scirs2-integrate 0.6.0

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
//! Performance Optimization Demo
//!
//! This example demonstrates how to use the performance monitoring and profiling
//! capabilities to identify bottlenecks and optimize numerical algorithms.
//!
//! The example compares different integration methods while monitoring their
//! performance characteristics and providing optimization recommendations.

use ndarray::{Array1, Array2, ArrayView1};
use scirs2_integrate::{
    monte_carlo::{monte_carlo, MonteCarloOptions},

    // Standard integration methods
    ode::{solve_ivp, ODEMethod, ODEOptions},
    // Parallel optimization
    parallel_optimization::{
        ArithmeticOp, ParallelOptimizer, ReductionOp, VectorOperation, VectorizedComputeTask,
    },

    // Performance monitoring
    performance_monitor::{PerformanceAnalyzer, PerformanceProfiler, PerformanceReport},

    quad::quad,
    romberg::romberg,
    IntegrateResult,
};
use std::time::{Duration, Instant};

/// Benchmark different integration methods with performance monitoring
#[allow(dead_code)]
fn main() -> IntegrateResult<()> {
    println!("=== Performance Optimization Demo ===\n");

    // Benchmark 1: ODE solving with different methods
    benchmark_ode_methods()?;

    // Benchmark 2: Quadrature methods comparison
    benchmark_quadrature_methods()?;

    // Benchmark 3: Parallel optimization showcase
    benchmark_parallel_operations()?;

    // Benchmark 4: Memory usage optimization
    benchmark_memory_efficiency()?;

    Ok(())
}

/// Benchmark different ODE solving methods
#[allow(dead_code)]
fn benchmark_ode_methods() -> IntegrateResult<()> {
    println!("1. ODE Methods Performance Comparison");
    println!("   Solving stiff Van der Pol oscillator...\n");

    let methods = vec![
        ("RK45", ODEMethod::RK45),
        ("BDF", ODEMethod::Bdf),
        ("Radau", ODEMethod::Radau),
    ];

    // Van der Pol oscillator: y'' - μ(1-y²)y' + y = 0
    // Convert to first-order system
    let mu = 10.0; // Stiffness parameter
    let ode_fn = move |_t: f64, y: ArrayView1<f64>| {
        Array1::from_vec(vec![y[1], mu * (1.0 - y[0] * y[0]) * y[1] - y[0]])
    };

    let t_span = [0.0, 20.0];
    let y0 = Array1::from_vec(vec![2.0, 0.0]);

    for (method_name, method) in methods {
        let mut profiler = PerformanceProfiler::new();
        profiler.start_phase("ode_solving");

        let options = ODEOptions {
            method,
            rtol: 1e-6,
            atol: 1e-9,
            max_step: Some(0.1),
            h0: Some(1e-3),
            ..Default::default()
        };

        let start_memory = estimate_memory_usage();
        let result = solve_ivp(ode_fn, t_span, y0.clone(), Some(options));
        let peak_memory = estimate_memory_usage();

        profiler.end_phase("ode_solving");
        profiler.update_memory_stats(start_memory, peak_memory);

        // Estimate function evaluations based on method and solution points
        let estimated_evaluations = if let Ok(ref solution) = result {
            match method {
                ODEMethod::RK45 => solution.t.len() * 6, // 6 evaluations per step for RK45
                ODEMethod::Bdf => solution.t.len() * 3,  // Fewer for implicit methods
                ODEMethod::Radau => solution.t.len() * 4,
            }
        } else {
            100 // Default estimate
        };

        for _ in 0..estimated_evaluations {
            profiler.record_function_evaluation();
        }

        if let Ok(solution) = result {
            // Record convergence information
            for y_step in &solution.y {
                let residual = (y_step[0].powi(2) + y_step[1].powi(2)).sqrt();
                profiler.record_convergence(residual);
            }

            profiler.record_metric("solution_points", solution.t.len() as f64);
            profiler.record_metric("final_time", *solution.t.last().unwrap());
        }

        let metrics = profiler.finalize();
        print_method_performance(method_name, &metrics);
    }

    Ok(())
}

/// Benchmark quadrature methods
#[allow(dead_code)]
fn benchmark_quadrature_methods() -> IntegrateResult<()> {
    println!("\n2. Quadrature Methods Performance Comparison");
    println!("   Integrating oscillatory function...\n");

    // Highly oscillatory function: cos(50x) * exp(-x²)
    let test_function = |x: f64| (50.0 * x).cos() * (-x * x).exp();

    let methods = vec![
        ("Adaptive Quad", "adaptive"),
        ("Romberg", "romberg"),
        ("Monte Carlo", "monte_carlo"),
    ];

    for (method_name, method_type) in methods {
        let mut profiler = PerformanceProfiler::new();
        profiler.start_phase("integration");

        let start_memory = estimate_memory_usage();

        let (result, function_evals) = match method_type {
            "adaptive" => {
                let quad_result = quad(test_function, -2.0, 2.0, None)?;
                profiler.record_metric("error_estimate", quad_result.abs_error);
                (quad_result.value, quad_result.n_evals)
            }
            "romberg" => {
                let romberg_result = romberg(test_function, -2.0, 2.0, None)?;
                profiler.record_metric("error_estimate", romberg_result.abs_error);
                (
                    romberg_result.value,
                    2_usize.pow(romberg_result.n_iters as u32 + 1) - 1,
                )
            }
            "monte_carlo" => {
                let options = MonteCarloOptions {
                    n_samples: 100000,
                    seed: Some(42),
                    ..Default::default()
                };
                let mc_result = monte_carlo(
                    |x: ArrayView1<f64>| test_function(x[0]),
                    &[(-2.0, 2.0)],
                    Some(options),
                )?;
                profiler.record_metric("error_estimate", mc_result.std_error);
                (mc_result.value, mc_result.n_evals)
            }
            _ => unreachable!(),
        };

        let peak_memory = estimate_memory_usage();

        profiler.end_phase("integration");
        profiler.update_memory_stats(start_memory, peak_memory);

        // Record function evaluations
        for _ in 0..function_evals {
            profiler.record_function_evaluation();
        }

        profiler.record_metric("integration_result", result);

        let metrics = profiler.finalize();
        print_method_performance(method_name, &metrics);
    }

    Ok(())
}

/// Benchmark parallel operations
#[allow(dead_code)]
fn benchmark_parallel_operations() -> IntegrateResult<()> {
    println!("\n3. Parallel Operations Performance Benchmark");
    println!("   Testing vectorized operations with different configurations...\n");

    let mut optimizer = ParallelOptimizer::new(4);
    optimizer.initialize()?;

    // Create test data
    let sizes = vec![1000, 5000, 10000];
    let operations = vec![
        (
            "Exponential",
            VectorOperation::ElementWise(ArithmeticOp::Exp),
        ),
        ("Sine", VectorOperation::ElementWise(ArithmeticOp::Sin)),
        (
            "Sum Reduction",
            VectorOperation::Reduction(ReductionOp::Sum),
        ),
        (
            "Power 2",
            VectorOperation::ElementWise(ArithmeticOp::Power(2.0)),
        ),
    ];

    for size in sizes {
        println!("   Matrix size: {}x{}", size, size / 10);

        let test_matrix = Array2::from_shape_fn((size, size / 10), |(i, j)| {
            (i as f64 * 0.1 + j as f64 * 0.05).sin()
        });

        for (op_name, operation) in &operations {
            let mut profiler = PerformanceProfiler::new();
            profiler.start_phase("parallel_operation");

            let task = VectorizedComputeTask {
                input: test_matrix.clone(),
                operation: operation.clone(),
                chunk_size: size / 20,
                prefer_simd: true,
            };

            let start_memory = estimate_memory_usage();
            let start_time = Instant::now();

            let _result = optimizer.execute_vectorized(task)?;

            let duration = start_time.elapsed();
            let peak_memory = estimate_memory_usage();

            profiler.end_phase("parallel_operation");
            profiler.update_memory_stats(start_memory, peak_memory);
            profiler.estimate_flops(size * (size / 10), duration);

            let metrics = profiler.finalize();

            println!(
                "     {}: {:.2}ms, {:.1} MFLOPS, {:.1}MB peak",
                op_name,
                duration.as_millis(),
                metrics.cache_stats.flops.unwrap_or(0.0) / 1e6,
                metrics.memory_stats.peak_memory as f64 / (1024.0 * 1024.0)
            );
        }
        println!();
    }

    Ok(())
}

/// Benchmark memory efficiency
#[allow(dead_code)]
fn benchmark_memory_efficiency() -> IntegrateResult<()> {
    println!("4. Memory Efficiency Analysis");
    println!("   Comparing memory usage patterns...\n");

    let test_scenarios = vec![
        ("Small frequent allocations", 1000, 100),
        ("Large infrequent allocations", 10, 10000),
        ("Balanced allocations", 100, 1000),
    ];

    for (scenario_name, n_allocs, alloc_size) in test_scenarios {
        let mut profiler = PerformanceProfiler::new();
        profiler.start_phase("memory_test");

        let _start_memory = estimate_memory_usage();
        let mut data_storage = Vec::new();

        // Simulate different allocation patterns
        for i in 0..n_allocs {
            let data = Array1::from_shape_fn(alloc_size, |j| (i as f64 + j as f64 * 0.1).sin());
            data_storage.push(data);

            // Record allocation
            let current_memory = estimate_memory_usage();
            profiler.update_memory_stats(current_memory, current_memory);
        }

        let _peak_memory = estimate_memory_usage();

        // Simulate some computation
        let _sum: f64 = data_storage.iter().flat_map(|arr| arr.iter()).sum();

        profiler.end_phase("memory_test");

        let metrics = profiler.finalize();
        let report = PerformanceAnalyzer::generate_report(&metrics);

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

        if !report.recommendations.is_empty() {
            println!("     Recommendations:");
            for rec in &report.recommendations {
                println!("       - {}: {}", rec.category, rec.suggestion);
            }
        }
        println!();
    }

    Ok(())
}

/// Print performance metrics for a method
#[allow(dead_code)]
fn print_method_performance(
    method_name: &str,
    metrics: &scirs2_integrate::performance_monitor::PerformanceMetrics,
) {
    println!("   {method_name}: ");
    println!("     Time: {:.3}s", metrics.total_time.as_secs_f64());
    println!(
        "     Function evaluations: {}",
        metrics.function_evaluations
    );

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

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

    // Print convergence information if available
    if !metrics.convergence_history.is_empty() {
        let final_residual = metrics.convergence_history.last().unwrap();
        println!("     Final residual: {final_residual:.2e}");
    }

    println!();
}

/// Estimate current memory usage (simplified)
#[allow(dead_code)]
fn estimate_memory_usage() -> usize {
    // This is a simplified memory estimation
    // In a real application, you might use system calls or memory profiling tools

    // Return a rough estimate based on typical allocation patterns
    // In practice, you'd want to use tools like jemalloc's stats or system APIs
    std::mem::size_of::<usize>() * 1024 // Placeholder value
}

/// Create an optimization report
#[allow(dead_code)]
fn create_optimization_report() -> PerformanceReport {
    // This would typically be generated from actual performance data
    let metrics = scirs2_integrate::performance_monitor::PerformanceMetrics::default();
    scirs2_integrate::performance_monitor::PerformanceAnalyzer::generate_report(&metrics)
}

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

    #[test]
    fn test_performance_demo_components() {
        // Test that the basic components work
        let _profiler = PerformanceProfiler::new();
        let _optimizer = ParallelOptimizer::new(2);
        let _memory_estimate = estimate_memory_usage();

        assert!(true); // Basic sanity check
    }

    #[test]
    fn test_optimization_workflow() {
        // Test a complete optimization workflow
        let mut profiler = PerformanceProfiler::new();
        profiler.start_phase("test");

        // Simulate some work
        std::thread::sleep(Duration::from_millis(1));

        profiler.end_phase("test");
        profiler.record_function_evaluation();

        let metrics = profiler.finalize();
        assert!(metrics.total_time > Duration::ZERO);
        assert_eq!(metrics.function_evaluations, 1);
    }
}