Merge pull request #1015 from codeflash-ai/gpu-sync-instrumentation

Non-CPU device synchronization for accurate profiling

Author: aseembits93

code_to_optimize/discrete_riccati.py

@@ -0,0 +1,100 @@
+"""
+Utility functions used in CompEcon
+
+Based routines found in the CompEcon toolbox by Miranda and Fackler.
+
+References
+----------
+Miranda, Mario J, and Paul L Fackler. Applied Computational Economics
+and Finance, MIT Press, 2002.
+
+"""
+from functools import reduce
+import numpy as np
+import torch
+
+def _gridmake2(x1, x2):
+    """
+    Expands two vectors (or matrices) into a matrix where rows span the
+    cartesian product of combinations of the input arrays. Each column of the
+    input arrays will correspond to one column of the output matrix.
+
+    Parameters
+    ----------
+    x1 : np.ndarray
+         First vector to be expanded.
+
+    x2 : np.ndarray
+         Second vector to be expanded.
+
+    Returns
+    -------
+    out : np.ndarray
+          The cartesian product of combinations of the input arrays.
+
+    Notes
+    -----
+    Based of original function ``gridmake2`` in CompEcon toolbox by
+    Miranda and Fackler.
+
+    References
+    ----------
+    Miranda, Mario J, and Paul L Fackler. Applied Computational Economics
+    and Finance, MIT Press, 2002.
+
+    """
+    if x1.ndim == 1 and x2.ndim == 1:
+        return np.column_stack([np.tile(x1, x2.shape[0]),
+                               np.repeat(x2, x1.shape[0])])
+    elif x1.ndim > 1 and x2.ndim == 1:
+        first = np.tile(x1, (x2.shape[0], 1))
+        second = np.repeat(x2, x1.shape[0])
+        return np.column_stack([first, second])
+    else:
+        raise NotImplementedError("Come back here")
+
+
+def _gridmake2_torch(x1: torch.Tensor, x2: torch.Tensor) -> torch.Tensor:
+    """
+    PyTorch version of _gridmake2.
+
+    Expands two tensors into a matrix where rows span the cartesian product
+    of combinations of the input tensors. Each column of the input tensors
+    will correspond to one column of the output matrix.
+
+    Parameters
+    ----------
+    x1 : torch.Tensor
+         First tensor to be expanded.
+
+    x2 : torch.Tensor
+         Second tensor to be expanded.
+
+    Returns
+    -------
+    out : torch.Tensor
+          The cartesian product of combinations of the input tensors.
+
+    Notes
+    -----
+    Based on original function ``gridmake2`` in CompEcon toolbox by
+    Miranda and Fackler.
+
+    References
+    ----------
+    Miranda, Mario J, and Paul L Fackler. Applied Computational Economics
+    and Finance, MIT Press, 2002.
+
+    """
+    if x1.dim() == 1 and x2.dim() == 1:
+        # tile x1 by x2.shape[0] times, repeat_interleave x2 by x1.shape[0]
+        first = x1.tile(x2.shape[0])
+        second = x2.repeat_interleave(x1.shape[0])
+        return torch.column_stack([first, second])
+    elif x1.dim() > 1 and x2.dim() == 1:
+        # tile x1 along first dimension
+        first = x1.tile(x2.shape[0], 1)
+        second = x2.repeat_interleave(x1.shape[0])
+        return torch.column_stack([first, second])
+    else:
+        raise NotImplementedError("Come back here")

code_to_optimize/tests/pytest/test_gridmake2.py

@@ -0,0 +1,216 @@
+import numpy as np
+import pytest
+from numpy.testing import assert_array_equal
+
+from code_to_optimize.discrete_riccati import _gridmake2
+
+
+class TestGridmake2With1DArrays:
+    """Tests for _gridmake2 with two 1D arrays."""
+
+    def test_basic_two_element_arrays(self):
+        """Test basic cartesian product of two 2-element arrays."""
+        x1 = np.array([1, 2])
+        x2 = np.array([3, 4])
+        result = _gridmake2(x1, x2)
+
+        # Expected: x1 is tiled len(x2) times, x2 is repeated len(x1) times
+        expected = np.array([
+            [1, 3],
+            [2, 3],
+            [1, 4],
+            [2, 4]
+        ])
+        assert_array_equal(result, expected)
+
+    def test_different_length_arrays(self):
+        """Test cartesian product with arrays of different lengths."""
+        x1 = np.array([1, 2, 3])
+        x2 = np.array([10, 20])
+        result = _gridmake2(x1, x2)
+
+        # Result should have len(x1) * len(x2) = 6 rows
+        expected = np.array([
+            [1, 10],
+            [2, 10],
+            [3, 10],
+            [1, 20],
+            [2, 20],
+            [3, 20]
+        ])
+        assert_array_equal(result, expected)
+        assert result.shape == (6, 2)
+
+    def test_single_element_arrays(self):
+        """Test with single-element arrays."""
+        x1 = np.array([5])
+        x2 = np.array([7])
+        result = _gridmake2(x1, x2)
+
+        expected = np.array([[5, 7]])
+        assert_array_equal(result, expected)
+        assert result.shape == (1, 2)
+
+    def test_single_element_with_multi_element(self):
+        """Test single-element array with multi-element array."""
+        x1 = np.array([1])
+        x2 = np.array([10, 20, 30])
+        result = _gridmake2(x1, x2)
+
+        expected = np.array([
+            [1, 10],
+            [1, 20],
+            [1, 30]
+        ])
+        assert_array_equal(result, expected)
+
+    def test_float_arrays(self):
+        """Test with float arrays."""
+        x1 = np.array([1.5, 2.5])
+        x2 = np.array([0.1, 0.2])
+        result = _gridmake2(x1, x2)
+
+        expected = np.array([
+            [1.5, 0.1],
+            [2.5, 0.1],
+            [1.5, 0.2],
+            [2.5, 0.2]
+        ])
+        assert_array_equal(result, expected)
+
+    def test_negative_values(self):
+        """Test with negative values."""
+        x1 = np.array([-1, 0, 1])
+        x2 = np.array([-10, 10])
+        result = _gridmake2(x1, x2)
+
+        expected = np.array([
+            [-1, -10],
+            [0, -10],
+            [1, -10],
+            [-1, 10],
+            [0, 10],
+            [1, 10]
+        ])
+        assert_array_equal(result, expected)
+
+    def test_result_shape(self):
+        """Test that result shape is (len(x1)*len(x2), 2)."""
+        x1 = np.array([1, 2, 3, 4])
+        x2 = np.array([5, 6, 7])
+        result = _gridmake2(x1, x2)
+
+        assert result.shape == (12, 2)
+
+    def test_larger_arrays(self):
+        """Test with larger arrays."""
+        x1 = np.arange(10)
+        x2 = np.arange(5)
+        result = _gridmake2(x1, x2)
+
+        assert result.shape == (50, 2)
+        # Verify first column is x1 tiled 5 times
+        assert_array_equal(result[:10, 0], x1)
+        assert_array_equal(result[10:20, 0], x1)
+        # Verify second column is x2 repeated 10 times each
+        assert all(result[:10, 1] == 0)
+        assert all(result[10:20, 1] == 1)
+
+
+class TestGridmake2With2DFirst:
+    """Tests for _gridmake2 when x1 is 2D and x2 is 1D."""
+
+    def test_2d_first_1d_second(self):
+        """Test with 2D first array and 1D second array."""
+        x1 = np.array([[1, 2], [3, 4]])  # 2 rows, 2 cols
+        x2 = np.array([10, 20])
+        result = _gridmake2(x1, x2)
+
+        # x1 is tiled len(x2) times vertically
+        # x2 is repeated len(x1) times (2 rows)
+        expected = np.array([
+            [1, 2, 10],
+            [3, 4, 10],
+            [1, 2, 20],
+            [3, 4, 20]
+        ])
+        assert_array_equal(result, expected)
+
+    def test_2d_single_column(self):
+        """Test with 2D array having single column."""
+        x1 = np.array([[1], [2], [3]])  # 3 rows, 1 col
+        x2 = np.array([10, 20])
+        result = _gridmake2(x1, x2)
+
+        expected = np.array([
+            [1, 10],
+            [2, 10],
+            [3, 10],
+            [1, 20],
+            [2, 20],
+            [3, 20]
+        ])
+        assert_array_equal(result, expected)
+
+    def test_2d_multiple_columns(self):
+        """Test with 2D array having multiple columns."""
+        x1 = np.array([[1, 2, 3], [4, 5, 6]])  # 2 rows, 3 cols
+        x2 = np.array([100])
+        result = _gridmake2(x1, x2)
+
+        expected = np.array([
+            [1, 2, 3, 100],
+            [4, 5, 6, 100]
+        ])
+        assert_array_equal(result, expected)
+
+
+class TestGridmake2EdgeCases:
+    """Edge case tests for _gridmake2."""
+
+    def test_empty_arrays_raise_or_return_empty(self):
+        """Test behavior with empty arrays."""
+        x1 = np.array([])
+        x2 = np.array([1, 2])
+        result = _gridmake2(x1, x2)
+        # Empty x1 should result in empty output
+        assert result.shape[0] == 0
+
+    def test_both_empty_arrays(self):
+        """Test with both empty arrays."""
+        x1 = np.array([])
+        x2 = np.array([])
+        result = _gridmake2(x1, x2)
+        assert result.shape[0] == 0
+
+    def test_integer_dtype_preserved(self):
+        """Test that integer dtype is handled correctly."""
+        x1 = np.array([1, 2], dtype=np.int64)
+        x2 = np.array([3, 4], dtype=np.int64)
+        result = _gridmake2(x1, x2)
+        assert result.dtype == np.int64
+
+    def test_float_dtype_preserved(self):
+        """Test that float dtype is handled correctly."""
+        x1 = np.array([1.0, 2.0], dtype=np.float64)
+        x2 = np.array([3.0, 4.0], dtype=np.float64)
+        result = _gridmake2(x1, x2)
+        assert result.dtype == np.float64
+
+
+class TestGridmake2NotImplemented:
+    """Tests for NotImplementedError cases."""
+
+    def test_both_2d_raises(self):
+        """Test that two 2D arrays raises NotImplementedError."""
+        x1 = np.array([[1, 2], [3, 4]])
+        x2 = np.array([[5, 6], [7, 8]])
+        with pytest.raises(NotImplementedError):
+            _gridmake2(x1, x2)
+
+    def test_1d_first_2d_second_raises(self):
+        """Test that 1D first and 2D second raises NotImplementedError."""
+        x1 = np.array([1, 2])
+        x2 = np.array([[5, 6], [7, 8]])
+        with pytest.raises(NotImplementedError):
+            _gridmake2(x1, x2)