Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Initial support for auto-preallocation #34

Draft
wants to merge 1 commit into
base: master
Choose a base branch
from
Draft
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Jump to
Jump to file
Failed to load files.
Diff view
Diff view
2 changes: 2 additions & 0 deletions Project.toml
Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,9 @@ version = "0.4.0"
[deps]
AbstractFFTs = "621f4979-c628-5d54-868e-fcf4e3e8185c"
Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
AutoPreallocation = "e7028de2-df94-4053-9fdc-99272086b8d4"
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
Cassette = "7057c7e9-c182-5462-911a-8362d720325c"
Combinatorics = "861a8166-3701-5b0c-9a16-15d98fcdc6aa"
DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab"
Expand Down
2 changes: 2 additions & 0 deletions src/CMBLensing.jl
Original file line number Diff line number Diff line change
@@ -1,12 +1,14 @@
module CMBLensing

using Adapt
using AutoPreallocation
using Base.Broadcast: AbstractArrayStyle, ArrayStyle, Broadcasted, broadcasted,
DefaultArrayStyle, preprocess_args, Style, result_style
using Base.Iterators: flatten, product, repeated, cycle, countfrom
using Base.Threads
using Base: @kwdef, @propagate_inbounds, Bottom, OneTo, showarg, show_datatype,
show_default, show_vector, typed_vcat
using Cassette
using Combinatorics
using DataStructures
using DelimitedFiles
Expand Down
25 changes: 25 additions & 0 deletions src/flat_generic.jl
Original file line number Diff line number Diff line change
Expand Up @@ -134,3 +134,28 @@ are not statistically the same.
"""
fixed_white_noise(rng, F::Type{<:FlatFieldFourier}) =
exp.(im .* angle.(basis(F)(white_noise(rng,F)))) .* fieldinfo(F).Nside



# optimization needed for AutoPreallocation, which otherwise really
# barfs trying to go through these `similar` calls down to the
# underlying `Array` or `CuArray` call
@inline function Cassette.overdub(
ctx :: AutoPreallocation.RecordingCtx,
:: typeof(similar),
bc :: Broadcasted{<:Union{FlatS0Style,FieldTupleStyle}},
args...
)
ret = similar(bc, args...)
AutoPreallocation.record_alloc!(ctx, ret)
return ret
end
@inline function Cassette.overdub(
ctx :: AutoPreallocation.ReplayCtx,
:: typeof(similar),
bc :: Broadcasted{<:Union{FlatS0Style,FieldTupleStyle}},
args...
)
scheduled = AutoPreallocation.next_scheduled_alloc!(ctx)
return scheduled
end
46 changes: 26 additions & 20 deletions src/numerical_algorithms.jl
Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,7 @@ function RK4Solver(F!::Function, y₀, t₀, t₁, nsteps)
h, h½, h⅙ = (t₁-t₀)/nsteps ./ (1,2,6)
y = copy(y₀)
k₁, k₂, k₃, k₄, y′ = @repeated(similar(y₀),5)
for t in range(t₀,t₁,length=nsteps+1)[1:end-1]
@no_prealloc for t in range(t₀,t₁,length=nsteps+1)[1:end-1]
@! k₁ = F(t, y)
@! k₂ = F(t + h½, (@. y′ = y + h½*k₁))
@! k₃ = F(t + h½, (@. y′ = y + h½*k₂))
Expand Down Expand Up @@ -75,21 +75,31 @@ Info from the iterations of the solver can be returned if `hist` is specified.

`histmod` can be used to include every N-th iteration only in `hist`.
"""
function conjugate_gradient(M, A, b, x=0*b; nsteps=length(b), tol=sqrt(eps()), progress=false, callback=nothing, hist=nothing, histmod=1)
function conjugate_gradient(
M, A, b, x=zero(b);
nsteps = length(b),
tol = sqrt(eps(real(eltype(b)))),
progress = false,
callback = nothing,
hist = nothing,
histmod = 1,
prealloc = false
)

gethist() = hist == nothing ? nothing : NamedTuple{hist}(getindex.(Ref(@dict(i,x,p,r,res,t)),hist))
t₀ = time()
i = 1
r = b - A*x
z = M \ r
p = z
bestres = res = res₀ = dot(r,z)
res = res₀ = dot(r,z)
@assert !isnan(res)
bestx = x
t = time() - t₀
_hist = [gethist()]

prog = Progress(100, (progress!=false ? progress : Inf), "Conjugate Gradient: ")
for outer i = 2:nsteps

function cg_iteration()
Ap = A * p
α = res / dot(p,Ap)
x = x + α * p
Expand All @@ -99,20 +109,16 @@ function conjugate_gradient(M, A, b, x=0*b; nsteps=length(b), tol=sqrt(eps()), p
p = z + (res′ / res) * p
res = res′
t = time() - t₀

if all(res<bestres)
bestres,bestx = res,x
end
if callback!=nothing
callback(i,x,res)
end
if hist!=nothing && (i%histmod)==0
push!(_hist, gethist())
end
if all(res<tol)
break
end

end
if prealloc
cg_iteration = preallocate(cg_iteration)[2]
end

for outer i = 2:nsteps
cg_iteration()
(callback!=nothing) && callback(i,x,res)
(hist!=nothing && (i%histmod)==0) && push!(_hist, gethist())
all(res<tol) && break
# update progress bar to whichever we've made the most progress on,
# logarithmically reaching the toleranace limit or doing the maximum
# number of steps
Expand All @@ -123,7 +129,7 @@ function conjugate_gradient(M, A, b, x=0*b; nsteps=length(b), tol=sqrt(eps()), p
end
end
ProgressMeter.finish!(prog)
hist == nothing ? bestx : (bestx, _hist)
hist == nothing ? x : (x, _hist)
end


Expand Down