C++ Backend:
- Changed optional args from double pointer to void pointers to allow for arbitrary objects to be passed in.
- Added description of this feature to "Documentation/Advanced CySolver.md" documentation and "Demos/Advanced CySolver Examples.ipynb" jupyter notebook.
- Allow users to specify a "Pre-Eval" function that can be passed to the differential equation. This function should take in time, y, and args and update an output pointer which can then be used by the diffeq to solve for dydt.
cysolve_ivp
:
- Change call signature to accept new
pre_eval_func
function. - Added more differential equations to tests.
- Added tests to check new void arg feature.
- Added tests to check new pre-eval function feature.
MacOS:
- Going back to GCC for C and C++ compile instead of clang (ran into inconsistent test failures with clang).
C++ Backend:
- This version of CyRK introduces a major rework of the backend integrator which is now written in pure C++.
- CySolver is now a Cython wrapper to this C++ integrator which can be accessed via Python.
- Access this function by using
from CyRK cimport cysolve_ivp
(this must be done within Cython). - The plan is to replace CyRK's older
CySolver
with this function.
- Access this function by using
- There is now a new PySolver version of this wrapper that allows a user to pass a python function to the C++ backend.
- Access this function by using
from CyRK import pysolve_ivp
. - This is designed as a drop-in-place replacement for SciPy's
solve_ivp
. - The plan is to replace CyRK's older
cyrk_ode
with this function.
- Access this function by using
Implemented Dense Output and Improved t_eval
for new C++ backend:
- Both
pysolve_ivp
andcysolve_ivp
now utilize a much more accurate interpolator whent_eval
is provided. - Users can now also request the interpolators be saved with the data, enabling Dense Output functional calls.
- This closes #45.
- Note that these improvement was not made for
nbsolve_ivp
,cyrk_ode
, orCySolver
methods. See below to learn about these methods' deprecation.
- Note that these improvement was not made for
- Added tests, documentation, and demos describing these features.
Deprecating Older CyRK Methods:
- The new C++ backend is more flexible, faster, and allows for easy additions of new features. It is common across the cython-only, python, and njit-safe numba solvers. Therefore making a change to it propagates to all three solvers - allowing for easier maintenance and new features. For these reasons, the older
cyrk_ode
,CySolver
, andnbrk_ode
are now marked as deprecated. No new features will be implemented for those functions and they will be removed in the next major release of CyRK. - Deprecated
cyrk_ode
- Deprecated
CySolver
- Warnings will be issued if these functions are used in this release. To suppress these warnings set
raise_warnings
to False in the respective function calls.
CySolver:
- Changed error message to use a stack-allocated char-array and associated pointer.
- Added new argument to constructor
raise_warnings
(default: True) to allow users to suppress warnings.
cyrk_ode:
- Added new argument to constructor
raise_warnings
(default: True) to allow users to suppress warnings.
WrapCySolverResult:
cysolve_ivp
andpysolve_ivp
now return a class structure that stores the result of the integration along with some meta data. The accessible attributes are:cysolve_ivp
sCySolverResult
:- success (bool): Flag if the integration was successful.
- message (str): Message to give a hint on what happened during integration.
- error_code (int): Additional error/status code that hints on what happened during integration.
- size (int): Length of time domain.
- y (float[:, :]): 2D Float Array of y solutions (and any extra output).
- t (float[:]): 1D Float Array of time domain at which y is defined.
numba based nbsolve_ivp
:
- The older
nbrk_ode
has been refactored tonbsolve_ivp
to match the signature of the new cython-based functions (and scipy's solve_ivp). - The output of
nbsolve_ivp
is now a named tuple that functions similar to theWrapCySolverResult
Memory Management:
- Changed exit code when memory can not be allocated.
- Changed some heap allocated arrays in
CySolver
to be stack allocated- This change limits the total number of y-dependent variables and extra output that is tracked to 50. This size is easy to change. If your use case requires a larger size then open an issue and an alternative can be discussed.
- Converted the underlying storage arrays for
CySolver
to LinkedLists arrays.
Bug Fixes:
- Fixed issue where the Cython-based solvers might use the incorrect memory freeing function.
Other Changes:
- Moved from GCC to Clang on MacOS builds. There was a new problem that appeared with GCC's linker and could not find a working solution. The original move away from clang was done to support openMP multiprocessing. CyRK does not currently use that so the switch back should be okay.
Known Issues:
- There is an occasional bug with backwards integration on pysolve_ivp and cysolve_ivp. See Github Issue #56.
Major Changes:
- Shifted from using the Python-based
PyMem_Alloc
,PyMem_Free
to c-basedmalloc
,free
. - CySolver
_solve
method is now gil-free.- This has led to a 35%--230% speed boost at low values of steps (faster start up).
Other Changes:
- CI will now build x64-86 and arm64 wheels for MacOS (change suggested by @dihm in #49).
- Did have to use this
nomkl
workaround which may cause problems. TBD.
- Did have to use this
New Features:
- Added
utils.free_mem
function to free memory so that future changes to the memory allocation system will call the proper free function that works with theutils.allocs
.
Changes:
- Changed all instances of
PyMem_Free
to newfree_mem
from the utils.
Updated manifest and rebuilt wheels.
Major Changes:
- Added support for Python 3.12.
- Converted
CySolver
'srk_step
method into a pure-c implementation to allow for further optimizations. - Changed all files to compile with c rather than c++.
- Had to change cpp_bools to bints to make this change.
Bug Fixes:
- Fixed issue where CyRK was not installing on MacOS due to issue with LLVM and OpenMP.
- Have opted to go to gcc for macOS install due to issues with OpenMP and clang.
- Fixed incorrect type for rk method in CySolver (should eliminate some compile warnings).
- Fixed issue in benchmark where incorrect results were being displayed for CySolver.
Other Changes:
- Improved t-eval setter and resetter in
CySolver
Bug Fixes:
- Fixed bug where incorrect memory was being accessed whenever
CySolver
integration failed (leading to seg fault).
Performance:
- Removed some try/finally blocks, they were largely not needed in
CySolver
as allocated memory is released on the class destruction. - Cleaned up unused variables in cython-based solvers.
Other Changes:
- Added "force_fail" parameter to
CySolver
to force the integrator to fail to test if memory is released properly. CySolver
class pointers now initialize to NULL at the start of init.CySolver
now owns all data that is heap-allocated (via class attributes). This allows better management of data in the event of crashes or integration failures.
Bug Fixes:
- Max number of steps was being performed before extra_output was parsed in
CySolver
which could lead to incorrect max num steps. - Fixed incorrect type for
CySolver.user_provided_max_num_steps
.
New Features:
- Added tests to check if memory access violations can occur when
CySolver
is resolved many times. - Added new cdef methods to
CySolver
for more efficient changes of parameters:CySolver.change_y0_pointer
- Changes the y0 pointer without having to pass memoryviews.CySolver.change_t_eval_pointer
- Changes the t_eval pointer without having to pass memoryviews.- Added way for user to limit RAM usage for cython-bases solvers. This also changed how max number of steps was calculated.
Performance:
- Changing RK variables back to stack-allocated c-arrays rather than malloc arrays.
- Improved how
CySolver
andcyrk_ode
expected size is calculated and how much it grows with each concat. - Files now compile across multiple threads during installation.
Other Changes:
- Moved some common constants for both
CySolver
andcyrk_ode
out of their files and intocy.common
. - Added more meaningful memory error messages to cython files.
- Memory allocations (or reallocations) are now performed by helper functions in CyRK.utils.
- Better future-proofed package structure (mainifests, gitignores, etc.).
- Converted most Py_ssize_t to size_t.
- Cleaned up a lot of unused variables and imports.
Bug Fixes:
- Fixed potential memory leaks in cython-based solvers when exceptions are raised.
- The new safe guards (likely the try/finally blocks) did cause a somewhat sizable hit to performance.
New Features:
- Added a helper flag to control if
CySolver.reset_state
is called at the end of initialization.
New Features:
- Added more interp functions that take pointers as arguments.
Changes:
- Converted interp functions to use each other where possible, rather than having separate definitions.
- Cleaned up .pxd file formatting.
Performance:
- Moved some backend functionality for CyRK.interp to pure c file for performance gains.
Bug Fixes:
- Fixed issue with "cy/common.pyx" not having the correct cython flags during compilation.
New Features:
- Added new interp functions that work with c pointers. These can only be cimported.
- Added new "CyRK.cy.common.pyx" file for functions that are used by both
cyrk_ode
andCySolver
.- Moved interpolation functionality into
CyRK.cy.common
. Restructuredcyrk_ode
andCySolver
to use this new function for interpolations.
- Moved interpolation functionality into
Changes:
- Refactored many
CySolver
internal attributes to reflect to change from memoryviews to pointers. The most important ones for the user are:CySolver.y_new_view
->CySolver.y_ptr
CySolver.dy_new_view
->CySolver.dy_ptr
CySolver.t_new
->CySolver.t_now
CySolver.arg_array_view
->CySolver.args_ptr
- Changed RK constants back to c arrays initialized with PyMem_Malloc. The memory for these arrays are setup in the cython-based solvers. Afterwards, there are helper functions in
CyRK.rk
to populate the arrays with correct values. - Moved to a more generalized scheme for compiling cython files. See "cython_extensions.json", "_build_cyrk.py", and "setup.py" for details.
Performance:
- Transitioned many arrays from numpy to c arrays allocated with PyMem_Malloc, etc. These changes led to a significant performance boost for cython-based solvers.
- Copied some performance lessons that were learned from the cython-based solvers to the numba-based nbrk_ode.
Changes
- Changed cyrk_ode to match the format used by CySolver for its rk_step.
Performance
- Minor calculation taken out of tight inner loops in cython-based solvers.
Bug Fixes
- Added back noexcepts to dabs functions used by cyrk_ode that were mistakenly removed in final dev commit of v0.7.0.
- Fixed issue where cython-based solvers could overshoot t_span[1].
- Fixed issue where interp functions would give wrong result when requested x was between x_array[0] and x_array[1].
- Fixed issue where interp functions would give wrong results if requested x was negative and x_array was positive (or vice versa).
- The use of carrays for RK constants led to floating point rounding differences that could impact results when step sizes are small.
- Converted RK constants to numpy arrays which seem to handle the floats much better.
- Also changed the interaction with these variables to be done solely through constant memoryviews. This may provide a bit of a performance boost.
Major Changes
- Added support for Cython 3.0.0
- Added
noexcept
to pure cython functions to avoid a potential python error check.
- Added
New Features
- Added the ability to pass arrayed versions of rtol and atol to both the numba and cython-based solvers (cyrk_ode and CySolver).
- For both solvers, you can pass the optional argument "rtols" and/or "atols". These must be C-contiguous numpy arrays with float64 dtypes. They must have the same size as y0.
- Added tests to check functionality for all solvers.
- This resolves Issue #1.
- Added new optional argument to all solvers
max_num_steps
which allows the user to control how many steps the solver is allowed to take.- If exceeded the integration with fail (softly).
- Defaults to 95% of
sys.maxsize
(depends on system architecture).
- New
CySolver.update_constants
method allows for significant speed boosts for certain differential equations.- See test diffeqs, which have been updated to use this feature, for examples.
Other Changes
- Improved documentation for most functions and classes.
- To make more logical sense with the wording,
CySolver.size_growths
now gives one less than the solver's growths attribute. - Cleaned up status codes and created new status code description document under "Documentation/Status and Error Codes.md"
- Fixed compile warning related to NPY_NO_DEPRECATED_API.
- Converted RK variable lengths to Py_ssize_t types.
- Changed default tolerances to match scipy: rtol=1.0e-3, atol=1.0e-6.
Performance
- Various minor performance gains for cython-based solvers.
- Moved key loops in
CySolver
into self-contained method so that gil can be released. - New
CySolver.update_constants
method allows for significant speed boosts for certain differential equations.
Bug Fixes:
- Fixed potential seg fault when accessing
CySolver
's arg_array_view. - Fixed potential issue where
CySolver
's first step size may not be reset when variables that affect it are. - Fixed missed declaration in
cyrk_ode
. - Fixed bug where the state reset flag was not being passed from
CySolver.solve
wrapper method.
New Features
- Added
auto_solve
key word toCySolver
class. This flag defaults to True. If True, then the solver will automatically callself.solve()
after initialization. - Added new parameter change functions to
CySolver
so that certain parameters can be changed after the class is initialized for a performance boost.- Look for the "self.change_" methods in cysolver.pyx/pxd. There is a main change method,
CySolver.change_parameters
which allows you to change multiple parameters at once.
- Look for the "self.change_" methods in cysolver.pyx/pxd. There is a main change method,
Bug Fixes:
- Fixed issue where
CySolver
could give incorrect results if thesolve()
method was called multiple times on the same instance. - Removed extraneous code from
CySolver.__init__
. - Changed several cython integer variables to all use Py_ssize_t types. Corrected type conversions.
New Features
- Added top level parameters (like
MAX_STEP
) used inCySolver
tocysolver.pxd
so they can be cimported. - Added new argument to
array.interp
andarray.interp_complex
:provided_j
the user can provide aj
index, allowing the functions to skip the binary search. - Added new function
interpj
to array module that outputs the interpolation result as well as thej
index that was found.
Bug Fixes
- Fixed issue with array tests not actually checking values.
Other Changes
- Reordered tests since numba tests take the longest.
- Added
initializedcheck=False
to the array module compile arguments.
New Features
CyRK
now works with python 3.11.- Created the
CySolver
class which is more efficient than thecyrk_ode
function.- Solves issue 28
- New functions in
CyRK.cy.cysolvertest
to help test and check performance ofCySolver
.
Performance
- Removed python lists from
cyrk_ode
leading to an increase in performance of 15--20%.- Solves issue 27
Bug Fixes:
- Fixed compile error with
cyrk_ode
"complex types are unordered".- This was not a problem before so likely something has changed in newer cython versions.
- Fixed missing declarations for variables in
cyrk_ode
. - Fixed potential problems during installation where paths may be incorrect depending on OS.
Performance
- Removed dynamic optional arguments from
cyrk_ode
. Now it checks if those arguments are set to None.
Other Changes
- Changed
cyrk_ode
arguments to const to avoid memoryview buffer problems. (Change made by David Meyer)
- Fixed issues with MacOS wheel build during CI.
New Features
cyrk_ode
now supports both float and complex-typed y and dydt functions.- Resolves issue 3). (Feature added by David Meyer)
Performance
- Converted various ints to
short
s,char
s, orPy_ssize_t
.Py_ssize_t
is recommended by Cython for loop integers to better support 64-bit architecture. - Added custom interpolation functions which, depending on the size of the array, can be up to 10x faster than numpys.
- Removed unnecessarily variables from
cyrk_ode
. - Had to turn off
fastmath
fornbrk_ode
. See issue 24. This negatively impacted the numba integrator's performance by around 5%.
Other Changes
- Refactored, cleaned up, and added comments and docstrings to
cyrk_ode
. - Changed both
nbrk_ode
andcyrk_ode
tests to use pytest parameterization. - Changed the accuracy test for both
nbrk_ode
andcyrk_ode
to check against a known function. - Added openmp dependence during compile time to allow for the use of
prange
. - Moved
cyrk_ode
's Runge-Kutta constants to a separate moduleCyRK.rk
.
Bug Fixes:
- Fixed issue (for
nbrk_ode
andcyrk_ode
) where incorrect step size could be used due to bad minimum step check (see issue 20).
New Features
- Added the ability to save intermediate (non-dependent y) results during integration for
nbrk
andcyrk
ode solver.- See
Documentation/Extra Output.md
for more information.
- See
Performance
- Minor performance improvements to
cyrk_ode
(switch to c++ compiler and some related functionality) - The new feature that saves intermediate results during integration had a minor impact on performance (even when not using the feature). However, it is within most tests margin of error.
Bug Fixes:
nbrk_ode
fixes- Improved the storage of results during integration, greatly reducing memory usage. This provides a massive increase in performance when dealing with large time spans that previously required the processor to search outside its cache during integration.
- This fixes issue 5.
- Improved the storage of results during integration, greatly reducing memory usage. This provides a massive increase in performance when dealing with large time spans that previously required the processor to search outside its cache during integration.
Performance Improvements
- Various improvements to
nbrk_ode
make it about 200% faster on small time-spans and over 30x+ faster on large timespans. - Improvements to
cyrk_ode
provided a modest (~5%) performance increase.
Other Changes
- Helper functions now have an additional optional kwarg
cache_njit
which is set toFalse
but can be toggled to enable njit caching. - Fixed issue in function timing calculation used in the benchmark plot.
Bug Fixes
- Fixed issue in precompiled wheel distribution (issue 9). (Fix made by Caroline Russell)
Other Changes
- Updated CI workflows to utilize
cibuildwheel
for building binary wheels.
Bug Fixes
cyrk_ode
fixes- Bug in doubling up on the time step in the final inter-step diffeq calculation.
Other Changes
- Added a performance tracking package to measure CyRK's performance over time and versions.
New Features
- Added helper functions
from CyRK import nb2cy, cy2nb
which convert differential equation argument signatures between the formats required for cyrk and nbrk ode solvers.
Other Changes
- Added back some commented out tests that were left over from the bug fixed in v0.2.0.
- Added tests to check that performs both cyrk and nbrk integrations on larger time domains.
- Removed the specific test that looked at the underlying issue fixed in v0.2.0 (this is still checked by other tests).
Bug Fixes
- Fixed issues with the metadata provided by pyproject.toml.
cyrk_ode
fixes- Fixed bug that was causing the ubuntu slowdown and likely other errors
- Added a
cabs
absolute value function to ensure that complex numbers are being properly handled whenabs()
is called.
nbrk_ode
fixes- Fixed warning during numba integration about contiguous arrays.
- Fixed issue where variable was referenced before assignment when using nbrk's DOP853
Performance Improvements
cyrk_ode
improvements- Integrator now selects an output message based on the status code rather than building a string during the integration loop.
- Switched the loop order for the final list to ndarray conversion. Before the time domain was being redundantly built y_size times.
Other Changes
- pyproject.toml provides more constrained package list rather than an open search.
- Added back ubuntu tests and publishes to GitHub workflows.
- Fixed a broken example in the readme documentation.
- Added better quick tests for both the numba and cython versions.
- Added
SciPy
dependency that was missing (required for numba integrator). - Increased the lower limit on
numpy
package version (to fix issue 7) and removed the upper limit version. - Removed python 3.7 as a supported version.
- Updated graphic in readme.
- Converted over to using
pyproject.toml
instead ofsetup.py
- removed
version.py
from project folder.
- removed
- Made the calling argument for the numba solver more consistent with the cython one by letting first_step==0 be equivalent to == None
- Corrected issues with installation
- Improved GitHub workflows