scirs2-integrate 0.4.1

Numerical integration module for SciRS2 (scirs2-integrate)
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
//! Performance monitoring and profiling for numerical algorithms
//!
//! This module provides comprehensive performance monitoring tools for analyzing
//! the behavior and efficiency of numerical integration algorithms. It tracks
//! various metrics including computation time, memory usage, convergence rates,
//! and algorithm-specific statistics.

use std::collections::HashMap;
use std::sync::{Arc, Mutex};
use std::time::{Duration, Instant};

/// Comprehensive performance metrics for numerical algorithms
#[derive(Debug, Clone)]
pub struct PerformanceMetrics {
    /// Total computation time
    pub total_time: Duration,
    /// Time spent in different algorithm phases
    pub phase_times: HashMap<String, Duration>,
    /// Number of function evaluations
    pub function_evaluations: usize,
    /// Number of jacobian evaluations
    pub jacobian_evaluations: usize,
    /// Number of linear system solves
    pub linear_solves: usize,
    /// Memory usage statistics
    pub memory_stats: MemoryStatistics,
    /// Algorithm-specific metrics
    pub algorithmmetrics: HashMap<String, f64>,
    /// Convergence history
    pub convergence_history: Vec<f64>,
    /// Step size adaptation history
    pub step_size_history: Vec<f64>,
    /// Error estimates over time
    pub error_estimates: Vec<f64>,
    /// Cache performance statistics
    pub cache_stats: CacheStatistics,
}

/// Memory usage statistics
#[derive(Debug, Clone)]
pub struct MemoryStatistics {
    /// Peak memory usage (bytes)
    pub peak_memory: usize,
    /// Current memory usage (bytes)
    pub current_memory: usize,
    /// Number of allocations
    pub allocation_count: usize,
    /// Number of deallocations
    pub deallocation_count: usize,
    /// Memory bandwidth utilization
    pub bandwidth_utilization: Option<f64>,
}

/// Cache performance statistics
#[derive(Debug, Clone)]
pub struct CacheStatistics {
    /// Estimated cache hit rate
    pub cache_hit_rate: Option<f64>,
    /// Memory access patterns
    pub access_patterns: HashMap<String, usize>,
    /// FLOPS (Floating Point Operations Per Second)
    pub flops: Option<f64>,
}

/// Performance profiler for tracking algorithm behavior
pub struct PerformanceProfiler {
    start_time: Instant,
    phase_timers: HashMap<String, Instant>,
    metrics: Arc<Mutex<PerformanceMetrics>>,
    is_active: bool,
}

impl Default for PerformanceMetrics {
    fn default() -> Self {
        Self {
            total_time: Duration::ZERO,
            phase_times: HashMap::new(),
            function_evaluations: 0,
            jacobian_evaluations: 0,
            linear_solves: 0,
            memory_stats: MemoryStatistics {
                peak_memory: 0,
                current_memory: 0,
                allocation_count: 0,
                deallocation_count: 0,
                bandwidth_utilization: None,
            },
            algorithmmetrics: HashMap::new(),
            convergence_history: Vec::new(),
            step_size_history: Vec::new(),
            error_estimates: Vec::new(),
            cache_stats: CacheStatistics {
                cache_hit_rate: None,
                access_patterns: HashMap::new(),
                flops: None,
            },
        }
    }
}

impl PerformanceProfiler {
    /// Create a new performance profiler
    pub fn new() -> Self {
        Self {
            start_time: Instant::now(),
            phase_timers: HashMap::new(),
            metrics: Arc::new(Mutex::new(PerformanceMetrics::default())),
            is_active: true,
        }
    }

    /// Start profiling a specific phase
    pub fn start_phase(&mut self, phasename: &str) {
        if !self.is_active {
            return;
        }
        self.phase_timers
            .insert(phasename.to_string(), Instant::now());
    }

    /// End profiling a specific phase
    pub fn end_phase(&mut self, phasename: &str) {
        if !self.is_active {
            return;
        }

        if let Some(start_time) = self.phase_timers.remove(phasename) {
            let duration = start_time.elapsed();
            if let Ok(mut metrics) = self.metrics.lock() {
                *metrics
                    .phase_times
                    .entry(phasename.to_string())
                    .or_insert(Duration::ZERO) += duration;
            }
        }
    }

    /// Record a function evaluation
    pub fn record_function_evaluation(&mut self) {
        if !self.is_active {
            return;
        }

        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.function_evaluations += 1;
        }
    }

    /// Record a Jacobian evaluation
    pub fn record_jacobian_evaluation(&mut self) {
        if !self.is_active {
            return;
        }

        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.jacobian_evaluations += 1;
        }
    }

    /// Record a linear system solve
    pub fn record_linear_solve(&mut self) {
        if !self.is_active {
            return;
        }

        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.linear_solves += 1;
        }
    }

    /// Record convergence information
    pub fn record_convergence(&mut self, residualnorm: f64) {
        if !self.is_active {
            return;
        }

        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.convergence_history.push(residualnorm);
        }
    }

    /// Record step size adaptation
    pub fn record_step_size(&mut self, stepsize: f64) {
        if !self.is_active {
            return;
        }

        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.step_size_history.push(stepsize);
        }
    }

    /// Record error estimate
    pub fn record_error_estimate(&mut self, error: f64) {
        if !self.is_active {
            return;
        }

        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.error_estimates.push(error);
        }
    }

    /// Record algorithm-specific metric
    pub fn record_metric(&mut self, name: &str, value: f64) {
        if !self.is_active {
            return;
        }

        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.algorithmmetrics.insert(name.to_string(), value);
        }
    }

    /// Update memory statistics
    pub fn update_memory_stats(&mut self, current_memory: usize, peak_memory: usize) {
        if !self.is_active {
            return;
        }

        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.memory_stats.current_memory = current_memory;
            if peak_memory > metrics.memory_stats.peak_memory {
                metrics.memory_stats.peak_memory = peak_memory;
            }
            metrics.memory_stats.allocation_count += 1;
        }
    }

    /// Estimate FLOPS based on operations and time
    pub fn estimate_flops(&mut self, operations: usize, time: Duration) {
        if !self.is_active || time.is_zero() {
            return;
        }

        let flops = operations as f64 / time.as_secs_f64();
        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.cache_stats.flops = Some(flops);
        }
    }

    /// Finalize profiling and get metrics
    pub fn finalize(&self) -> PerformanceMetrics {
        let total_time = self.start_time.elapsed();

        if let Ok(mut metrics) = self.metrics.lock() {
            metrics.total_time = total_time;

            // Compute derived metrics
            self.compute_efficiencymetrics(&mut metrics);

            metrics.clone()
        } else {
            PerformanceMetrics::default()
        }
    }

    /// Compute efficiency and derived metrics
    fn compute_efficiencymetrics(&self, metrics: &mut PerformanceMetrics) {
        // Compute convergence rate if we have history
        if metrics.convergence_history.len() > 1 {
            let rates: Vec<f64> = metrics
                .convergence_history
                .windows(2)
                .map(|window| {
                    if window[0] > 0.0 && window[1] > 0.0 {
                        (window[1] / window[0]).log10()
                    } else {
                        0.0
                    }
                })
                .collect();

            if !rates.is_empty() {
                let avg_rate = rates.iter().sum::<f64>() / rates.len() as f64;
                metrics
                    .algorithmmetrics
                    .insert("convergence_rate".to_string(), avg_rate);
            }
        }

        // Compute function evaluation efficiency
        if metrics.function_evaluations > 0 && !metrics.total_time.is_zero() {
            let eval_rate = metrics.function_evaluations as f64 / metrics.total_time.as_secs_f64();
            metrics
                .algorithmmetrics
                .insert("evaluations_per_second".to_string(), eval_rate);
        }

        // Compute step size statistics
        if !metrics.step_size_history.is_empty() {
            let min_step = metrics
                .step_size_history
                .iter()
                .fold(f64::INFINITY, |a, &b| a.min(b));
            let max_step = metrics
                .step_size_history
                .iter()
                .fold(f64::NEG_INFINITY, |a, &b| a.max(b));
            let avg_step = metrics.step_size_history.iter().sum::<f64>()
                / metrics.step_size_history.len() as f64;

            metrics
                .algorithmmetrics
                .insert("min_step_size".to_string(), min_step);
            metrics
                .algorithmmetrics
                .insert("max_step_size".to_string(), max_step);
            metrics
                .algorithmmetrics
                .insert("avg_step_size".to_string(), avg_step);
        }

        // Memory efficiency metrics
        if metrics.memory_stats.peak_memory > 0 {
            let memory_mb = metrics.memory_stats.peak_memory as f64 / (1024.0 * 1024.0);
            metrics
                .algorithmmetrics
                .insert("peak_memory_mb".to_string(), memory_mb);
        }
    }

    /// Disable profiling for performance-critical sections
    pub fn disable(&mut self) {
        self.is_active = false;
    }

    /// Re-enable profiling
    pub fn enable(&mut self) {
        self.is_active = true;
    }

    /// Check if profiling is active
    pub fn is_active(&self) -> bool {
        self.is_active
    }
}

/// Performance analysis utilities
pub struct PerformanceAnalyzer;

impl PerformanceAnalyzer {
    /// Analyze convergence characteristics
    pub fn analyze_convergence(metrics: &PerformanceMetrics) -> ConvergenceAnalysis {
        let mut analysis = ConvergenceAnalysis::default();

        if metrics.convergence_history.len() >= 2 {
            // Linear convergence detection
            let log_residuals: Vec<f64> = metrics
                .convergence_history
                .iter()
                .filter(|&&r| r > 0.0)
                .map(|&r| r.log10())
                .collect();

            if log_residuals.len() >= 3 {
                // Estimate convergence order using least squares
                let n = log_residuals.len();
                let x: Vec<f64> = (0..n).map(|i| i as f64).collect();

                // Simple linear regression: log(r_n) = a + b*n
                let x_mean = x.iter().sum::<f64>() / n as f64;
                let y_mean = log_residuals.iter().sum::<f64>() / n as f64;

                let numerator: f64 = x
                    .iter()
                    .zip(&log_residuals)
                    .map(|(xi, yi)| (xi - x_mean) * (yi - y_mean))
                    .sum();
                let denominator: f64 = x.iter().map(|xi| (xi - x_mean).powi(2)).sum();

                if denominator.abs() > 1e-10 {
                    analysis.convergence_rate = Some(-numerator / denominator);
                }
            }

            analysis.final_residual = metrics.convergence_history.last().copied();
            analysis.initial_residual = metrics.convergence_history.first().copied();
        }

        analysis
    }

    /// Analyze performance bottlenecks
    pub fn identify_bottlenecks(metrics: &PerformanceMetrics) -> Vec<PerformanceBottleneck> {
        let mut bottlenecks = Vec::new();

        // Phase time analysis
        let total_phase_time: Duration = metrics.phase_times.values().sum();
        if !total_phase_time.is_zero() {
            for (phase, duration) in &metrics.phase_times {
                let percentage = duration.as_secs_f64() / total_phase_time.as_secs_f64() * 100.0;
                if percentage > 30.0 {
                    bottlenecks.push(PerformanceBottleneck {
                        category: BottleneckCategory::ComputationPhase,
                        description: format!(
                            "Phase '{phase}' takes {percentage:.1}% of computation time"
                        ),
                        severity: if percentage > 50.0 {
                            Severity::High
                        } else {
                            Severity::Medium
                        },
                        suggested_improvements: vec![
                            "Consider algorithm optimization".to_string(),
                            "Check for unnecessary computations".to_string(),
                            "Consider parallelization".to_string(),
                        ],
                    });
                }
            }
        }

        // Memory usage analysis
        if metrics.memory_stats.peak_memory > 1024 * 1024 * 1024 {
            // > 1GB
            bottlenecks.push(PerformanceBottleneck {
                category: BottleneckCategory::Memory,
                description: format!(
                    "High memory usage: {:.1} MB",
                    metrics.memory_stats.peak_memory as f64 / (1024.0 * 1024.0)
                ),
                severity: Severity::Medium,
                suggested_improvements: vec![
                    "Consider using memory pooling".to_string(),
                    "Implement iterative refinement".to_string(),
                    "Use sparse data structures".to_string(),
                ],
            });
        }

        // Function evaluation efficiency
        if metrics.function_evaluations > 0 && !metrics.total_time.is_zero() {
            let eval_rate = metrics.function_evaluations as f64 / metrics.total_time.as_secs_f64();
            if eval_rate < 100.0 {
                // Less than 100 evaluations per second
                bottlenecks.push(PerformanceBottleneck {
                    category: BottleneckCategory::FunctionEvaluation,
                    description: format!("Low function evaluation rate: {eval_rate:.1} evals/sec"),
                    severity: Severity::Low,
                    suggested_improvements: vec![
                        "Optimize function implementation".to_string(),
                        "Consider SIMD vectorization".to_string(),
                        "Cache expensive computations".to_string(),
                    ],
                });
            }
        }

        bottlenecks
    }

    /// Generate performance report
    pub fn generate_report(metrics: &PerformanceMetrics) -> PerformanceReport {
        let convergence_analysis = Self::analyze_convergence(metrics);
        let bottlenecks = Self::identify_bottlenecks(metrics);

        PerformanceReport {
            metrics: metrics.clone(),
            convergence_analysis,
            bottlenecks,
            recommendations: Self::generate_recommendations(metrics),
        }
    }

    /// Generate optimization recommendations
    fn generate_recommendations(metrics: &PerformanceMetrics) -> Vec<OptimizationRecommendation> {
        let mut recommendations = Vec::new();

        // Check step size adaptation
        if !metrics.step_size_history.is_empty() {
            let min_step = metrics
                .step_size_history
                .iter()
                .fold(f64::INFINITY, |a, &b| a.min(b));
            let max_step = metrics
                .step_size_history
                .iter()
                .fold(f64::NEG_INFINITY, |a, &b| a.max(b));

            if max_step / min_step > 1000.0 {
                recommendations.push(OptimizationRecommendation {
                    category: "Step Size Control".to_string(),
                    description: "Large step size variations detected".to_string(),
                    suggestion: "Consider more aggressive step size adaptation or better initial step size estimation".to_string(),
                    expected_improvement: 15.0,
                });
            }
        }

        // Check convergence efficiency
        if let Some(rate) = metrics.algorithmmetrics.get("convergence_rate") {
            if *rate < 1.0 {
                recommendations.push(OptimizationRecommendation {
                    category: "Convergence".to_string(),
                    description: "Slow convergence detected".to_string(),
                    suggestion: "Consider using higher-order methods or better preconditioning"
                        .to_string(),
                    expected_improvement: 25.0,
                });
            }
        }

        recommendations
    }
}

/// Convergence analysis results
#[derive(Debug, Clone, Default)]
pub struct ConvergenceAnalysis {
    pub convergence_rate: Option<f64>,
    pub initial_residual: Option<f64>,
    pub final_residual: Option<f64>,
    pub convergence_order: Option<f64>,
}

/// Performance bottleneck identification
#[derive(Debug, Clone)]
pub struct PerformanceBottleneck {
    pub category: BottleneckCategory,
    pub description: String,
    pub severity: Severity,
    pub suggested_improvements: Vec<String>,
}

#[derive(Debug, Clone)]
pub enum BottleneckCategory {
    ComputationPhase,
    Memory,
    FunctionEvaluation,
    LinearSolver,
    StepSizeControl,
}

#[derive(Debug, Clone)]
pub enum Severity {
    Low,
    Medium,
    High,
}

/// Optimization recommendation
#[derive(Debug, Clone)]
pub struct OptimizationRecommendation {
    pub category: String,
    pub description: String,
    pub suggestion: String,
    pub expected_improvement: f64, // Percentage
}

/// Comprehensive performance report
#[derive(Debug, Clone)]
pub struct PerformanceReport {
    pub metrics: PerformanceMetrics,
    pub convergence_analysis: ConvergenceAnalysis,
    pub bottlenecks: Vec<PerformanceBottleneck>,
    pub recommendations: Vec<OptimizationRecommendation>,
}

impl PerformanceReport {
    /// Print a formatted performance report
    pub fn print_summary(&self) {
        println!("=== Performance Analysis Report ===");
        println!(
            "Total computation time: {:.3}s",
            self.metrics.total_time.as_secs_f64()
        );
        println!(
            "Function evaluations: {}",
            self.metrics.function_evaluations
        );

        if let Some(rate) = self.metrics.algorithmmetrics.get("evaluations_per_second") {
            println!("Evaluation rate: {rate:.1} evals/sec");
        }

        println!(
            "Peak memory usage: {:.1} MB",
            self.metrics.memory_stats.peak_memory as f64 / (1024.0 * 1024.0)
        );

        if !self.bottlenecks.is_empty() {
            println!("\n=== Performance Bottlenecks ===");
            for bottleneck in &self.bottlenecks {
                println!("- {:?}: {}", bottleneck.category, bottleneck.description);
            }
        }

        if !self.recommendations.is_empty() {
            println!("\n=== Optimization Recommendations ===");
            for rec in &self.recommendations {
                println!(
                    "- {}: {} (Expected improvement: {:.1}%)",
                    rec.category, rec.suggestion, rec.expected_improvement
                );
            }
        }
    }
}

/// Macro for easy profiling of code blocks
#[macro_export]
macro_rules! profile_block {
    ($profiler:expr, $phase:expr, $code:block) => {{
        $profiler.start_phase($phase);
        let result = $code;
        $profiler.end_phase($phase);
        result
    }};
}

#[cfg(test)]
mod tests {
    use super::*;
    use std::thread;

    #[test]
    fn test_performance_profiler() {
        let mut profiler = PerformanceProfiler::new();

        // Simulate some work
        profiler.start_phase("initialization");
        thread::sleep(Duration::from_millis(10));
        profiler.end_phase("initialization");

        profiler.record_function_evaluation();
        profiler.record_convergence(1e-3);
        profiler.record_step_size(0.01);

        let metrics = profiler.finalize();

        assert!(metrics.total_time > Duration::ZERO);
        assert_eq!(metrics.function_evaluations, 1);
        assert_eq!(metrics.convergence_history.len(), 1);
        assert_eq!(metrics.step_size_history.len(), 1);
    }

    #[test]
    fn test_performance_analysis() {
        let mut metrics = PerformanceMetrics::default();

        // Add some test data
        metrics.convergence_history = vec![1e-1, 1e-2, 1e-3, 1e-4];
        metrics.step_size_history = vec![0.1, 0.05, 0.02, 0.01];

        let analysis = PerformanceAnalyzer::analyze_convergence(&metrics);
        assert!(analysis.convergence_rate.is_some());

        let report = PerformanceAnalyzer::generate_report(&metrics);
        assert!(!report.recommendations.is_empty() || report.bottlenecks.is_empty());
    }
}