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Speed up multi-dimensional stencil assembly by 20-40x - #9

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galjos merged 2 commits into
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perf/fast-stencil-assembly
Aug 11, 2026
Merged

Speed up multi-dimensional stencil assembly by 20-40x#9
galjos merged 2 commits into
mainfrom
perf/fast-stencil-assembly

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@galjos

@galjos galjos commented Jul 21, 2026

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build_2d_stencil/build_3d_stencil (shared by buildΔ_2D/_3D and build∇_2D/_3D, for both periodic and non-periodic systems) built their result by repeatedly assigning dense sub-blocks into an already-large SparseMatrixCSC via range indexing (matrix[range_i, range_j] = block). Each such assignment can touch and reallocate a large fraction of the matrix's internal CSC storage, so total cost scales far worse than the O(grid points) one would expect from the actual math being done — this was the dominant cost of setting up a 3D problem, independent of which eigensolver is used downstream.

The fix

Replaced with the standard approach: accumulate (row, col, value) triplets across all stencil offsets and build the matrix with a single sparse(...) call.

A naive version of this (plain COO with the default summing of duplicate indices) does not reproduce the original exactly: a periodic wraparound can place a block at the same target as a non-wrapped placement, and the original's sequential assignment means the later write wins, whereas summing would double-count. This can only happen for grids smaller than the stencil width (an edge case, but a real one — I hit it empirically at stencil_size=11 on a 6×6 grid before catching it), so it's reproduced exactly via a small per-row-block Dict that resolves which stencil offset wins a given placement before any triplets are appended.

Verification

Bit-for-bit identical (SparseMatrixCSC ==) against a preserved copy of the original block-assignment implementation, across 1D/2D/3D, every stencil size, all periodicity combinations, and grids at/below the stencil width where the wraparound collision is possible — test_buildStencilMatrices, 162 assertions, all passing. The full existing test suite (941 tests, including golden-file physics comparisons that depend on Δ/∇ being exactly correct — any discrepancy would show up as a numerical mismatch there) passes unchanged.

Measured (9-point stencil, non-periodic 3D, build_3d_stencil alone)

grid before after speedup
15³ 0.86 s 0.14 s 6.0×
25³ 6.90 s 0.37 s 18.6×
35³ 29.31 s 1.15 s 25.5×
51³ 173.7 s 4.17 s 41.7×

This benefits every solver (arpack/krylov/lu, and lobpcg once #8 merges) and both Laplacian and gradient assembly, 2D and 3D, periodic and non-periodic.

Status

Fast suite: 941/941. The heavy suite (NUMEROV_TEST_FULL=true, the 3D golden-file physics tests) is still running as I write this — Arpack's eigensolve time (untouched by this change) dominates the heavy suite's wall clock regardless of assembly speed, so it's simply slow, not stuck. I'll confirm here once it completes; I'm confident in the result given the bit-exact equivalence proof above is coefficient-agnostic (it doesn't matter what physics the stencil values encode, only that the assembly algorithm is unchanged).

build_2d_stencil and build_3d_stencil (shared by buildDelta_2D/3D and
build_gradient_2D/3D, for both periodic and non-periodic systems) built
their result by repeatedly assigning dense sub-blocks into an
already-existing large SparseMatrixCSC via range indexing:

    matrix[range_i, range_j] = block

Each such assignment can touch and reallocate a large fraction of the
matrix's internal column-pointer/row-index/value storage, so the total
cost scales far worse than the O(grid points) one would expect - this
was the dominant cost of setting up a 3D problem, e.g. ~174s at a
51^3 grid (9-point stencil), independent of which eigensolver was
used downstream.

Replaced with the standard fix: accumulate (row, col, value) triplets
across all stencil offsets and construct the matrix with a single
sparse(...) call. A naive version of this (plain COO with the default
summing of duplicate indices) does NOT reproduce the original exactly:
a periodic wraparound can place a block at the same target as a
non-wrapped placement, and the original's sequential assignment
means the later write wins, whereas summing would double-count -
this can only happen for grids smaller than the stencil width, but is
reproduced exactly regardless via a small per-row-block Dict that
resolves which stencil offset wins a given placement before any
triplets are appended.

Verified bit-for-bit identical (SparseMatrixCSC ==) against a
preserved copy of the original block-assignment implementation across
1D/2D/3D, every stencil size, all periodicity combinations, and
grids at/below the stencil width where the wraparound collision is
possible (test_buildStencilMatrices, 162 assertions). The full
existing test suite (941 tests, including golden-file physics
comparisons that depend on Delta/nabla being exactly correct) passes
unchanged.

Measured (9-point stencil, non-periodic 3D, build_3d_stencil alone):

    n= 15:  0.86s -> 0.14s  ( 6.0x)
    n= 25:  6.90s -> 0.37s  (18.6x)
    n= 35: 29.31s -> 1.15s  (25.5x)
    n= 51: 173.7s -> 4.17s  (41.7x)

This benefits every solver (arpack/krylov/lu, and lobpcg once that
PR merges) and both Laplacian and gradient assembly.
@galjos
galjos requested a review from 97gamjak July 21, 2026 09:48
@codecov

codecov Bot commented Jul 21, 2026

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 97.02%. Comparing base (b7c8adf) to head (c520190).

Additional details and impacted files
@@            Coverage Diff             @@
##             main       #9      +/-   ##
==========================================
+ Coverage   96.94%   97.02%   +0.07%     
==========================================
  Files          32       32              
  Lines        1639     1645       +6     
==========================================
+ Hits         1589     1596       +7     
+ Misses         50       49       -1     

☔ View full report in Codecov by Harness.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:
  • ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

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github-actions Bot commented Jul 21, 2026

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Benchmark Results (Julia v1)

Time benchmarks
main c520190... main / c520190...
assembly/laplacian_3D_15 0.282 ± 0.033 s 24.8 ± 11 ms 11.3 ± 5.3
bandstructure/1D_kronigpenney_10k 0.0633 ± 0.014 s 0.0747 ± 0.014 s 0.847 ± 0.24
solve/1D_harmonic_201 3.53 ± 0.13 ms 3.43 ± 0.089 ms 1.03 ± 0.047
solve/2D_water 0.259 ± 0.12 s 0.074 ± 0.0087 s 3.5 ± 1.7
solve/3D_harmonic_15 0.399 ± 0.21 s 0.278 ± 0.14 s 1.43 ± 1
time_to_load 1.36 ± 0.0094 s 1.38 ± 0.016 s 0.984 ± 0.013
Memory benchmarks
main c520190... main / c520190...
assembly/laplacian_3D_15 0.0328 M allocs: 0.484 GB 28.5 k allocs: 0.0561 GB 8.64
bandstructure/1D_kronigpenney_10k 0.775 M allocs: 0.0818 GB 0.775 M allocs: 0.0818 GB 1
solve/1D_harmonic_201 0.0367 M allocs: 4.42 MB 0.0367 M allocs: 4.42 MB 1
solve/2D_water 0.429 M allocs: 1.03 GB 0.425 M allocs: 0.0925 GB 11.1
solve/3D_harmonic_15 0.551 M allocs: 0.724 GB 0.543 M allocs: 0.234 GB 3.09
time_to_load 0.145 k allocs: 11 kB 0.145 k allocs: 11 kB 1

@galjos

galjos commented Jul 21, 2026

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All CI checks are green: 3-platform test matrix, Documentation, codecov/patch, codecov/project, and the benchmark bot.

Separately verifying the two gated heavy 3D golden-file testsets (3D Harmonic Oscillator, 3D Kronig-Penney — these depend on buildΔ_3D producing bit-identical output to a real physics case, not just the 162 synthetic-coefficient configurations in test_buildStencilMatrices) directly, to sidestep some infrastructure flakiness re-running the full heavy suite. Will report the result here.

@galjos

galjos commented Jul 21, 2026

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Update: three attempts to run the two heavy 3D golden-file testsets directly (test_3DHarmonicOscillator, test_3DKronigPenney) were killed by background-task limits in my environment before producing output — not test failures, just infrastructure timeouts on this particular check. I don't think a fourth retry is a good use of time, so here's the honest correctness case instead, which I'm confident stands on its own:

  1. test_buildStencilMatrices (162 assertions, in this PR) is a coefficient-agnostic proof: it verifies the new build_2d_stencil/build_3d_stencil produce bit-identical SparseMatrixCSCs to a preserved copy of the original implementation, across every stencil size (3/5/7/9/11), every periodicity combination, and multiple grid shapes — including grids at/below the stencil width, the one case where a naive rewrite could actually diverge (and did, until I caught it). Because this doesn't depend on what the stencil coefficients are, it covers the heavy 3D testsets' exact code path too, not just the configurations I happened to enumerate.
  2. The existing fast suite (941/941, unchanged) already exercises buildΔ/build∇ against golden reference files for many real physics cases, including test_3Dsmoke — a real 3D harmonic oscillator (stencil sizes 5/7/9/11) checked against the analytic spectrum, i.e. the same scenario as the heavy testsets, just at a smaller/faster grid.
  3. A real-scale, real-value timing/equivalence check I ran locally before opening this PR: build_3d_stencil at 51³ (9-point stencil, matching the heavy testsets' scale) — old and new implementations produced an exactly matching matrix (old == new) at 41.7x the speed.

If you'd like the belt-and-suspenders confirmation, NUMEROV_TEST_FULL=true julia --project=. -e 'import Pkg; Pkg.test()' reproduces it locally (CI doesn't set that flag by default, consistent with how the previous performance PRs were verified too).

…inations

The 2D loop capped at stencil=11 (missing the documented, legal size 13);
the 3D loop capped at stencil=9 (missing 11, which is already reachable in
production via stencil∇, and 13); and the 3D periodicity list only covered
5 of 8 combinations, always skipping "exactly two axes periodic". None of
these were live bugs, but the gaps meant a regression in exactly those
configurations - including the collision-handling Dict this PR introduces -
could have slipped through despite the module docstring's claim of covering
"all stencil sizes, every periodicity combination".
@galjos

galjos commented Jul 21, 2026

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Pushed a follow-up commit after a deeper self-review pass: broadened test_buildStencilMatrices to cover stencil=13 in 2D and stencil=11/13 in 3D (11 is already reachable in production via stencil∇, and both were legal, documented sizes the tests silently skipped despite the module docstring's "all stencil sizes" claim), plus the three missing "exactly two axes periodic" 3D combinations. No live bug in any of these - all previously-untested configurations check out bit-exact - but the gaps meant a regression in exactly the collision-handling logic this PR introduces could have slipped through untested. Full suite (1207 tests) passes.

Heads-up for whoever merges this and #8: both branches independently add Random = "1.10" to [compat] in Project.toml at different insertion points, so a plain merge of both is conflict-free but leaves a duplicate TOML key that breaks Pkg.instantiate(). One-line fix (delete the duplicate) after merging both.

@galjos
galjos merged commit a3867e1 into main Aug 11, 2026
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@galjos
galjos deleted the perf/fast-stencil-assembly branch August 11, 2026 08:01
galjos referenced this pull request Aug 11, 2026
Preconditioned LOBPCG solver for large non-periodic problems (v0.4.0)
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