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Refactor benchmarks to focus on 1000 size matrices and add matrix arithmetic operations
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@ -1,14 +1,15 @@
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// Combined benchmarks for rustframe
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// Combined benchmarks for rustframe
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use chrono::NaiveDate;
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use criterion::{criterion_group, criterion_main, Criterion};
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use criterion::{criterion_group, criterion_main, Criterion};
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use rustframe::{
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use rustframe::{
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frame::{Frame, RowIndex},
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frame::{Frame, RowIndex},
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matrix::{BoolMatrix, Matrix},
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matrix::{BoolMatrix, Matrix},
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utils::{BDateFreq, BDatesList},
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utils::{BDateFreq, BDatesList},
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};
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};
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use chrono::NaiveDate;
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fn bool_matrix_operations_benchmark(c: &mut Criterion) {
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fn bool_matrix_operations_benchmark(c: &mut Criterion) {
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let sizes = [1, 100, 1000];
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// let sizes = [1, 100, 1000];
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let sizes = [1000];
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for &size in &sizes {
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for &size in &sizes {
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let data1: Vec<bool> = (0..size * size).map(|x| x % 2 == 0).collect();
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let data1: Vec<bool> = (0..size * size).map(|x| x % 2 == 0).collect();
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@ -43,7 +44,8 @@ fn bool_matrix_operations_benchmark(c: &mut Criterion) {
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}
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}
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fn matrix_boolean_operations_benchmark(c: &mut Criterion) {
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fn matrix_boolean_operations_benchmark(c: &mut Criterion) {
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let sizes = [1, 100, 1000];
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// let sizes = [1, 100, 1000];
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let sizes = [1000];
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for &size in &sizes {
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for &size in &sizes {
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let data1: Vec<bool> = (0..size * size).map(|x| x % 2 == 0).collect();
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let data1: Vec<bool> = (0..size * size).map(|x| x % 2 == 0).collect();
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@ -78,32 +80,8 @@ fn matrix_boolean_operations_benchmark(c: &mut Criterion) {
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}
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}
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fn matrix_operations_benchmark(c: &mut Criterion) {
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fn matrix_operations_benchmark(c: &mut Criterion) {
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let n_periods = 4;
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// let sizes = [1, 100, 1000];
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let dates: Vec<NaiveDate> =
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let sizes = [1000];
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BDatesList::from_n_periods("2024-01-02".to_string(), BDateFreq::Daily, n_periods)
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.unwrap()
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.list()
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.unwrap();
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let col_names: Vec<String> = vec!["a".to_string(), "b".to_string()];
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let ma = Matrix::from_cols(vec![vec![1.0, 2.0, 3.0, 4.0], vec![5.0, 6.0, 7.0, 8.0]]);
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let mb = Matrix::from_cols(vec![vec![4.0, 3.0, 2.0, 1.0], vec![8.0, 7.0, 6.0, 5.0]]);
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let fa = Frame::new(
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ma.clone(),
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col_names.clone(),
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Some(RowIndex::Date(dates.clone())),
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);
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let fb = Frame::new(mb, col_names, Some(RowIndex::Date(dates)));
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c.bench_function("element-wise multiply", |b| {
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b.iter(|| {
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let _result = &fa * &fb;
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});
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});
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let sizes = [1, 100, 1000];
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for &size in &sizes {
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for &size in &sizes {
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let data: Vec<f64> = (0..size * size).map(|x| x as f64).collect();
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let data: Vec<f64> = (0..size * size).map(|x| x as f64).collect();
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@ -133,7 +111,72 @@ fn matrix_operations_benchmark(c: &mut Criterion) {
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});
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});
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});
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});
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}
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}
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// Benchmarking matrix addition
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for &size in &sizes {
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let data1: Vec<f64> = (0..size * size).map(|x| x as f64).collect();
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let data2: Vec<f64> = (0..size * size).map(|x| (x + 1) as f64).collect();
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let ma = Matrix::from_vec(data1.clone(), size, size);
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let mb = Matrix::from_vec(data2.clone(), size, size);
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c.bench_function(&format!("matrix add ({}x{})", size, size), |b| {
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b.iter(|| {
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let _result = &ma + &mb;
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});
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});
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c.bench_function(&format!("matrix subtract ({}x{})", size, size), |b| {
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b.iter(|| {
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let _result = &ma - &mb;
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});
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});
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c.bench_function(&format!("matrix multiply ({}x{})", size, size), |b| {
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b.iter(|| {
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let _result = &ma * &mb;
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});
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});
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c.bench_function(&format!("matrix divide ({}x{})", size, size), |b| {
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b.iter(|| {
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let _result = &ma / &mb;
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});
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});
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}
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}
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}
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criterion_group!(combined_benches, bool_matrix_operations_benchmark, matrix_boolean_operations_benchmark, matrix_operations_benchmark);
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fn benchmark_frame_operations(c: &mut Criterion) {
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let n_periods = 4;
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let dates: Vec<NaiveDate> =
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BDatesList::from_n_periods("2024-01-02".to_string(), BDateFreq::Daily, n_periods)
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.unwrap()
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.list()
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.unwrap();
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let col_names: Vec<String> = vec!["a".to_string(), "b".to_string()];
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let ma = Matrix::from_cols(vec![vec![1.0, 2.0, 3.0, 4.0], vec![5.0, 6.0, 7.0, 8.0]]);
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let mb = Matrix::from_cols(vec![vec![4.0, 3.0, 2.0, 1.0], vec![8.0, 7.0, 6.0, 5.0]]);
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let fa = Frame::new(
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ma.clone(),
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col_names.clone(),
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Some(RowIndex::Date(dates.clone())),
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);
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let fb = Frame::new(mb, col_names, Some(RowIndex::Date(dates)));
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c.bench_function("frame element-wise multiply", |b| {
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b.iter(|| {
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let _result = &fa * &fb;
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});
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});
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}
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criterion_group!(
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combined_benches,
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bool_matrix_operations_benchmark,
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matrix_boolean_operations_benchmark,
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matrix_operations_benchmark,
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benchmark_frame_operations
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);
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criterion_main!(combined_benches);
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criterion_main!(combined_benches);
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