Ship the Next.js cycle editor with CAD chrome, technical HX symbols, Fixed/Free boundary guidance, and secondary water/air pressure drop support in the solver stack. Co-authored-by: Cursor <cursoragent@cursor.com>
860 lines
31 KiB
Rust
860 lines
31 KiB
Rust
//! Jacobian matrix assembly and solving for Newton-Raphson.
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//!
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//! This module provides the `JacobianMatrix` type, which wraps `nalgebra::DMatrix<f64>`
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//! and provides methods for:
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//!
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//! - Building from sparse entries (from `JacobianBuilder`)
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//! - Solving linear systems J·Δx = -r via LU decomposition
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//! - Computing numerical Jacobians via finite differences
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//!
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//! # Example
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//!
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//! ```rust
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//! use entropyk_solver::jacobian::JacobianMatrix;
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//!
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//! // Build from sparse entries
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//! let entries = vec![(0, 0, 2.0), (0, 1, 1.0), (1, 0, 1.0), (1, 1, 3.0)];
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//! let jacobian = JacobianMatrix::from_builder(&entries, 2, 2);
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//!
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//! // Solve J·Δx = -r
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//! let residuals = vec![1.0, 2.0];
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//! let delta = jacobian.solve(&residuals).expect("non-singular");
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//! ```
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use nalgebra::{DMatrix, DVector};
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/// Wrapper around `nalgebra::DMatrix<f64>` for Jacobian operations.
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///
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/// The Jacobian matrix J represents the partial derivatives of the residual vector
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/// with respect to the state vector:
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///
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/// $$J_{ij} = \frac{\partial r_i}{\partial x_j}$$
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///
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/// For Newton-Raphson, we solve the linear system:
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///
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/// $$J \cdot \Delta x = -r$$
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#[derive(Debug, Clone)]
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pub struct JacobianMatrix(DMatrix<f64>);
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impl JacobianMatrix {
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/// Builds a Jacobian matrix from sparse entries.
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///
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/// Each entry is a tuple `(row, col, value)`. The matrix is zero-initialized
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/// and then filled with the provided entries.
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///
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/// # Arguments
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///
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/// * `entries` - Slice of `(row, col, value)` tuples
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/// * `n_rows` - Number of rows (equations)
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/// * `n_cols` - Number of columns (state variables)
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///
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/// # Example
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///
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/// ```rust
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/// use entropyk_solver::jacobian::JacobianMatrix;
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///
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/// let entries = vec![(0, 0, 1.0), (1, 1, 2.0)];
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/// let j = JacobianMatrix::from_builder(&entries, 2, 2);
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/// ```
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pub fn from_builder(entries: &[(usize, usize, f64)], n_rows: usize, n_cols: usize) -> Self {
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let mut matrix = DMatrix::zeros(n_rows, n_cols);
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for &(row, col, value) in entries {
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if row < n_rows && col < n_cols {
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matrix[(row, col)] += value;
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}
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}
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JacobianMatrix(matrix)
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}
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/// Updates an existing Jacobian matrix from sparse entries in-place.
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///
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/// The matrix is first zeroed out, then filled with the new entries.
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/// This avoids re-allocating memory during iterations, satisfying the
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/// zero-allocation architecture constraint.
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///
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/// # Arguments
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///
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/// * `entries` - Slice of `(row, col, value)` tuples
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pub fn update_from_builder(&mut self, entries: &[(usize, usize, f64)]) {
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self.0.fill(0.0);
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let n_rows = self.0.nrows();
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let n_cols = self.0.ncols();
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for &(row, col, value) in entries {
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if row < n_rows && col < n_cols {
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self.0[(row, col)] += value;
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}
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}
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}
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/// Creates a zero Jacobian matrix with the given dimensions.
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pub fn zeros(n_rows: usize, n_cols: usize) -> Self {
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JacobianMatrix(DMatrix::zeros(n_rows, n_cols))
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}
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/// Returns the number of rows (equations).
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pub fn nrows(&self) -> usize {
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self.0.nrows()
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}
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/// Returns the number of columns (state variables).
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pub fn ncols(&self) -> usize {
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self.0.ncols()
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}
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/// Solves the linear system J·Δx = -r and returns Δx.
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///
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/// Uses **Ruiz equilibration** (iterative row/column scaling) followed by LU
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/// decomposition with partial pivoting. Equilibration rescales the rows and
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/// columns so their ∞-norms approach 1, which dramatically lowers the
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/// condition number of badly-scaled Jacobians — exactly the situation that
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/// arises when a thermodynamic system mixes pressures (~1e6), enthalpies
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/// (~1e5) and dimensionless controls (~1) in the same matrix. The scaling is
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/// solution-preserving (it is undone on the returned step), so the result is
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/// mathematically identical to an unscaled solve but numerically far more
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/// robust on stiff, >50-variable systems.
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///
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/// Returns `None` if the matrix is singular (no unique solution exists).
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///
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/// # Arguments
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///
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/// * `residuals` - The residual vector r (length must equal `nrows()`)
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///
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/// # Returns
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///
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/// * `Some(Δx)` - The Newton step (length = `ncols()`)
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/// * `None` - If the Jacobian is singular
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///
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/// # Example
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///
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/// ```rust
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/// use entropyk_solver::jacobian::JacobianMatrix;
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///
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/// let entries = vec![(0, 0, 2.0), (1, 1, 1.0)];
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/// let j = JacobianMatrix::from_builder(&entries, 2, 2);
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///
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/// let r = vec![4.0, 3.0];
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/// let delta = j.solve(&r).expect("non-singular");
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/// assert!((delta[0] - (-2.0)).abs() < 1e-10);
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/// assert!((delta[1] - (-3.0)).abs() < 1e-10);
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/// ```
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pub fn solve(&self, residuals: &[f64]) -> Option<Vec<f64>> {
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if residuals.len() != self.0.nrows() {
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tracing::warn!(
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"residual length {} != Jacobian rows {}",
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residuals.len(),
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self.0.nrows()
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);
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return None;
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}
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// For square systems, use Ruiz-equilibrated LU decomposition.
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if self.0.nrows() == self.0.ncols() {
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let n = self.0.nrows();
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// Diagonal scalings D_r, D_c such that the scaled matrix
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// Ĵ = diag(d_r) · J · diag(d_c) has near-unit row/column ∞-norms.
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let (d_r, d_c) = crate::scaling::equilibrate(&self.0);
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// Build the scaled matrix in place on a single clone (same number of
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// allocations as the previous unscaled path).
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let mut scaled = self.0.clone();
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for i in 0..n {
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for j in 0..n {
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scaled[(i, j)] *= d_r[i] * d_c[j];
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}
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}
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let lu = scaled.lu();
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// Scaled right-hand side: D_r · (-r).
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let neg_r_scaled = DVector::from_iterator(n, (0..n).map(|i| -residuals[i] * d_r[i]));
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match lu.solve(&neg_r_scaled) {
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// Undo the column scaling to recover the true step: Δx = D_c · y.
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Some(y) => {
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let delta = crate::scaling::unscale_dx(y.as_slice(), &d_c);
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// A NaN/Inf entry anywhere in the Jacobian (or RHS) silently
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// slips through LU as a non-finite step. Reject it here so the
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// caller treats the iteration as a clean failure instead of
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// propagating NaN into the state for another iteration.
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if delta.iter().all(|v| v.is_finite()) {
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Some(delta)
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} else {
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tracing::warn!(
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"LU solve produced a non-finite step - Jacobian may contain NaN/Inf"
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);
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None
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}
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}
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None => {
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tracing::warn!("LU solve failed - Jacobian may be singular");
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None
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}
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}
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} else {
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// For non-square systems, use least-squares (SVD)
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// This is a fallback for overdetermined/underdetermined systems
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tracing::debug!(
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"Non-square Jacobian ({}x{}) - using least-squares",
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self.0.nrows(),
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self.0.ncols()
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);
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let r_vec = DVector::from_row_slice(residuals);
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let neg_r = -r_vec;
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// Use SVD for robust least-squares solution
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let svd = self.0.clone().svd(true, true);
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match svd.solve(&neg_r, 1e-10) {
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Ok(delta) => {
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let v: Vec<f64> = delta.iter().copied().collect();
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if v.iter().all(|x| x.is_finite()) {
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Some(v)
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} else {
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tracing::warn!(
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"SVD solve produced a non-finite step - Jacobian may contain NaN/Inf"
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);
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None
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}
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}
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Err(e) => {
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tracing::warn!("SVD solve failed - Jacobian may be rank-deficient: {}", e);
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None
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}
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}
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}
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}
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/// Returns the Ruiz row/column equilibration factors `(d_r, d_c)`.
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///
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/// The scaled matrix `diag(d_r) · J · diag(d_c)` has row and column
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/// ∞-norms close to 1. This is the same scaling applied internally by
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/// [`solve`](Self::solve); it is exposed for diagnostics (e.g. inspecting how
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/// ill-scaled a Jacobian is, or estimating the conditioning improvement).
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///
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/// # Example
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///
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/// ```rust
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/// use entropyk_solver::jacobian::JacobianMatrix;
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///
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/// // Badly scaled diagonal: entries span 12 orders of magnitude.
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/// let entries = vec![(0, 0, 1e6), (1, 1, 1e-6)];
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/// let j = JacobianMatrix::from_builder(&entries, 2, 2);
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/// let (d_r, d_c) = j.ruiz_scaling_factors();
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/// assert_eq!(d_r.len(), 2);
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/// assert_eq!(d_c.len(), 2);
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/// ```
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pub fn ruiz_scaling_factors(&self) -> (Vec<f64>, Vec<f64>) {
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crate::scaling::equilibrate(&self.0)
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}
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/// Estimates the condition number of the Jacobian matrix.
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///
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/// The condition number κ = σ_max / σ_min indicates how ill-conditioned
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/// the matrix is. Values > 1e10 indicate an ill-conditioned system that
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/// may cause numerical instability in the solver.
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///
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/// Uses SVD decomposition to compute singular values. This is an O(n³)
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/// operation and should only be used for diagnostics.
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///
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/// # Returns
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///
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/// * `Some(κ)` - The condition number (ratio of largest to smallest singular value)
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/// * `None` - If the matrix is rank-deficient (σ_min = 0)
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///
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/// # Example
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///
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/// ```rust
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/// use entropyk_solver::jacobian::JacobianMatrix;
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///
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/// // Well-conditioned matrix
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/// let entries = vec![(0, 0, 2.0), (1, 1, 1.0)];
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/// let j = JacobianMatrix::from_builder(&entries, 2, 2);
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/// let cond = j.estimate_condition_number().unwrap();
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/// assert!(cond < 10.0, "Expected low condition number, got {}", cond);
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///
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/// // Ill-conditioned matrix (nearly singular)
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/// let bad_entries = vec![(0, 0, 1.0), (0, 1, 1.0), (1, 0, 1.0), (1, 1, 1.0000001)];
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/// let bad_j = JacobianMatrix::from_builder(&bad_entries, 2, 2);
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/// let bad_cond = bad_j.estimate_condition_number().unwrap();
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/// assert!(bad_cond > 1e7, "Expected high condition number, got {}", bad_cond);
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/// ```
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pub fn estimate_condition_number(&self) -> Option<f64> {
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// Handle empty matrices
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if self.0.nrows() == 0 || self.0.ncols() == 0 {
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return None;
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}
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// Use SVD to get singular values
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let svd = self.0.clone().svd(true, true);
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// Get singular values
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let singular_values = svd.singular_values;
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if singular_values.len() == 0 {
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return None;
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}
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let sigma_max = singular_values.max();
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let sigma_min = singular_values
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.iter()
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.filter(|&&s| s > 0.0)
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.min_by(|a, b| a.partial_cmp(b).unwrap())
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.copied();
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match sigma_min {
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Some(min) => Some(sigma_max / min),
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None => None, // Matrix is rank-deficient
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}
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}
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/// Computes a numerical Jacobian via finite differences.
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///
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/// For each state variable x_j, perturbs by epsilon and computes:
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///
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/// $$J_{ij} \approx \frac{r_i(x + \epsilon e_j) - r_i(x)}{\epsilon}$$
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///
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/// # Arguments
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///
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/// * `compute_residuals` - Function that computes residuals from state
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/// * `state` - Current state vector
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/// * `residuals` - Current residual vector (avoid recomputing)
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/// * `epsilon` - Perturbation size (typically 1e-8)
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///
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/// # Returns
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///
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/// A `JacobianMatrix` with the numerical derivatives.
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///
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/// # Example
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///
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/// ```rust
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/// use entropyk_solver::jacobian::JacobianMatrix;
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///
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/// let state: Vec<f64> = vec![1.0, 2.0];
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/// let residuals: Vec<f64> = vec![state[0] * state[0], state[1] * 2.0];
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/// let compute_residuals = |s: &[f64], r: &mut [f64]| {
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/// r[0] = s[0] * s[0];
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/// r[1] = s[1] * 2.0;
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/// Ok(())
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/// };
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///
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/// let j = JacobianMatrix::numerical(
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/// compute_residuals,
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/// &state,
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/// &residuals,
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/// 1e-8
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/// ).unwrap();
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/// ```
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pub fn numerical<F>(
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compute_residuals: F,
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state: &[f64],
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residuals: &[f64],
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relative_epsilon: f64,
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) -> Result<Self, String>
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where
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F: Fn(&[f64], &mut [f64]) -> Result<(), String>,
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{
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let n = state.len();
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let m = residuals.len();
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let mut matrix = DMatrix::zeros(m, n);
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for j in 0..n {
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// Use relative epsilon scaled to the state variable magnitude.
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// For variables like P~350,000 Pa or h~400,000 J/kg, an absolute
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// epsilon of 1e-8 is below library numerical precision and gives zero
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// finite differences. A relative epsilon of ~1e-5 gives physically
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// meaningful perturbations across all thermodynamic property scales.
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let eps_j = state[j].abs().max(1.0) * relative_epsilon;
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let mut state_perturbed = state.to_vec();
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state_perturbed[j] += eps_j;
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let mut residuals_perturbed = vec![0.0; m];
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compute_residuals(&state_perturbed, &mut residuals_perturbed)?;
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for i in 0..m {
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matrix[(i, j)] = (residuals_perturbed[i] - residuals[i]) / eps_j;
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}
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}
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Ok(JacobianMatrix(matrix))
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}
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/// Returns a reference to the underlying matrix.
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pub fn as_matrix(&self) -> &DMatrix<f64> {
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&self.0
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}
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/// Returns a mutable reference to the underlying matrix.
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pub fn as_matrix_mut(&mut self) -> &mut DMatrix<f64> {
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&mut self.0
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}
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/// Gets an element at (row, col).
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pub fn get(&self, row: usize, col: usize) -> Option<f64> {
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if row < self.0.nrows() && col < self.0.ncols() {
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Some(self.0[(row, col)])
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} else {
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None
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}
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}
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/// Sets an element at (row, col).
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pub fn set(&mut self, row: usize, col: usize, value: f64) {
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if row < self.0.nrows() && col < self.0.ncols() {
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self.0[(row, col)] = value;
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}
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}
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/// Returns the Frobenius norm of the matrix.
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pub fn norm(&self) -> f64 {
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self.0.norm()
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}
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/// Returns the condition number (ratio of largest to smallest singular value).
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///
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/// Returns `None` if the matrix is rank-deficient.
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pub fn condition_number(&self) -> Option<f64> {
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let svd = self.0.clone().svd(false, false);
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let singular_values = svd.singular_values;
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let max_sv = singular_values.max();
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let min_sv = singular_values.min();
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if min_sv > 1e-14 {
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Some(max_sv / min_sv)
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} else {
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None
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}
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}
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/// Returns the block structure of the Jacobian matrix for a multi-circuit system.
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///
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/// For a system with N circuits, each circuit's equations and state variables
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/// form a contiguous block in the Jacobian (assuming the state vector layout
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/// `[P_edge0, h_edge0, P_edge1, h_edge1, ...]` is ordered by circuit).
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///
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/// Returns one tuple per circuit: `(row_start, row_end, col_start, col_end)`,
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/// where rows correspond to equations and columns to state variables.
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///
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/// # Notes
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///
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/// - For uncoupled circuits, the blocks do not overlap and off-block entries
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/// are zero (verified by [`is_block_diagonal`](Self::is_block_diagonal)).
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/// - Row/col ranges are inclusive-start, exclusive-end: `row_start..row_end`.
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///
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/// # AC: #6
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pub fn block_structure(
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&self,
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system: &crate::system::System,
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) -> Vec<(usize, usize, usize, usize)> {
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let n_circuits = system.circuit_count();
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let mut blocks = Vec::with_capacity(n_circuits);
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for circuit_idx in 0..n_circuits {
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let circuit_id = circuit_idx as u8;
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// Collect state-variable indices for this circuit.
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// State layout: [P_edge0, h_edge0, P_edge1, h_edge1, ...], so for edge i:
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// col p_idx = 2*i, col h_idx = 2*i+1.
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// The equation rows mirror the same layout, so row = col for square systems.
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let indices: Vec<usize> = system
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.circuit_edges(crate::CircuitId(circuit_id.into()))
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.flat_map(|edge| {
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let (p_idx, h_idx) = system.edge_state_indices(edge);
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[p_idx, h_idx]
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})
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.collect();
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if indices.is_empty() {
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continue;
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}
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let col_start = *indices.iter().min().unwrap();
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let col_end = *indices.iter().max().unwrap() + 1; // exclusive
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// Equations mirror state layout for square systems
|
||
let row_start = col_start;
|
||
let row_end = col_end;
|
||
|
||
blocks.push((row_start, row_end, col_start, col_end));
|
||
}
|
||
|
||
blocks
|
||
}
|
||
|
||
/// Returns `true` if the Jacobian has block-diagonal structure for a multi-circuit system.
|
||
///
|
||
/// Checks that all entries **outside** the circuit blocks (as returned by
|
||
/// [`block_structure`](Self::block_structure)) have absolute value ≤ `tolerance`.
|
||
///
|
||
/// For uncoupled multi-circuit systems, the Jacobian is block-diagonal because
|
||
/// equations in one circuit do not depend on state variables in another circuit.
|
||
///
|
||
/// # Arguments
|
||
///
|
||
/// * `system` — The system whose circuit decomposition defines the expected blocks.
|
||
/// * `tolerance` — Maximum allowed absolute value for off-block entries.
|
||
///
|
||
/// # AC: #6
|
||
pub fn is_block_diagonal(&self, system: &crate::system::System, tolerance: f64) -> bool {
|
||
let blocks = self.block_structure(system);
|
||
let nrows = self.0.nrows();
|
||
let ncols = self.0.ncols();
|
||
|
||
// Map each row to its corresponding block column range (if any)
|
||
// This optimizes the check from O(N^2 * C) to O(N^2)
|
||
let mut row_block_cols = vec![None; nrows];
|
||
for &(rs, re, cs, ce) in &blocks {
|
||
for block in &mut row_block_cols[rs..re] {
|
||
*block = Some((cs, ce));
|
||
}
|
||
}
|
||
|
||
for (row, block) in row_block_cols.iter().enumerate().take(nrows) {
|
||
for col in 0..ncols {
|
||
let in_block = match *block {
|
||
Some((cs, ce)) => col >= cs && col < ce,
|
||
None => false,
|
||
};
|
||
|
||
if !in_block {
|
||
let val = self.0[(row, col)].abs();
|
||
if val > tolerance {
|
||
tracing::debug!(
|
||
row = row,
|
||
col = col,
|
||
value = val,
|
||
tolerance = tolerance,
|
||
"Off-block nonzero entry found — not block-diagonal"
|
||
);
|
||
return false;
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
true
|
||
}
|
||
}
|
||
|
||
// ─────────────────────────────────────────────────────────────────────────────
|
||
// Tests
|
||
// ─────────────────────────────────────────────────────────────────────────────
|
||
|
||
#[cfg(test)]
|
||
mod tests {
|
||
use super::*;
|
||
use approx::assert_relative_eq;
|
||
|
||
/// A NaN entry in the Jacobian must yield `None` (clean failure) rather than
|
||
/// a `Some(..)` step containing NaN that would poison the next iteration.
|
||
#[test]
|
||
fn test_solve_with_nan_entry_returns_none() {
|
||
let entries = vec![(0, 0, f64::NAN), (1, 1, 1.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
assert!(j.solve(&[1.0, 1.0]).is_none());
|
||
}
|
||
|
||
#[test]
|
||
fn test_from_builder_simple() {
|
||
let entries = vec![(0, 0, 1.0), (0, 1, 2.0), (1, 0, 3.0), (1, 1, 4.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
assert_eq!(j.nrows(), 2);
|
||
assert_eq!(j.ncols(), 2);
|
||
assert_relative_eq!(j.get(0, 0).unwrap(), 1.0);
|
||
assert_relative_eq!(j.get(0, 1).unwrap(), 2.0);
|
||
assert_relative_eq!(j.get(1, 0).unwrap(), 3.0);
|
||
assert_relative_eq!(j.get(1, 1).unwrap(), 4.0);
|
||
}
|
||
|
||
#[test]
|
||
fn test_from_builder_accumulates() {
|
||
// Multiple entries for the same position should accumulate
|
||
let entries = vec![(0, 0, 1.0), (0, 0, 2.0), (0, 0, 3.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 1, 1);
|
||
|
||
assert_relative_eq!(j.get(0, 0).unwrap(), 6.0);
|
||
}
|
||
|
||
#[test]
|
||
fn test_from_builder_out_of_bounds_ignored() {
|
||
let entries = vec![(0, 0, 1.0), (5, 5, 100.0)]; // (5, 5) is out of bounds
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
assert_relative_eq!(j.get(0, 0).unwrap(), 1.0);
|
||
assert_eq!(j.get(5, 5), None); // Out of bounds
|
||
}
|
||
|
||
#[test]
|
||
fn test_solve_identity() {
|
||
let entries = vec![(0, 0, 1.0), (1, 1, 1.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
let r = vec![3.0, 4.0];
|
||
let delta = j.solve(&r).expect("identity is non-singular");
|
||
|
||
assert_relative_eq!(delta[0], -3.0, epsilon = 1e-10);
|
||
assert_relative_eq!(delta[1], -4.0, epsilon = 1e-10);
|
||
}
|
||
|
||
#[test]
|
||
fn test_solve_diagonal() {
|
||
let entries = vec![(0, 0, 2.0), (1, 1, 4.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
let r = vec![6.0, 8.0];
|
||
let delta = j.solve(&r).expect("diagonal is non-singular");
|
||
|
||
assert_relative_eq!(delta[0], -3.0, epsilon = 1e-10);
|
||
assert_relative_eq!(delta[1], -2.0, epsilon = 1e-10);
|
||
}
|
||
|
||
#[test]
|
||
fn test_solve_full_matrix() {
|
||
// J = [[2, 1], [1, 3]]
|
||
// J·Δx = -r where r = [1, 2]
|
||
// Solution: Δx = [-0.2, -0.6]
|
||
let entries = vec![(0, 0, 2.0), (0, 1, 1.0), (1, 0, 1.0), (1, 1, 3.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
let r = vec![1.0, 2.0];
|
||
let delta = j.solve(&r).expect("non-singular");
|
||
|
||
// Verify: J·Δx = -r
|
||
assert_relative_eq!(2.0 * delta[0] + 1.0 * delta[1], -1.0, epsilon = 1e-10);
|
||
assert_relative_eq!(1.0 * delta[0] + 3.0 * delta[1], -2.0, epsilon = 1e-10);
|
||
}
|
||
|
||
#[test]
|
||
fn test_solve_singular_returns_none() {
|
||
// Singular matrix: [[1, 1], [1, 1]]
|
||
let entries = vec![(0, 0, 1.0), (0, 1, 1.0), (1, 0, 1.0), (1, 1, 1.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
let r = vec![1.0, 2.0];
|
||
let result = j.solve(&r);
|
||
|
||
assert!(result.is_none(), "Singular matrix should return None");
|
||
}
|
||
|
||
#[test]
|
||
fn test_solve_zero_matrix_returns_none() {
|
||
let entries: Vec<(usize, usize, f64)> = vec![];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
let r = vec![1.0, 2.0];
|
||
let result = j.solve(&r);
|
||
|
||
assert!(result.is_none(), "Zero matrix should return None");
|
||
}
|
||
|
||
#[test]
|
||
fn test_numerical_jacobian_linear() {
|
||
// r[0] = 2*x0 + 3*x1
|
||
// r[1] = x0 - x1
|
||
// J = [[2, 3], [1, -1]]
|
||
let state = vec![1.0, 2.0];
|
||
let residuals = vec![2.0 * state[0] + 3.0 * state[1], state[0] - state[1]];
|
||
|
||
let compute_residuals = |s: &[f64], r: &mut [f64]| {
|
||
r[0] = 2.0 * s[0] + 3.0 * s[1];
|
||
r[1] = s[0] - s[1];
|
||
Ok(())
|
||
};
|
||
|
||
let j = JacobianMatrix::numerical(compute_residuals, &state, &residuals, 1e-8).unwrap();
|
||
|
||
assert_relative_eq!(j.get(0, 0).unwrap(), 2.0, epsilon = 1e-6);
|
||
assert_relative_eq!(j.get(0, 1).unwrap(), 3.0, epsilon = 1e-6);
|
||
assert_relative_eq!(j.get(1, 0).unwrap(), 1.0, epsilon = 1e-6);
|
||
assert_relative_eq!(j.get(1, 1).unwrap(), -1.0, epsilon = 1e-6);
|
||
}
|
||
|
||
#[test]
|
||
fn test_numerical_jacobian_quadratic() {
|
||
// r[0] = x0^2
|
||
// r[1] = x1^3
|
||
// J = [[2*x0, 0], [0, 3*x1^2]]
|
||
let state: Vec<f64> = vec![2.0, 3.0];
|
||
let residuals: Vec<f64> = vec![state[0].powi(2), state[1].powi(3)];
|
||
|
||
let compute_residuals = |s: &[f64], r: &mut [f64]| {
|
||
r[0] = s[0].powi(2);
|
||
r[1] = s[1].powi(3);
|
||
Ok(())
|
||
};
|
||
|
||
let j = JacobianMatrix::numerical(compute_residuals, &state, &residuals, 1e-8).unwrap();
|
||
|
||
assert_relative_eq!(j.get(0, 0).unwrap(), 4.0, epsilon = 1e-5); // 2*2
|
||
assert_relative_eq!(j.get(0, 1).unwrap(), 0.0, epsilon = 1e-5);
|
||
assert_relative_eq!(j.get(1, 0).unwrap(), 0.0, epsilon = 1e-5);
|
||
assert_relative_eq!(j.get(1, 1).unwrap(), 27.0, epsilon = 1e-4); // 3*3^2
|
||
}
|
||
|
||
#[test]
|
||
fn test_condition_number() {
|
||
// Well-conditioned identity
|
||
let entries = vec![(0, 0, 1.0), (1, 1, 1.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
let cond = j.condition_number().unwrap();
|
||
assert_relative_eq!(cond, 1.0, epsilon = 1e-10);
|
||
|
||
// Ill-conditioned (nearly singular)
|
||
let entries = vec![(0, 0, 1.0), (0, 1, 1.0), (1, 0, 1.0), (1, 1, 1.0 + 1e-10)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
let cond = j.condition_number();
|
||
assert!(cond.unwrap() > 1e9, "Should be ill-conditioned");
|
||
}
|
||
|
||
#[test]
|
||
fn test_norm() {
|
||
let entries = vec![(0, 0, 3.0), (0, 1, 4.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 1, 2);
|
||
// Frobenius norm = sqrt(3^2 + 4^2) = 5
|
||
assert_relative_eq!(j.norm(), 5.0, epsilon = 1e-10);
|
||
}
|
||
|
||
#[test]
|
||
fn test_zeros() {
|
||
let j = JacobianMatrix::zeros(3, 4);
|
||
assert_eq!(j.nrows(), 3);
|
||
assert_eq!(j.ncols(), 4);
|
||
assert_relative_eq!(j.norm(), 0.0);
|
||
}
|
||
|
||
#[test]
|
||
fn test_set_and_get() {
|
||
let mut j = JacobianMatrix::zeros(2, 2);
|
||
j.set(0, 0, 5.0);
|
||
j.set(1, 1, 7.0);
|
||
|
||
assert_relative_eq!(j.get(0, 0).unwrap(), 5.0);
|
||
assert_relative_eq!(j.get(1, 1).unwrap(), 7.0);
|
||
assert_relative_eq!(j.get(0, 1).unwrap(), 0.0);
|
||
}
|
||
|
||
#[test]
|
||
fn test_solve_wrong_residual_length() {
|
||
let entries = vec![(0, 0, 1.0), (1, 1, 1.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
let r = vec![1.0]; // Wrong length
|
||
let result = j.solve(&r);
|
||
|
||
assert!(result.is_none(), "Wrong residual length should return None");
|
||
}
|
||
|
||
#[test]
|
||
fn test_numerical_vs_analytical_agree() {
|
||
// For a simple function, numerical and analytical Jacobians should match
|
||
// r[0] = x0^2 + x0*x1
|
||
// r[1] = sin(x0) + cos(x1)
|
||
// J = [[2*x0 + x1, x0], [cos(x0), -sin(x1)]]
|
||
|
||
let state: Vec<f64> = vec![0.5, 1.0];
|
||
let residuals: Vec<f64> = vec![
|
||
state[0].powi(2) + state[0] * state[1],
|
||
state[0].sin() + state[1].cos(),
|
||
];
|
||
|
||
let compute_residuals = |s: &[f64], r: &mut [f64]| {
|
||
r[0] = s[0].powi(2) + s[0] * s[1];
|
||
r[1] = s[0].sin() + s[1].cos();
|
||
Ok(())
|
||
};
|
||
|
||
let j_num = JacobianMatrix::numerical(compute_residuals, &state, &residuals, 1e-8).unwrap();
|
||
|
||
// Analytical values
|
||
let j00 = 2.0 * state[0] + state[1]; // 2*0.5 + 1.0 = 2.0
|
||
let j01 = state[0]; // 0.5
|
||
let j10 = state[0].cos(); // cos(0.5)
|
||
let j11 = -state[1].sin(); // -sin(1.0)
|
||
|
||
assert_relative_eq!(j_num.get(0, 0).unwrap(), j00, epsilon = 1e-5);
|
||
assert_relative_eq!(j_num.get(0, 1).unwrap(), j01, epsilon = 1e-5);
|
||
assert_relative_eq!(j_num.get(1, 0).unwrap(), j10, epsilon = 1e-5);
|
||
assert_relative_eq!(j_num.get(1, 1).unwrap(), j11, epsilon = 1e-5);
|
||
}
|
||
|
||
#[test]
|
||
fn test_ruiz_equilibration_unit_norms() {
|
||
// After equilibration, scaled row/column ∞-norms should be ≈ 1.
|
||
let entries = vec![(0, 0, 1e6), (0, 1, 1e3), (1, 0, 1e-3), (1, 1, 1e-6)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
let (d_r, d_c) = j.ruiz_scaling_factors();
|
||
|
||
let m = j.as_matrix();
|
||
for i in 0..2 {
|
||
let row_max = (0..2)
|
||
.map(|jj| (d_r[i] * m[(i, jj)] * d_c[jj]).abs())
|
||
.fold(0.0_f64, f64::max);
|
||
assert!(
|
||
(row_max - 1.0).abs() < 0.05,
|
||
"row {} ∞-norm not unit: {}",
|
||
i,
|
||
row_max
|
||
);
|
||
}
|
||
for jj in 0..2 {
|
||
let col_max = (0..2)
|
||
.map(|i| (d_r[i] * m[(i, jj)] * d_c[jj]).abs())
|
||
.fold(0.0_f64, f64::max);
|
||
assert!(
|
||
(col_max - 1.0).abs() < 0.05,
|
||
"col {} ∞-norm not unit: {}",
|
||
jj,
|
||
col_max
|
||
);
|
||
}
|
||
}
|
||
|
||
#[test]
|
||
fn test_ruiz_reduces_condition_number() {
|
||
// Badly-scaled but SVD-resolvable matrix (dynamic range ~1e6 keeps the
|
||
// small singular value above underflow, so the condition number is
|
||
// measured reliably). Row 0 lives at ~1e6, row 1 at ~1.
|
||
let entries = vec![(0, 0, 1.0e6), (0, 1, 2.0e6), (1, 0, 3.0), (1, 1, 1.0)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
let cond_before = j.estimate_condition_number().unwrap();
|
||
|
||
// Apply the Ruiz scaling and recompute the condition number.
|
||
let (d_r, d_c) = j.ruiz_scaling_factors();
|
||
let m = j.as_matrix();
|
||
let mut scaled_entries = Vec::new();
|
||
for i in 0..2 {
|
||
for jj in 0..2 {
|
||
scaled_entries.push((i, jj, d_r[i] * m[(i, jj)] * d_c[jj]));
|
||
}
|
||
}
|
||
let scaled = JacobianMatrix::from_builder(&scaled_entries, 2, 2);
|
||
let cond_after = scaled.estimate_condition_number().unwrap();
|
||
|
||
assert!(
|
||
cond_after < cond_before / 100.0 && cond_after < 10.0,
|
||
"Ruiz should slash the condition number: before={:.3e}, after={:.3e}",
|
||
cond_before,
|
||
cond_after
|
||
);
|
||
}
|
||
|
||
#[test]
|
||
fn test_solve_illconditioned_matches_known_solution() {
|
||
// Badly-scaled system with a known solution. J·x = b where
|
||
// J = [[1e6, 2e6], [3e-6, 4e-6]], x = [1, -1] => b = [-1e6, -1e-6].
|
||
// solve() returns Δx for J·Δx = -r, so set r = -b to get Δx = x.
|
||
let entries = vec![(0, 0, 1e6), (0, 1, 2e6), (1, 0, 3e-6), (1, 1, 4e-6)];
|
||
let j = JacobianMatrix::from_builder(&entries, 2, 2);
|
||
|
||
let b = [-1e6, -1e-6];
|
||
let r = [-b[0], -b[1]];
|
||
let delta = j.solve(&r).expect("non-singular");
|
||
|
||
assert_relative_eq!(delta[0], 1.0, epsilon = 1e-9);
|
||
assert_relative_eq!(delta[1], -1.0, epsilon = 1e-9);
|
||
}
|
||
}
|