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wegamekinglc / Derivatives-Algorithms-Lib / 28296752109
81%
master: 81%

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Build:
LAST BUILD BRANCH: chore/fix-all-style-findings
DEFAULT BRANCH: master
Ran 27 Jun 2026 05:44PM UTC
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Files 218
Run time 1min
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27 Jun 2026 05:37PM UTC coverage: 81.318%. Remained the same
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wegamekinglc
perf: add 8 benchmark targets for performance scan baselines

Add a lightweight, dependency-free benchmark harness (bench.hpp) and eight
benchmark executables that establish performance baselines for the upcoming
perf-optimization effort. No source fixes -- all baselines are against current
master code.

bench.hpp (namespace Dal::Bench):
- DoNotOptimize(): anti-DCE sink (asm volatile on GCC/Clang, _ReadWriteBarrier
  on MSVC) so benchmark bodies are not optimized away.
- Result_ + Run<Body>(name, body, warmup, repeats): median/min/max wall-clock
  timing over warmup-then-timed iterations via high_resolution_clock.
- PrintHeader()/Print(): fixed-width table output with auto-scaled ns/us/ms.

Eight benchmark executables (each links dal_library, follows the existing
matrix_perf/script_perf CMake pattern):
- tape_perf: AAD tape Clear vs Rewind vs ZeroAdjoints vs PropagateToStart
  on a 100K-node chain.
- jacobian_perf: row-by-row AAD Jacobian build (24 params x 23 residuals),
  the inner-loop pattern of AnalyticJacobian (which is private to the
  calibration func and not separately callable).
- pde_perf: FD1D_ European call, 200x200 Crank-Nicolson RollBwd loop.
- rng_perf: Sobol FillNormal + FillUniform, dim=10, 100K-path batch.
- interp_perf: cubic + linear interpolation, 50 knots x 10K monotonic queries.
- krylov_perf: CGSolve + BCGSolve on a 500x500 SPD tri-diagonal system.
- banded_perf: TriDecomp / TriDiagonal MultiplyLeft + Decompose on size 10K.
- cholesky_perf: dense CholeskyDecomposition + Solve on a 200x200 SPD matrix.

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

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