// Copyright (c) 2026 Petr Balvín <opensource@petrbalvin.org> (https://petrbalvin.org)
// SPDX-License-Identifier: MIT

package optim

import (
	"math"
	"math/big"
	"strings"
	"testing"

	"sourcedock.dev/petrbalvin/tensor/internal/base"
	"sourcedock.dev/petrbalvin/tensor/internal/core"
)

// linearPair returns the determined linear pair r(p) = (p₀ + 2p₁ − 3,
// 2p₀ + p₁ − 4) with its constant Jacobian, the model whose
// Gauss-Newton step is exact.
func linearPair() (func(*core.Array) (*core.Array, error), func(*core.Array) (*core.Array, error)) {
	residual := func(p *core.Array) (*core.Array, error) {
		return core.FromFloats([]float64{
			p.FloatAt(0) + 2*p.FloatAt(1) - 3,
			2*p.FloatAt(0) + p.FloatAt(1) - 4,
		}, 2)
	}
	jacobian := func(*core.Array) (*core.Array, error) {
		return core.FromFloats([]float64{1, 2, 2, 1}, 2, 2)
	}
	return residual, jacobian
}

// TestLevenbergMarquardtFitConverged pins the Fit surface on the model
// the plain entry point already covers: same point, same chi2, and a
// status that says converged.
func TestLevenbergMarquardtFitConverged(t *testing.T) {
	residual, jacobian := linearPair()
	p0 := mustFloats(t, []float64{0, 0}, 2)
	res, err := LevenbergMarquardtFit(residual, p0, LMOptions{Jacobian: jacobian, Tolerance: 1e-14})
	if err != nil {
		t.Fatalf("LevenbergMarquardtFit: %v", err)
	}
	if res.Status != FitConverged {
		t.Fatalf("status = %d, want FitConverged", res.Status)
	}
	if math.Abs(res.Parameters.FloatAt(0)-5.0/3) > 1e-8 || math.Abs(res.Parameters.FloatAt(1)-2.0/3) > 1e-8 {
		t.Fatalf("p = (%.12g, %.12g), want (5/3, 2/3)", res.Parameters.FloatAt(0), res.Parameters.FloatAt(1))
	}
	if res.Chi2 > 1e-16 {
		t.Fatalf("chi2 = %v, want 0", res.Chi2)
	}
	if res.Covariance != nil {
		t.Fatal("a fit that did not ask for a covariance returned one")
	}
	legacyP, legacyChi2, err := LevenbergMarquardt(residual, p0, LMOptions{Jacobian: jacobian, Tolerance: 1e-14})
	if err != nil {
		t.Fatalf("LevenbergMarquardt: %v", err)
	}
	if legacyP.FloatAt(0) != res.Parameters.FloatAt(0) || legacyP.FloatAt(1) != res.Parameters.FloatAt(1) {
		t.Fatal("the two entry points returned different parameters")
	}
	if legacyChi2 != res.Chi2 {
		t.Fatalf("the two entry points reported chi2 %v and %v", legacyChi2, res.Chi2)
	}
}

// TestLevenbergMarquardtGradientExit pins the gradient test: with the
// chi2 tolerance set far below anything the fit can reach, the only
// exit that can fire after the first accepted step is ‖Jᵀr‖∞. The
// residual call count proves it: the start and the one trial make
// two, and a third call would mean the run walked into a second
// solve, which the gradient test forbids.
func TestLevenbergMarquardtGradientExit(t *testing.T) {
	residual, jacobian := linearPair()
	calls := 0
	counted := func(p *core.Array) (*core.Array, error) {
		calls++
		return residual(p)
	}
	p0 := mustFloats(t, []float64{0, 0}, 2)
	// Lambda 1e-300 leaves the damping factor 1+λ bit-identically 1,
	// so the first step is the exact Gauss-Newton one and the run
	// reaches the solution in one acceptance.
	res, err := LevenbergMarquardtFit(counted, p0, LMOptions{
		Jacobian:  jacobian,
		Tolerance: 1e-30,
		GradTol:   1e-7,
		Lambda:    1e-300,
	})
	if err != nil {
		t.Fatalf("LevenbergMarquardtFit: %v", err)
	}
	if res.Status != FitConverged {
		t.Fatalf("status = %d, want FitConverged", res.Status)
	}
	if calls != 2 {
		t.Fatalf("the residual was evaluated %d times, want 2 (the gradient test must stop the run before its second solve)", calls)
	}
	if math.Abs(res.Parameters.FloatAt(0)-5.0/3) > 1e-8 || math.Abs(res.Parameters.FloatAt(1)-2.0/3) > 1e-8 {
		t.Fatalf("p = (%.12g, %.12g), want (5/3, 2/3)", res.Parameters.FloatAt(0), res.Parameters.FloatAt(1))
	}
}

// TestLevenbergMarquardtStepExit pins the step test: a linear
// residual whose first accepted step is negligible against the
// point's own scale converges on that step, with the chi2 tolerance
// far too tight to claim the exit.
func TestLevenbergMarquardtStepExit(t *testing.T) {
	residual := func(p *core.Array) (*core.Array, error) {
		return core.FromFloats([]float64{10 * (p.FloatAt(0) - 10)}, 1)
	}
	jacobian := func(*core.Array) (*core.Array, error) {
		return core.FromFloats([]float64{10}, 1, 1)
	}
	counted := func(count *int) func(*core.Array) (*core.Array, error) {
		return func(p *core.Array) (*core.Array, error) {
			*count++
			return residual(p)
		}
	}
	stepCalls := 0
	res, err := LevenbergMarquardtFit(counted(&stepCalls), mustFloats(t, []float64{10.001}, 1), LMOptions{
		Jacobian:  jacobian,
		Tolerance: 1e-15,
		StepTol:   0.5,
	})
	if err != nil {
		t.Fatalf("LevenbergMarquardtFit: %v", err)
	}
	if res.Status != FitConverged {
		t.Fatalf("status = %d, want FitConverged", res.Status)
	}
	if stepCalls != 2 {
		t.Fatalf("the step-exit run evaluated the residual %d times, want 2", stepCalls)
	}
	if math.Abs(res.Parameters.FloatAt(0)-10) > 1e-4 {
		t.Fatalf("p = %.12g, want 10", res.Parameters.FloatAt(0))
	}
	// Without the step test the same run needs the chi2 tolerance, and
	// at 1e-6 that fires one acceptance later: three evaluations.
	wideCalls := 0
	wide, err := LevenbergMarquardtFit(counted(&wideCalls), mustFloats(t, []float64{10.001}, 1), LMOptions{
		Jacobian:  jacobian,
		Tolerance: 1e-6,
	})
	if err != nil {
		t.Fatalf("LevenbergMarquardtFit without StepTol: %v", err)
	}
	if wide.Status != FitConverged {
		t.Fatalf("status = %d, want FitConverged", wide.Status)
	}
	if wideCalls != 3 {
		t.Fatalf("the control run evaluated the residual %d times, want 3", wideCalls)
	}
}

// TestLevenbergMarquardtFitStalled pins the stalled contract: a
// parameter the residual never sees makes the normal equations
// singular on the first iteration, and the fit reports the start
// point back with FitStalled instead of an error. The legacy entry
// point keeps its historical error for the same run.
func TestLevenbergMarquardtFitStalled(t *testing.T) {
	residual := func(p *core.Array) (*core.Array, error) {
		return core.FromFloats([]float64{p.FloatAt(1) - 1, p.FloatAt(1) - 1}, 2)
	}
	jacobian := func(*core.Array) (*core.Array, error) {
		return core.FromFloats([]float64{0, 1, 0, 1}, 2, 2)
	}
	p0 := mustFloats(t, []float64{5, 5}, 2)
	res, err := LevenbergMarquardtFit(residual, p0, LMOptions{Jacobian: jacobian})
	if err != nil {
		t.Fatalf("LevenbergMarquardtFit: %v", err)
	}
	if res.Status != FitStalled {
		t.Fatalf("status = %d, want FitStalled", res.Status)
	}
	if res.Parameters.FloatAt(0) != 5 || res.Parameters.FloatAt(1) != 5 {
		t.Fatalf("p = (%.12g, %.12g), want the untouched start", res.Parameters.FloatAt(0), res.Parameters.FloatAt(1))
	}
	if res.Chi2 != 32 {
		t.Fatalf("chi2 = %v, want 32", res.Chi2)
	}
	if _, _, err := LevenbergMarquardt(residual, p0, LMOptions{Jacobian: jacobian}); err == nil {
		t.Fatal("the legacy entry point must keep reporting the singular solve as an error")
	}
}

// TestLevenbergMarquardtFitBudget pins the budget report: a fit given
// two iterations of a problem that needs more returns its last point
// with FitBudget and no error, and the legacy entry point refuses the
// same run unless AllowBudgetExit is set.
func TestLevenbergMarquardtFitBudget(t *testing.T) {
	xData := []float64{0, 1, 2, 3, 4, 5, 6, 7, 8, 9}
	residual := func(p *core.Array) (*core.Array, error) {
		a, b, c := p.FloatAt(0), p.FloatAt(1), p.FloatAt(2)
		out := core.New(core.Float, len(xData))
		for i := range len(xData) {
			out.RawFloats()[i] = 3*math.Exp(-0.5*float64(xData[i])) + 0.5 -
				(a*math.Exp(-b*float64(xData[i])) + c)
		}
		return out, nil
	}
	p0 := mustFloats(t, []float64{20, 5, 20}, 3)
	res, err := LevenbergMarquardtFit(residual, p0, LMOptions{MaxIterations: 2})
	if err != nil {
		t.Fatalf("LevenbergMarquardtFit: %v", err)
	}
	if res.Status != FitBudget {
		t.Fatalf("status = %d, want FitBudget", res.Status)
	}
	if res.Parameters == nil {
		t.Fatal("a budget stop must still report its last point")
	}
	if _, _, err := LevenbergMarquardt(residual, p0, LMOptions{MaxIterations: 2}); err == nil {
		t.Fatal("the legacy entry point must refuse a budget stop without AllowBudgetExit")
	}
	if _, _, err := LevenbergMarquardt(residual, p0, LMOptions{MaxIterations: 2, AllowBudgetExit: true}); err != nil {
		t.Fatalf("LevenbergMarquardt with AllowBudgetExit: %v", err)
	}
}

// weightedModel builds the three-observation linear model r(p) = y −
// Xp with its Jacobian, small enough for the exact rational referent.
func weightedModel() (func(*core.Array) (*core.Array, error), func(*core.Array) (*core.Array, error)) {
	x := [][]float64{{1, 0}, {0, 1}, {1, 1}}
	y := []float64{1.2, 0.7, 2.4}
	residual := func(p *core.Array) (*core.Array, error) {
		out := core.New(core.Float, 3)
		for i := range 3 {
			out.RawFloats()[i] = y[i] - (x[i][0]*p.FloatAt(0) + x[i][1]*p.FloatAt(1))
		}
		return out, nil
	}
	jacobian := func(*core.Array) (*core.Array, error) {
		return core.FromFloats([]float64{-1, 0, 0, -1, -1, -1}, 3, 2)
	}
	return residual, jacobian
}

// ratSolve solves a x = b exactly over the rationals by elimination
// with nonzero pivots; a singular system returns nil. The inputs are
// copied: big.Rat values are pointers, and the elimination mutates
// every entry it touches.
func ratSolve(a, b [][]*big.Rat) [][]*big.Rat {
	n := len(a)
	m := make([][]*big.Rat, n)
	for i := range n {
		m[i] = make([]*big.Rat, 0, len(a[i])+len(b[i]))
		for _, v := range a[i] {
			m[i] = append(m[i], new(big.Rat).Set(v))
		}
		for _, v := range b[i] {
			m[i] = append(m[i], new(big.Rat).Set(v))
		}
	}
	zero := new(big.Rat)
	for col := range n {
		piv := -1
		for row := col; row < n; row++ {
			if m[row][col].Cmp(zero) != 0 {
				piv = row
				break
			}
		}
		if piv < 0 {
			return nil
		}
		m[col], m[piv] = m[piv], m[col]
		inv := new(big.Rat).Inv(m[col][col])
		for j := col; j < len(m[col]); j++ {
			m[col][j].Mul(m[col][j], inv)
		}
		for row := range n {
			if row == col || m[row][col].Cmp(zero) == 0 {
				continue
			}
			f := new(big.Rat).Set(m[row][col])
			for j := col; j < len(m[row]); j++ {
				m[row][j].Sub(m[row][j], new(big.Rat).Mul(f, m[col][j]))
			}
		}
	}
	out := make([][]*big.Rat, n)
	for i := range n {
		out[i] = m[i][n:]
	}
	return out
}

// ratFroms converts float columns into exact rationals.
func ratFroms(vs []float64) []*big.Rat {
	out := make([]*big.Rat, len(vs))
	for i, v := range vs {
		out[i] = new(big.Rat).SetFloat64(v)
	}
	return out
}

// ratColumn turns a vector into the one-column right-hand side
// ratSolve takes.
func ratColumn(vs []*big.Rat) [][]*big.Rat {
	out := make([][]*big.Rat, len(vs))
	for i, v := range vs {
		out[i] = []*big.Rat{v}
	}
	return out
}

// ratMatrixInvert inverts a small square rational matrix.
func ratMatrixInvert(a [][]*big.Rat) [][]*big.Rat {
	n := len(a)
	id := make([][]*big.Rat, n)
	for i := range n {
		row := make([]*big.Rat, n)
		for j := range n {
			row[j] = new(big.Rat)
			if i == j {
				row[j].SetInt64(1)
			}
		}
		id[i] = row
	}
	return ratSolve(a, id)
}

// TestLevenbergMarquardtWeights pins the weighted fit against an
// exact rational referent: chi2 becomes rᵀC⁻¹r, the parameters
// minimise it, and the diagonal and matrix forms of Sigma agree on
// the same weighting.
func TestLevenbergMarquardtWeights(t *testing.T) {
	residual, jacobian := weightedModel()
	cov := []float64{
		2, 1, 0,
		1, 3, 1,
		0, 1, 2,
	}
	sigma, err := core.FromFloats(cov, 3, 3)
	if err != nil {
		t.Fatal(err)
	}
	p0 := mustFloats(t, []float64{0, 0}, 2)
	res, err := LevenbergMarquardtFit(residual, p0, LMOptions{Jacobian: jacobian, Sigma: sigma})
	if err != nil {
		t.Fatalf("LevenbergMarquardtFit: %v", err)
	}
	if res.Status != FitConverged {
		t.Fatalf("status = %d, want FitConverged", res.Status)
	}

	// The exact referent: r = y − Xp, so the weighted optimum solves
	// (XᵀC⁻¹X) p = XᵀC⁻¹y.
	xf := [][]float64{{1, 0}, {0, 1}, {1, 1}}
	yf := []float64{1.2, 0.7, 2.4}
	cr := make([][]*big.Rat, 3)
	for i := range 3 {
		cr[i] = ratFroms(cov[i*3 : i*3+3])
	}
	cinv := ratMatrixInvert(cr)
	if cinv == nil {
		t.Fatal("the referent covariance is singular")
	}
	xr := make([][]*big.Rat, 3)
	for i := range 3 {
		xr[i] = ratFroms(xf[i])
	}
	yr := ratFroms(yf)
	cinvX := ratSolve(cr, xr)
	normal := make([][]*big.Rat, 2)
	for i := range 2 {
		normal[i] = make([]*big.Rat, 2)
		for j := range 2 {
			s := new(big.Rat)
			for k := range 3 {
				s.Add(s, new(big.Rat).Mul(xr[k][i], cinvX[k][j]))
			}
			normal[i][j] = s
		}
	}
	rhs := make([]*big.Rat, 2)
	cinvY := ratSolve(cr, ratColumn(yr))
	if cinvY == nil {
		t.Fatal("the referent solve failed")
	}
	for i := range 2 {
		s := new(big.Rat)
		for k := range 3 {
			s.Add(s, new(big.Rat).Mul(xr[k][i], cinvY[k][0]))
		}
		rhs[i] = s
	}
	wantP := ratSolve(normal, ratColumn(rhs))
	if wantP == nil {
		t.Fatal("the referent normal equations are singular")
	}
	for j := range 2 {
		got := new(big.Rat).SetFloat64(res.Parameters.FloatAt(j))
		d := new(big.Rat).Sub(got, wantP[j][0])
		d.Abs(d)
		if d.Cmp(new(big.Rat).SetFloat64(1e-10)) > 0 {
			t.Fatalf("parameter %d = %.12g, want %s", j, res.Parameters.FloatAt(j), wantP[j][0].FloatString(12))
		}
	}
	// The weighted chi2: rᵀC⁻¹r at the returned point.
	rAt := make([]*big.Rat, 3)
	for k := range 3 {
		rAt[k] = new(big.Rat).SetFloat64(yf[k] - (xf[k][0]*res.Parameters.FloatAt(0) + xf[k][1]*res.Parameters.FloatAt(1)))
	}
	cinvR := make([]*big.Rat, 3)
	for k := range 3 {
		s := new(big.Rat)
		for j := range 3 {
			s.Add(s, new(big.Rat).Mul(cinv[k][j], rAt[j]))
		}
		cinvR[k] = s
	}
	chiRef := new(big.Rat)
	for k := range 3 {
		chiRef.Add(chiRef, new(big.Rat).Mul(rAt[k], cinvR[k]))
	}
	chiFloat, _ := chiRef.Float64()
	if math.Abs(res.Chi2-chiFloat) > 1e-12*math.Max(1, math.Abs(chiFloat)) {
		t.Fatalf("chi2 = %.17g, want %.17g", res.Chi2, chiFloat)
	}
	// The weighted answer must differ from the unweighted one, or the
	// test proves nothing about the weighting.
	plain, _, err := LevenbergMarquardt(residual, p0, LMOptions{Jacobian: jacobian})
	if err != nil {
		t.Fatalf("the unweighted fit: %v", err)
	}
	if plain.FloatAt(0) == res.Parameters.FloatAt(0) && plain.FloatAt(1) == res.Parameters.FloatAt(1) {
		t.Fatal("the weighted and unweighted fits returned identical parameters")
	}

	// The diagonal form weights by the same matrix's diagonal, and the
	// legacy entry point carries Sigma too.
	variance, err := core.FromFloats([]float64{2, 3, 2}, 3)
	if err != nil {
		t.Fatal(err)
	}
	diagRes, err := LevenbergMarquardtFit(residual, p0, LMOptions{Jacobian: jacobian, Sigma: variance})
	if err != nil {
		t.Fatalf("the diagonal Sigma fit: %v", err)
	}
	if diagRes.Status != FitConverged {
		t.Fatalf("the diagonal Sigma status = %d, want FitConverged", diagRes.Status)
	}
	wp, _, err := LevenbergMarquardt(residual, p0, LMOptions{Jacobian: jacobian, Sigma: sigma})
	if err != nil {
		t.Fatalf("the legacy weighted fit: %v", err)
	}
	if wp.FloatAt(0) != res.Parameters.FloatAt(0) || wp.FloatAt(1) != res.Parameters.FloatAt(1) {
		t.Fatal("the legacy weighted fit returned different parameters")
	}
}

// TestLevenbergMarquardtWeightedCovariance pins the covariance under
// Sigma: (JᵀC⁻¹J)⁻¹ against the exact rational inverse, entry by
// entry.
func TestLevenbergMarquardtWeightedCovariance(t *testing.T) {
	residual, jacobian := weightedModel()
	cov := []float64{
		2, 1, 0,
		1, 3, 1,
		0, 1, 2,
	}
	sigma, err := core.FromFloats(cov, 3, 3)
	if err != nil {
		t.Fatal(err)
	}
	xf := [][]float64{{1, 0}, {0, 1}, {1, 1}}
	cr := make([][]*big.Rat, 3)
	for i := range 3 {
		cr[i] = ratFroms(cov[i*3 : i*3+3])
	}
	xr := make([][]*big.Rat, 3)
	for i := range 3 {
		xr[i] = ratFroms(xf[i])
	}
	cinvX := ratSolve(cr, xr)
	normal := make([][]*big.Rat, 2)
	for i := range 2 {
		normal[i] = make([]*big.Rat, 2)
		for j := range 2 {
			s := new(big.Rat)
			for k := range 3 {
				s.Add(s, new(big.Rat).Mul(xr[k][i], cinvX[k][j]))
			}
			normal[i][j] = s
		}
	}
	want := ratMatrixInvert(normal)
	if want == nil {
		t.Fatal("the referent normal matrix is singular")
	}
	res, err := LevenbergMarquardtFit(residual, mustFloats(t, []float64{0, 0}, 2), LMOptions{
		Jacobian:          jacobian,
		Sigma:             sigma,
		RequestCovariance: true,
	})
	if err != nil {
		t.Fatalf("LevenbergMarquardtFit: %v", err)
	}
	if res.Covariance == nil {
		t.Fatal("the requested covariance is missing")
	}
	if res.Covariance.NDim() != 2 || res.Covariance.Shape()[0] != 2 || res.Covariance.Shape()[1] != 2 {
		t.Fatalf("covariance shape %s, want 2×2", base.ShapeText(res.Covariance.Shape()))
	}
	for i := range 2 {
		for j := range 2 {
			got := res.Covariance.FloatAt(i*2 + j)
			wantFloat, _ := want[i][j].Float64()
			if math.Abs(got-wantFloat) > 1e-9*math.Max(1, math.Abs(wantFloat)) {
				t.Fatalf("covariance (%d, %d) = %.17g, want %.17g", i, j, got, wantFloat)
			}
			mirror := res.Covariance.FloatAt(j*2 + i)
			if got != mirror {
				t.Fatalf("covariance (%d, %d) = %.17g against (%d, %d) = %.17g", i, j, got, j, i, mirror)
			}
		}
	}
}

// TestLevenbergMarquardtUnweightedCovariance pins the unweighted
// covariance (JᵀJ)⁻¹ against the exact rational inverse, including on
// the perfect start whose fit never enters the iteration loop.
func TestLevenbergMarquardtUnweightedCovariance(t *testing.T) {
	residual, jacobian := weightedModel()
	xf := [][]float64{{1, 0}, {0, 1}, {1, 1}}
	xr := make([][]*big.Rat, 3)
	for i := range 3 {
		xr[i] = ratFroms(xf[i])
	}
	xtX := make([][]*big.Rat, 2)
	for i := range 2 {
		xtX[i] = make([]*big.Rat, 2)
		for j := range 2 {
			s := new(big.Rat)
			for k := range 3 {
				s.Add(s, new(big.Rat).Mul(xr[k][i], xr[k][j]))
			}
			xtX[i][j] = s
		}
	}
	want := ratMatrixInvert(xtX)
	if want == nil {
		t.Fatal("the referent normal matrix is singular")
	}
	starts := [][]float64{{0, 0}, {1.2, 0.7}}
	for _, s := range starts {
		res, err := LevenbergMarquardtFit(residual, mustFloats(t, s, 2), LMOptions{
			Jacobian:          jacobian,
			RequestCovariance: true,
		})
		if err != nil {
			t.Fatalf("LevenbergMarquardtFit(%v): %v", s, err)
		}
		if res.Covariance == nil {
			t.Fatalf("LevenbergMarquardtFit(%v): the requested covariance is missing", s)
		}
		for i := range 2 {
			for j := range 2 {
				got := res.Covariance.FloatAt(i*2 + j)
				wantFloat, _ := want[i][j].Float64()
				if math.Abs(got-wantFloat) > 1e-9*math.Max(1, math.Abs(wantFloat)) {
					t.Fatalf("start %v: covariance (%d, %d) = %.17g, want %.17g", s, i, j, got, wantFloat)
				}
			}
		}
	}
}

// TestLevenbergMarquardtSigmaErrors pins the Sigma contract: shapes,
// positive variances, exact symmetry and positive definiteness are
// all checked before the fit moves.
func TestLevenbergMarquardtSigmaErrors(t *testing.T) {
	residual, jacobian := weightedModel()
	p0 := mustFloats(t, []float64{0, 0}, 2)
	cases := []struct {
		name  string
		sigma *core.Array
		want  string
	}{
		{"wrong length", mustFloats(t, []float64{1, 2}, 2), "one variance per residual"},
		{"wrong shape", mustFloats(t, []float64{1, 0, 0, 1, 0, 0}, 2, 3), "shape (2, 3)"},
		{"zero variance", mustFloats(t, []float64{1, 0, 1}, 3), "positive variances"},
		{"negative variance", mustFloats(t, []float64{1, -2, 1}, 3), "positive variances"},
	}
	for _, tc := range cases {
		if _, err := LevenbergMarquardtFit(residual, p0, LMOptions{Jacobian: jacobian, Sigma: tc.sigma}); err == nil {
			t.Fatalf("%s: want an error", tc.name)
		} else if !strings.Contains(err.Error(), tc.want) {
			t.Fatalf("%s: error %q, want it to mention %q", tc.name, err, tc.want)
		}
	}
	asymmetric := mustFloats(t, []float64{2, 1, 0, 1, 3, 1, 2, 1, 2}, 3, 3)
	if _, err := LevenbergMarquardtFit(residual, p0, LMOptions{Jacobian: jacobian, Sigma: asymmetric}); err == nil {
		t.Fatal("an asymmetric Sigma: want an error")
	} else if !strings.Contains(err.Error(), "symmetric") {
		t.Fatalf("asymmetric Sigma: error %q, want it to mention symmetry", err)
	}
	indefinite := mustFloats(t, []float64{1, 2, 2, 1}, 2, 2)
	wrongRows := mustFloats(t, []float64{1, 0, 0, 1}, 2, 2)
	if _, err := LevenbergMarquardtFit(residual, p0, LMOptions{Jacobian: jacobian, Sigma: indefinite}); err == nil {
		t.Fatal("an indefinite Sigma: want an error")
	}
	if _, err := LevenbergMarquardtFit(residual, p0, LMOptions{Jacobian: jacobian, Sigma: wrongRows}); err == nil {
		t.Fatal("a Sigma of the wrong row count: want an error")
	}
}