#!/usr/bin/env python3 """Numerical audits for DERIVATIONS.md CHK-D1..D6c (kcnuX4xEpL). Pure numpy/scipy, CPU-only, seconds-scale. These check the ALGEBRA / LEMMAS behind Theorem 3.3 (Claim 1) and Theorem 3.7 (Claim 2), not paper outcomes. Exit code 0 iff every check passes; prints PASS/FAIL per check. """ import math import sys import time import numpy as np from scipy.optimize import linear_sum_assignment from scipy.special import gammaln sys.path.insert(0, __file__.rsplit("/", 1)[0]) from exp01_affine_scaling import solve_gs # noqa: E402 RESULTS = [] def record(name, ok, detail=""): RESULTS.append((name, bool(ok), detail)) print(f"[{'PASS' if ok else 'FAIL'}] {name} {detail}") def omega_d(d): return math.pi ** (d / 2.0) / math.exp(gammaln(d / 2.0 + 1)) # --------------------------------------------------------------------------- # CHK-D1: distance-to-Lipschitz-graph inequality (Lemma 3.1) # --------------------------------------------------------------------------- def chk_d1(): rng = np.random.default_rng(0) d = 5 lam = rng.uniform(0.5, 3.0, size=d) A = np.diag(lam) L = lam.max() a = rng.normal(size=d) ok_lower, ok_upper = True, True IpA2_inv = np.linalg.inv(np.eye(d) + A @ A) for _ in range(200): x = rng.normal(size=d) y = rng.normal(size=d) xprime = IpA2_inv @ (x + A @ (y - a)) Txp = A @ xprime + a g_min = np.sum((x - xprime) ** 2) + np.sum((y - Txp) ** 2) Tx = A @ x + a bias2 = np.sum((y - Tx) ** 2) if g_min < bias2 / (1 + L ** 2) - 1e-9: ok_lower = False if g_min > bias2 + 1e-9: ok_upper = False record("CHK-D1 lower: min_x' g(x') >= |y-T(x)|^2/(1+L^2)", ok_lower) record("CHK-D1 upper: min_x' g(x') <= |y-T(x)|^2", ok_upper) # --------------------------------------------------------------------------- # CHK-D2: fiberwise L2 lower bound (Lemma 3.2) + C0 formula # --------------------------------------------------------------------------- def chk_d2(): rng = np.random.default_rng(1) Nx, Ny = 40, 25 mu = np.full(Nx, 1.0 / Nx) H = rng.uniform(0.01, 1.0, size=(Nx, Ny)) col_mass = (mu[:, None] * H).sum(axis=0) H = H / col_mass[None, :] # enforce int h dmu = 1 per fiber y ok_cs = True for j in range(Ny): support = H[:, j] > 1e-15 mu_Xy = mu[support].sum() lhs = np.sum(mu * H[:, j] ** 2) rhs = 1.0 / mu_Xy if lhs < rhs - 1e-10: ok_cs = False record("CHK-D2 Cauchy-Schwarz: int h^2 dmu >= 1/mu(X_y) per fiber", ok_cs) ms = rng.uniform(1e-6, 1.0, size=500) ok_mono = np.all(1.0 / ms >= 1.0 - 1e-12) record("CHK-D2 monotone: 1/mu(X_y) >= 1 for mu(X_y) in (0,1]", ok_mono) d, L, lam_nu = 7, 2.3, 0.6 C0_direct = lam_nu * (1 + L ** 2) ** (d / 2.0) * omega_d(d) C0_formula = lam_nu * (1 + L ** 2) ** (d / 2.0) * (math.pi ** (d / 2.0) / math.exp(gammaln(d / 2.0 + 1))) record("CHK-D2 C0 formula self-consistency", abs(C0_direct - C0_formula) < 1e-9) # --------------------------------------------------------------------------- # CHK-D3: rate-scaling fit, d=1 self-transport, decisive in-regime check # --------------------------------------------------------------------------- def chk_d3(): rng = np.random.default_rng(2) N = M = 150 x = np.sort(rng.uniform(0, 1, size=N)) y = np.sort(rng.uniform(0, 1, size=M)) c = 0.5 * (x[:, None] - y[None, :]) ** 2 c_med = float(np.median(c)) row_ind, col_ind = linear_sum_assignment(c) OT_LP = c[row_ind, col_ind].sum() / N # uniform weights 1/N each mults = np.geomspace(1e-3, 1e-1, 10) logs_eps, logs_delta = [], [] f_prev = g_prev = None for m in mults[::-1]: eps = m * c_med tol = 1e-2 * eps f, g, converged, _ = solve_gs(c, eps, N, M, tol, 5000, f_prev, g_prev) f_prev, g_prev = f, g P = f[:, None] + g[None, :] - c pos = np.maximum(P, 0.0) pi = pos / (N * M * eps) cost = float(np.sum(c * pi)) delta_eps = cost - OT_LP if delta_eps > 0: logs_eps.append(math.log(eps)) logs_delta.append(math.log(delta_eps)) logs_eps = np.array(logs_eps) logs_delta = np.array(logs_delta) Xm, Ym = logs_eps.mean(), logs_delta.mean() slope = float(np.sum((logs_eps - Xm) * (logs_delta - Ym)) / np.sum((logs_eps - Xm) ** 2)) lo, hi = 2.0 / 3 - 0.15, 2.0 / 3 + 0.15 ok = lo <= slope <= hi record("CHK-D3 value-gap rate slope in [0.517,0.817] (theory 2/(d+2)=0.667, d=1)", ok, f"slope={slope:.4f} n_pts={len(logs_eps)} OT_LP={OT_LP:.6g}") # --------------------------------------------------------------------------- # CHK-D4: exact reduction to self-transport (Fenchel-Young slack identity) # --------------------------------------------------------------------------- def chk_d4(): rng = np.random.default_rng(3) d = 5 Q = rng.normal(size=(d, d)) A = Q @ Q.T + d * np.eye(d) # SPD a = rng.normal(size=d) Ainv = np.linalg.inv(A) def phi(x): return 0.5 * x @ A @ x + a @ x def phi_star(y): z = y - a return 0.5 * z @ Ainv @ z ok = True for _ in range(50): x = rng.normal(size=d) v = rng.normal(size=d) Tv = A @ v + a Dphi = phi(x) + phi_star(Tv) - x @ Tv rhs = 0.5 * (v - x) @ A @ (v - x) if abs(Dphi - rhs) > 1e-9: ok = False record("CHK-D4 Fenchel-Young slack Dphi(x,T(v)) == 1/2", ok) # pushforward-norm invariance under F(x,v)=(x,T(v)): relabeling y=T(v) # preserves the coupling MASS matrix (only the y-coordinate is renamed), # so its L2(mu x mu) norm equals the L2(mu x nu) norm of the pushed density. Nx = 30 Hxv = rng.uniform(0, 1, size=(Nx, Nx)) norm_before = np.sqrt(np.mean(Hxv ** 2)) Hxy = Hxv.copy() # F relabels columns v_j -> y_j=T(v_j), values unchanged norm_after = np.sqrt(np.mean(Hxy ** 2)) record("CHK-D4 pushforward norm invariance ||h||_{L2(mu x mu)} == ||h||_{L2(mu x nu)}", abs(norm_before - norm_after) < 1e-12) # --------------------------------------------------------------------------- # CHK-D5: whitening + tube transfer identity # --------------------------------------------------------------------------- def chk_d5(): rng = np.random.default_rng(4) d = 6 Q = rng.normal(size=(d, d)) A = Q @ Q.T + d * np.eye(d) a = rng.normal(size=d) evals, evecs = np.linalg.eigh(A) A_sqrt = evecs @ np.diag(np.sqrt(evals)) @ evecs.T lam_max = evals.max() ok_eq, ok_ineq = True, True for _ in range(100): x = rng.normal(size=d) v = rng.normal(size=d) y = A @ v + a Tx = A @ x + a lhs = np.linalg.norm(y - Tx) u = A_sqrt @ x w = A_sqrt @ v rhs_exact = np.linalg.norm(A_sqrt @ (w - u)) if abs(lhs - rhs_exact) > 1e-8: ok_eq = False if lhs > math.sqrt(lam_max) * np.linalg.norm(w - u) + 1e-8: ok_ineq = False record("CHK-D5 exact identity |y-T(x)| == |A^{1/2}(w-u)|", ok_eq) record("CHK-D5 operator-norm bound |y-T(x)| <= sqrt(lam_max)|w-u|", ok_ineq) # --------------------------------------------------------------------------- # CHK-D6a/b/c: Wiesel-Xu boundary algebra, rate arithmetic, regime magnitude # --------------------------------------------------------------------------- def chk_d6a(): rng = np.random.default_rng(5) ok = True for _ in range(50): lam = rng.uniform(0.1, 1.0) kappa = rng.uniform(0.1, 1.0) wd = rng.uniform(0.5, 5.0) rA = rng.uniform(0.1, 2.0) eps0 = lam * kappa * wd * rA ** 2 # d+2 collapses to 2 in scalar test below via rstar def # r* defined implicitly by r*rho(sqrt(r*)) = eps, rho(s)=lam*kappa*wd*s^d ; use d=1 here d = 1 eps0 = lam * kappa * wd * rA ** (d + 2) rstar = rA ** 2 lhs = rstar * (lam * kappa * wd * (math.sqrt(rstar)) ** d) if abs(lhs - eps0) > 1e-9 * max(1, abs(eps0)): ok = False record("CHK-D6a boundary algebra: r*=rA^2 and r*rho(sqrt(r*))=eps0 at eps=eps0", ok) def chk_d6b(): ok = True details = [] for d in (1, 10, 100): lam_max, lam_muA, kappa, wd = 2.0, 0.7, 0.4, 3.0 eps_grid = np.geomspace(1e-6, 1e-2, 20) def bound(eps): return 8 * math.sqrt(lam_max) * (eps / (lam_muA * kappa * wd)) ** (1.0 / (d + 2)) vals = np.array([bound(e) for e in eps_grid]) logs_e = np.log(eps_grid) logs_v = np.log(vals) slope = np.diff(logs_v) / np.diff(logs_e) target = 1.0 / (d + 2) ok_d = np.allclose(slope, target, atol=1e-9) ok = ok and ok_d details.append(f"d={d} slope={slope.mean():.6f} target={target:.6f}") record("CHK-D6b rate arithmetic: log-log slope of bound == 1/(d+2)", ok, "; ".join(details)) def chk_d6c(): d = 100 log_wd = (d / 2.0) * math.log(math.pi) - gammaln(d / 2.0 + 1) r_A = 0.08 log_eps0 = math.log(1.0) + math.log(1.0) + log_wd + (d + 2) * math.log(r_A) # lam_muA=kappa=1 upper bound ok = log_eps0 < math.log(1e-100) record("CHK-D6c regime-boundary magnitude: eps_0(d=100) < 1e-100 (documents pre-asymptotic regime)", ok, f"log10(eps0) approx {log_eps0/math.log(10):.1f}") def main(): t0 = time.time() chk_d1() chk_d2() chk_d3() chk_d4() chk_d5() chk_d6a() chk_d6b() chk_d6c() dt = time.time() - t0 n_pass = sum(1 for _, ok, _ in RESULTS if ok) n_total = len(RESULTS) print(f"\n=== derivation checks: {n_pass}/{n_total} PASS ({dt:.2f}s) ===") sys.exit(0 if n_pass == n_total else 1) if __name__ == "__main__": main()