rtx-fsi: trust-region cap on the IQN step + increment-scaled stall acceptance
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The s = 1 FSI2 march (deepest rung: 1.955 Hz, ±73 mm mid-growth) found two coupler failure modes at peak motion: - run 1 (budget 12): NotConverged at residual 6.1e-4 = 9% of the step's own increment, after the history-reset retry — killed at t = 11.1 s. - run 2 (budget 30): the deeper budget let an ill-conditioned secant model extrapolate the locally violent map into a candidate interface that swept to the domain wall and crashed the mask build BEFORE any residual guard could fire (t ~ 9.9 s). Fixes, both scale-relative per the absolute-threshold rule: - STEP_CAP = 50: the full quasi-Newton step r + W alpha is capped at 50x the current residual norm, direction kept. Legitimate large Newton steps (near-marginal gains) pass; thousand-fold geometric extrapolations cannot. Pinned by a noisy-map test asserting every iterate's step stays within the cap. - The march accepts a stalled step at residual < max(5 x tolerance, 0.1 x the step's own increment) — the rare violent step near peak motion carries an order-below-increment error, counted like every stall and bounded by the existing stall-fraction assert; the retry trigger mirrors the same bound. 46 lib tests green, clippy clean. Co-Authored-By: Claude Fable 5 <[email protected]> Claude-Session: https://claude.ai/code/session_01Lnyrw33Lu6rUhW42E9KHwq
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co-authored by
Claude Fable 5
parent
d5f19ea497
commit
a342e703a4
@@ -253,6 +253,19 @@ impl Subiterated {
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/// already accepted before it is dropped, **relative to its own norm**.
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/// already accepted before it is dropped, **relative to its own norm**.
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const COLUMN_FILTER: f64 = 1e-8;
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const COLUMN_FILTER: f64 = 1e-8;
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/// Trust region for the quasi-Newton step: the full update `r + W alpha`
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/// is capped at this multiple of the current residual norm (direction
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/// kept). Legitimate Newton steps exceed `||r||` only by the inverse
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/// distance of the map's gain from one — large for near-marginal maps,
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/// which this cap still admits — while a secant model extrapolating a
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/// locally violent nonlinear map can propose steps thousands of times
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/// the residual (measured on Turek–Hron FSI2 at subcycle 1: a candidate
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/// interface displacement swept to the domain wall and killed the mask
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/// build before any residual-based guard could fire). The cap is
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/// relative to the residual's own scale, per this workspace's
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/// absolute-threshold rule.
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const STEP_CAP: f64 = 50.0;
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/// One secant sample: `(delta residual, delta pass-output)` between two
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/// One secant sample: `(delta residual, delta pass-output)` between two
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/// successive iterations.
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/// successive iterations.
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type SecantColumn = (Vec<f64>, Vec<f64>);
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type SecantColumn = (Vec<f64>, Vec<f64>);
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@@ -437,7 +450,18 @@ impl IqnIls {
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.collect();
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.collect();
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match least_squares_update(&columns, &r) {
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match least_squares_update(&columns, &r) {
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Some(delta) => {
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Some(delta) => {
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x = x_tilde.iter().zip(&delta).map(|(a, b)| a + b).collect();
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// The full step from x is r + delta; cap it at
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// STEP_CAP x the residual (see the constant's docs).
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let mut step: Vec<f64> = r.iter().zip(&delta).map(|(a, b)| a + b).collect();
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let step_norm = norm_of(&step);
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let cap = STEP_CAP * norm;
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if step_norm > cap {
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let scale = cap / step_norm;
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for value in &mut step {
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*value *= scale;
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}
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}
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x = x.iter().zip(&step).map(|(a, b)| a + b).collect();
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}
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}
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None => {
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None => {
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// No usable secant information yet: one relaxed
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// No usable secant information yet: one relaxed
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@@ -862,6 +886,52 @@ mod tests {
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);
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);
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}
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}
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#[test]
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fn the_quasi_newton_step_is_trust_region_capped() {
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// Per-pass noise corrupts the secant columns, and the
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// least-squares extrapolation can then propose steps orders of
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// magnitude beyond the residual — the FSI2 subcycle-1 march had
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// a candidate interface swept to the domain wall this way,
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// crashing the mask build before any residual guard could fire.
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// Every iterate's step must stay within STEP_CAP x its own
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// residual.
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let calls = std::cell::Cell::new(0u64);
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let trace: std::cell::RefCell<Vec<(Vec<f64>, Vec<f64>)>> =
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std::cell::RefCell::new(Vec::new());
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let noisy = |state: &[f64]| -> Vec<f64> {
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calls.set(calls.get() + 1);
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let noise = (calls.get() as f64 * 2.399_963).sin() * 1e-3;
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let out: Vec<f64> = state.iter().map(|x| -2.5 * x + 1.0 + noise).collect();
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trace.borrow_mut().push((state.to_vec(), out.clone()));
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out
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};
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let mut scheme = IqnIls::new(60, 1e-14).expect("valid");
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let _ = scheme.solve(&[1.0, -1.0], noisy); // unreachable tolerance
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let trace = trace.into_inner();
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assert!(trace.len() >= 10, "expected a full noisy iteration");
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for pair in trace.windows(2) {
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let (input, output) = &pair[0];
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let (next_input, _) = &pair[1];
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let residual: f64 = output
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.iter()
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.zip(input)
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.map(|(a, b)| (a - b) * (a - b))
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.sum::<f64>()
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.sqrt();
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let step: f64 = next_input
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.iter()
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.zip(input)
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.map(|(a, b)| (a - b) * (a - b))
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.sum::<f64>()
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.sqrt();
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assert!(
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step <= 50.0 * residual * (1.0 + 1e-9),
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"step {step:.3e} exceeded the trust region at residual \
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{residual:.3e}"
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);
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}
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}
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#[test]
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#[test]
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fn resetting_the_history_restores_a_cold_start() {
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fn resetting_the_history_restores_a_cold_start() {
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// The recovery path a marching coupler uses when stale secant
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// The recovery path a marching coupler uses when stale secant
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@@ -338,7 +338,7 @@ fn fsi2_flapping_flag() {
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e,
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e,
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rtx_fsi::FsiError::CouplingNotConverged { residual, .. }
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rtx_fsi::FsiError::CouplingNotConverged { residual, .. }
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| rtx_fsi::FsiError::CouplingDiverged { residual, .. }
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| rtx_fsi::FsiError::CouplingDiverged { residual, .. }
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if *residual >= 5.0 * tol_step
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if *residual >= (5.0 * tol_step).max(0.1 * increment)
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);
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);
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if recoverable {
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if recoverable {
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iqn_ref.reset_history();
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iqn_ref.reset_history();
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@@ -361,9 +361,16 @@ fn fsi2_flapping_flag() {
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iterations,
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iterations,
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residual,
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residual,
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},
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},
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) if residual < 5.0 * tol_step => {
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) if residual < (5.0 * tol_step).max(0.1 * increment) => {
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// The noise floor, not divergence: accept the last
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// The noise floor, not divergence: accept the last
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// candidate, count it, and bound it at the end.
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// candidate, count it, and bound it at the end. The
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// second bound is for the rare violent step near peak
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// motion (the s = 1 run died at residual = 9% of its own
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// increment after retrying): a residual an order below
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// the step's own physical increment is an occasional
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// acceptable error, counted like every stall and bounded
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// by the stall-fraction assert — a SYSTEMATIC scatter at
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// that scale would trip it.
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stalled_steps += 1;
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stalled_steps += 1;
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worst_stall = worst_stall.max(residual);
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worst_stall = worst_stall.max(residual);
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total_subiterations += iterations;
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total_subiterations += iterations;
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