Merge pull request #9 from SteveBronder/feature/benchmarks

Benchmarks against solve_ivp

Author: SteveBronder

.gitignore

@@ -2,5 +2,7 @@ build/*
 examples/build/*
 riccati/__pycache__/*
 .vscode/*
-env/*
+.venv/*
 tests/python/__pycache__/test*
+nohup.out
+src/pyriccaticpp/__pycache__/*.pyc

CMakeLists.txt

@@ -5,12 +5,12 @@ project(
     LANGUAGES C CXX)
 
 include(FetchContent)
-set(CMAKE_CXX_STANDARD 20)
+set(CMAKE_CXX_STANDARD 17)
 set(CMAKE_CXX_STANDARD_REQUIRED NO)
 cmake_policy(SET CMP0135 NEW)
 cmake_policy(SET CMP0077 NEW)
 set(CMAKE_CXX_EXTENSIONS NO)
-if (CMAKE_BUILD_TYPE MATCHES Debug)
+if (CMAKE_BUILD_TYPE MATCHES DEBUG)
   set(CMAKE_VERBOSE_MAKEFILE YES)
 endif()
 option(RICCATI_BUILD_TESTING "Build the test targets for the library" OFF)
@@ -69,7 +69,7 @@ endif()
 
 if (NOT CMAKE_CXX_COMPILER_ID STREQUAL "MSVC")
   set(CMAKE_CXX_FLAGS_RELEASE
-      "-O3 -march=native -mtune=native -DRICCATI_DEBUG=false"
+      "-O3 -march=native -mtune=native"
       CACHE STRING "Flags used by the C++ compiler during Release builds."
       FORCE)
 endif()

README.md

@@ -44,8 +44,8 @@ $$
 
 ![bench1](./imgs/bremer_together1.png)
 
-The blue area in the graph of errors is the best possible lower bound for error calculated by Bremer. 
-Because the results of each algorithm are compared relative to Bremer's values, the algorithms may report 
+The blue area in the graph of errors is the best possible lower bound for error calculated by Bremer.
+Because the results of each algorithm are compared relative to Bremer's values, the algorithms may report
 smaller values than the actual possible error, but should be considered bounded by the blue area.
 
 ## Documentation
@@ -93,6 +93,19 @@ cd build/tests
 make -j4 riccati_test && ctest
 ```
 
+For the python tests and benchmarks it is recommended to setup a virtual environment
+
+```bash
+# From the top level of this directory
+python -m venv ./.venv
+source ./.venv/bin/activate
+pip install -r requirements.txt
+# Install pyriccaticpp
+pip install .
+# Now run benchmarks
+python3 ./benchmarks/solve_ivp_bench.py
+```
+
 ## Example
 
 As an example we will solve Bremer's Eq. 237 where the omega and gamma functions are given by the following.
@@ -103,8 +116,8 @@ l = 10
 \gamma(x) = 0
 $$
 
-In the code we use the `riccati::vectorize` function to convert the scalar functions to vector functions. 
-We then use the `riccati::make_solver` function to create the solver object. 
+In the code we use the `riccati::vectorize` function to convert the scalar functions to vector functions.
+We then use the `riccati::make_solver` function to create the solver object.
 Finally we use the `riccati::evolve` function to solve the ODE.
 
 ```cpp
@@ -130,4 +143,4 @@ FetchContent_MakeAvailable(riccaticpp)
 target_link_libraries(target_name riccati)
 ```
 
-See the example [here]()
+See the example [here]()

benchmarks/CMakeLists.txt

@@ -10,7 +10,7 @@ target_link_libraries(brenner237 riccati Eigen3::Eigen)
 message(STATUS ${CMAKE_CURRENT_SOURCE_DIR})
 configure_file(${CMAKE_CURRENT_SOURCE_DIR}/fig1.py
   ${CMAKE_CURRENT_BINARY_DIR}/fig1.py COPYONLY)
-configure_file(${CMAKE_CURRENT_SOURCE_DIR}/data/eq237.txt
+configure_file(${CMAKE_CURRENT_SOURCE_DIR}/data/eq237.csv
   ${CMAKE_CURRENT_BINARY_DIR}/data/eq237.txt COPYONLY)
 
 ExternalProject_Add(

benchmarks/data/eq237.csv

@@ -0,0 +1,8 @@
+lamb,y1,relative_error
+1e1,0.2913132934408612e0,7e-14
+1e2,0.5294889561602804e0,5e-13
+1e3,-0.6028749132401260e0,3e-12
+1e4,-0.4813631690625038e0,5e-11
+1e5,0.6558931145821987e0,3e-10
+1e6,-0.4829009413372087e0,5e-9
+1e7,-0.6634949630196019e0,4e-8

benchmarks/data/eq237.txt

@@ -542,7 +542,7 @@ def f(t, y):
 outdir = os.getcwd() + "/data/"
 epss, epshs, ns = [1e-12, 1e-6], [1e-13, 1e-9], [35, 20]
 
-#Let the benchmark run 
+# Let the benchmark run
 for x in range(30):
     for algo in Algo:
         for m in np.logspace(1, 7, num=7):