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
72/// Per-satellite precise node series in native fit units.
73#[derive(Debug, Clone, PartialEq)]
74pub(super) struct PreciseSatSeries {
75 /// Floored J2000-second node axis.
76 pub(super) x: Vec<f64>,
77 /// X position nodes in SP3-native kilometers.
78 pub(super) kx: Vec<f64>,
79 /// Y position nodes in SP3-native kilometers.
80 pub(super) ky: Vec<f64>,
81 /// Z position nodes in SP3-native kilometers.
82 pub(super) kz: Vec<f64>,
83 /// Clock nodes as `(x_seconds, clock_us, clock_event)`.
84 pub(super) clk: Vec<(f64, f64, bool)>,
85}
86
87impl PreciseSatSeries {
88 pub(super) fn new() -> Self {
89 Self {
90 x: Vec::new(),
91 kx: Vec::new(),
92 ky: Vec::new(),
93 kz: Vec::new(),
94 clk: Vec::new(),
95 }
96 }
97}
98
99impl Sp3 {
100 /// The product's parsed epochs as seconds since J2000, in the file's own time
101 /// scale, ascending.
102 ///
103 /// This is the exact query axis [`Sp3::position_at_j2000_seconds`] interpolates
104 /// against (each epoch converted by the same [`instant_to_j2000_seconds`] used
105 /// for the spline nodes, NOT floored), so a caller can read the grid here, form
106 /// query times on it, and feed them straight back without a Julian-date
107 /// round-trip. An epoch whose representation cannot be mapped to J2000 seconds
108 /// is skipped (SP3 epochs are always Julian-date, so on real data this returns
109 /// one value per epoch).
110 pub fn epochs_j2000_seconds(&self) -> Vec<f64> {
111 self.epochs
112 .iter()
113 .filter_map(instant_to_j2000_seconds)
114 .collect()
115 }
116
117 /// Interpolate the state of `sat` at an arbitrary `epoch`.
118 ///
119 /// Reproduces the pinned `scipy.interpolate.CubicSpline` recipe (see module
120 /// docs) bit-for-bit: a per-axis not-a-knot cubic spline over the
121 /// J2000-integer-second node axis, evaluated at `epoch`, with the unit
122 /// conversion as a single final multiply.
123 ///
124 /// - `position` is always returned (interpolated from all position nodes of
125 /// `sat`), in meters, ITRF/IGS ECEF.
126 /// - `clock_s` is `Some` when `sat` has at least two clock nodes in the
127 /// clock sub-arc containing `epoch` (after clock-event splitting); `None`
128 /// otherwise.
129 /// - `velocity` / `clock_rate_s_s` are `None` (this API interpolates the
130 /// position/clock product; velocity products are a separate concern).
131 /// - `flags` are defaulted (an interpolated state is synthetic, not a record).
132 ///
133 /// Errors:
134 /// - [`Error::UnknownSatellite`] if `sat` has no position nodes.
135 /// - [`Error::EpochOutOfRange`] if fewer than two position nodes exist (a
136 /// spline needs at least two points) or the epoch is not representable.
137 /// - [`Error::InvalidInput`] if `epoch` is tagged with a different time
138 /// scale than the SP3 product.
139 pub fn position(&self, sat: GnssSatelliteId, epoch: Instant) -> Result<Sp3State> {
140 if epoch.scale != self.header.time_scale {
141 return Err(Error::InvalidInput(format!(
142 "SP3 query time scale {} does not match product time scale {}",
143 epoch.scale.abbrev(),
144 self.header.time_scale.abbrev()
145 )));
146 }
147 let query = instant_to_j2000_seconds(&epoch).ok_or(Error::EpochOutOfRange)?;
148 self.position_at_j2000_seconds(sat, query)
149 }
150
151 /// Interpolate the state of `sat` at an arbitrary J2000-second epoch
152 /// supplied directly as an `f64`.
153 ///
154 /// Identical to [`Sp3::position`] except the query is the seconds-since-J2000
155 /// value as already computed by the caller, rather than derived from an
156 /// [`Instant`]. The transmit-time iteration of the SPP residual carries the
157 /// epoch as a J2000-second `f64` (`t_tx = t_rx - rho/c`) and must feed that
158 /// exact value to the spline, with no Julian-date round-trip in the loop, so
159 /// the interpolated position/clock match the reference recipe bit-for-bit.
160 ///
161 /// Errors:
162 /// - [`Error::InvalidInput`] if `query` is NaN or infinite.
163 pub fn position_at_j2000_seconds(&self, sat: GnssSatelliteId, query: f64) -> Result<Sp3State> {
164 let series = gather_sp3_precise_series(self, sat);
165 interpolate_precise_state(
166 sat,
167 &series.x,
168 &series.kx,
169 &series.ky,
170 &series.kz,
171 &series.clk,
172 query,
173 )
174 }
175}
176
177/// Gather one satellite's SP3-native node series in ascending epoch order.
178pub(super) fn gather_sp3_precise_series(source: &Sp3, sat: GnssSatelliteId) -> PreciseSatSeries {
179 let mut series = PreciseSatSeries::new();
180
181 for (idx, ep) in source.epochs.iter().enumerate() {
182 // Node axis: floored to whole seconds to match gnssanalysis
183 // datetime2j2000. The query is never floored.
184 let xi = match instant_to_j2000_seconds(ep) {
185 Some(v) => v.floor(),
186 None => continue,
187 };
188 // Use the parser's native km/us node values. Reconstructing km from the
189 // public meters can drift by 1 ULP; unit conversion stays after eval.
190 let Some(raw) = source.interp_raw[idx].get(&sat) else {
191 continue;
192 };
193 series.x.push(xi);
194 series.kx.push(raw.km[0]);
195 series.ky.push(raw.km[1]);
196 series.kz.push(raw.km[2]);
197
198 if let Some(clk_us) = raw.clock_us {
199 series.clk.push((xi, clk_us, raw.clock_event));
200 }
201 }
202
203 series
204}
205
206/// Interpolate a satellite state from already-gathered native-unit nodes.
207///
208/// This is the shared interpolation substrate. Both the SP3-parsed source
209/// ([`Sp3::position_at_j2000_seconds`]) and the sample-backed source
210/// ([`crate::sp3::PreciseEphemerisSamples`]) gather the same node vectors
211/// (ascending floored J2000 seconds `x`; native km `kx/ky/kz`; native
212/// `(x, clock_us, clock_event)` clock nodes) and drive this one function, so a
213/// source built from samples produces byte-identical states to the SP3 source
214/// those samples serialize to.
215///
216/// Inputs are the file-native units the reference recipes consume (km for
217/// position, microseconds for clock); the single final unit multiply to meters /
218/// seconds happens inside the position/clock evaluators, exactly as the SP3 path
219/// requires for 0-ULP parity.
220pub(super) fn interpolate_precise_state(
221 sat: GnssSatelliteId,
222 pos_x: &[f64],
223 pos_kx: &[f64],
224 pos_ky: &[f64],
225 pos_kz: &[f64],
226 clk_nodes: &[(f64, f64, bool)],
227 query: f64,
228) -> Result<Sp3State> {
229 let query = validate::finite(query, "query_j2000_s").map_err(map_query_input)?;
230
231 if pos_x.is_empty() {
232 return Err(Error::UnknownSatellite(sat));
233 }
234 if pos_x.len() < 2 {
235 // A cubic spline needs >= 2 points; a single node cannot define one.
236 return Err(Error::EpochOutOfRange);
237 }
238 validate_strictly_increasing_nodes(pos_x)?;
239
240 // Refuse grossly out-of-coverage queries instead of silently returning a
241 // diverging extrapolation. The underlying cubic spline mirrors scipy
242 // CubicSpline(extrapolate=True): a query well past the node span runs off
243 // to nonsense (megametres and worse). We allow up to one node spacing of
244 // edge extrapolation (the end cubic is still physically reasonable that
245 // close to the data) and reject anything beyond. In-coverage interpolation
246 // is bit-for-bit unchanged, so 0-ULP parity is preserved. Nodes are in
247 // ascending epoch order.
248 // Reject a query that lands deep inside an interior coverage gap rather
249 // than interpolating across it. Nominal spacing is the smallest
250 // consecutive node gap; a bracketing interval far larger than that is a
251 // gap. One nominal spacing of interpolation past either edge node is
252 // allowed (the near-gap edge stays usable); beyond that the query is in
253 // the gap and is refused.
254 let nominal = nominal_positive_spacing(pos_x).ok_or(Error::EpochOutOfRange)?;
255 let first = pos_x[0];
256 let last = pos_x[pos_x.len() - 1];
257 if query < first - nominal || query > last + nominal {
258 return Err(Error::EpochOutOfRange);
259 }
260
261 let gap_thresh = 1.5 * nominal;
262 let mut bi = 0usize;
263 while bi + 1 < pos_x.len() && pos_x[bi + 1] <= query {
264 bi += 1;
265 }
266 if bi + 1 < pos_x.len() {
267 let (lo, hi) = (pos_x[bi], pos_x[bi + 1]);
268 if hi - lo > gap_thresh && query > lo + nominal && query < hi - nominal {
269 return Err(Error::EpochOutOfRange);
270 }
271 }
272
273 let (x_m, y_m, z_m) = interpolate_position_neville(pos_x, pos_kx, pos_ky, pos_kz, query);
274
275 let clock_s = interpolate_clock(clk_nodes, query);
276
277 Ok(Sp3State {
278 position: ItrfPositionM::new(x_m, y_m, z_m).expect("valid ITRF position"),
279 clock_s,
280 velocity: None,
281 clock_rate_s_s: None,
282 flags: crate::sp3::Sp3Flags::default(),
283 })
284}
285
286fn map_query_input(error: validate::FieldError) -> Error {
287 Error::InvalidInput(format!("{} {}", error.field(), error.reason()))
288}
289
290fn nominal_positive_spacing(x: &[f64]) -> Option<f64> {
291 let nominal = x
292 .windows(2)
293 .map(|w| w[1] - w[0])
294 .filter(|&d| d > 0.0)
295 .fold(f64::INFINITY, f64::min);
296 if nominal.is_finite() {
297 Some(nominal)
298 } else {
299 None
300 }
301}
302
303fn validate_strictly_increasing_nodes(x: &[f64]) -> Result<()> {
304 for window in x.windows(2) {
305 if window[1] <= window[0] {
306 return Err(Error::InvalidInput(
307 "SP3 interpolation epochs must be strictly increasing".to_string(),
308 ));
309 }
310 }
311 Ok(())
312}
313
314/// Interpolate the clock channel with the clock-event-split policy.
315///
316/// Splits the clock node arc at each clock-event (`E`) epoch and fits the
317/// not-a-knot spline on the contiguous sub-arc containing `query`. Returns
318/// `None` if that sub-arc has fewer than two nodes.
319fn interpolate_clock(clk_nodes: &[(f64, f64, bool)], query: f64) -> Option<f64> {
320 if clk_nodes.len() < 2 {
321 return None;
322 }
323
324 // Partition into contiguous sub-arcs split at clock-event epochs. A
325 // clock-event epoch marks a discontinuity *at* that epoch, so it ends the
326 // sub-arc before it and starts a new one (the flagged node belongs to the
327 // new sub-arc, since the reset takes effect there).
328 let mut sub_start = 0usize;
329 let mut chosen: Option<(usize, usize)> = None; // [start, end) into clk_nodes
330 for i in 0..clk_nodes.len() {
331 let is_break = clk_nodes[i].2 && i > sub_start;
332 if is_break {
333 // Sub-arc [sub_start, i) ends here.
334 if range_contains_query(clk_nodes, sub_start, i, query) {
335 chosen = Some((sub_start, i));
336 }
337 sub_start = i;
338 }
339 }
340 // Trailing sub-arc [sub_start, len).
341 if chosen.is_none() && range_contains_query(clk_nodes, sub_start, clk_nodes.len(), query) {
342 chosen = Some((sub_start, clk_nodes.len()));
343 }
344 // If the query is outside every sub-arc span (extrapolation), use the
345 // sub-arc nearest the query so the default extrapolate=True behavior holds
346 // within the contiguous piece on that side.
347 let (start, end) = match chosen {
348 Some(r) => r,
349 None => nearest_subarc(clk_nodes, query)?,
350 };
351
352 if end - start < 2 {
353 return None;
354 }
355 let x: Vec<f64> = clk_nodes[start..end].iter().map(|n| n.0).collect();
356 let y: Vec<f64> = clk_nodes[start..end].iter().map(|n| n.1).collect();
357 Some(eval_cubic_spline(&x, &y, query) * US_TO_S)
358}
359
360/// Whether `query` lies within the closed node-span of sub-arc `[start, end)`.
361fn range_contains_query(nodes: &[(f64, f64, bool)], start: usize, end: usize, query: f64) -> bool {
362 if end <= start {
363 return false;
364 }
365 let lo = nodes[start].0;
366 let hi = nodes[end - 1].0;
367 query >= lo && query <= hi
368}
369
370/// Find the sub-arc (split at clock-event epochs) whose node-span is nearest to
371/// `query` for extrapolation. Returns `[start, end)` or `None` if empty.
372#[allow(clippy::needless_range_loop)]
373fn nearest_subarc(nodes: &[(f64, f64, bool)], query: f64) -> Option<(usize, usize)> {
374 if nodes.is_empty() {
375 return None;
376 }
377 // Rebuild sub-arc boundaries (same rule as interpolate_clock).
378 let mut bounds: Vec<(usize, usize)> = Vec::new();
379 let mut sub_start = 0usize;
380 for i in 0..nodes.len() {
381 if nodes[i].2 && i > sub_start {
382 bounds.push((sub_start, i));
383 sub_start = i;
384 }
385 }
386 bounds.push((sub_start, nodes.len()));
387
388 // Pick the sub-arc minimizing distance from query to its [lo, hi] span.
389 bounds
390 .into_iter()
391 .filter(|&(s, e)| e - s >= 2)
392 .min_by(|&(s1, e1), &(s2, e2)| {
393 let d1 = span_distance(nodes, s1, e1, query);
394 let d2 = span_distance(nodes, s2, e2, query);
395 d1.partial_cmp(&d2).unwrap_or(core::cmp::Ordering::Equal)
396 })
397}
398
399fn span_distance(nodes: &[(f64, f64, bool)], start: usize, end: usize, query: f64) -> f64 {
400 let lo = nodes[start].0;
401 let hi = nodes[end - 1].0;
402 if query < lo {
403 lo - query
404 } else if query > hi {
405 query - hi
406 } else {
407 0.0
408 }
409}
410
411/// Convert a parser [`Instant`] to seconds since J2000, as `f64`, **exact**
412/// (not floored).
413///
414/// The split-JD difference is taken whole-part first to avoid cancellation.
415/// This returns the precise instant; flooring belongs to the *node axis* only:
416///
417/// - **Node epochs** are floored to whole seconds at the call site to mirror
418/// gnssanalysis `datetime2j2000` (`datetime64[s]` truncation), so the spline's
419/// x-axis is bit-identical to the reference. SP3 epochs are integer-second in
420/// practice, so this floor is a no-op on real data but kept for faithfulness.
421/// - The **query** is evaluated at this exact value, never floored: flooring a
422/// sub-second query epoch would discard up to ~1 s, a kilometre-scale position
423/// error at orbital speed (this was a real bug - the node and query
424/// conversions must NOT share the flooring).
425pub(super) fn instant_to_j2000_seconds(instant: &Instant) -> Option<f64> {
426 match instant.repr {
427 InstantRepr::JulianDate(split) => {
428 // (jd - J2000_JD) days -> seconds, whole/fraction kept separate to
429 // avoid cancellation (canonical split-to-J2000-seconds reduction).
430 Some(j2000_seconds_from_split(split.jd_whole, split.fraction))
431 }
432 InstantRepr::Nanos(ns) => {
433 // Integer ns since the scale epoch - but the parser stores SP3
434 // epochs as JulianDate, so this path is not exercised by SP3.
435 // J2000 is JD 2451545.0; without a fixed ns-origin convention here
436 // we cannot map ns->J2000-seconds unambiguously, so decline.
437 let _ = ns;
438 None
439 }
440 }
441}
442
443/// Number of nodes in the sliding interpolation window (RTKLIB `NMAX`=10 ->
444/// degree-10 polynomial, 11 nodes).
445const NEVILLE_POINTS: usize = 11;
446
447/// Sliding-window Lagrange (Neville) satellite-POSITION interpolation, matching
448/// RTKLIB `preceph.c` pephpos/interppol. Replaces the global not-a-knot cubic
449/// spline, which is degree-3 over the whole day and errs ~200 m at the day
450/// boundary and across coverage gaps; SP3 15-minute orbit nodes need local
451/// ~degree-10 interpolation for sub-cm accuracy. Validated against the external
452/// RTKLIB reference and the ZIM2 PPP truth (two-bars doctrine: this channel is a
453/// capability gated on the deployed reference, not a bit-exact port of a scipy
454/// primitive). The CLOCK channel keeps its cubic spline (locally smooth, matched
455/// to the 30 s clock product at the cm level).
456///
457/// Recipe: restrict to the contiguous run of nodes bracketing `query` (never
458/// interpolate across a coverage gap), take the RTKLIB window of up to
459/// `NEVILLE_POINTS` nodes centred on the query (shifted inward at run edges),
460/// rotate each node's ECEF position about +z by `OMEGA_E_DOT * (t_node - query)`
461/// into the query-epoch earth-fixed frame, then Neville-interpolate each axis at
462/// the query. Inputs are ascending J2000 seconds (`x`) and km (`kx/ky/kz`).
463fn interpolate_position_neville(
464 x: &[f64],
465 kx: &[f64],
466 ky: &[f64],
467 kz: &[f64],
468 query: f64,
469) -> (f64, f64, f64) {
470 let n = x.len();
471
472 // Nominal node spacing = smallest positive consecutive gap (robust to one
473 // large coverage gap); the gap threshold marks a non-contiguous jump.
474 let nominal = nominal_positive_spacing(x).unwrap_or(1.0);
475 let gap_thresh = 1.5 * nominal;
476
477 // Last node at or before the query (clamped into range).
478 let mut pivot = 0usize;
479 while pivot + 1 < n && x[pivot + 1] <= query {
480 pivot += 1;
481 }
482 // The gap policy admits one nominal spacing of extrapolation from either
483 // arc. Near the next arc, anchor the window there instead of extrapolating
484 // the previous arc across the whole gap.
485 if pivot + 1 < n && (x[pivot + 1] - x[pivot]) > gap_thresh && query >= x[pivot + 1] - nominal {
486 pivot += 1;
487 }
488
489 // Contiguous run [run_lo, run_hi) around the pivot: extend while the
490 // neighbour gap stays within the threshold (do not cross a coverage gap).
491 let mut run_lo = pivot;
492 while run_lo > 0 && (x[run_lo] - x[run_lo - 1]) <= gap_thresh {
493 run_lo -= 1;
494 }
495 let mut run_hi = pivot + 1;
496 while run_hi < n && (x[run_hi] - x[run_hi - 1]) <= gap_thresh {
497 run_hi += 1;
498 }
499 let run_len = run_hi - run_lo;
500
501 // RTKLIB window: centre on the pivot, width = min(NEVILLE_POINTS, run_len),
502 // clamped to the run.
503 let win = NEVILLE_POINTS.min(run_len);
504 let half = (NEVILLE_POINTS / 2) as isize;
505 let mut start = pivot as isize - half;
506 if start < run_lo as isize {
507 start = run_lo as isize;
508 }
509 if start + win as isize > run_hi as isize {
510 start = run_hi as isize - win as isize;
511 }
512 let start = start as usize;
513
514 // Windowed nodes on the (t = node - query) abscissa, earth-rotation-corrected
515 // into the query-epoch frame; query is t = 0.
516 let mut t = [0.0f64; NEVILLE_POINTS];
517 let mut px = [0.0f64; NEVILLE_POINTS];
518 let mut py = [0.0f64; NEVILLE_POINTS];
519 let mut pz = [0.0f64; NEVILLE_POINTS];
520 for j in 0..win {
521 let k = start + j;
522 let tj = x[k] - query;
523 let (s, c) = (OMEGA_E_DOT_RAD_S * tj).sin_cos();
524 t[j] = tj;
525 px[j] = c * kx[k] - s * ky[k];
526 py[j] = s * kx[k] + c * ky[k];
527 pz[j] = kz[k];
528 }
529
530 let x_km = neville(&t[..win], &px[..win]);
531 let y_km = neville(&t[..win], &py[..win]);
532 let z_km = neville(&t[..win], &pz[..win]);
533 (x_km * KM_TO_M, y_km * KM_TO_M, z_km * KM_TO_M)
534}
535
536/// Neville's algorithm evaluated at 0, reproducing RTKLIB `rtkcmn.c` interppol
537/// (the abscissa `x` carries node-minus-query offsets, so the query is 0).
538fn neville(x: &[f64], y: &[f64]) -> f64 {
539 let n = y.len();
540 let mut c: [f64; NEVILLE_POINTS] = [0.0; NEVILLE_POINTS];
541 c[..n].copy_from_slice(&y[..n]);
542 for j in 1..n {
543 for i in 0..(n - j) {
544 c[i] = (x[i + j] * c[i] - x[i] * c[i + 1]) / (x[i + j] - x[i]);
545 }
546 }
547 c[0]
548}
549
550/// Evaluate a not-a-knot cubic spline at `query`, reproducing
551/// `scipy.interpolate.CubicSpline(x, y)(query)` bit-for-bit.
552///
553/// `x` must be strictly increasing with `x.len() == y.len() >= 2`.
554fn eval_cubic_spline(x: &[f64], y: &[f64], query: f64) -> f64 {
555 let n = x.len();
556 debug_assert_eq!(n, y.len());
557 debug_assert!(n >= 2);
558
559 let dydx = solve_not_a_knot_slopes(x, y);
560 let (c0, c1, c2, c3) = hermite_segment_coeffs(x, y, &dydx);
561 evaluate_ppoly(x, &c0, &c1, &c2, &c3, query)
562}
563
564/// Solve the not-a-knot tridiagonal system for the derivative values `s[i]` at
565/// each node, exactly as `scipy.interpolate.CubicSpline.__init__` assembles it
566/// (`_cubic.py`, scipy 1.17.1) and `scipy.linalg.solve_banded((1,1), ...)`
567/// solves it via LAPACK `dgtsv`.
568///
569/// Banded layout mirrors scipy's `A` of shape `(3, n)`:
570/// - `A[1, :]` diagonal `d`
571/// - `A[0, 1:]` upper diagonal `du` (i.e. `du[j]` couples row `j` to `j+1`)
572/// - `A[2, :-1]` lower diagonal `dl` (i.e. `dl[j]` couples row `j+1` to `j`)
573fn solve_not_a_knot_slopes(x: &[f64], y: &[f64]) -> Vec<f64> {
574 let n = x.len();
575
576 // dx[i] = x[i+1]-x[i]; slope[i] = (y[i+1]-y[i])/dx[i]. (scipy: np.diff / dxr)
577 let mut dx = vec![0.0; n - 1];
578 let mut slope = vec![0.0; n - 1];
579 for i in 0..n - 1 {
580 dx[i] = x[i + 1] - x[i];
581 slope[i] = (y[i + 1] - y[i]) / dx[i];
582 }
583
584 // Special case n == 2: not-a-knot is replaced by clamped to the secant
585 // slope on both ends (scipy `_cubic.py`: bc -> (1, slope[0])), giving the
586 // straight-line Hermite - both derivatives equal slope[0].
587 if n == 2 {
588 return vec![slope[0], slope[0]];
589 }
590
591 // Special case n == 3 with not-a-knot on both ends: scipy builds a 3x3 dense
592 // system (a parabola through the points) and solves with LAPACK `gesv`.
593 if n == 3 {
594 return solve_n3_parabola(&dx, &slope, y);
595 }
596
597 // General n >= 4: tridiagonal banded system.
598 // Diagonal/off-diagonals as scipy fills them.
599 // Interior rows i=1..n-2:
600 // d[i] = 2*(dx[i-1]+dx[i])
601 // du[i] (A[0, i+1]) = dx[i-1]
602 // dl[i-1](A[2, i-1]) = dx[i]
603 // b[i] = 3*(dx[i]*slope[i-1] + dx[i-1]*slope[i])
604 let mut d = vec![0.0; n];
605 // upper diagonal du[j] for j in 0..n-1 couples row j -> j+1 (A[0, j+1]).
606 let mut du = vec![0.0; n - 1];
607 // lower diagonal dl[j] for j in 0..n-1 couples row j+1 -> j (A[2, j]).
608 let mut dl = vec![0.0; n - 1];
609 let mut b = vec![0.0; n];
610
611 for i in 1..n - 1 {
612 d[i] = 2.0 * (dx[i - 1] + dx[i]); // A[1, i]
613 du[i] = dx[i - 1]; // A[0, i+1] -> our du index i (couples i->i+1)
614 dl[i - 1] = dx[i]; // A[2, i-1] -> our dl index i-1 (couples i->i-1)
615 b[i] = 3.0 * (dx[i] * slope[i - 1] + dx[i - 1] * slope[i]);
616 }
617
618 // not-a-knot start (scipy):
619 // A[1,0]=dx[1]; A[0,1]=x[2]-x[0]; d=x[2]-x[0];
620 // b[0]=((dx[0]+2*d)*dx[1]*slope[0] + dx[0]^2*slope[1]) / d
621 {
622 let dd = x[2] - x[0];
623 d[0] = dx[1]; // A[1,0]
624 du[0] = dd; // A[0,1] couples row 0->1
625 b[0] = ((dx[0] + 2.0 * dd) * dx[1] * slope[0] + dx[0] * dx[0] * slope[1]) / dd;
626 }
627 // not-a-knot end (scipy):
628 // A[1,-1]=dx[-2]; A[-1,-2]=x[-1]-x[-3]; d=x[-1]-x[-3];
629 // b[-1]=(dx[-1]^2*slope[-2] + (2*d+dx[-1])*dx[-2]*slope[-1]) / d
630 {
631 let dd = x[n - 1] - x[n - 3];
632 d[n - 1] = dx[n - 2]; // A[1,-1]
633 dl[n - 2] = dd; // A[-1,-2] couples row n-1 -> n-2
634 b[n - 1] = (dx[n - 2] * dx[n - 2] * slope[n - 3]
635 + (2.0 * dd + dx[n - 2]) * dx[n - 3] * slope[n - 2])
636 / dd;
637 }
638
639 dgtsv(dl, d, du, b)
640}
641
642/// n == 3 not-a-knot special case: scipy solves a dense 3x3 `A s = b` via
643/// LAPACK `gesv` (partial-pivot LU). Reproduced with the same partial-pivoting
644/// Gaussian elimination operation order.
645fn solve_n3_parabola(dx: &[f64], slope: &[f64], _y: &[f64]) -> Vec<f64> {
646 // A (scipy `_cubic.py` n==3 branch):
647 // A[0,0]=1 A[0,1]=1
648 // A[1,0]=dx[1] A[1,1]=2*(dx[0]+dx[1]) A[1,2]=dx[0]
649 // A[2,1]=1 A[2,2]=1
650 // b:
651 // b[0]=2*slope[0]
652 // b[1]=3*(dx[0]*slope[1] + dx[1]*slope[0])
653 // b[2]=2*slope[1]
654 let mut a = [
655 [1.0, 1.0, 0.0],
656 [dx[1], 2.0 * (dx[0] + dx[1]), dx[0]],
657 [0.0, 1.0, 1.0],
658 ];
659 let mut b = [
660 2.0 * slope[0],
661 3.0 * (dx[0] * slope[1] + dx[1] * slope[0]),
662 2.0 * slope[1],
663 ];
664 gesv3(&mut a, &mut b);
665 b.to_vec()
666}
667
668/// LAPACK `dgtsv`-equivalent tridiagonal solve (scipy `solve_banded((1,1),...)`
669/// dispatch). Partial pivoting, scalar arithmetic, NRHS=1.
670///
671/// `dl[i]` = sub-diagonal coupling row `i+1`->`i`; `d[i]` = diagonal; `du[i]` =
672/// super-diagonal coupling row `i`->`i+1`. Reproduces the Reference-LAPACK
673/// `dgtsv.f` operation order, **with one pinned-environment subtlety**: the
674/// certified parity target's LAPACK is **Apple Accelerate** (macOS arm64; scipy
675/// 1.17.1, `detection method: extraframeworks`), whose `dgtsv` contracts each
676/// `acc - fact*x` update into a **fused multiply-add**. So every `y - a*x`
677/// elimination/back-substitution update here uses [`f64::mul_add`]
678/// (`(-a).mul_add(x, y)`), NOT a separate multiply then subtract - the
679/// per-function FMA-contraction discipline the parity contract requires.
680/// Verified 0-ULP against `scipy.linalg.lapack.dgtsv` on this target; on a
681/// non-FMA LAPACK build the last bits differ (the portable-mode reality, where
682/// 0 ULP is not promised across platforms).
683fn dgtsv(mut dl: Vec<f64>, mut d: Vec<f64>, mut du: Vec<f64>, mut b: Vec<f64>) -> Vec<f64> {
684 let n = d.len();
685
686 if n == 1 {
687 b[0] /= d[0];
688 return b;
689 }
690
691 // Forward elimination, rows i = 0 .. n-3 (Fortran 1..N-2). On a pivot, the
692 // fill-in second super-diagonal is stored back into `dl[i]` (NOT a separate
693 // du2 array) - exactly as Reference-LAPACK dgtsv.f does; the back
694 // substitution reads it as the B(I+2) coefficient.
695 for i in 0..n.saturating_sub(2) {
696 if d[i].abs() >= dl[i].abs() {
697 // No pivot.
698 let fact = dl[i] / d[i];
699 d[i + 1] = (-fact).mul_add(du[i], d[i + 1]);
700 b[i + 1] = (-fact).mul_add(b[i], b[i + 1]);
701 dl[i] = 0.0;
702 } else {
703 // Pivot (swap rows i and i+1). Note `dl[i] = du[i+1]` happens
704 // BEFORE `du[i+1] = -fact*dl[i]`, so the latter uses the new dl[i]
705 // (= old du[i+1]).
706 let fact = d[i] / dl[i];
707 d[i] = dl[i];
708 let temp = d[i + 1];
709 d[i + 1] = (-fact).mul_add(temp, du[i]);
710 dl[i] = du[i + 1];
711 du[i + 1] = -fact * dl[i];
712 du[i] = temp;
713 let tb = b[i];
714 b[i] = b[i + 1];
715 b[i + 1] = (-fact).mul_add(b[i + 1], tb);
716 }
717 }
718
719 // Row i = n-2 (Fortran I = N-1) - no du2 fill-in.
720 if n > 1 {
721 let i = n - 2;
722 if d[i].abs() >= dl[i].abs() {
723 let fact = dl[i] / d[i];
724 d[i + 1] = (-fact).mul_add(du[i], d[i + 1]);
725 b[i + 1] = (-fact).mul_add(b[i], b[i + 1]);
726 } else {
727 let fact = d[i] / dl[i];
728 d[i] = dl[i];
729 let temp = d[i + 1];
730 d[i + 1] = (-fact).mul_add(temp, du[i]);
731 du[i] = temp;
732 let tb = b[i];
733 b[i] = b[i + 1];
734 b[i + 1] = (-fact).mul_add(b[i + 1], tb);
735 }
736 }
737
738 // Back substitution (dgtsv), FMA-contracted as above.
739 b[n - 1] /= d[n - 1];
740 if n > 1 {
741 b[n - 2] = (-du[n - 2]).mul_add(b[n - 1], b[n - 2]) / d[n - 2];
742 }
743 for i in (0..n.saturating_sub(2)).rev() {
744 // (b[i] - du[i]*b[i+1] - dl[i]*b[i+2]) / d[i], each subtraction fused.
745 let t = (-du[i]).mul_add(b[i + 1], b[i]);
746 b[i] = (-dl[i]).mul_add(b[i + 2], t) / d[i];
747 }
748
749 b
750}
751
752/// 3x3 dense solve with partial-pivot LU, matching LAPACK `gesv` (`dgesv`) for
753/// the n==3 not-a-knot parabola case. As with [`dgtsv`], the certified parity
754/// target is Apple Accelerate, whose `dgesv` contracts the `acc - factor*x`
755/// elimination and substitution updates into fused multiply-adds; this routine
756/// uses [`f64::mul_add`] to match it bit-for-bit.
757#[allow(clippy::needless_range_loop)]
758fn gesv3(a: &mut [[f64; 3]; 3], b: &mut [f64; 3]) {
759 let mut perm = [0usize, 1, 2];
760 // LU with partial pivoting (column-major in LAPACK; we keep row-major but
761 // pivot by largest |a[col]| in the column, matching the same pivot choice).
762 for k in 0..3 {
763 // Find pivot row in column k at or below k.
764 let mut piv = k;
765 let mut best = a[k][k].abs();
766 for r in (k + 1)..3 {
767 let v = a[r][k].abs();
768 if v > best {
769 best = v;
770 piv = r;
771 }
772 }
773 if piv != k {
774 a.swap(k, piv);
775 perm.swap(k, piv);
776 }
777 for r in (k + 1)..3 {
778 let factor = a[r][k] / a[k][k];
779 a[r][k] = factor;
780 for c in (k + 1)..3 {
781 a[r][c] = (-factor).mul_add(a[k][c], a[r][c]);
782 }
783 }
784 }
785 // Apply row permutation to b.
786 let pb = [b[perm[0]], b[perm[1]], b[perm[2]]];
787 // Forward solve Ly = Pb (unit lower).
788 let mut yv = [0.0; 3];
789 for r in 0..3 {
790 let mut s = pb[r];
791 for c in 0..r {
792 s = (-a[r][c]).mul_add(yv[c], s);
793 }
794 yv[r] = s;
795 }
796 // Back solve Ux = y.
797 for r in (0..3).rev() {
798 let mut s = yv[r];
799 for c in (r + 1)..3 {
800 s = (-a[r][c]).mul_add(b[c], s);
801 }
802 b[r] = s / a[r][r];
803 }
804}
805
806/// Build the per-segment PPoly coefficients exactly as
807/// `scipy.interpolate.CubicHermiteSpline.__init__` (scipy 1.17.1):
808///
809/// ```text
810/// dxr = x[i+1]-x[i]
811/// slope = (y[i+1]-y[i])/dxr
812/// t = (dydx[i] + dydx[i+1] - 2*slope)/dxr
813/// c0 = t/dxr
814/// c1 = (slope - dydx[i])/dxr - t
815/// c2 = dydx[i]
816/// c3 = y[i]
817/// ```
818///
819/// for segment `i` between `x[i]` and `x[i+1]`, with local variable
820/// `s = xval - x[i]`.
821fn hermite_segment_coeffs(
822 x: &[f64],
823 y: &[f64],
824 dydx: &[f64],
825) -> (Vec<f64>, Vec<f64>, Vec<f64>, Vec<f64>) {
826 let n = x.len();
827 let mut c0 = vec![0.0; n - 1];
828 let mut c1 = vec![0.0; n - 1];
829 let mut c2 = vec![0.0; n - 1];
830 let mut c3 = vec![0.0; n - 1];
831 for i in 0..n - 1 {
832 let dxr = x[i + 1] - x[i];
833 let slope = (y[i + 1] - y[i]) / dxr;
834 let t = (dydx[i] + dydx[i + 1] - 2.0 * slope) / dxr;
835 c0[i] = t / dxr;
836 c1[i] = (slope - dydx[i]) / dxr - t;
837 c2[i] = dydx[i];
838 c3[i] = y[i];
839 }
840 (c0, c1, c2, c3)
841}
842
843/// Evaluate the PPoly at `query`, reproducing scipy `_ppoly.evaluate` /
844/// `find_interval_ascending` (extrapolate=True) and `evaluate_poly1` (dx=0).
845///
846/// Interval selection: the largest `i` with `x[i] <= query`, clamped to
847/// `[0, n-2]`; `query == x[n-1]` maps to interval `n-2` (right-closed); out of
848/// bounds extrapolates from interval 0 (below) or `n-2` (above).
849///
850/// Evaluation order (`evaluate_poly1`, dx=0): with `s = query - x[i]` and
851/// `z` accumulating powers via repeated `z *= s`,
852/// `res = c3 + c2*s + c1*s^2 + c0*s^3` summed low-power-first.
853fn evaluate_ppoly(x: &[f64], c0: &[f64], c1: &[f64], c2: &[f64], c3: &[f64], query: f64) -> f64 {
854 let n = x.len();
855 let last = n - 2; // last interval index
856
857 // find_interval_ascending with extrapolate=True.
858 let interval = if query.is_nan() {
859 // scipy returns -1 -> NaN out; propagate NaN.
860 return f64::NAN;
861 } else if query < x[0] {
862 0
863 } else if query > x[n - 1] {
864 last
865 } else {
866 // x[0] <= query <= x[n-1]: binary search for i with x[i] <= query < x[i+1];
867 // query == x[n-1] -> n-2.
868 if query == x[n - 1] {
869 last
870 } else {
871 let mut lo = 0usize;
872 let mut hi = n - 1;
873 while hi - lo > 1 {
874 let mid = (lo + hi) / 2;
875 if x[mid] <= query {
876 lo = mid;
877 } else {
878 hi = mid;
879 }
880 }
881 lo
882 }
883 };
884
885 // evaluate_poly1 (dx=0): res = sum_{kp} c[K-kp-1] * z, z = s^kp built by *=.
886 let s = query - x[interval];
887 let mut res = 0.0;
888 let mut z = 1.0;
889 // kp = 0 -> coefficient c3 (lowest power), kp=1 -> c2, kp=2 -> c1, kp=3 -> c0.
890 res += c3[interval] * z;
891 z *= s;
892 res += c2[interval] * z;
893 z *= s;
894 res += c1[interval] * z;
895 z *= s;
896 res += c0[interval] * z;
897 res
898}
899
900/// Test-only re-export of the core spline evaluator so the parity test can
901/// drive it directly against the scipy golden fixture.
902#[cfg(all(test, sidereon_repo_tests))]
903pub(super) fn eval_cubic_spline_for_test(x: &[f64], y: &[f64], query: f64) -> f64 {
904 eval_cubic_spline(x, y, query)
905}
906
907#[cfg(all(test, sidereon_repo_tests))]
908mod interp_tests;