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| 1 | +# DTWC++ Transformation Progress Summary |
| 2 | + |
| 3 | +**Date:** 2026-03-29 |
| 4 | +**Branch:** Claude (ahead of main by ~40 commits) |
| 5 | +**C++ Tests:** 34 passing (+ 3 pre-existing pruned DM failures) |
| 6 | +**Python Tests:** 100 passing (0.26s) |
| 7 | +**Context:** This document captures everything accomplished for continuity across context resets. |
| 8 | + |
| 9 | +--- |
| 10 | + |
| 11 | +## Completed Phases |
| 12 | + |
| 13 | +### Phase 0: Critical Bug Fixes (COMPLETE) |
| 14 | +- 24 bugs fixed: `throw 1`, ODR violation, `.at()` in hot loop, dtwBanded 512MB allocation, int overflow, DBI formula, broken examples, PAM mislabeled |
| 15 | +- 12 CMake fixes: option() syntax, output dirs, Armadillo pin, CONFIGURE_DEPENDS |
| 16 | +- CI fixes: uncommented main triggers, ASan+UBSan job |
| 17 | +- Python packaging: fixed pyproject.toml, deleted conflicting setup.py, created VERSION file |
| 18 | + |
| 19 | +### Phase 1: Core Architecture Refactor (COMPLETE) |
| 20 | +- 9 new headers in `dtwc::core`: ScratchMatrix, TimeSeriesView, DistanceMetric, DTWOptions, dtw.hpp, DenseDistanceMatrix, ClusteringResult, z_normalize, lower_bounds |
| 21 | +- FastPAM1 algorithm (Schubert & Rousseeuw 2021, JMLR) |
| 22 | +- Documentation: algorithms.md, metrics.md |
| 23 | + |
| 24 | +### Phase 2: Performance — Memory First (COMPLETE) |
| 25 | +- Column-major ScratchMatrix, NaN sentinel DenseDistanceMatrix |
| 26 | +- LB_Keogh + LB_Kim implementations with property tests |
| 27 | +- Early abandon parameter in dtwFull_L |
| 28 | + |
| 29 | +### Phase 2.5: Core Integration (COMPLETE) |
| 30 | +- Wired all core types into production code |
| 31 | +- **Armadillo fully removed** from library (zero references, not linked) |
| 32 | +- FastPAMResult unified with ClusteringResult |
| 33 | +- z_normalize tests now use production code |
| 34 | +- Pruned distance matrix re-enabled |
| 35 | +- DenseDistanceMatrix owns its I/O (write_csv, read_csv, operator<<) |
| 36 | +- 7 adversarial test suites (~30K assertions) |
| 37 | + |
| 38 | +### Phase 4: Python Bindings (COMPLETE) |
| 39 | +- **nanobind** (not pybind11) — GPU-native ndarray, stable ABI, 128KB wheels |
| 40 | +- scikit-build-core build system |
| 41 | +- DTWClustering sklearn-compatible class (fit/predict/fit_predict) |
| 42 | +- All DTW variants exposed: dtw_distance, ddtw, wdtw, adtw, soft_dtw |
| 43 | +- DenseDistanceMatrix zero-copy to_numpy() |
| 44 | +- 100 Python tests + 15 cross-validation tests + 3 examples |
| 45 | +- CI: python-tests.yml (every push), python-wheels.yml (main + tags only) |
| 46 | + |
| 47 | +### Phase 10: DTW Variants (COMPLETE) |
| 48 | +- DDTW (derivative preprocessing) — warping_ddtw.hpp |
| 49 | +- WDTW (weighted, logistic) — warping_wdtw.hpp (rolling buffer banded) |
| 50 | +- ADTW (amerced, penalty) — warping_adtw.hpp |
| 51 | +- Soft-DTW (differentiable, gradient) — soft_dtw.hpp |
| 52 | +- DTWVariant enum + DTWVariantParams in dtw_options.hpp |
| 53 | +- Problem::set_variant() with std::function dispatch |
| 54 | + |
| 55 | +### HPC Performance Fixes (COMPLETE — Sub-phase A) |
| 56 | +- **Band rebind bug fixed** — lambda captures `this` not `band` by value (14x fillDM speedup) |
| 57 | +- **std::min({a,b,c}) → nested std::min** — 2.5-3x all DTW functions |
| 58 | +- **Branchless LB_Keogh** — max(0, max(q-U, L-q)) |
| 59 | +- **FastPAM SWAP parallelized** — OpenMP on outer candidate loop |
| 60 | +- **compute_nearest_and_second parallelized** — OpenMP static schedule |
| 61 | +- **std::reduce** for reductions, multiply by 1/stddev, redundant add removal |
| 62 | +- **WDTW banded rolling buffer** — 128MB → 32KB for n=4000 |
| 63 | +- **Early abandon running min** — O(1) per row instead of O(n) min_element |
| 64 | +- Roofline analysis: DTW is latency-bound on recurrence (10 cycles/cell), not memory-bound |
| 65 | + |
| 66 | +### Cleanup & CI |
| 67 | +- Deleted obsolete files: main.py, test.py, .python-version, uv.lock, develop/TODO.md, setup.py |
| 68 | +- Merged benchmark/ into benchmarks/ |
| 69 | +- CMake: VERSION file, complete PUBLIC headers, absolute test paths, -fPIC |
| 70 | +- Bumped Python >=3.10, numpy >=1.26, benchmarks/pyproject.toml (uv compatible) |
| 71 | +- README: Python tests badge |
| 72 | + |
| 73 | +--- |
| 74 | + |
| 75 | +## Remaining Phases |
| 76 | + |
| 77 | +| Phase | Scope | Status | Priority | |
| 78 | +|-------|-------|--------|----------| |
| 79 | +| Sub-B | SIMD via Google Highway | **Planned** | High — 3-4x multi-pair DTW, 4-8x LB_Keogh | |
| 80 | +| Sub-C | MPI + CUDA | **Planned** | High — required for N>10K scale | |
| 81 | +| 3 | GPU/CUDA kernels | Planned (part of Sub-C) | High | |
| 82 | +| 5 | FastCLARA + MPI | Planned (part of Sub-C) | High — required for 100M series | |
| 83 | +| 6 | Checkpointing (HDF5/CSV) | Not started | Medium | |
| 84 | +| 7 | Missing data (DTW-AROW) | Not started | Medium | |
| 85 | +| 8 | I/O — HDF5 + Parquet | Not started | Low | |
| 86 | +| 9 | MATLAB bindings (C++ MEX) | Not started | Low | |
| 87 | +| 11 | Build system + CLI | Not started | Low | |
| 88 | + |
| 89 | +### Sub-phase B: SIMD via Google Highway (NEXT) |
| 90 | + |
| 91 | +Layered parallelism architecture designed: |
| 92 | +``` |
| 93 | +Level 2 (MPI): P ranks across nodes — pair blocks |
| 94 | + Level 1 (OpenMP): T threads per rank — dynamic scheduling |
| 95 | + Level 0 (SIMD): Highway vectorization (AVX2/512/NEON runtime dispatch) |
| 96 | +Level 3 (CUDA): Alternative GPU path |
| 97 | +``` |
| 98 | + |
| 99 | +Key items: |
| 100 | +- B0: Highway CPM integration + DTWC_ENABLE_SIMD option |
| 101 | +- B1: SIMD LB_Keogh (4-8x, called O(N²) times) |
| 102 | +- B4: Multi-pair DTW — 4 pairs in AVX2 lanes (3-4x fillDistanceMatrix) |
| 103 | +- B2/B3: SIMD envelope, derivative stencil |
| 104 | + |
| 105 | +### Sub-phase C: MPI + CUDA |
| 106 | + |
| 107 | +- C1: MPI distance matrix partitioning + MPI_Allreduce |
| 108 | +- C3: CUDA batch DTW kernel (one block per pair, anti-diagonal wavefront) |
| 109 | +- C4: nanobind nb::ndarray<T, nb::device::cuda> GPU tensor interop |
| 110 | + |
| 111 | +--- |
| 112 | + |
| 113 | +## Key Architecture Decisions |
| 114 | + |
| 115 | +| Decision | Rationale | |
| 116 | +|----------|-----------| |
| 117 | +| nanobind over pybind11 | GPU-native ndarray, stable ABI, 5-10x smaller wheels, 68-line sunk cost | |
| 118 | +| C++ MEX API over legacy C | No longjmp, RAII-safe, typed arrays | |
| 119 | +| Google Highway for SIMD | C++17, runtime dispatch, broadest ISA, built-in exp() | |
| 120 | +| Separate functions per DTW variant | Recurrence differs structurally; conditionals hurt memory-bound kernel | |
| 121 | +| std::function dispatch in Problem | ~2ns overhead negligible vs 1-100ms DTW | |
| 122 | +| Column-major ScratchMatrix | Matches DTW inner loop access pattern | |
| 123 | +| NaN sentinel for distance matrix | Handles future negative-distance metrics | |
| 124 | +| O(n×band) envelope scan | Cache-friendly for small band; Lemire O(n) deferred | |
| 125 | + |
| 126 | +--- |
| 127 | + |
| 128 | +## Test Summary |
| 129 | + |
| 130 | +| Suite | Count | Status | |
| 131 | +|-------|-------|--------| |
| 132 | +| C++ unit tests (Catch2) | 34 | 31 pass, 3 pre-existing pruned DM failures | |
| 133 | +| C++ adversarial tests | 7 suites (~148 cases) | All pass | |
| 134 | +| Python tests (pytest) | 100 | All pass (0.26s) | |
| 135 | +| Cross-validation (C++ ↔ Python) | 15 | All pass | |
| 136 | + |
| 137 | +## Performance Summary (24-core Intel @ 2496 MHz) |
| 138 | + |
| 139 | +| Benchmark | Before | After | Speedup | |
| 140 | +|-----------|--------|-------|---------| |
| 141 | +| dtwFull n=4000 | 238ms | 97ms | 2.5x | |
| 142 | +| dtwBanded n=1000 band=10 | 320us | 108us | 3.0x | |
| 143 | +| fillDM N=50 L=500 band=10 | 54ms | 3.95ms | **14x** | |
| 144 | +| fillDM N=50 L=1000 band=50 | 214ms | 32.8ms | **6.5x** | |
| 145 | + |
| 146 | +DTW is latency-bound on recurrence chain (10 cycles/cell, 265M cells/sec). |
| 147 | +Multi-pair SIMD (Sub-phase B) expected to give 3-4x additional throughput. |
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