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ODE update function generated using symbolics much slower than naive user implementation? #2372

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cmhyett opened this issue Dec 6, 2023 · 3 comments
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@cmhyett
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cmhyett commented Dec 6, 2023

Describe the bug 🐞

Question about MTK performance - I would like to utilize MTK for finite volume work, and wrote some simple code using upwind fluxes. The update equation is incredibly simple, but there is an order of magnitude difference between the symbolic-generated code and naive user code.
I'd like to eventually use this for much more complicated functions (where the compiler can create more efficient implementations) but am currently trying to understand the origin of the difference in execution speed.

Expected behavior

I expected structural simplify to optimize the memory allocations, e.g., the naive user code creates multiple temporary vectors and concatenates them to return the update state - I want to leverage compiler knowledge before execution to reduce the temporaries created. In reality, it seems the symbolically generated function allocates more than the user-defined function (and is also an order of magnitude slower)

Minimal Reproducible Example 👇

using ModelingToolkit, Plots, DifferentialEquations, LinearAlgebra, BenchmarkTools
using Symbolics: scalarize

L = 1;
dx = 2^(-8);
xs = 0:dx:L;
dt = dx

u0 = [0.3 < x < 0.7 ? exp(-(20*(x-0.5))^2) : 0.0 for x in xs]

function update(u,p,t)
    fluxes = upwind_flux(u,p,t)
    return vcat([0.0], -(1/dx)*([fluxes[i]-fluxes[i-1] for i in 2:length(u)-1]), [0.0])
end
function upwind_flux(u,p,t)
    return u[1:end-1];
end

@variables t, y(t)[1:length(xs)]
Dt = Differential(t)
adv_eqs = scalarize(Dt.(y) .~ scalarize(update(y,0,0)))
@named adv_model = ODESystem(adv_eqs, t, y, [])
adv_sys = structural_simplify(adv_model)
tspan = (0.0, 1.0)
adv_prob = ODEProblem(adv_sys, u0, tspan)
adv_sol = solve(adv_prob, Euler(), dt=dt)

b_sym = @benchmark adv_prob.f(u0, 0, 0)
b_usr = @benchmark update(u0,0,0)

println("symbolic mean: $(mean(b_sym.times)*1e-9)")
println("user mean: $(mean(b_usr.times)*1e-9)")
println("user function is $(mean(b_sym.times)/mean(b_usr.times)) faster")

Output

julia> b_sym = @benchmark adv_prob.f(u0, 0, 0)
BenchmarkTools.Trial: 10000 samples with 1 evaluation.
 Range (min … max):  12.845 μs …  2.308 ms  ┊ GC (min … max): 0.00% … 94.20%
 Time  (median):     13.732 μs              ┊ GC (median):    0.00%
 Time  (mean ± σ):   14.993 μs ± 23.970 μs  ┊ GC (mean ± σ):  1.45% ±  0.94%

 Memory estimate: 9.05 KiB, allocs estimate: 260.

julia> b_usr = @benchmark update(u0,0,0)
BenchmarkTools.Trial: 10000 samples with 10 evaluations.
 Range (min … max):  1.147 μs … 321.247 μs  ┊ GC (min … max):  0.00% … 94.50%
 Time  (median):     1.453 μs               ┊ GC (median):     0.00%
 Time  (mean ± σ):   2.164 μs ±  12.049 μs  ┊ GC (mean ± σ):  23.04% ±  4.13%

 Memory estimate: 8.72 KiB, allocs estimate: 8.

Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
Status `~/.julia/environments/v1.9/Project.toml`
  [6e4b80f9] BenchmarkTools v1.3.2
  [0c46a032] DifferentialEquations v7.11.0
  [961ee093] ModelingToolkit v8.73.1
  [91a5bcdd] Plots v1.39.0
  [0c5d862f] Symbolics v5.10.0
  [37e2e46d] LinearAlgebra
  • Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Status `~/.julia/environments/v1.9/Manifest.toml`
  [47edcb42] ADTypes v0.2.5
⌅ [c3fe647b] AbstractAlgebra v0.32.5
  [1520ce14] AbstractTrees v0.4.4
  [7d9f7c33] Accessors v0.1.33
  [79e6a3ab] Adapt v3.7.1
  [ec485272] ArnoldiMethod v0.2.0
  [4fba245c] ArrayInterface v7.6.1
  [4c555306] ArrayLayouts v1.4.3
  [aae01518] BandedMatrices v1.2.1
  [6e4b80f9] BenchmarkTools v1.3.2
  [e2ed5e7c] Bijections v0.1.6
  [d1d4a3ce] BitFlags v0.1.8
  [62783981] BitTwiddlingConvenienceFunctions v0.1.5
  [764a87c0] BoundaryValueDiffEq v5.4.0
  [fa961155] CEnum v0.5.0
  [2a0fbf3d] CPUSummary v0.2.4
  [00ebfdb7] CSTParser v3.3.6
  [49dc2e85] Calculus v0.5.1
  [d360d2e6] ChainRulesCore v1.18.0
  [fb6a15b2] CloseOpenIntervals v0.1.12
  [944b1d66] CodecZlib v0.7.3
  [35d6a980] ColorSchemes v3.24.0
  [3da002f7] ColorTypes v0.11.4
  [c3611d14] ColorVectorSpace v0.10.0
  [5ae59095] Colors v0.12.10
  [861a8166] Combinatorics v1.0.2
  [a80b9123] CommonMark v0.8.12
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.0
  [34da2185] Compat v4.10.1
  [b152e2b5] CompositeTypes v0.1.3
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [f0e56b4a] ConcurrentUtilities v2.3.0
  [187b0558] ConstructionBase v1.5.4
  [d38c429a] Contour v0.6.2
  [adafc99b] CpuId v0.3.1
  [a8cc5b0e] Crayons v4.1.1
  [9a962f9c] DataAPI v1.15.0
  [864edb3b] DataStructures v0.18.15
  [e2d170a0] DataValueInterfaces v1.0.0
  [bcd4f6db] DelayDiffEq v5.43.1
  [8bb1440f] DelimitedFiles v1.9.1
  [2b5f629d] DiffEqBase v6.141.0
  [459566f4] DiffEqCallbacks v2.34.0
  [77a26b50] DiffEqNoiseProcess v5.19.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [0c46a032] DifferentialEquations v7.11.0
  [b4f34e82] Distances v0.10.11
  [31c24e10] Distributions v0.25.103
  [ffbed154] DocStringExtensions v0.9.3
⌅ [5b8099bc] DomainSets v0.6.7
  [fa6b7ba4] DualNumbers v0.6.8
  [7c1d4256] DynamicPolynomials v0.5.3
  [4e289a0a] EnumX v1.0.4
  [f151be2c] EnzymeCore v0.6.4
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  [6a86dc24] FiniteDiff v2.21.1
  [53c48c17] FixedPointNumbers v0.8.4
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  [f6369f11] ForwardDiff v0.10.36
  [069b7b12] FunctionWrappers v1.1.3
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  [d9f16b24] Functors v0.4.5
  [46192b85] GPUArraysCore v0.1.5
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  [c145ed77] GenericSchur v0.5.3
  [c27321d9] Glob v1.3.1
  [86223c79] Graphs v1.9.0
  [42e2da0e] Grisu v1.0.2
⌅ [0b43b601] Groebner v0.4.4
  [d5909c97] GroupsCore v0.4.0
  [cd3eb016] HTTP v1.10.1
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  [615f187c] IfElse v0.1.1
  [d25df0c9] Inflate v0.1.4
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  [8197267c] IntervalSets v0.7.8
  [3587e190] InverseFunctions v0.1.12
  [92d709cd] IrrationalConstants v0.2.2
  [82899510] IteratorInterfaceExtensions v1.0.0
  [1019f520] JLFzf v0.1.7
  [692b3bcd] JLLWrappers v1.5.0
  [682c06a0] JSON v0.21.4
  [98e50ef6] JuliaFormatter v1.0.43
  [ccbc3e58] JumpProcesses v9.8.0
  [ef3ab10e] KLU v0.4.1
  [ba0b0d4f] Krylov v0.9.4
  [b964fa9f] LaTeXStrings v1.3.1
  [2ee39098] LabelledArrays v1.14.0
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  [73f95e8e] LatticeRules v0.0.1
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  [50d2b5c4] Lazy v0.15.1
  [2d8b4e74] LevyArea v1.0.0
  [d3d80556] LineSearches v7.2.0
  [7ed4a6bd] LinearSolve v2.20.0
  [2ab3a3ac] LogExpFunctions v0.3.26
  [e6f89c97] LoggingExtras v1.0.3
  [bdcacae8] LoopVectorization v0.12.166
  [d8e11817] MLStyle v0.4.17
  [1914dd2f] MacroTools v0.5.11
  [d125e4d3] ManualMemory v0.1.8
  [739be429] MbedTLS v1.1.9
  [442fdcdd] Measures v0.3.2
  [e1d29d7a] Missings v1.1.0
  [961ee093] ModelingToolkit v8.73.1
  [46d2c3a1] MuladdMacro v0.2.4
  [102ac46a] MultivariatePolynomials v0.5.3
  [d8a4904e] MutableArithmetics v1.4.0
  [d41bc354] NLSolversBase v7.8.3
  [2774e3e8] NLsolve v4.5.1
  [77ba4419] NaNMath v1.0.2
  [8913a72c] NonlinearSolve v2.8.2
  [6fe1bfb0] OffsetArrays v1.12.10
  [4d8831e6] OpenSSL v1.4.1
  [429524aa] Optim v1.7.8
  [bac558e1] OrderedCollections v1.6.3
  [1dea7af3] OrdinaryDiffEq v6.59.3
  [90014a1f] PDMats v0.11.30
  [65ce6f38] PackageExtensionCompat v1.0.2
  [d96e819e] Parameters v0.12.3
  [69de0a69] Parsers v2.8.0
  [b98c9c47] Pipe v1.3.0
  [ccf2f8ad] PlotThemes v3.1.0
  [995b91a9] PlotUtils v1.3.5
  [91a5bcdd] Plots v1.39.0
  [e409e4f3] PoissonRandom v0.4.4
  [f517fe37] Polyester v0.7.9
  [1d0040c9] PolyesterWeave v0.2.1
  [85a6dd25] PositiveFactorizations v0.2.4
  [d236fae5] PreallocationTools v0.4.12
  [aea7be01] PrecompileTools v1.2.0
  [21216c6a] Preferences v1.4.1
  [27ebfcd6] Primes v0.5.5
  [1fd47b50] QuadGK v2.9.1
  [8a4e6c94] QuasiMonteCarlo v0.3.3
  [74087812] Random123 v1.6.1
  [fb686558] RandomExtensions v0.4.4
  [e6cf234a] RandomNumbers v1.5.3
  [3cdcf5f2] RecipesBase v1.3.4
  [01d81517] RecipesPipeline v0.6.12
  [731186ca] RecursiveArrayTools v2.38.10
  [f2c3362d] RecursiveFactorization v0.2.21
  [189a3867] Reexport v1.2.2
  [05181044] RelocatableFolders v1.0.1
  [ae029012] Requires v1.3.0
  [ae5879a3] ResettableStacks v1.1.1
  [79098fc4] Rmath v0.7.1
  [7e49a35a] RuntimeGeneratedFunctions v0.5.12
  [fdea26ae] SIMD v3.4.6
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.42
  [0bca4576] SciMLBase v2.9.1
  [e9a6253c] SciMLNLSolve v0.1.9
  [c0aeaf25] SciMLOperators v0.3.7
  [6c6a2e73] Scratch v1.2.1
  [efcf1570] Setfield v1.1.1
  [992d4aef] Showoff v1.0.3
  [777ac1f9] SimpleBufferStream v1.1.0
  [727e6d20] SimpleNonlinearSolve v0.1.25
  [699a6c99] SimpleTraits v0.9.4
  [ce78b400] SimpleUnPack v1.1.0
  [66db9d55] SnoopPrecompile v1.0.3
  [ed01d8cd] Sobol v1.5.0
  [a2af1166] SortingAlgorithms v1.2.0
  [47a9eef4] SparseDiffTools v2.13.0
  [e56a9233] Sparspak v0.3.9
  [276daf66] SpecialFunctions v2.3.1
  [aedffcd0] Static v0.8.8
  [0d7ed370] StaticArrayInterface v1.4.1
  [90137ffa] StaticArrays v1.7.0
  [1e83bf80] StaticArraysCore v1.4.2
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.2
  [4c63d2b9] StatsFuns v1.3.0
⌅ [9672c7b4] SteadyStateDiffEq v1.16.1
  [789caeaf] StochasticDiffEq v6.63.2
  [7792a7ef] StrideArraysCore v0.5.2
  [c3572dad] Sundials v4.20.1
  [2efcf032] SymbolicIndexingInterface v0.2.2
  [d1185830] SymbolicUtils v1.4.0
  [0c5d862f] Symbolics v5.10.0
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.11.1
  [62fd8b95] TensorCore v0.1.1
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.23
  [0796e94c] Tokenize v0.5.26
  [3bb67fe8] TranscodingStreams v0.10.2
  [a2a6695c] TreeViews v0.3.0
  [d5829a12] TriangularSolve v0.1.20
  [410a4b4d] Tricks v0.1.8
  [781d530d] TruncatedStacktraces v1.4.0
  [5c2747f8] URIs v1.5.1
  [3a884ed6] UnPack v1.0.2
  [1cfade01] UnicodeFun v0.4.1
  [1986cc42] Unitful v1.19.0
  [45397f5d] UnitfulLatexify v1.6.3
  [a7c27f48] Unityper v0.1.5
  [41fe7b60] Unzip v0.2.0
  [3d5dd08c] VectorizationBase v0.21.65
  [19fa3120] VertexSafeGraphs v0.2.0
  [6e34b625] Bzip2_jll v1.0.8+0
  [83423d85] Cairo_jll v1.16.1+1
  [2702e6a9] EpollShim_jll v0.0.20230411+0
  [2e619515] Expat_jll v2.5.0+0
  [b22a6f82] FFMPEG_jll v4.4.4+1
  [a3f928ae] Fontconfig_jll v2.13.93+0
  [d7e528f0] FreeType2_jll v2.13.1+0
  [559328eb] FriBidi_jll v1.0.10+0
  [0656b61e] GLFW_jll v3.3.8+0
  [d2c73de3] GR_jll v0.72.10+0
  [78b55507] Gettext_jll v0.21.0+0
  [7746bdde] Glib_jll v2.76.5+0
  [3b182d85] Graphite2_jll v1.3.14+0
  [2e76f6c2] HarfBuzz_jll v2.8.1+1
  [1d5cc7b8] IntelOpenMP_jll v2023.2.0+0
  [aacddb02] JpegTurbo_jll v2.1.91+0
  [c1c5ebd0] LAME_jll v3.100.1+0
  [88015f11] LERC_jll v3.0.0+1
  [1d63c593] LLVMOpenMP_jll v15.0.4+0
  [dd4b983a] LZO_jll v2.10.1+0
⌅ [e9f186c6] Libffi_jll v3.2.2+1
  [d4300ac3] Libgcrypt_jll v1.8.7+0
  [7e76a0d4] Libglvnd_jll v1.6.0+0
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  [89763e89] Libtiff_jll v4.5.1+1
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  [856f044c] MKL_jll v2023.2.0+0
  [e7412a2a] Ogg_jll v1.3.5+1
  [458c3c95] OpenSSL_jll v3.0.12+0
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  [91d4177d] Opus_jll v1.3.2+0
  [30392449] Pixman_jll v0.42.2+0
  [c0090381] Qt6Base_jll v6.5.3+1
  [f50d1b31] Rmath_jll v0.4.0+0
⌅ [fb77eaff] Sundials_jll v5.2.1+0
  [a44049a8] Vulkan_Loader_jll v1.3.243+0
  [a2964d1f] Wayland_jll v1.21.0+1
  [2381bf8a] Wayland_protocols_jll v1.25.0+0
  [02c8fc9c] XML2_jll v2.12.0+0
  [aed1982a] XSLT_jll v1.1.34+0
  [ffd25f8a] XZ_jll v5.4.5+0
  [f67eecfb] Xorg_libICE_jll v1.0.10+1
  [c834827a] Xorg_libSM_jll v1.2.3+0
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  [0c0b7dd1] Xorg_libXau_jll v1.0.11+0
  [935fb764] Xorg_libXcursor_jll v1.2.0+4
  [a3789734] Xorg_libXdmcp_jll v1.1.4+0
  [1082639a] Xorg_libXext_jll v1.3.4+4
  [d091e8ba] Xorg_libXfixes_jll v5.0.3+4
  [a51aa0fd] Xorg_libXi_jll v1.7.10+4
  [d1454406] Xorg_libXinerama_jll v1.1.4+4
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  [ea2f1a96] Xorg_libXrender_jll v0.9.10+4
  [14d82f49] Xorg_libpthread_stubs_jll v0.1.1+0
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  [2def613f] Xorg_xcb_util_jll v0.4.0+1
  [975044d2] Xorg_xcb_util_keysyms_jll v0.4.0+1
  [0d47668e] Xorg_xcb_util_renderutil_jll v0.3.9+1
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  [8ba89e20] Distributed
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  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [4af54fe1] LazyArtifacts
  [b27032c2] LibCURL v0.6.3
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
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  [de0858da] Printf
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  [4607b0f0] SuiteSparse
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  [efcefdf7] PCRE2_jll v10.42.0+0
  [bea87d4a] SuiteSparse_jll v5.10.1+6
  [83775a58] Zlib_jll v1.2.13+0
  [8e850b90] libblastrampoline_jll v5.8.0+0
  [8e850ede] nghttp2_jll v1.48.0+0
  [3f19e933] p7zip_jll v17.4.0+0
Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m`
  • Output of versioninfo()
Julia Version 1.9.3
Commit bed2cd540a1 (2023-08-24 14:43 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 8 × Intel(R) Core(TM) i7-7700K CPU @ 4.20GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-14.0.6 (ORCJIT, skylake)
  Threads: 6 on 8 virtual cores
Environment:
  LD_LIBRARY_PATH = /usr/local/cuda-10.2/lib64/:/opt/gurobi912/linux64//lib:
  JULIA_NUM_THREADS = 6
@cmhyett cmhyett added the bug Something isn't working label Dec 6, 2023
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cmhyett commented Dec 6, 2023

This seems to be discretization dependent...if dx<=2^(-4) then the symbolic-generated (SG) code allocates twice and is faster than the user-generated (UG) code:

julia> b_sym
BenchmarkTools.Trial: 10000 samples with 651 evaluations.
 Range (min  max):  188.833 ns    2.616 μs  ┊ GC (min  max):  0.00%  90.32%
 Time  (median):     196.710 ns               ┊ GC (median):     0.00%
 Time  (mean ± σ):   226.175 ns ± 218.425 ns  ┊ GC (mean ± σ):  10.78% ± 10.06%

 Memory estimate: 928 bytes, allocs estimate: 2.

julia> b_usr
BenchmarkTools.Trial: 10000 samples with 398 evaluations.
 Range (min  max):  243.714 ns    9.236 μs  ┊ GC (min  max):  0.00%  96.53%
 Time  (median):     249.991 ns               ┊ GC (median):     0.00%
 Time  (mean ± σ):   313.016 ns ± 642.649 ns  ┊ GC (mean ± σ):  17.87% ±  8.37%

 Memory estimate: 896 bytes, allocs estimate: 8.

Whereas any refinement of this, e.g. dx=2^(-5) yields performance similar to that reported in the bug:

julia> b_sym
BenchmarkTools.Trial: 10000 samples with 9 evaluations.
 Range (min  max):  2.067 μs  257.579 μs  ┊ GC (min  max): 0.00%  97.63%
 Time  (median):     2.127 μs               ┊ GC (median):    0.00%
 Time  (mean ± σ):   2.352 μs ±   3.887 μs  ┊ GC (mean ± σ):  2.80% ±  1.69%

 Memory estimate: 1.83 KiB, allocs estimate: 36.

julia> b_usr
BenchmarkTools.Trial: 10000 samples with 379 evaluations.
 Range (min  max):  257.026 ns   11.460 μs  ┊ GC (min  max):  0.00%  91.71%
 Time  (median):     271.844 ns               ┊ GC (median):     0.00%
 Time  (mean ± σ):   363.252 ns ± 631.237 ns  ┊ GC (mean ± σ):  18.52% ± 10.18%

 Memory estimate: 1.41 KiB, allocs estimate: 8.

And it seems the number of allocations in the (SG) function grows with the dimensionality of the refinement..

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cmhyett commented Dec 6, 2023

The change in behavior happens right at dx=1/32. Attempting to locate a root cause..

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cmhyett commented Dec 6, 2023

I debugged through the entire function generation for both values, dx = 2^(-4) and dx=2^(-5) without any differences whatsoever. dx=1/32 is very brittle, even dx=1/31 recovers user performance.

sym_performance

With no differences in function generation through MTK or Symbolics, I guess I'll close this issue, as I suspect there is something deeper at work here.

@cmhyett cmhyett closed this as completed Dec 6, 2023
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