diff --git a/_quarto.yml b/_quarto.yml index 46bd1fc..5e23958 100644 --- a/_quarto.yml +++ b/_quarto.yml @@ -90,7 +90,7 @@ website: text: "📝 3 - Parallelization" - section: "Friday" contents: - - href: material/5_fri/highlightsOptim/missing.qmd + - href: material/5_fri/optimizing_julia/optimizing_julia.md text: "📝 1 - Highlights + Optimization" navbar: diff --git a/material/5_fri/optimizing_julia/Manifest.toml b/material/5_fri/optimizing_julia/Manifest.toml new file mode 100644 index 0000000..c615fc6 --- /dev/null +++ b/material/5_fri/optimizing_julia/Manifest.toml @@ -0,0 +1,1548 @@ +# This file is machine-generated - editing it directly is not advised + +julia_version = "1.9.3" +manifest_format = "2.0" +project_hash = "7886774482535233ec8ef8379e075bb59f54b616" + +[[deps.ADTypes]] +git-tree-sha1 = "5d2e21d7b0d8c22f67483ef95ebdc39c0e6b6003" +uuid = "47edcb42-4c32-4615-8424-f2b9edc5f35b" +version = "0.2.4" + +[[deps.Adapt]] +deps = ["LinearAlgebra", "Requires"] +git-tree-sha1 = 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"1.4.1+1" diff --git a/material/5_fri/optimizing_julia/Project.toml b/material/5_fri/optimizing_julia/Project.toml new file mode 100644 index 0000000..727b8b0 --- /dev/null +++ b/material/5_fri/optimizing_julia/Project.toml @@ -0,0 +1,8 @@ +[deps] +BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf" +ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210" +HDF5 = "f67ccb44-e63f-5c2f-98bd-6dc0ccc4ba2f" +LaTeXStrings = "b964fa9f-0449-5b57-a5c2-d3ea65f4040f" +Literate = "98b081ad-f1c9-55d3-8b20-4c87d4299306" +Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80" +SimpleNonlinearSolve = "727e6d20-b764-4bd8-a329-72de5adea6c7" diff --git a/material/5_fri/optimizing_julia/optimizing_julia.jl b/material/5_fri/optimizing_julia/optimizing_julia.jl new file mode 100644 index 0000000..2475b70 --- /dev/null +++ b/material/5_fri/optimizing_julia/optimizing_julia.jl @@ -0,0 +1,251 @@ +# # Optimizing Julia code + +# This session provides an introduction to optimizing Julia code. +# The examples are developed with Julia v1.9.3. You can download +# all files from the summer school website: +# +# - [`optimizing_julia.jl`](optimizing_julia.jl) +# - [`Project.toml`](Project.toml) +# - [`Manifest.toml`](Manifest.toml) +# +# This website renders the content of +# [`optimizing_julia.jl`](optimizing_julia.jl). + +# First, we install all required packages +import Pkg +Pkg.activate(@__DIR__) +Pkg.instantiate() + +# The markdown file is created from the source code using +# [Literate.jl](https://github.com/fredrikekre/Literate.jl). +# You can create the markdown file via + +using Literate +Literate.markdown(joinpath(@__DIR__, "optimizing_julia.jl"); + flavor = Literate.CommonMarkFlavor()) + + +# ## Basics +# +# The Julia manual contains basic information about performance. +# In particular, you should be familiar with +# +# - https://docs.julialang.org/en/v1/manual/performance-tips/ +# - https://docs.julialang.org/en/v1/manual/style-guide/ +# +# if you care about performance. + + +# ## Example: A linear advection simulation +# +# This is a classical partial differential equation (PDE) simulation setup. +# If you are not familiar with it, just ignore what's going on - but we need +# an example. This one is similar to several problematic cases I have seen +# in practice. + +# First, we generate initial data and store it in a file. +using HDF5 +x = range(-1.0, 1.0, length = 1000) +dx = step(x) +h5open("initial_data.h5", "w") do io + u0 = sinpi.(x) + write_dataset(io, "x", collect(x)) + write_dataset(io, "u0", u0) +end + +# Next, we write our simulation code as a function - as we have learned from +# the performance tips! +function simulate() + x, u0 = h5open("initial_data.h5", "r") do io + read_dataset(io, "x"), read_dataset(io, "u0") + end + + t = 0 + u = u0 + while t < t_end + u = u + dt * rhs(u) + t = t + dt + end + + return t, x, u, u0 +end + +function rhs(u) + du = similar(u) + for i in eachindex(u) + im1 = i == firstindex(u) ? lastindex(u) : (i - 1) + du[i] = -(u[i] - u[im1]) / dx + end + return du +end + +# Now, we can define our parameters, run a simulation, +# and plot the results. +using Plots, LaTeXStrings + +t_end = 2.5 +dt = 0.9 * dx +t, x, u, u0 = simulate() +plot(x, u0; label = L"u_0", xguide = L"x") +plot!(x, u; label = L"u") + +# Maybe you can already spot problems in the code above. +# Anyway, before you begin optimizing some code, you should +# test it and make sure it's correct. Let's assume this is the +# case here. You should write tests making sure that the code +# continues to work as expected while we optimize it. We will +# not do this here right now. + + +# ## Profiling +# +# First, we need to measure the performance of our code to +# see whether it's already reasonable. For this, you can use +# `@time` - or better BenchmarkTools.jl. + +using BenchmarkTools +@benchmark simulate() + +# This shows quite a lot of allocations - typically a bad sign +# if you are working with numerical simulations. + +# There are also profiling tools available in Julia. +# Some of them are already loaded in the Visual Studio Code +# extension for Julia. If you prefer working in the REPL, +# you can install ProfileView.jl (`@profview simulate()`) and +# PProf.jl (`pprof()` after creating a profile via `@profview`). + +@profview simulate() + +# Task: Optimize the code! + + +# ## Introduction to generic Julia code and AD +# +# One of the strengths of Julia is that you can use quite a few +# modern tools like AD. However, you need to learn Julia a bit +# to use everything efficiently. +# Here, we concentrate on ForwardDiff.jl. + +using ForwardDiff +using Statistics + +function foo0(x) + vector = zeros(typeof(x), 100) + foo0!(vector, x) +end + +function foo0!(vector, scalar) + for i in eachindex(vector) + vector[i] = atan(i * scalar) / π + end + + for _ in 1:1000 + for i in eachindex(vector) + vector[i] = cos(vector[i]) + end + end + + return mean(vector) +end + +let x = 2 * π + @show foo0(x) + @show ForwardDiff.derivative(foo0, x) + @benchmark foo0($x) +end + + +# The code above is basically a fixed point iteration. +# By doing some analysis, one could figure out that it +# should converge to the solution `x` of `x == cos(x)`, +# the "Dottie number". See https://en.wikipedia.org/wiki/Dottie_number + +using SimpleNonlinearSolve + +function dottie_number() + f(u, p) = cos(u) - u + bounds = (0.0, 2.0) + prob = IntervalNonlinearProblem(f, bounds) + sol = solve(prob, ITP()) + return sol.u +end + +dottie_number() + + +# Next, we introduce a custom struct. Can you spot the problems? + +struct MyData1 + scalar + vector +end + +function foo1(x) + data = MyData1(x, zeros(typeof(x), 100)) + foo1!(data) +end + +function foo1!(data) + (; scalar, vector) = data + + for i in eachindex(vector) + vector[i] = atan(i * scalar) / π + end + + for _ in 1:1000 + for i in eachindex(vector) + vector[i] = cos(vector[i]) + end + end + + return mean(vector) +end + +let x = 2 * π + @show foo1(x) + @show ForwardDiff.derivative(foo1, x) + @benchmark foo1($x) +end + + +# We can fix type instabilities by introducing types explicitly. +# But we lose the possibility to use AD this way! + +struct MyData2 + scalar::Float64 + vector::Vector{Float64} +end + +function foo2(x) + data = MyData2(x, zeros(typeof(x), 100)) + foo1!(data) +end + +let x = 2 * π + @show foo2(x) + @benchmark foo2($x) +end + +let x = 2 * π + ForwardDiff.derivative(foo2, x) +end + +# Thus, we need parametric types! + +struct MyData3{T} + scalar::T + vector::Vector{T} +end + +function foo3(x) + data = MyData3(x, zeros(typeof(x), 100)) + foo1!(data) +end + +let x = 2 * π + @show foo3(x) + @show ForwardDiff.derivative(foo3, x) + @benchmark foo3($x) +end + diff --git a/material/5_fri/optimizing_julia/optimizing_julia.md b/material/5_fri/optimizing_julia/optimizing_julia.md new file mode 100644 index 0000000..7b1296c --- /dev/null +++ b/material/5_fri/optimizing_julia/optimizing_julia.md @@ -0,0 +1,276 @@ +# Optimizing Julia code + +This session provides an introduction to optimizing Julia code. +The examples are developed with Julia v1.9.3. You can download +all files from the summer school website: + +- [`optimizing_julia.jl`](optimizing_julia.jl) +- [`Project.toml`](Project.toml) +- [`Manifest.toml`](Manifest.toml) + +This website renders the content of +[`optimizing_julia.jl`](optimizing_julia.jl). + +First, we install all required packages + +````julia +import Pkg +Pkg.activate(@__DIR__) +Pkg.instantiate() +```` + +The markdown file is created from the source code using +[Literate.jl](https://github.com/fredrikekre/Literate.jl). +You can create the markdown file via + +````julia +using Literate +Literate.markdown(joinpath(@__DIR__, "optimizing_julia.jl"); + flavor = Literate.CommonMarkFlavor()) +```` + +## Basics + +The Julia manual contains basic information about performance. +In particular, you should be familiar with + +- https://docs.julialang.org/en/v1/manual/performance-tips/ +- https://docs.julialang.org/en/v1/manual/style-guide/ + +if you care about performance. + +## Example: A linear advection simulation + +This is a classical partial differential equation (PDE) simulation setup. +If you are not familiar with it, just ignore what's going on - but we need +an example. This one is similar to several problematic cases I have seen +in practice. + +First, we generate initial data and store it in a file. + +````julia +using HDF5 +x = range(-1.0, 1.0, length = 1000) +dx = step(x) +h5open("initial_data.h5", "w") do io + u0 = sinpi.(x) + write_dataset(io, "x", collect(x)) + write_dataset(io, "u0", u0) +end +```` + +Next, we write our simulation code as a function - as we have learned from +the performance tips! + +````julia +function simulate() + x, u0 = h5open("initial_data.h5", "r") do io + read_dataset(io, "x"), read_dataset(io, "u0") + end + + t = 0 + u = u0 + while t < t_end + u = u + dt * rhs(u) + t = t + dt + end + + return t, x, u, u0 +end + +function rhs(u) + du = similar(u) + for i in eachindex(u) + im1 = i == firstindex(u) ? lastindex(u) : (i - 1) + du[i] = -(u[i] - u[im1]) / dx + end + return du +end +```` + +Now, we can define our parameters, run a simulation, +and plot the results. + +````julia +using Plots, LaTeXStrings + +t_end = 2.5 +dt = 0.9 * dx +t, x, u, u0 = simulate() +plot(x, u0; label = L"u_0", xguide = L"x") +plot!(x, u; label = L"u") +```` + +Maybe you can already spot problems in the code above. +Anyway, before you begin optimizing some code, you should +test it and make sure it's correct. Let's assume this is the +case here. You should write tests making sure that the code +continues to work as expected while we optimize it. We will +not do this here right now. + +## Profiling + +First, we need to measure the performance of our code to +see whether it's already reasonable. For this, you can use +`@time` - or better BenchmarkTools.jl. + +````julia +using BenchmarkTools +@benchmark simulate() +```` + +This shows quite a lot of allocations - typically a bad sign +if you are working with numerical simulations. + +There are also profiling tools available in Julia. +Some of them are already loaded in the Visual Studio Code +extension for Julia. If you prefer working in the REPL, +you can install ProfileView.jl (`@profview simulate()`) and +PProf.jl (`pprof()` after creating a profile via `@profview`). + +````julia +@profview simulate() +```` + +Task: Optimize the code! + +## Introduction to generic Julia code and AD + +One of the strengths of Julia is that you can use quite a few +modern tools like AD. However, you need to learn Julia a bit +to use everything efficiently. +Here, we concentrate on ForwardDiff.jl. + +````julia +using ForwardDiff +using Statistics + +function foo0(x) + vector = zeros(typeof(x), 100) + foo0!(vector, x) +end + +function foo0!(vector, scalar) + for i in eachindex(vector) + vector[i] = atan(i * scalar) / π + end + + for _ in 1:1000 + for i in eachindex(vector) + vector[i] = cos(vector[i]) + end + end + + return mean(vector) +end + +let x = 2 * π + @show foo0(x) + @show ForwardDiff.derivative(foo0, x) + @benchmark foo0($x) +end +```` + +The code above is basically a fixed point iteration. +By doing some analysis, one could figure out that it +should converge to the solution `x` of `x == cos(x)`, +the "Dottie number". See https://en.wikipedia.org/wiki/Dottie_number + +````julia +using SimpleNonlinearSolve + +function dottie_number() + f(u, p) = cos(u) - u + bounds = (0.0, 2.0) + prob = IntervalNonlinearProblem(f, bounds) + sol = solve(prob, ITP()) + return sol.u +end + +dottie_number() +```` + +Next, we introduce a custom struct. Can you spot the problems? + +````julia +struct MyData1 + scalar + vector +end + +function foo1(x) + data = MyData1(x, zeros(typeof(x), 100)) + foo1!(data) +end + +function foo1!(data) + (; scalar, vector) = data + + for i in eachindex(vector) + vector[i] = atan(i * scalar) / π + end + + for _ in 1:1000 + for i in eachindex(vector) + vector[i] = cos(vector[i]) + end + end + + return mean(vector) +end + +let x = 2 * π + @show foo1(x) + @show ForwardDiff.derivative(foo1, x) + @benchmark foo1($x) +end +```` + +We can fix type instabilities by introducing types explicitly. +But we lose the possibility to use AD this way! + +````julia +struct MyData2 + scalar::Float64 + vector::Vector{Float64} +end + +function foo2(x) + data = MyData2(x, zeros(typeof(x), 100)) + foo1!(data) +end + +let x = 2 * π + @show foo2(x) + @benchmark foo2($x) +end + +let x = 2 * π + ForwardDiff.derivative(foo2, x) +end +```` + +Thus, we need parametric types! + +````julia +struct MyData3{T} + scalar::T + vector::Vector{T} +end + +function foo3(x) + data = MyData3(x, zeros(typeof(x), 100)) + foo1!(data) +end + +let x = 2 * π + @show foo3(x) + @show ForwardDiff.derivative(foo3, x) + @benchmark foo3($x) +end +```` + +--- + +*This page was generated using [Literate.jl](https://github.com/fredrikekre/Literate.jl).* +