du[n - 2]).mul_add(b[n - 1], b[n - 2]) / d[n - 2];
713    }
714    for i in (0..n.saturating_sub(2)).rev() {
715        // (b[i] - du[i]*b[i+1] - dl[i]*b[i+2]) / d[i], each subtraction fused.
716        let t = (-du[i]).mul_add(b[i + 1], b[i]);
717        b[i] = (-dl[i]).mul_add(b[i + 2], t) / d[i];
718    }
719
720    b
721}
722
723/// 3x3 dense solve with partial-pivot LU, matching LAPACK `gesv` (`dgesv`) for
724/// the n==3 not-a-knot parabola case. As with [`dgtsv`], the certified parity
725/// target is Apple Accelerate, whose `dgesv` contracts the `acc - factor*x`
726/// elimination and substitution updates into fused multiply-adds; this routine
727/// uses [`f64::mul_add`] to match it bit-for-bit.
728#[allow(clippy::needless_range_loop)]
729fn gesv3(a: &mut [[f64; 3]; 3], b: &mut [f64; 3]) {
730    let mut perm = [0usize, 1, 2];
731    // LU with partial pivoting (column-major in LAPACK; we keep row-major but
732    // pivot by largest |a[col]| in the column, matching the same pivot choice).
733    for k in 0..3 {
734        // Find pivot row in column k at or below k.
735        let mut piv = k;
736        let mut best = a[k][k].abs();
737        for r in (k + 1)..3 {
738            let v = a[r][k].abs();
739            if v > best {
740                best = v;
741                piv = r;
742            }
743        }
744        if piv != k {
745            a.swap(k, piv);
746            perm.swap(k, piv);
747        }
748        for r in (k + 1)..3 {
749            let factor = a[r][k] / a[k][k];
750            a[r][k] = factor;
751            for c in (k + 1)..3 {
752                a[r][c] = (-factor).mul_add(a[k][c], a[r][c]);
753            }
754        }
755    }
756    // Apply row permutation to b.
757    let pb = [b[perm[0]], b[perm[1]], b[perm[2]]];
758    // Forward solve Ly = Pb (unit lower).
759    let mut yv = [0.0; 3];
760    for r in 0..3 {
761        let mut s = pb[r];
762        for c in 0..r {
763            s = (-a[r][c]).mul_add(yv[c], s);
764        }
765        yv[r] = s;
766    }
767    // Back solve Ux = y.
768    for r in (0..3).rev() {
769        let mut s = yv[r];
770        for c in (r + 1)..3 {
771            s = (-a[r][c]).mul_add(b[c], s);
772        }
773        b[r] = s / a[r][r];
774    }
775}
776
777/// Build the per-segment PPoly coefficients exactly as
778/// `scipy.interpolate.CubicHermiteSpline.__init__` (scipy 1.17.1):
779///
780/// ```text
781/// dxr   = x[i+1]-x[i]
782/// slope = (y[i+1]-y[i])/dxr
783/// t     = (dydx[i] + dydx[i+1] - 2*slope)/dxr
784/// c0 = t/dxr
785/// c1 = (slope - dydx[i])/dxr - t
786/// c2 = dydx[i]
787/// c3 = y[i]
788/// ```
789///
790/// for segment `i` between `x[i]` and `x[i+1]`, with local variable
791/// `s = xval - x[i]`.
792fn hermite_segment_coeffs(
793    x: &[f64],
794    y: &[f64],
795    dydx: &[f64],
796) -> (Vec<f64>, Vec<f64>, Vec<f64>, Vec<f64>) {
797    let n = x.len();
798    let mut c0 = vec![0.0; n - 1];
799    let mut c1 = vec![0.0; n - 1];
800    let mut c2 = vec![0.0; n - 1];
801    let mut c3 = vec![0.0; n - 1];
802    for i in 0..n - 1 {
803        let dxr = x[i + 1] - x[i];
804        let slope = (y[i + 1] - y[i]) / dxr;
805        let t = (dydx[i] + dydx[i + 1] - 2.0 * slope) / dxr;
806        c0[i] = t / dxr;
807        c1[i] = (slope - dydx[i]) / dxr - t;
808        c2[i] = dydx[i];
809        c3[i] = y[i];
810    }
811    (c0, c1, c2, c3)
812}
813
814/// Evaluate the PPoly at `query`, reproducing scipy `_ppoly.evaluate` /
815/// `find_interval_ascending` (extrapolate=True) and `evaluate_poly1` (dx=0).
816///
817/// Interval selection: the largest `i` with `x[i] <= query`, clamped to
818/// `[0, n-2]`; `query == x[n-1]` maps to interval `n-2` (right-closed); out of
819/// bounds extrapolates from interval 0 (below) or `n-2` (above).
820///
821/// Evaluation order (`evaluate_poly1`, dx=0): with `s = query - x[i]` and
822/// `z` accumulating powers via repeated `z *= s`,
823/// `res = c3 + c2*s + c1*s^2 + c0*s^3` summed low-power-first.
824fn evaluate_ppoly(x: &[f64], c0: &[f64], c1: &[f64], c2: &[f64], c3: &[f64], query: f64) -> f64 {
825    let n = x.len();
826    let last = n - 2; // last interval index
827
828    // find_interval_ascending with extrapolate=True.
829    let interval = if query.is_nan() {
830        // scipy returns -1 -> NaN out; propagate NaN.
831        return f64::NAN;
832    } else if query < x[0] {
833        0
834    } else if query > x[n - 1] {
835        last
836    } else {
837        // x[0] <= query <= x[n-1]: binary search for i with x[i] <= query < x[i+1];
838        // query == x[n-1] -> n-2.
839        if query == x[n - 1] {
840            last
841        } else {
842            let mut lo = 0usize;
843            let mut hi = n - 1;
844            while hi - lo > 1 {
845                let mid = (lo + hi) / 2;
846                if x[mid] <= query {
847                    lo = mid;
848                } else {
849                    hi = mid;
850                }
851            }
852            lo
853        }
854    };
855
856    // evaluate_poly1 (dx=0): res = sum_{kp} c[K-kp-1] * z, z = s^kp built by *=.
857    let s = query - x[interval];
858    let mut res = 0.0;
859    let mut z = 1.0;
860    // kp = 0 -> coefficient c3 (lowest power), kp=1 -> c2, kp=2 -> c1, kp=3 -> c0.
861    res += c3[interval] * z;
862    z *= s;
863    res += c2[interval] * z;
864    z *= s;
865    res += c1[interval] * z;
866    z *= s;
867    res += c0[interval] * z;
868    res
869}
870
871/// Test-only re-export of the core spline evaluator so the parity test can
872/// drive it directly against the scipy golden fixture.
873#[cfg(all(test, sidereon_repo_tests))]
874pub(super) fn eval_cubic_spline_for_test(x: &[f64], y: &[f64], query: f64) -> f64 {
875    eval_cubic_spline(x, y, query)
876}
877
878#[cfg(all(test, sidereon_repo_tests))]
879mod interp_tests;