funNystrom++#132
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Timing: - NystromEVD: bool timing flag + times[11] (alloc, syrf, matvec, gram, potrf, trsm, svd, post_svd, error_est, rest, total); += accumulation across adaptive iterations; skip error_est block entirely when error_est_p==0 && tol==0 (the fixed-rank FunNystromPP path) - LanczosFA: bool timing flag + times[5] (matvec, run_lanczos, apply_f, rest, total); _t_matvec_us accumulated inside run_lanczos per A-call, reset at top of both run_lanczos and call(); workspace_per_thread formula written as d*d+4*d-1 to match comment - FunNystromPP benchmark: nystrom_evd.timing=true, lfa_pp.timing=true; per-phase printf breakdown; 32 CSV columns (up from 16) Bug fixes: - power_error_est: inner loop variable shadowed outer iter; m=1 column- scaling bug from && i!=0 guard; replaced with explicit double loop - power_error_est: 1.0/0.0 literals -> (T)1/(T)0 for float safety; same fix applied throughout NystromEVD::call() - NystromEVD::call(): int i -> int64_t i in post-SVD eigval loop - nystrom_pc_data: auto out_state captured int return of call() instead of advanced RNGState; fixed to NystromAlg.call(); return state; - Benchmark printf: nt[9] (nystrom_rest) was dropped from console output - LFAOp: scalar_t hardcoded as double; use typename SLO_t::scalar_t - call_all_algs: state param is never modified; changed to const& Safety: - Deleted copy ctor/assignment on NystromEVD, LanczosFA (+ explicit default ctor), Hutchinson (+ explicit default ctor), FunNystromPP to prevent double-free on accidental copy Test: - ASSERT_NEAR(err, target, 10*target) -> ASSERT_LT(err, 10*target)
mmelnich
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…entize
Reference-aligned Persson-Kressner port with bit-exact MATLAB↔C++
cross-validation at LAPACK noise floor.
- Phase 5: vendored RandLAPACK::LanczosFA + BlockLanczosFA from
funnystrompp; util::upsize raw-pointer overload, util::symmetrize.
- Phase 6: SASO sketch (RandBLAS::SparseSkOp) + SkOp-aware first matvec
via right_spmm through ExplicitSymLinOp overload.
- Phase 7a: Cholesky-fast / eig(YᵀY) HMT §5.1 path in NystromEVD_v2.
5-rep median speedup vs SVD-pinv fall-back: 2.71×-3.80× across
k∈{500,1000,1500,2000} at n=2000 (3.80× at k=n=2000, exceeds the
~2× claim in funnystrompp PR #132).
- Phase 7a-perf: force_fallback knob + tight t_specrec_ms inner timer.
- Gap port (#1,#2,#3,#5): optional f_zero correction, Phase 2 skip at
k==n, gesdd(G)→syevd(G) in fall-back, SkOp overload on
FunNystromPP_v2::call.
- Componentize: NystromEVD_v2 + workspace moved to drivers/rl_nystrom_evd_v2.hh.
12 cross-validation fixtures pass at tol=1e-11 (10/12 at strict
tol=1e-12; 2 misses are alg_poly.t2 ~1.4e-12 long-standing cancellation
noise). v2 unit tests 4/4. Full RandLAPACK suite 309/309.
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mmelnich
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…pace, 11-slot timing Bundle #2 of the v2-polish cycle: * Rename rl_nystrom_evd_v2.hh → rl_nystrom_evd.hh; NystromEVD_v2 free function → NystromEVD; NystromEVD_v2_workspace → NystromEVD_workspace. * Convert workspace from std::vector<T> members to raw T* + int64_t pairs grown via util::upsize and freed in a destructor, matching PR #132 / rl_revd2.hh patterns. Output params now use (T*&, int64_t&) references-to-pointer. * Add 11-slot timing vector (alloc / syrf / matvec / gram / potrf / trsm / svd / post_svd / error_est=0 / rest / total) with per- phase chrono instrumentation; gated on ws.times_enabled. Layout mirrors PR #132's NystromEVD for cross-driver tooling parity. Slot 8 (error_est) is unused in this fixed-k variant; kept at index 8 to preserve the V1 layout. * FunNystromPP_v2: U, lambda, Y_2, fAOmega, Y0 promoted from stack std::vectors to persistent raw-pointer class members; nystrom_ws promoted to a class member so allocations are reused across repeated call() invocations. Destructor frees all five buffers. FunNystromPP_v2's public call signature is unchanged. Verification: * make -j8 + make install -j8 + benchmark rebuild: clean * v2 unit tests: 4/4 PASS (FullRankCapture err_t1 = 2.426e-16) * 12-fixture cross-validation at tol=1e-12: 10/12 pass, same 2 alg_poly.t2 cancellation-regime cells as pre-refactor (rel_Δ = 4.241e-13, 1.399e-12). est at noise floor across all 12 fixtures (rel_Δ ∈ [0.0, 3.835e-15]).
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