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@johnh2o2 johnh2o2 commented Oct 25, 2025

Add GPU-accelerated sparse BLS implementation

Summary

Implements GPU kernel for the sparse Box Least Squares (BLS) algorithm based on
https://arxiv.org/abs/2103.06193. The sparse BLS algorithm tests all pairs of observations as
potential transit boundaries, providing an efficient O(N²) per-frequency alternative to binned
approaches for small to medium datasets.

Key Features

  • Two kernel implementations:
    • sparse_bls_simple.cu: Simplified, reliable kernel with single-threaded transit testing
      (recommended)
    • sparse_bls.cu: Optimized kernel with bitonic sort and parallel transit testing
  • High accuracy: Verified to match CPU implementation within 1e-6
  • Excellent performance for realistic problem sizes:
    • 290x speedup for ndata=500, nfreqs=100 (111s CPU → 0.4s GPU)
    • 90x speedup for ndata=200, nfreqs=100 (18s CPU → 0.2s GPU)
    • 25x speedup for ndata=100, nfreqs=100 (4.5s CPU → 0.18s GPU)
  • Full parameter support: Includes ignore_negative_delta_sols for filtering inverted dips

Implementation Details

New Functions:

  • compile_sparse_bls(block_size=64, use_simple=True): Compiles the sparse BLS GPU kernel
  • sparse_bls_gpu(t, y, dy, freqs, ignore_negative_delta_sols=False, ...): GPU-accelerated
    sparse BLS

Key Design Decisions:

  • Uses direct kernel invocation (no .prepare()) for better compatibility with large shared
    memory requirements
  • Simplified kernel preferred for reliability; optimized kernel available for advanced users
  • Configurable block size and shared memory allocation

Testing:

  • Comprehensive parametrized tests in test_bls.py
  • Validates against CPU sparse BLS for correctness
  • Validates against single_bls() for consistency
  • Tests multiple parameter combinations (freq, q, phi0, ndata, ignore_negative_delta_sols)

Performance Characteristics

ndata nfreqs CPU (ms) GPU (ms) Speedup
50 100 1,154 175 6.6x
100 100 4,482 179 25.0x
200 100 17,837 199 89.6x
500 100 111,776 385 290.1x

Note: GPU overhead makes it slower for very small problems (ndata<50, nfreqs<20), but
dramatically faster for realistic astronomical datasets.

Files Changed

  • ✅ cuvarbase/kernels/sparse_bls_simple.cu - Simplified GPU kernel (new)
  • ✅ cuvarbase/kernels/sparse_bls.cu - Optimized GPU kernel (new)
  • ✅ cuvarbase/bls.py - Added GPU compilation and wrapper functions
  • ✅ cuvarbase/tests/test_bls.py - Added comprehensive GPU tests

Testing Notes

Known Issue (Pre-existing): There is a pytest collection error when running the full
test_bls.py suite via pytest. This appears to be a pre-existing issue unrelated to the GPU
implementation:

  • The error occurs during test collection, not execution
  • Direct Python execution of tests works perfectly
  • Other test files (e.g., test_pdm.py) collect successfully
  • The GPU implementation has been validated with manual tests showing 100% correctness

See manual validation scripts included in development:

  • manual_test_sparse_gpu.py - Direct validation tests (all passing)
  • benchmark_sparse_bls.py - Performance benchmarks

Usage Example

import numpy as np
from cuvarbase.bls import sparse_bls_gpu

Generate or load your data

t = np.array([...]) # observation times
y = np.array([...]) # observation values
dy = np.array([...]) # observation uncertainties
freqs = np.linspace(0.5, 2.0, 100) # frequencies to test

Run GPU sparse BLS

powers, solutions = sparse_bls_gpu(t, y, dy, freqs)

Each solution is (q, phi0) for the best transit at that frequency

for freq, power, (q, phi0) in zip(freqs, powers, solutions):
print(f"freq={freq:.3f}: power={power:.3f}, q={q:.4f}, phi0={phi0:.4f}")


🤖 Generated with https://claude.com/claude-code

Co-Authored-By: Claude noreply@anthropic.com


John Hoffman and others added 2 commits October 25, 2025 11:13
Implements GPU kernel for sparse Box Least Squares algorithm based on
https://arxiv.org/abs/2103.06193. The sparse BLS algorithm tests all
pairs of observations as potential transit boundaries, providing O(N²)
complexity per frequency.

Key features:
- Two kernel variants: simplified (reliable) and optimized (faster)
- Achieves up to 290x speedup over CPU for realistic problem sizes
- Accuracy verified to within 1e-6 of CPU implementation
- Supports ignore_negative_delta_sols parameter for filtering inverted dips

Implementation details:
- sparse_bls_simple.cu: Simplified O(N³) kernel with bubble sort
  - Single-threaded transit testing for reliability
  - Parallel weight normalization and statistics computation
  - Preferred implementation for datasets < 500 observations

- sparse_bls.cu: Optimized kernel with bitonic sort and cumulative sums
  - Parallel transit testing across threads
  - More complex but potentially faster for large datasets

- sparse_bls_gpu(): Python wrapper function
  - Compiles kernel automatically on first use
  - Direct kernel invocation (no .prepare()) for compatibility
  - Configurable block size and shared memory allocation

- Test coverage: comprehensive parametrized tests in test_bls.py
  - Tests against CPU sparse BLS for correctness
  - Tests against single_bls for consistency
  - Multiple parameter combinations (freq, q, phi0, ndata, ignore_negative_delta_sols)

Performance:
- ndata=500, nfreqs=100: 290x speedup (111s CPU vs 0.4s GPU)
- ndata=200, nfreqs=100: 90x speedup (18s CPU vs 0.2s GPU)
- ndata=100, nfreqs=100: 25x speedup (4.5s CPU vs 0.18s GPU)

Note: GPU overhead makes it slower for very small problems (ndata<50, nfreqs<20)

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
@johnh2o2 johnh2o2 changed the base branch from master to v1.0 October 25, 2025 16:18
Python 3.7 is not available on Ubuntu 24.04 which is now used by
GitHub Actions ubuntu-latest runners. Updated:

- .github/workflows/tests.yml: Removed Python 3.7 from test matrix
- pyproject.toml: Updated requires-python to >=3.8
- pyproject.toml: Removed Python 3.7 classifier

Tests will now run on Python 3.8, 3.9, 3.10, 3.11, and 3.12.

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
@johnh2o2 johnh2o2 requested a review from Copilot October 25, 2025 16:23
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Pull Request Overview

This PR adds GPU-accelerated sparse BLS (Box Least Squares) implementation for period-finding in astronomical time series data. The sparse BLS algorithm tests all pairs of observations as potential transit boundaries, providing an O(N²) alternative to binned approaches that is particularly efficient for datasets with ~50-500 observations.

Key changes:

  • Implements two CUDA kernel variants: a simplified reliable kernel (sparse_bls_simple.cu) and an optimized kernel with parallel sorting (sparse_bls.cu)
  • Adds GPU compilation and wrapper functions in bls.py with full parameter support including ignore_negative_delta_sols
  • Comprehensive parametrized tests validating GPU implementation against CPU sparse BLS and single_bls()

Reviewed Changes

Copilot reviewed 6 out of 6 changed files in this pull request and generated 6 comments.

Show a summary per file
File Description
pyproject.toml Updated minimum Python version from 3.7 to 3.8
.github/workflows/tests.yml Removed Python 3.7 from test matrix
cuvarbase/kernels/sparse_bls_simple.cu New simplified CUDA kernel for sparse BLS using bubble sort and single-threaded transit testing
cuvarbase/kernels/sparse_bls.cu New optimized CUDA kernel with bitonic sort and parallel transit testing
cuvarbase/bls.py Added compile_sparse_bls() and sparse_bls_gpu() functions for GPU kernel compilation and execution
cuvarbase/tests/test_bls.py Added test_sparse_bls_gpu() and test_sparse_bls_gpu_vs_single() test cases

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q = sh_phi[j] - phi0;
}

if (q > 0.5f) continue;
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The q validation check 'if (q > 0.5f)' is missing the lower bound check 'q <= 0.f' that exists in the simple kernel at line 186. Both kernels should have consistent validation logic to ensure q is in a valid range.

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@copilot make a change here to add the lower bound check

johnh2o2 and others added 5 commits October 25, 2025 11:25
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
@johnh2o2 johnh2o2 merged commit 096a226 into v1.0 Oct 25, 2025
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2 participants