single_svdlib/randomized/
mod.rs

1use crate::error::SvdLibError;
2use crate::utils::determine_chunk_size;
3use crate::{Diagnostics, SMat, SvdFloat, SvdRec};
4use nalgebra_sparse::na::{ComplexField, DMatrix, DVector, RealField};
5use ndarray::Array1;
6use nshare::IntoNdarray2;
7use rand::prelude::{Distribution, StdRng};
8use rand::SeedableRng;
9use rand_distr::Normal;
10use rayon::iter::ParallelIterator;
11use rayon::prelude::{IndexedParallelIterator, IntoParallelIterator};
12use std::ops::Mul;
13use std::time::Instant;
14
15#[derive(Debug, Clone, Copy, PartialEq)]
16pub enum PowerIterationNormalizer {
17    QR,
18    LU,
19    None,
20}
21
22const PARALLEL_THRESHOLD_ROWS: usize = 5000;
23const PARALLEL_THRESHOLD_COLS: usize = 1000;
24const PARALLEL_THRESHOLD_ELEMENTS: usize = 100_000;
25
26pub fn randomized_svd<T, M>(
27    m: &M,
28    target_rank: usize,
29    n_oversamples: usize,
30    n_power_iters: usize,
31    power_iteration_normalizer: PowerIterationNormalizer,
32    mean_center: bool,
33    seed: Option<u64>,
34    verbose: bool,
35) -> anyhow::Result<SvdRec<T>>
36where
37    T: SvdFloat + RealField,
38    M: SMat<T> + std::marker::Sync,
39    T: ComplexField,
40{
41    let start = Instant::now();
42    let m_rows = m.nrows();
43    let m_cols = m.ncols();
44
45    let rank = target_rank.min(m_rows.min(m_cols));
46    let l = rank + n_oversamples;
47
48    let column_means: Option<DVector<T>> = if mean_center {
49        if verbose {
50            println!("SVD | Randomized | Computing column means....");
51        }
52        Some(DVector::from(m.compute_column_means()))
53    } else {
54        None
55    };
56    if verbose && mean_center {
57        println!(
58            "SVD | Randomized | Computed column means, took: {:?} of total running time",
59            start.elapsed()
60        );
61    }
62
63    let omega = generate_random_matrix(m_cols, l, seed);
64
65    let mut y = DMatrix::<T>::zeros(m_rows, l);
66    if verbose {
67        println!("SVD | Randomized | Multiplying m with omega matrix....");
68    }
69    multiply_matrix_centered(m, &omega, &mut y, false, &column_means);
70    if verbose {
71        println!(
72            "SVD | Randomized | Multiplication done, took: {:?} of total running time",
73            start.elapsed()
74        );
75    }
76    if verbose {
77        println!("SVD | Randomized | Starting power iterations....");
78    }
79    if n_power_iters > 0 {
80        let mut z = DMatrix::<T>::zeros(m_cols, l);
81
82        for i in 0..n_power_iters {
83            if verbose {
84                println!(
85                    "SVD | Randomized | Running power-iteration: {:?}, current time: {:?}",
86                    i,
87                    start.elapsed()
88                );
89            }
90            multiply_matrix_centered(m, &y, &mut z, true, &column_means);
91            if verbose {
92                println!(
93                    "SVD | Randomized | Forward Multiplication {:?}",
94                    start.elapsed()
95                );
96            }
97            match power_iteration_normalizer {
98                PowerIterationNormalizer::QR => {
99                    let qr = z.qr();
100                    z = qr.q();
101                }
102                PowerIterationNormalizer::LU => {
103                    normalize_columns(&mut z);
104                }
105                PowerIterationNormalizer::None => {}
106            }
107            if verbose {
108                println!(
109                    "SVD | Randomized | Power Iteration Normalization Forward-Step {:?}",
110                    start.elapsed()
111                );
112            }
113
114            multiply_matrix_centered(m, &z, &mut y, false, &column_means);
115            if verbose {
116                println!(
117                    "SVD | Randomized | Backward Multiplication {:?}",
118                    start.elapsed()
119                );
120            }
121            match power_iteration_normalizer {
122                PowerIterationNormalizer::QR => {
123                    let qr = y.qr();
124                    y = qr.q();
125                }
126                PowerIterationNormalizer::LU => normalize_columns(&mut y),
127                PowerIterationNormalizer::None => {}
128            }
129            if verbose {
130                println!(
131                    "SVD | Randomized | Power Iteration Normalization Backward-Step {:?}",
132                    start.elapsed()
133                );
134            }
135        }
136    }
137    if verbose {
138        println!(
139            "SVD | Randomized | Running QR-Normalization after Power-Iterations {:?}",
140            start.elapsed()
141        );
142    }
143    let qr = y.qr();
144    let y = qr.q();
145    if verbose {
146        println!(
147            "SVD | Randomized | Finished QR-Normalization after Power-Iterations {:?}",
148            start.elapsed()
149        );
150    }
151
152    let mut b = DMatrix::<T>::zeros(y.ncols(), m_cols);
153    multiply_transposed_by_matrix_centered(&y, m, &mut b, &column_means);
154    if verbose {
155        println!(
156            "SVD | Randomized | Transposed Matrix Multiplication {:?}",
157            start.elapsed()
158        );
159    }
160    let svd = b.svd(true, true);
161    if verbose {
162        println!(
163            "SVD | Randomized | Running Singular Value Decomposition, took {:?}",
164            start.elapsed()
165        );
166    }
167    let u_b = svd
168        .u
169        .ok_or_else(|| SvdLibError::Las2Error("SVD U computation failed".to_string()))?;
170    let singular_values = svd.singular_values;
171    let vt = svd
172        .v_t
173        .ok_or_else(|| SvdLibError::Las2Error("SVD V_t computation failed".to_string()))?;
174
175    let u = y.mul(&u_b);
176    let actual_rank = target_rank.min(singular_values.len());
177
178    let u_subset = u.columns(0, actual_rank);
179    let s = convert_singular_values(
180        <DVector<T>>::from(singular_values.rows(0, actual_rank)),
181        actual_rank,
182    );
183    let vt_subset = vt.rows(0, actual_rank).into_owned();
184    let u = u_subset.into_owned().into_ndarray2();
185    let vt = vt_subset.into_ndarray2();
186    Ok(SvdRec {
187        d: actual_rank,
188        u,
189        s,
190        vt,
191        diagnostics: create_diagnostics(
192            m,
193            actual_rank,
194            target_rank,
195            n_power_iters,
196            seed.unwrap_or(0) as u32,
197        ),
198    })
199}
200
201fn convert_singular_values<T: SvdFloat + ComplexField>(
202    values: DVector<T::RealField>,
203    size: usize,
204) -> Array1<T> {
205    let mut array = Array1::zeros(size);
206
207    for i in 0..size {
208        array[i] = T::from_real(values[i].clone());
209    }
210
211    array
212}
213
214fn compute_column_means<T, M>(m: &M) -> Option<DVector<T>>
215where
216    T: SvdFloat + RealField + Send + Sync,
217    M: SMat<T> + Sync,
218{
219    let m_rows = m.nrows();
220    let m_cols = m.ncols();
221
222    let means: Vec<T> = (0..m_cols)
223        .into_par_iter()
224        .map(|j| {
225            let mut col_vec = vec![T::zero(); m_cols];
226            let mut result_vec = vec![T::zero(); m_rows];
227
228            col_vec[j] = T::one();
229
230            m.svd_opa(&col_vec, &mut result_vec, false);
231
232            let sum: T = result_vec.iter().copied().sum();
233            sum / T::from_f64(m_rows as f64).unwrap()
234        })
235        .collect();
236
237    Some(DVector::from_vec(means))
238}
239
240fn create_diagnostics<T, M: SMat<T>>(
241    a: &M,
242    d: usize,
243    target_rank: usize,
244    power_iterations: usize,
245    seed: u32,
246) -> Diagnostics<T>
247where
248    T: SvdFloat,
249{
250    Diagnostics {
251        non_zero: a.nnz(),
252        dimensions: target_rank,
253        iterations: power_iterations,
254        transposed: false,
255        lanczos_steps: 0, // we dont do that
256        ritz_values_stabilized: d,
257        significant_values: d,
258        singular_values: d,
259        end_interval: [T::from(-1e-30).unwrap(), T::from(1e-30).unwrap()],
260        kappa: T::from(1e-6).unwrap(),
261        random_seed: seed,
262    }
263}
264
265fn normalize_columns<T: SvdFloat + RealField + Send + Sync>(matrix: &mut DMatrix<T>) {
266    let rows = matrix.nrows();
267    let cols = matrix.ncols();
268
269    if rows < PARALLEL_THRESHOLD_ROWS && cols < PARALLEL_THRESHOLD_COLS {
270        for j in 0..cols {
271            let mut norm = T::zero();
272
273            // Calculate column norm
274            for i in 0..rows {
275                norm += ComplexField::powi(matrix[(i, j)], 2);
276            }
277            norm = ComplexField::sqrt(norm);
278
279            if norm > T::from_f64(1e-10).unwrap() {
280                let scale = T::one() / norm;
281                for i in 0..rows {
282                    matrix[(i, j)] *= scale;
283                }
284            }
285        }
286        return;
287    }
288
289    let norms: Vec<T> = (0..cols)
290        .into_par_iter()
291        .map(|j| {
292            let mut norm = T::zero();
293            for i in 0..rows {
294                let val = unsafe { *matrix.get_unchecked((i, j)) };
295                norm += ComplexField::powi(val, 2);
296            }
297            ComplexField::sqrt(norm)
298        })
299        .collect();
300
301    let scales: Vec<(usize, T)> = norms
302        .into_iter()
303        .enumerate()
304        .filter_map(|(j, norm)| {
305            if norm > T::from_f64(1e-10).unwrap() {
306                Some((j, T::one() / norm))
307            } else {
308                None // Skip columns with too small norms
309            }
310        })
311        .collect();
312
313    scales.iter().for_each(|(j, scale)| {
314        for i in 0..rows {
315            let value = matrix.get_mut((i, *j)).unwrap();
316            *value = value.clone() * scale.clone();
317        }
318    });
319}
320
321// ----------------------------------------
322// Utils Functions
323// ----------------------------------------
324
325fn generate_random_matrix<T: SvdFloat + RealField>(
326    rows: usize,
327    cols: usize,
328    seed: Option<u64>,
329) -> DMatrix<T> {
330    let mut rng = match seed {
331        Some(s) => StdRng::seed_from_u64(s),
332        None => StdRng::seed_from_u64(0),
333    };
334
335    let normal = Normal::new(0.0, 1.0).unwrap();
336    DMatrix::from_fn(rows, cols, |_, _| {
337        T::from_f64(normal.sample(&mut rng)).unwrap()
338    })
339}
340
341fn multiply_matrix<T: SvdFloat, M: SMat<T>>(
342    sparse: &M,
343    dense: &DMatrix<T>,
344    result: &mut DMatrix<T>,
345    transpose_sparse: bool,
346) {
347    sparse.multiply_with_dense(dense, result, transpose_sparse)
348}
349
350fn multiply_transposed_by_matrix<T: SvdFloat, M: SMat<T> + std::marker::Sync>(
351    q: &DMatrix<T>,
352    sparse: &M,
353    result: &mut DMatrix<T>,
354) {
355    let q_rows = q.nrows();
356    let q_cols = q.ncols();
357    let sparse_rows = sparse.nrows();
358    let sparse_cols = sparse.ncols();
359
360    eprintln!("Q dimensions: {} x {}", q_rows, q_cols);
361    eprintln!("Sparse dimensions: {} x {}", sparse_rows, sparse_cols);
362    eprintln!("Result dimensions: {} x {}", result.nrows(), result.ncols());
363
364    assert_eq!(
365        q_rows, sparse_rows,
366        "Dimension mismatch: Q has {} rows but sparse has {} rows",
367        q_rows, sparse_rows
368    );
369
370    assert_eq!(
371        result.nrows(),
372        q_cols,
373        "Result matrix has incorrect row count: expected {}, got {}",
374        q_cols,
375        result.nrows()
376    );
377    assert_eq!(
378        result.ncols(),
379        sparse_cols,
380        "Result matrix has incorrect column count: expected {}, got {}",
381        sparse_cols,
382        result.ncols()
383    );
384
385    let chunk_size = determine_chunk_size(q_cols);
386
387    let chunk_results: Vec<Vec<(usize, Vec<T>)>> = (0..q_cols)
388        .into_par_iter()
389        .chunks(chunk_size)
390        .map(|chunk| {
391            let mut chunk_results = Vec::with_capacity(chunk.len());
392
393            for &col_idx in &chunk {
394                let mut q_col = vec![T::zero(); q_rows];
395                for i in 0..q_rows {
396                    q_col[i] = q[(i, col_idx)];
397                }
398
399                let mut result_row = vec![T::zero(); sparse_cols];
400
401                sparse.svd_opa(&q_col, &mut result_row, true);
402
403                chunk_results.push((col_idx, result_row));
404            }
405            chunk_results
406        })
407        .collect();
408
409    for chunk_result in chunk_results {
410        for (row_idx, row_values) in chunk_result {
411            for j in 0..sparse_cols {
412                result[(row_idx, j)] = row_values[j];
413            }
414        }
415    }
416}
417
418pub fn svd_flip<T: SvdFloat + 'static>(
419    u: Option<&mut DMatrix<T>>,
420    v: Option<&mut DMatrix<T>>,
421    u_based_decision: bool,
422) -> Result<(), SvdLibError> {
423    if u.is_none() && v.is_none() {
424        return Err(SvdLibError::Las2Error(
425            "Both u and v cannot be None".to_string(),
426        ));
427    }
428
429    if u_based_decision {
430        if u.is_none() {
431            return Err(SvdLibError::Las2Error(
432                "u cannot be None when u_based_decision is true".to_string(),
433            ));
434        }
435
436        let u = u.unwrap();
437        let ncols = u.ncols();
438        let nrows = u.nrows();
439
440        let mut signs = DVector::from_element(ncols, T::one());
441
442        for j in 0..ncols {
443            let mut max_abs = T::zero();
444            let mut max_idx = 0;
445
446            for i in 0..nrows {
447                let abs_val = num_traits::Float::abs(u[(i, j)]);
448                if abs_val > max_abs {
449                    max_abs = abs_val;
450                    max_idx = i;
451                }
452            }
453
454            if u[(max_idx, j)] < T::zero() {
455                signs[j] = -T::one();
456            }
457        }
458
459        for j in 0..ncols {
460            for i in 0..nrows {
461                u[(i, j)] *= signs[j];
462            }
463        }
464
465        if let Some(v) = v {
466            let v_nrows = v.nrows();
467            let v_ncols = v.ncols();
468
469            for i in 0..v_nrows.min(signs.len()) {
470                for j in 0..v_ncols {
471                    v[(i, j)] *= signs[i];
472                }
473            }
474        }
475    } else {
476        if v.is_none() {
477            return Err(SvdLibError::Las2Error(
478                "v cannot be None when u_based_decision is false".to_string(),
479            ));
480        }
481
482        let v = v.unwrap();
483        let nrows = v.nrows();
484        let ncols = v.ncols();
485
486        let mut signs = DVector::from_element(nrows, T::one());
487
488        for i in 0..nrows {
489            let mut max_abs = T::zero();
490            let mut max_idx = 0;
491
492            for j in 0..ncols {
493                let abs_val = num_traits::Float::abs(v[(i, j)]);
494                if abs_val > max_abs {
495                    max_abs = abs_val;
496                    max_idx = j;
497                }
498            }
499
500            if v[(i, max_idx)] < T::zero() {
501                signs[i] = -T::one();
502            }
503        }
504
505        for i in 0..nrows {
506            for j in 0..ncols {
507                v[(i, j)] *= signs[i];
508            }
509        }
510
511        if let Some(u) = u {
512            let u_nrows = u.nrows();
513            let u_ncols = u.ncols();
514
515            for j in 0..u_ncols.min(signs.len()) {
516                for i in 0..u_nrows {
517                    u[(i, j)] *= signs[j];
518                }
519            }
520        }
521    }
522
523    Ok(())
524}
525
526fn multiply_matrix_centered<T: SvdFloat, M: SMat<T> + std::marker::Sync>(
527    sparse: &M,
528    dense: &DMatrix<T>,
529    result: &mut DMatrix<T>,
530    transpose_sparse: bool,
531    column_means: &Option<DVector<T>>,
532) {
533    if column_means.is_none() {
534        multiply_matrix(sparse, dense, result, transpose_sparse);
535        return;
536    }
537
538    let means = column_means.as_ref().unwrap();
539    sparse.multiply_with_dense_centered(dense, result, transpose_sparse, means)
540}
541
542fn multiply_transposed_by_matrix_centered<T: SvdFloat, M: SMat<T> + std::marker::Sync>(
543    q: &DMatrix<T>,
544    sparse: &M,
545    result: &mut DMatrix<T>,
546    column_means: &Option<DVector<T>>,
547) {
548    // TODO optimize me please
549    if column_means.is_none() {
550        multiply_transposed_by_matrix(q, sparse, result);
551        return;
552    }
553
554    let means = column_means.as_ref().unwrap();
555    let q_rows = q.nrows();
556    let q_cols = q.ncols();
557    let sparse_rows = sparse.nrows();
558    let sparse_cols = sparse.ncols();
559
560    assert_eq!(
561        q_rows, sparse_rows,
562        "Dimension mismatch: Q has {} rows but sparse has {} rows",
563        q_rows, sparse_rows
564    );
565
566    assert_eq!(
567        result.nrows(),
568        q_cols,
569        "Result matrix has incorrect row count: expected {}, got {}",
570        q_cols,
571        result.nrows()
572    );
573    assert_eq!(
574        result.ncols(),
575        sparse_cols,
576        "Result matrix has incorrect column count: expected {}, got {}",
577        sparse_cols,
578        result.ncols()
579    );
580
581    let chunk_size = determine_chunk_size(q_cols);
582
583    let chunk_results: Vec<Vec<(usize, Vec<T>)>> = (0..q_cols)
584        .into_par_iter()
585        .chunks(chunk_size)
586        .map(|chunk| {
587            let mut chunk_results = Vec::with_capacity(chunk.len());
588
589            for &col_idx in &chunk {
590                let mut q_col = vec![T::zero(); q_rows];
591                for i in 0..q_rows {
592                    q_col[i] = q[(i, col_idx)];
593                }
594
595                let mut result_row = vec![T::zero(); sparse_cols];
596
597                sparse.svd_opa(&q_col, &mut result_row, true);
598
599                let mut q_sum = T::zero();
600                for &val in &q_col {
601                    q_sum += val;
602                }
603
604                for j in 0..sparse_cols {
605                    result_row[j] -= means[j] * q_sum;
606                }
607
608                chunk_results.push((col_idx, result_row));
609            }
610            chunk_results
611        })
612        .collect();
613
614    for chunk_result in chunk_results {
615        for (row_idx, row_values) in chunk_result {
616            for j in 0..sparse_cols {
617                result[(row_idx, j)] = row_values[j];
618            }
619        }
620    }
621}
622
623#[cfg(test)]
624mod randomized_svd_tests {
625    use super::*;
626    use crate::randomized::{randomized_svd, PowerIterationNormalizer};
627    use nalgebra_sparse::coo::CooMatrix;
628    use nalgebra_sparse::CsrMatrix;
629    use ndarray::Array2;
630    use rand::rngs::StdRng;
631    use rand::{Rng, SeedableRng};
632    use rayon::ThreadPoolBuilder;
633    use std::sync::Once;
634
635    static INIT: Once = Once::new();
636
637    fn setup_thread_pool() {
638        INIT.call_once(|| {
639            ThreadPoolBuilder::new()
640                .num_threads(16)
641                .build_global()
642                .expect("Failed to build global thread pool");
643
644            println!("Initialized thread pool with {} threads", 16);
645        });
646    }
647
648    fn create_sparse_matrix(
649        rows: usize,
650        cols: usize,
651        density: f64,
652    ) -> nalgebra_sparse::coo::CooMatrix<f64> {
653        use std::collections::HashSet;
654
655        let mut coo = nalgebra_sparse::coo::CooMatrix::new(rows, cols);
656
657        let mut rng = StdRng::seed_from_u64(42);
658
659        let nnz = (rows as f64 * cols as f64 * density).round() as usize;
660
661        let nnz = nnz.max(1);
662
663        let mut positions = HashSet::new();
664
665        while positions.len() < nnz {
666            let i = rng.gen_range(0..rows);
667            let j = rng.gen_range(0..cols);
668
669            if positions.insert((i, j)) {
670                let val = loop {
671                    let v: f64 = rng.gen_range(-10.0..10.0);
672                    if v.abs() > 1e-10 {
673                        break v;
674                    }
675                };
676
677                coo.push(i, j, val);
678            }
679        }
680
681        let actual_density = coo.nnz() as f64 / (rows as f64 * cols as f64);
682        println!("Created sparse matrix: {} x {}", rows, cols);
683        println!("  - Requested density: {:.6}", density);
684        println!("  - Actual density: {:.6}", actual_density);
685        println!("  - Sparsity: {:.4}%", (1.0 - actual_density) * 100.0);
686        println!("  - Non-zeros: {}", coo.nnz());
687
688        coo
689    }
690
691    #[test]
692    fn test_randomized_svd_accuracy() {
693        setup_thread_pool();
694
695        let coo = create_sparse_matrix(500, 40, 0.1);
696
697
698        let csr = CsrMatrix::from(&coo);
699
700        let mut std_svd = crate::lanczos::svd_dim_seed(&csr, 10, 42).unwrap();
701
702        let rand_svd = randomized_svd(
703            &csr,
704            10,
705            5,
706            4,
707            PowerIterationNormalizer::QR,
708            false,
709            Some(42),
710            true,
711        )
712        .unwrap();
713
714        assert_eq!(rand_svd.d, 10, "Expected rank of 10");
715
716        let rel_tol = 0.4;
717        let compare_count = std::cmp::min(std_svd.d, rand_svd.d);
718        println!("Standard SVD has {} dimensions", std_svd.d);
719        println!("Randomized SVD has {} dimensions", rand_svd.d);
720
721        for i in 0..compare_count {
722            let rel_diff = (std_svd.s[i] - rand_svd.s[i]).abs() / std_svd.s[i];
723            println!(
724                "Singular value {}: standard={}, randomized={}, rel_diff={}",
725                i, std_svd.s[i], rand_svd.s[i], rel_diff
726            );
727            assert!(
728                rel_diff < rel_tol,
729                "Dominant singular value {} differs too much: rel diff = {}, standard = {}, randomized = {}",
730                i, rel_diff, std_svd.s[i], rand_svd.s[i]
731            );
732        }
733
734
735    }
736
737    // Test with mean centering
738    #[test]
739    fn test_randomized_svd_with_mean_centering() {
740        setup_thread_pool();
741
742        let mut coo = CooMatrix::<f64>::new(30, 10);
743        let mut rng = StdRng::seed_from_u64(123);
744
745        let column_means: Vec<f64> = (0..10).map(|i| i as f64 * 2.0).collect();
746
747        let mut u = vec![vec![0.0; 3]; 30]; // 3 factors
748        let mut v = vec![vec![0.0; 3]; 10];
749
750        for i in 0..30 {
751            for j in 0..3 {
752                u[i][j] = rng.gen_range(-1.0..1.0);
753            }
754        }
755
756        for i in 0..10 {
757            for j in 0..3 {
758                v[i][j] = rng.gen_range(-1.0..1.0);
759            }
760        }
761
762        for i in 0..30 {
763            for j in 0..10 {
764                let mut val = 0.0;
765                for k in 0..3 {
766                    val += u[i][k] * v[j][k];
767                }
768                val = val + column_means[j] + rng.gen_range(-0.1..0.1);
769                coo.push(i, j, val);
770            }
771        }
772
773        let csr = CsrMatrix::from(&coo);
774
775        let svd_no_center = randomized_svd(
776            &csr,
777            3,
778            3,
779            2,
780            PowerIterationNormalizer::QR,
781            false,
782            Some(42),
783            false,
784        )
785        .unwrap();
786
787        let svd_with_center = randomized_svd(
788            &csr,
789            3,
790            3,
791            2,
792            PowerIterationNormalizer::QR,
793            true,
794            Some(42),
795            false,
796        )
797        .unwrap();
798
799        println!("Singular values without centering: {:?}", svd_no_center.s);
800        println!("Singular values with centering: {:?}", svd_with_center.s);
801    }
802
803    #[test]
804    fn test_randomized_svd_large_sparse() {
805        setup_thread_pool();
806
807        let test_matrix = create_sparse_matrix(5000, 1000, 0.01);
808
809        let csr = CsrMatrix::from(&test_matrix);
810
811        let result = randomized_svd(
812            &csr,
813            20,
814            10,
815            2,
816            PowerIterationNormalizer::QR,
817            false,
818            Some(42),
819            false,
820        );
821
822        assert!(
823            result.is_ok(),
824            "Randomized SVD failed on large sparse matrix: {:?}",
825            result.err().unwrap()
826        );
827
828        let svd = result.unwrap();
829        assert_eq!(svd.d, 20, "Expected rank of 20");
830        assert_eq!(svd.u.ncols(), 20, "Expected 20 left singular vectors");
831        assert_eq!(svd.u.nrows(), 5000, "Expected 5000 columns in U transpose");
832        assert_eq!(svd.vt.nrows(), 20, "Expected 20 right singular vectors");
833        assert_eq!(svd.vt.ncols(), 1000, "Expected 1000 columns in V transpose");
834
835        for i in 1..svd.s.len() {
836            assert!(svd.s[i] > 0.0, "Singular values should be positive");
837            assert!(
838                svd.s[i - 1] >= svd.s[i],
839                "Singular values should be in descending order"
840            );
841        }
842    }
843
844    // Test with different power iteration settings
845    #[test]
846    fn test_power_iteration_impact() {
847        setup_thread_pool();
848
849        let mut coo = CooMatrix::<f64>::new(100, 50);
850        let mut rng = StdRng::seed_from_u64(987);
851
852        let mut u = vec![vec![0.0; 10]; 100];
853        let mut v = vec![vec![0.0; 10]; 50];
854
855        for i in 0..100 {
856            for j in 0..10 {
857                u[i][j] = rng.gen_range(-1.0..1.0);
858            }
859        }
860
861        for i in 0..50 {
862            for j in 0..10 {
863                v[i][j] = rng.gen_range(-1.0..1.0);
864            }
865        }
866
867        for i in 0..100 {
868            for j in 0..50 {
869                let mut val = 0.0;
870                for k in 0..10 {
871                    val += u[i][k] * v[j][k];
872                }
873                val += rng.gen_range(-0.01..0.01);
874                coo.push(i, j, val);
875            }
876        }
877
878        let csr = CsrMatrix::from(&coo);
879
880        let powers = [0, 1, 3, 5];
881        let mut errors = Vec::new();
882
883        let mut dense_mat = Array2::<f64>::zeros((100, 50));
884        for (i, j, val) in csr.triplet_iter() {
885            dense_mat[[i, j]] = *val;
886        }
887        let matrix_norm = dense_mat.iter().map(|x| x.powi(2)).sum::<f64>().sqrt();
888
889        for &power in &powers {
890            let svd = randomized_svd(
891                &csr,
892                10,
893                5,
894                power,
895                PowerIterationNormalizer::QR,
896                false,
897                Some(42),
898                false,
899            )
900            .unwrap();
901
902            let recon = svd.recompose();
903            let mut error = 0.0;
904
905            for i in 0..100 {
906                for j in 0..50 {
907                    error += (dense_mat[[i, j]] - recon[[i, j]]).powi(2);
908                }
909            }
910
911            error = error.sqrt() / matrix_norm;
912            errors.push(error);
913
914            println!("Power iterations: {}, Relative error: {}", power, error);
915        }
916
917        let mut improved = false;
918        for i in 1..errors.len() {
919            if errors[i] < errors[0] * 0.9 {
920                improved = true;
921                break;
922            }
923        }
924
925        assert!(
926            improved,
927            "Power iterations did not improve accuracy as expected"
928        );
929    }
930}