Improve performance

.gitignore

@@ -2,6 +2,7 @@
 *.jl.cov
 *.jl.*.cov
 *.jl.mem
+lcov.info
 
 # Ignore the root package lockfile and the formatter tool lockfile.
 # Keep docs/Manifest.toml trackable for reproducible documentation builds.
@@ -41,4 +42,4 @@ benchmark/results/
 
 # Developer-specific files
 sc_*
-lcov.info
+

Makefile

@@ -1,4 +1,8 @@
-.PHONY: test coverage doc format format-check lint clean bench bench-compare bench-compare-py bench-compare-py-label bench-all-label bench-compare-labels check-qmcpy-python
+.PHONY: test coverage doc format format-check lint clean bench bench-compare bench-compare-py bench-compare-py-label bench-all bench-compare-labels bench-coverage bench-compare-coverage bench-compare-py-coverage bench-all-coverage local-ci check-qmcpy-python
+
+# ============================================================================
+# Configuration and helpers
+# ============================================================================
 
 FORMATTER_PROJECT=devtools/formatter
 DOC_DEPOT ?= $(if $(TMPDIR),$(TMPDIR),/tmp/)qmcju-doc-depot
@@ -10,6 +14,18 @@ QMCPY_PYTHON_AUTO := $(shell \
 		fi; \
 	done)
 PYTHON ?= $(if $(QMCPY_PYTHON_AUTO),$(QMCPY_PYTHON_AUTO),python)
+BENCH_COVERAGE ?= 0
+JULIA_BENCH_COVERAGE_FLAG := $(if $(filter 1,$(BENCH_COVERAGE)),--code-coverage=user,)
+
+define RUN_TIMED
+	@start=$$(date +%s); \
+	$(1); \
+	exit_code=$$?; \
+	end=$$(date +%s); \
+	elapsed=$$((end - start)); \
+	printf '\n[%s] total runtime: %ss\n' "$(2)" "$$elapsed"; \
+	exit $$exit_code
+endef
 
 # Allow `make bench gaus` / `make bench-compare gaus` / `make bench-compare-py gaus`
 # as shorthand for `LABEL=gaus`. `make` treats `gaus` as an extra goal, so consume
@@ -33,15 +49,33 @@ ifneq ($(filter bench-compare-labels,$(firstword $(MAKECMDGOALS))),)
     LABEL_B ?= $(word 2,$(EXTRA_LABEL_COMPARE_GOALS))
     OUT_LABEL ?= $(word 3,$(EXTRA_LABEL_COMPARE_GOALS))
     .PHONY: $(EXTRA_LABEL_COMPARE_GOALS)
-    $(EXTRA_LABEL_COMPARE_GOALS):
+	    $(EXTRA_LABEL_COMPARE_GOALS):
 	@:
   endif
 endif
 
+# ============================================================================
+# Project maintenance and setup
+# ============================================================================
+
 # Update packages and resolve dependencies
 update:
 	julia --project=. -e 'using Pkg; Pkg.update(); Pkg.resolve'
 
+# Instantiate project dependencies (includes Plots and all other deps). Download what Manifest.toml says.
+setup:
+	julia --project=. -e 'using Pkg; Pkg.instantiate()'
+
+# Clean build artifacts
+clean:
+	rm -rf docs/build
+	rm -rf *.jl.cov *.jl.*.cov *.jl.mem lcov.info
+	find src benchmark test -name '*.cov' -delete
+
+# ============================================================================
+# Testing and coverage
+# ============================================================================
+
 # Run all tests
 test: 
 	julia --project=. -e 'using Pkg; Pkg.instantiate(); Pkg.test()'
@@ -52,16 +86,23 @@ coverage:
 	rm -f lcov.info
 	julia --project=. -e 'using Pkg; Pkg.instantiate(); Pkg.test(coverage=true)'
 	julia --project=. devtools/process_coverage.jl
+	find src test -name '*.cov' -delete
 
 # Run specific test file
 test-%:
 	julia --project=. -e 'include("test/$*.jl")'
 
+# ============================================================================
+# Documentation
+# ============================================================================
+
 # Build documentation
 doc:
-	rm -rf docs/build
-	JULIA_DEPOT_PATH="$(DOC_DEPOT):$(HOME)/.julia" julia --project=docs -e 'using Pkg; Pkg.instantiate(); Pkg.resolve()'
-	JULIA_DEPOT_PATH="$(DOC_DEPOT):$(HOME)/.julia" julia --project=docs docs/make.jl
+	$(call RUN_TIMED,rm -rf docs/build && JULIA_DEPOT_PATH="$(DOC_DEPOT):$(HOME)/.julia" julia --project=docs -e 'using Pkg; Pkg.instantiate(); Pkg.resolve()' && JULIA_DEPOT_PATH="$(DOC_DEPOT):$(HOME)/.julia" julia --project=docs docs/make.jl,doc)
+
+# ============================================================================
+# Formatting
+# ============================================================================
 
 # Format code with JuliaFormatter (uses the repo .JuliaFormatter.toml for all paths)
 format:
@@ -71,14 +112,9 @@ format:
 format-check:
 	julia --project=$(FORMATTER_PROJECT) -e 'using Pkg; Pkg.instantiate(); using JuliaFormatter; @assert format(["src/", "test/", "benchmark/"], overwrite=false)'
 
-# Clean build artifacts
-clean:
-	rm -rf docs/build
-	rm -rf *.jl.cov *.jl.*.cov *.jl.mem lcov.info
-
-# Instantiate project dependencies (includes Plots and all other deps). Download what Manifest.toml says.
-setup:
-	julia --project=. -e 'using Pkg; Pkg.instantiate()'
+# ============================================================================
+# Smoke checks and notebooks
+# ============================================================================
 
 # Run a quick smoke test
 smoke:
@@ -92,11 +128,15 @@ notebook:
 notebook-%:
 	julia --project=. test/run_notebooks.jl $*
 
+# ============================================================================
+# Benchmarking
+# ============================================================================
+
 # Run the benchmark suite (uses its own environment in benchmark/, set up on first run)
 # Override output label with: make bench LABEL=gaus or make bench gaus
 # Saves results to benchmark/results/latest.json (default) or <LABEL>.json
 bench:
-	julia benchmark/runbenchmarks.jl $(LABEL)
+	$(call RUN_TIMED,BENCH_COVERAGE=$(BENCH_COVERAGE) julia $(JULIA_BENCH_COVERAGE_FLAG) benchmark/runbenchmarks.jl $(LABEL),bench)
 
 check-qmcpy-python:
 	@$(PYTHON) -c "import qmcpy" >/dev/null 2>&1 || \
@@ -112,7 +152,7 @@ check-qmcpy-python:
 REV ?= HEAD
 LABEL ?=
 bench-compare:
-	julia benchmark/compare.jl $(REV) $(LABEL)
+	$(call RUN_TIMED,BENCH_COVERAGE=$(BENCH_COVERAGE) julia $(JULIA_BENCH_COVERAGE_FLAG) benchmark/compare.jl $(REV) $(LABEL),bench-compare)
 
 # Side-by-side Julia vs QMCPy comparison.
 # Runs both the Julia and QMCPy benchmark harnesses for the requested labels.
@@ -124,24 +164,46 @@ bench-compare:
 JL_LABEL ?= $(if $(LABEL),$(LABEL),latest)
 PY_LABEL ?= $(JL_LABEL)
 bench-compare-py: bench check-qmcpy-python
-	$(PYTHON) benchmark/benchmark_qmcpy.py $(PY_LABEL)
-	julia benchmark/compare_py.jl $(JL_LABEL) $(PY_LABEL) $(LABEL)
+	$(call RUN_TIMED,$(PYTHON) benchmark/benchmark_qmcpy.py $(PY_LABEL) && BENCH_COVERAGE=$(BENCH_COVERAGE) julia $(JULIA_BENCH_COVERAGE_FLAG) benchmark/compare_py.jl $(JL_LABEL) $(PY_LABEL) $(LABEL),bench-compare-py)
 
 # Explicit labeled Julia-vs-QMCPy comparison flow.
 # Usage: make bench-compare-py-label LABEL=base
 bench-compare-py-label: check-qmcpy-python
-	julia benchmark/runbenchmarks.jl $(LABEL)
-	$(PYTHON) benchmark/benchmark_qmcpy.py $(LABEL)
-	julia benchmark/compare_py.jl $(LABEL) $(LABEL) $(LABEL)
+	$(call RUN_TIMED,BENCH_COVERAGE=$(BENCH_COVERAGE) julia $(JULIA_BENCH_COVERAGE_FLAG) benchmark/runbenchmarks.jl $(LABEL) && $(PYTHON) benchmark/benchmark_qmcpy.py $(LABEL) && BENCH_COVERAGE=$(BENCH_COVERAGE) julia $(JULIA_BENCH_COVERAGE_FLAG) benchmark/compare_py.jl $(LABEL) $(LABEL) $(LABEL),bench-compare-py-label)
 
 # Run the labeled Julia-only comparison and Julia-vs-QMCPy comparison in one task.
-# Usage: make bench-all-label LABEL=base
-bench-all-label:
-	$(MAKE) bench-compare LABEL=$(LABEL)
-	$(MAKE) bench-compare-py LABEL=$(LABEL)
+# Usage: make bench-all LABEL=base
+bench-all:
+	$(call RUN_TIMED,$(MAKE) bench-compare BENCH_COVERAGE=$(BENCH_COVERAGE) LABEL=$(LABEL) && $(MAKE) bench-compare-py BENCH_COVERAGE=$(BENCH_COVERAGE) LABEL=$(LABEL),bench-all)
+
+# Run the benchmark suite with coverage enabled and produce an lcov report over
+# both src/ and benchmark/ coverage files.
+bench-coverage:
+	$(call RUN_TIMED,find src benchmark -name '*.cov' -delete && rm -f lcov.info && $(MAKE) bench BENCH_COVERAGE=1 && julia --project=. devtools/process_coverage.jl src benchmark && find src benchmark -name '*.cov' -delete,bench-coverage)
+
+# Run the Julia-vs-Julia comparison with coverage enabled and produce an lcov report.
+bench-compare-coverage:
+	$(call RUN_TIMED,find src benchmark -name '*.cov' -delete && rm -f lcov.info && $(MAKE) bench-compare BENCH_COVERAGE=1 REV=$(REV) LABEL=$(LABEL) && julia --project=. devtools/process_coverage.jl src benchmark && find src benchmark -name '*.cov' -delete,bench-compare-coverage)
+
+# Run the Julia-vs-QMCPy comparison with coverage enabled and produce an lcov report.
+bench-compare-py-coverage:
+	$(call RUN_TIMED,find src benchmark -name '*.cov' -delete && rm -f lcov.info && $(MAKE) bench-compare-py BENCH_COVERAGE=1 LABEL=$(LABEL) JL_LABEL=$(JL_LABEL) PY_LABEL=$(PY_LABEL) && julia --project=. devtools/process_coverage.jl src benchmark && find src benchmark -name '*.cov' -delete,bench-compare-py-coverage)
+
+# Run the full labeled benchmark workflow with coverage enabled and produce an lcov report.
+bench-all-coverage:
+	$(call RUN_TIMED,find src benchmark -name '*.cov' -delete && rm -f lcov.info && $(MAKE) bench-all BENCH_COVERAGE=1 LABEL=$(LABEL) && julia --project=. devtools/process_coverage.jl src benchmark && find src benchmark -name '*.cov' -delete,bench-all-coverage)
 
 # Compare two saved Julia benchmark-result labels and decide which one is better.
 # Usage: make bench-compare-labels LABEL_A=a LABEL_B=b [OUT_LABEL=report]
 #    or: make bench-compare-labels a b [report]
 bench-compare-labels:
 	julia benchmark/compare_labels.jl $(LABEL_A) $(LABEL_B) $(OUT_LABEL)
+
+# ============================================================================
+# Combination of above targets
+# ============================================================================
+
+# Run the local full-check pipeline: format code, collect unit-test,
+# then collect full benchmark. Pass LABEL=... through to the benchmark step.
+local-ci:
+	$(call RUN_TIMED,$(MAKE) format && $(MAKE) test && $(MAKE) bench-all LABEL=$(LABEL),local-ci)

Project.toml

@@ -7,6 +7,7 @@ authors = ["Sou-Cheng T. Choi", "Fred J. Hickernell", "QMC Contributors"]
 [deps]
 NBInclude = "0db19996-df87-5ea3-a455-e3a50d440464"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
+Downloads = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
 FFTW = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"
 Libdl = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
@@ -18,6 +19,7 @@ Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 [compat]
 Aqua = "0.8"
 Distributions = "0.25"
+Downloads = "1"
 FFTW = "1"
 Libdl = "1.10"
 LinearAlgebra = "1.10"

README.md

@@ -32,7 +32,7 @@ QMC.jl provides four building blocks that snap together:
 | **Discrete Distribution** | `IIDStdUniform`, `Lattice`, `DigitalNetB2`, `Halton`, `Kronecker`, `DigitalNetAnyBases`, `Faure` |
 | **True Measure** | `Uniform`, `Gaussian`, `BrownianMotion`, `Lebesgue`, `GeometricBrownianMotion`, `StudentT`, `Triangular`, `Kumaraswamy`, `JohnsonsSU`, `BernoulliCont`, `AcceptanceRejection`, `DistributionsWrapper`, `MaternGP`, `UniformTriangle`, `ZeroInflatedExpUniform` |
 | **Integrand** | `Keister`, `Genz`, `AsianOption`, `FinancialOption`, `FinancialOptionML`, `BoxIntegral`, `Linear0`, `Sin1D`, `Ishigami`, `Hartmann6D`, `Multimodal2D`, `FourBranch2D`, `SensitivityIndices`, `BayesianLRCoeffs`, `UMBridgeWrapper`, `CustomFun` |
-| **Stopping Criterion** | `CubMCCLT`, `CubMCCLTVec`, `CubMCG`, `CubQMCLatticeG`, `CubQMCNetG`, `CubQMCBayesLatticeG`, `CubQMCBayesNetG`, `CubQMCRepStudentT`, `CubMLMC`, `CubMLMCCont`, `CubMLQMC`, `CubMLQMCCont`, `PFGPCI` |
+| **Stopping Criterion** | `CubMCCLT`, `CubMCCLTVec`, `CubMCG`, `CubQMCLatticeG`, `CubQMCNetG`, `CubQMCNetGRep`, `CubQMCBayesLatticeG`, `CubQMCBayesNetG`, `CubQMCRepStudentT`, `CubMLMC`, `CubMLMCCont`, `CubMLQMC`, `CubMLQMCCont`, `PFGPCI` |
 | **Kernel** | `KernelShiftInvar`, `KernelDigShiftInvar`, `KernelMatern12`, `KernelMatern32`, `KernelMatern52`, `KernelGaussian`, `KernelMultiTask`, `SumKernel`, `ProductKernel` |
 
 Additional utilities include periodization transforms, iteration diagnostics (`IterationLog`), resume/checkpoint support, Walsh-Hadamard and BRO-FFT transforms, and a LatNetBuilder linker.