Fixes for control systems AND SVD and QR decomposition #9

2026-08-26T08:54:47-04:00

Cynopolis commented

2026-08-26 08:54:47 -04:00

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Cynopolis added 9 commits 2026-08-26 08:54:47 -04:00

Removed some unused variables ea29ea27f2

Added additional constraints to list instantiation a49e357f4c

Working on an SVD implimentation 5600b05b09

Small refactor of SVD implimentation 6f91c96de8

Working on breaking up the steps into manageable chunks f12625b41e

Fix SVD pipeline bugs; extract and unit-test bidiagonal block solvers ac4bef88fc

- Snapshot bidiagonal block before solving (W overwrite corrupted Ublock)
- Wide-matrix QL row extent fix (rowsQL = n when transposed)
- Vt output copy bound j<columns (was OOB write clobbering caller sigma)
- Rank-deficient blocks: residual singular values sigma_i = ||B*v_i||
  instead of sqrt(eigs of B*B) (condition-number squaring); Gram-Schmidt
  orthonormalization of U columns with rank-deficiency completion
- JacobiEigenSymmetric: return signed eigenvalues (removed fabsf)
- Fix 28 WithinRel(0.0f,.) matcher misuse -> WithinAbs in matrix-tests
- New unit tests: SolveBidiagonalBlock2x2 (7 scipy-referenced cases),
  JacobiEigenSymmetric (3 cases), DeflateBidiagonal/BidiagonalIsDiagonal

Add 5x5 SVD end-to-end tests (scipy references) f8221dd9db

- Full-rank random 5x5 (cond ~11.5)
- Rank-deficient 5x5 (exact rank 3, noise-level tail sigmas)
- Wide dynamic range 5x5 (cond ~9000, diagonal decay 50 -> 1e-3)
- Symmetric indefinite 5x5 (sigma = |eigenvalues|)

Templatize SVD on N: support any Matrix<R,C> with stack-only buffers ab0cea104c

Replace the fixed 5x5 SVD implementation with template <uint8_t N>
building blocks over Matrix<N,N> working buffers (N = max(rows, cols)),
removing the 5x5 size limit. Public API (SVD::SVD) is unchanged and the
whole path stays heap-free: peak stack is ~11*N^2 floats, budgeted in
the SVD.hpp header doc.

Fixes found while porting/validating the templated rewrite:
- QL.Identity() was a no-op (static factory returns by value); init
  the Householder accumulators with an explicit diagonal loop
- restore the QL column sign-flip in ExtractAndSortSingularValues for
  negative unsolved W diagonal entries (Householder sign flips)
- T = B^T B tridiagonal formula: T[i][i] = d[i]^2 + e[i-1]^2 only
  (e[i] contributes to T[i+1][i+1], not T[i][i])
- wide-matrix Vt assembly: Vt = QL^T must be filled over the full
  m x m (m = columns of A), not just the top n x n

Tests:
- matrix-tests: add large-size instantiation cases beyond the old limit
  (tall 7x5 N=7, square 6x6 N=6, wide 5x8 N=8 transpose path with full
  orthogonal 8x8 Vt, tall 6x4 near rank-deficient N=6 deflation path),
  all checked against numpy/scipy float32 references
- svd-build-blocks-tests: adapt Jacobi test to the Matrix<N,N> interface
- svd-reference-values.py: add the four new reference matrices

Add QR eigen library: implicit Wilkinson-shifted QR for symmetric matrices

Merge-Checker / build_and_test (pull_request) Failing after 28m10s

Details

c9a9492fcf

- src/QR.hpp / src/QR.cpp: fully templated QR::EigenQR (N >= 2), no heap
  allocation (3*N^2 float working buffers on stack). Givens tridiagonalization
  (bottom-up) + implicit Wilkinson-shifted QR with bulge chasing, relative
  deflation, exact-zero peeling, closed-form 2x2 termination.
- Matrix::EigenQR now delegates to QR::EigenQR (old unshifted body removed);
  eigenvalues sorted descending, eigenvectors in columns of the output.
- unit-tests/qr-build-blocks-tests.cpp: 8 building-block test cases
  (215 assertions) with scipy/numpy references.
- unit-tests/qr-reference-values.py: numpy/scipy reference generator mirroring
  every building block and the full pipeline (eigh, n=3..8).
- CMake: new 'qr' static library; Matrix links against it;
  qr-build-blocks-tests target enabled.

Cynopolis reviewed 2026-08-26 08:56:21 -04:00

src/Matrix.cpp

						
				@@ -8,0 +12,4 @@

				// chain, pull in the full QR library so its template definition is available.

				namespace QR {

				template <uint8_t N>

				void EigenQR(Matrix<N, N> &matrixToDecompose, Matrix<N, N> &eigenVectors,

Cynopolis commented

2026-08-26 08:56:21 -04:00

TODO: THis is weird.

Cynopolis commented

2026-08-26 09:06:12 -04:00

No it makes sense because there is a bit of a circular include here.

Matrix.cpp -> includes QR.hpp -> includes Matrix.hpp -> includes Matrix.cpp

No it makes sense because there is a bit of a circular include here. Matrix.cpp -> includes QR.hpp -> includes Matrix.hpp -> includes Matrix.cpp

Cynopolis marked this conversation as resolved

Cynopolis added 1 commit 2026-08-26 12:23:07 -04:00

Got rid of unused function warnings

Merge-Checker / build_and_test (pull_request) Failing after 28m19s

Details

c2f5520664

Cynopolis added 1 commit 2026-08-26 13:07:55 -04:00

Added an SVD passthrough to matrix.cpp

Merge-Checker / build_and_test (pull_request) Failing after 20m35s

Details

b6a649bad9

Cynopolis merged commit f0035ab67f into main

2026-08-26 13:08:22 -04:00

Cynopolis deleted branch fixes-for-control-systems

2026-08-26 13:08:22 -04:00

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Reference: Cynopolis/Vector3D#9