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Working on breaking up the steps into manageable chunks

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Cynopolis
2026-08-17 15:33:33 -04:00
parent 6f91c96de8
commit f12625b41e
5 changed files with 1116 additions and 237 deletions
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unit-tests/svd-integration-test.cpp
+14 -31
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@@ -62,7 +62,7 @@ TEST_CASE("SVD Integration: 2x2 [[1,2],[3,4]]", "[Matrix][SVD][Integration]") {
err += diff * diff;
}
err = sqrtf(err);
REQUIRE_THAT(err, Catch::Matchers::WithinRel(0.0f, 1e-3f));
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-3f));
std::cout << "SVD 2x2 [[1,2],[3,4]]:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0)
@@ -86,8 +86,8 @@ TEST_CASE("SVD Integration: 3x3 diagonal [10,5,2]",
// U and Vt should be identity (or close) for diagonal matrix
float uErr = frobeniusNorm(U - Matrix<3, 3>{1, 0, 0, 0, 1, 0, 0, 0, 1});
float vtErr = frobeniusNorm(Vt - Matrix<3, 3>{1, 0, 0, 0, 1, 0, 0, 0, 1});
REQUIRE_THAT(uErr, Catch::Matchers::WithinRel(0.0f, 1e-2f));
REQUIRE_THAT(vtErr, Catch::Matchers::WithinRel(0.0f, 1e-2f));
REQUIRE_THAT(uErr, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
REQUIRE_THAT(vtErr, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
}
TEST_CASE("SVD Integration: 3x3 rank-deficient [[1,2,3],[4,5,6],[7,8,9]]",
@@ -120,7 +120,7 @@ TEST_CASE("SVD Integration: 3x3 rank-deficient [[1,2,3],[4,5,6],[7,8,9]]",
err += diff * diff;
}
err = sqrtf(err);
REQUIRE_THAT(err, Catch::Matchers::WithinRel(0.0f, 1e-2f));
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
std::cout << "SVD 3x3 rank-deficient:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0) << ", "
@@ -155,7 +155,7 @@ TEST_CASE("SVD Integration: tall 4x3 matrix", "[Matrix][SVD][Integration]") {
err += diff * diff;
}
err = sqrtf(err);
REQUIRE_THAT(err, Catch::Matchers::WithinRel(0.0f, 1e-2f));
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
std::cout << "SVD tall 4x3:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0) << ", "
@@ -175,42 +175,25 @@ TEST_CASE("SVD Integration: wide 3x5 matrix", "[Matrix][SVD][Integration]") {
REQUIRE_THAT(sigma.Get(1, 0), Catch::Matchers::WithinRel(2.46540f, 1e-2f));
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinAbs(0.0f, 1e-2f));
// Check reconstruction: U (3x5) * diag(sigma) (5x3) = 3x3, then * Vt (3x5) =
// 3x5
Matrix<3, 5> recon{0};
Matrix<3, 5> Usig{0};
for (int i = 0; i < 3; i++)
for (int j = 0; j < 5; j++)
Usig[i][j] = U.Get(i, j) * sigma.Get(j, 0);
// For wide matrix: A = U * Sigma * Vt where U is 3x5, Sigma is 5x5
// (diagonal), Vt is 5x5 But our implementation returns sigma as 3x1 and Vt as
// 3x5 So we need: recon = Usig (3x5) * Vt (3x5)^T ... no that doesn't work
// either The SVD for wide matrices is: A = U * Sigma * Vt where:
// U is m×m (3×3), Sigma is m×n (3×5), Vt is n×n (5×5)
// But our API returns U as m×n (3×5), sigma as n×1 (3×1), Vt as n×n (3×5)
// So: recon = U (3x5) * diag(sigma) (5x5) * Vt (5x5)^T ...
// Actually, looking at the implementation, for wide matrices we swap roles.
// Let me just check reconstruction using the actual dimensions returned.
// For wide matrix: A (3x5) = U (3x5) * diag(sigma) (5x5 padded) * Vt (5x5)
// But our API returns Vt as 3x5, not 5x5
// The implementation stores: U = QR[:,0:p]^T (3x5), sigma (3x1), Vt =
// QL[:,0:p]^T (3x5) Reconstruction: A[i][j] = sum_k U[i][k]*sigma[k]*Vt[j][k]
// Check reconstruction: A (3x5) = U * Sigma * Vt, where U (3x5) has
// its meaningful part in the first 3 columns, sigma (5x1) in the
// first 3 entries, and Vt (5x5) in its first 3 rows (right
// singular vectors as rows). So:
// A[i][j] = sum_k U[i][k] * sigma[k] * Vt[k][j]
float err2 = 0.0f;
for (int i = 0; i < 3; i++) {
for (int j = 0; j < 5; j++) {
float recon_val = 0.0f;
for (int k = 0; k < 3; k++) {
recon_val += U.Get(i, k) * sigma.Get(k, 0) * Vt.Get(j, k);
recon_val += U.Get(i, k) * sigma.Get(k, 0) * Vt.Get(k, j);
}
float diff = recon_val - A.Get(i, j);
err2 += diff * diff;
}
}
err2 = sqrtf(err2);
REQUIRE_THAT(err2, Catch::Matchers::WithinRel(0.0f, 1e-2f));
REQUIRE_THAT(err2, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
std::cout << "SVD wide 3x5:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0) << ", "
@@ -230,7 +213,7 @@ TEST_CASE("SVD Integration: identity 3x3", "[Matrix][SVD][Integration]") {
REQUIRE_THAT(sigma.Get(2, 0), Catch::Matchers::WithinRel(1.0f, 1e-3f));
float err = frobeniusNorm(U - Matrix<3, 3>{1, 0, 0, 0, 1, 0, 0, 0, 1});
REQUIRE_THAT(err, Catch::Matchers::WithinRel(0.0f, 1e-2f));
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-2f));
}
TEST_CASE("SVD Integration: symmetric positive definite 2x2 [[5,3],[3,5]]",
@@ -261,7 +244,7 @@ TEST_CASE("SVD Integration: symmetric positive definite 2x2 [[5,3],[3,5]]",
err += diff * diff;
}
err = sqrtf(err);
REQUIRE_THAT(err, Catch::Matchers::WithinRel(0.0f, 1e-3f));
REQUIRE_THAT(err, Catch::Matchers::WithinAbs(0.0f, 1e-3f));
std::cout << "SVD SPD 2x2 [[5,3],[3,5]]:\n";
std::cout << "Sigma: [" << sigma.Get(0, 0) << ", " << sigma.Get(1, 0)