From a93826d84c04d5711b1aa685546b97609418d237 Mon Sep 17 00:00:00 2001
From: Avik Pal <avikpal@mit.edu>
Date: Mon, 26 Feb 2024 22:20:18 -0500
Subject: [PATCH 1/4] Test the new NonlinearSolveBase.jl
---
Manifest.toml | 574 ++++++++++++++++++
Project.toml | 10 +-
...linearSolveChainRulesCoreDiffEqBaseExt.jl} | 2 +-
src/SimpleNonlinearSolve.jl | 56 +-
src/bracketing/bisection.jl | 2 +-
src/bracketing/brent.jl | 2 +-
src/bracketing/falsi.jl | 2 +-
src/bracketing/itp.jl | 2 +-
src/bracketing/ridder.jl | 2 +-
src/linesearch.jl | 6 +-
src/nlsolve/lbroyden.jl | 2 +-
src/utils.jl | 72 +--
test/core/23_test_problems_tests.jl | 2 +-
test/core/rootfind_tests.jl | 5 +-
14 files changed, 642 insertions(+), 97 deletions(-)
create mode 100644 Manifest.toml
rename ext/{SimpleNonlinearSolveChainRulesCoreExt.jl => SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl} (93%)
diff --git a/Manifest.toml b/Manifest.toml
new file mode 100644
index 0000000..0fa996c
--- /dev/null
+++ b/Manifest.toml
@@ -0,0 +1,574 @@
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+deps = ["ADTypes", "ArrayInterface", "CommonSolve", "ConstructionBase", "Distributed", "DocStringExtensions", "EnumX", "FillArrays", "FunctionWrappersWrappers", "IteratorInterfaceExtensions", "LinearAlgebra", "Logging", "Markdown", "PrecompileTools", "Preferences", "Printf", "RecipesBase", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLOperators", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables", "TruncatedStacktraces"]
+git-tree-sha1 = "375256db2d99fc730d2d134cca17939324d284d1"
+uuid = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
+version = "2.28.0"
+
+ [deps.SciMLBase.extensions]
+ SciMLBaseChainRulesCoreExt = "ChainRulesCore"
+ SciMLBaseMakieExt = "Makie"
+ SciMLBasePartialFunctionsExt = "PartialFunctions"
+ SciMLBasePyCallExt = "PyCall"
+ SciMLBasePythonCallExt = "PythonCall"
+ SciMLBaseRCallExt = "RCall"
+ SciMLBaseZygoteExt = "Zygote"
+
+ [deps.SciMLBase.weakdeps]
+ ChainRules = "082447d4-558c-5d27-93f4-14fc19e9eca2"
+ ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
+ Makie = "ee78f7c6-11fb-53f2-987a-cfe4a2b5a57a"
+ PartialFunctions = "570af359-4316-4cb7-8c74-252c00c2016b"
+ PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
+ PythonCall = "6099a3de-0909-46bc-b1f4-468b9a2dfc0d"
+ RCall = "6f49c342-dc21-5d91-9882-a32aef131414"
+ Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
+
+[[deps.SciMLOperators]]
+deps = ["ArrayInterface", "DocStringExtensions", "LinearAlgebra", "MacroTools", "Setfield", "SparseArrays", "StaticArraysCore"]
+git-tree-sha1 = "10499f619ef6e890f3f4a38914481cc868689cd5"
+uuid = "c0aeaf25-5076-4817-a8d5-81caf7dfa961"
+version = "0.3.8"
+
+[[deps.Serialization]]
+uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
+
+[[deps.Setfield]]
+deps = ["ConstructionBase", "Future", "MacroTools", "StaticArraysCore"]
+git-tree-sha1 = "e2cc6d8c88613c05e1defb55170bf5ff211fbeac"
+uuid = "efcf1570-3423-57d1-acb7-fd33fddbac46"
+version = "1.1.1"
+
+[[deps.Sockets]]
+uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
+
+[[deps.SparseArrays]]
+deps = ["Libdl", "LinearAlgebra", "Random", "Serialization", "SuiteSparse_jll"]
+uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+version = "1.10.0"
+
+[[deps.SpecialFunctions]]
+deps = ["IrrationalConstants", "LogExpFunctions", "OpenLibm_jll", "OpenSpecFun_jll"]
+git-tree-sha1 = "e2cfc4012a19088254b3950b85c3c1d8882d864d"
+uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
+version = "2.3.1"
+
+ [deps.SpecialFunctions.extensions]
+ SpecialFunctionsChainRulesCoreExt = "ChainRulesCore"
+
+ [deps.SpecialFunctions.weakdeps]
+ ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
+
+[[deps.StaticArraysCore]]
+git-tree-sha1 = "36b3d696ce6366023a0ea192b4cd442268995a0d"
+uuid = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
+version = "1.4.2"
+
+[[deps.Statistics]]
+deps = ["LinearAlgebra", "SparseArrays"]
+uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+version = "1.10.0"
+
+[[deps.SuiteSparse]]
+deps = ["Libdl", "LinearAlgebra", "Serialization", "SparseArrays"]
+uuid = "4607b0f0-06f3-5cda-b6b1-a6196a1729e9"
+
+[[deps.SuiteSparse_jll]]
+deps = ["Artifacts", "Libdl", "libblastrampoline_jll"]
+uuid = "bea87d4a-7f5b-5778-9afe-8cc45184846c"
+version = "7.2.1+1"
+
+[[deps.SymbolicIndexingInterface]]
+git-tree-sha1 = "251bb311585143931a306175c3b7ced220300578"
+uuid = "2efcf032-c050-4f8e-a9bb-153293bab1f5"
+version = "0.3.8"
+
+[[deps.TOML]]
+deps = ["Dates"]
+uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
+version = "1.0.3"
+
+[[deps.TableTraits]]
+deps = ["IteratorInterfaceExtensions"]
+git-tree-sha1 = "c06b2f539df1c6efa794486abfb6ed2022561a39"
+uuid = "3783bdb8-4a98-5b6b-af9a-565f29a5fe9c"
+version = "1.0.1"
+
+[[deps.Tables]]
+deps = ["DataAPI", "DataValueInterfaces", "IteratorInterfaceExtensions", "LinearAlgebra", "OrderedCollections", "TableTraits"]
+git-tree-sha1 = "cb76cf677714c095e535e3501ac7954732aeea2d"
+uuid = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
+version = "1.11.1"
+
+[[deps.Tar]]
+deps = ["ArgTools", "SHA"]
+uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e"
+version = "1.10.0"
+
+[[deps.Test]]
+deps = ["InteractiveUtils", "Logging", "Random", "Serialization"]
+uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[[deps.TruncatedStacktraces]]
+deps = ["InteractiveUtils", "MacroTools", "Preferences"]
+git-tree-sha1 = "ea3e54c2bdde39062abf5a9758a23735558705e1"
+uuid = "781d530d-4396-4725-bb49-402e4bee1e77"
+version = "1.4.0"
+
+[[deps.UUIDs]]
+deps = ["Random", "SHA"]
+uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
+
+[[deps.Unicode]]
+uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
+
+[[deps.Zlib_jll]]
+deps = ["Libdl"]
+uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
+version = "1.2.13+1"
+
+[[deps.libblastrampoline_jll]]
+deps = ["Artifacts", "Libdl"]
+uuid = "8e850b90-86db-534c-a0d3-1478176c7d93"
+version = "5.8.0+1"
+
+[[deps.nghttp2_jll]]
+deps = ["Artifacts", "Libdl"]
+uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d"
+version = "1.52.0+1"
+
+[[deps.p7zip_jll]]
+deps = ["Artifacts", "Libdl"]
+uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0"
+version = "17.4.0+2"
diff --git a/Project.toml b/Project.toml
index 225b360..e99030e 100644
--- a/Project.toml
+++ b/Project.toml
@@ -7,13 +7,13 @@ version = "1.6.0"
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
ConcreteStructs = "2569d6c7-a4a2-43d3-a901-331e8e4be471"
-DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
DiffResults = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
FastClosures = "9aa1b823-49e4-5ca5-8b0f-3971ec8bab6a"
FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
MaybeInplace = "bb5d69b7-63fc-4a16-80bd-7e42200c7bdb"
+NonlinearSolveBase = "be0214bd-f91f-a760-ac4e-3421ce2b2da0"
PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
@@ -21,6 +21,7 @@ StaticArraysCore = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
[weakdeps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
+DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
PolyesterForwardDiff = "98d1487c-24ca-40b6-b7ab-df2af84e126b"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
@@ -28,7 +29,7 @@ Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
[extensions]
-SimpleNonlinearSolveChainRulesCoreExt = "ChainRulesCore"
+SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt = ["ChainRulesCore", "DiffEqBase"]
SimpleNonlinearSolvePolyesterForwardDiffExt = "PolyesterForwardDiff"
SimpleNonlinearSolveReverseDiffExt = "ReverseDiff"
SimpleNonlinearSolveStaticArraysExt = "StaticArrays"
@@ -52,6 +53,7 @@ LinearAlgebra = "1.10"
LinearSolve = "2.25"
MaybeInplace = "0.1.1"
NonlinearProblemLibrary = "0.1.2"
+NonlinearSolveBase = "1"
Pkg = "1.10"
PolyesterForwardDiff = "0.1.1"
PrecompileTools = "1.2"
@@ -72,12 +74,12 @@ julia = "1.10"
AllocCheck = "9b6a8646-10ed-4001-bbdc-1d2f46dfbb1a"
Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
-DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
NonlinearProblemLibrary = "b7050fa9-e91f-4b37-bcee-a89a063da141"
+NonlinearSolveBase = "be0214bd-f91f-a760-ac4e-3421ce2b2da0"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
PolyesterForwardDiff = "98d1487c-24ca-40b6-b7ab-df2af84e126b"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
@@ -91,4 +93,4 @@ Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
[targets]
-test = ["Aqua", "AllocCheck", "DiffEqBase", "ForwardDiff", "LinearAlgebra", "LinearSolve", "NonlinearProblemLibrary", "Pkg", "Random", "ReTestItems", "SciMLSensitivity", "StaticArrays", "Zygote", "CUDA", "PolyesterForwardDiff", "Reexport", "Test", "FiniteDiff", "ReverseDiff", "Tracker"]
+test = ["Aqua", "AllocCheck", "DiffEqBase", "ForwardDiff", "LinearAlgebra", "LinearSolve", "NonlinearProblemLibrary", "Pkg", "Random", "ReTestItems", "SciMLSensitivity", "StaticArrays", "Zygote", "CUDA", "NonlinearSolveBase", "PolyesterForwardDiff", "Reexport", "Test", "FiniteDiff", "ReverseDiff", "Tracker"]
diff --git a/ext/SimpleNonlinearSolveChainRulesCoreExt.jl b/ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl
similarity index 93%
rename from ext/SimpleNonlinearSolveChainRulesCoreExt.jl
rename to ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl
index dc84cb3..0d4e291 100644
--- a/ext/SimpleNonlinearSolveChainRulesCoreExt.jl
+++ b/ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl
@@ -1,4 +1,4 @@
-module SimpleNonlinearSolveChainRulesCoreExt
+module SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt
using ChainRulesCore, DiffEqBase, SciMLBase, SimpleNonlinearSolve
diff --git a/src/SimpleNonlinearSolve.jl b/src/SimpleNonlinearSolve.jl
index 3a4e5eb..28d5af8 100644
--- a/src/SimpleNonlinearSolve.jl
+++ b/src/SimpleNonlinearSolve.jl
@@ -3,22 +3,23 @@ module SimpleNonlinearSolve
import PrecompileTools: @compile_workload, @setup_workload, @recompile_invalidations
@recompile_invalidations begin
- using ADTypes, ArrayInterface, ConcreteStructs, DiffEqBase, FastClosures, FiniteDiff,
- ForwardDiff, Reexport, LinearAlgebra, SciMLBase
-
- import DiffEqBase: AbstractNonlinearTerminationMode,
- AbstractSafeNonlinearTerminationMode,
- AbstractSafeBestNonlinearTerminationMode,
- NonlinearSafeTerminationReturnCode, get_termination_mode,
- NONLINEARSOLVE_DEFAULT_NORM
+ using ADTypes, ArrayInterface, FiniteDiff, ForwardDiff, NonlinearSolveBase, Reexport,
+ LinearAlgebra, SciMLBase
+
+ import ConcreteStructs: @concrete
import DiffResults
+ import FastClosures: @closure
import ForwardDiff: Dual
import MaybeInplace: @bb, setindex_trait, CanSetindex, CannotSetindex
+ import NonlinearSolveBase: AbstractNonlinearTerminationMode,
+ AbstractSafeNonlinearTerminationMode,
+ AbstractSafeBestNonlinearTerminationMode,
+ get_termination_mode, NONLINEARSOLVE_DEFAULT_NORM
import SciMLBase: AbstractNonlinearAlgorithm, build_solution, isinplace, _unwrap_val
import StaticArraysCore: StaticArray, SVector, SMatrix, SArray, MArray, MMatrix, Size
end
-@reexport using ADTypes, SciMLBase
+@reexport using ADTypes, SciMLBase # TODO: Reexport NonlinearSolveBase after the situation with NonlinearSolve.jl is resolved
abstract type AbstractSimpleNonlinearSolveAlgorithm <: AbstractNonlinearAlgorithm end
abstract type AbstractBracketingAlgorithm <: AbstractSimpleNonlinearSolveAlgorithm end
@@ -58,23 +59,28 @@ function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::Nothing, args...;
end
# By Pass the highlevel checks for NonlinearProblem for Simple Algorithms
-function SciMLBase.solve(
- prob::NonlinearProblem, alg::AbstractSimpleNonlinearSolveAlgorithm,
- args...; sensealg = nothing, u0 = nothing, p = nothing, kwargs...)
- if sensealg === nothing && haskey(prob.kwargs, :sensealg)
- sensealg = prob.kwargs[:sensealg]
- end
- new_u0 = u0 !== nothing ? u0 : prob.u0
- new_p = p !== nothing ? p : prob.p
- return __internal_solve_up(
- prob, sensealg, new_u0, u0 === nothing, new_p, p === nothing,
- alg, args...; prob.kwargs..., kwargs...)
-end
+# Using eval to prevent ambiguity
+for pType in (NonlinearProblem, NonlinearLeastSquaresProblem)
+ @eval begin
+ function SciMLBase.solve(
+ prob::$(pType), alg::AbstractSimpleNonlinearSolveAlgorithm, args...;
+ sensealg = nothing, u0 = nothing, p = nothing, kwargs...)
+ if sensealg === nothing && haskey(prob.kwargs, :sensealg)
+ sensealg = prob.kwargs[:sensealg]
+ end
+ new_u0 = u0 !== nothing ? u0 : prob.u0
+ new_p = p !== nothing ? p : prob.p
+ return __internal_solve_up(
+ prob, sensealg, new_u0, u0 === nothing, new_p, p === nothing,
+ alg, args...; prob.kwargs..., kwargs...)
+ end
-function __internal_solve_up(_prob::NonlinearProblem, sensealg, u0, u0_changed,
- p, p_changed, alg, args...; kwargs...)
- prob = u0_changed || p_changed ? remake(_prob; u0, p) : _prob
- return SciMLBase.__solve(prob, alg, args...; kwargs...)
+ function __internal_solve_up(_prob::$(pType), sensealg, u0, u0_changed, p,
+ p_changed, alg::AbstractSimpleNonlinearSolveAlgorithm, args...; kwargs...)
+ prob = u0_changed || p_changed ? remake(_prob; u0, p) : _prob
+ return SciMLBase.__solve(prob, alg, args...; kwargs...)
+ end
+ end
end
@setup_workload begin
diff --git a/src/bracketing/bisection.jl b/src/bracketing/bisection.jl
index acadf6a..ec7fb28 100644
--- a/src/bracketing/bisection.jl
+++ b/src/bracketing/bisection.jl
@@ -26,7 +26,7 @@ function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::Bisection, args...
left, right = prob.tspan
fl, fr = f(left), f(right)
- abstol = __get_tolerance(nothing, abstol,
+ abstol = NonlinearSolveBase.get_tolerance(nothing, abstol,
promote_type(eltype(first(prob.tspan)), eltype(last(prob.tspan))))
if iszero(fl)
diff --git a/src/bracketing/brent.jl b/src/bracketing/brent.jl
index 89b2e60..53c4f93 100644
--- a/src/bracketing/brent.jl
+++ b/src/bracketing/brent.jl
@@ -13,7 +13,7 @@ function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::Brent, args...;
fl, fr = f(left), f(right)
ϵ = eps(convert(typeof(fl), 1))
- abstol = __get_tolerance(nothing, abstol,
+ abstol = NonlinearSolveBase.get_tolerance(nothing, abstol,
promote_type(eltype(first(prob.tspan)), eltype(last(prob.tspan))))
if iszero(fl)
diff --git a/src/bracketing/falsi.jl b/src/bracketing/falsi.jl
index 896e073..902ed92 100644
--- a/src/bracketing/falsi.jl
+++ b/src/bracketing/falsi.jl
@@ -12,7 +12,7 @@ function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::Falsi, args...;
left, right = prob.tspan
fl, fr = f(left), f(right)
- abstol = __get_tolerance(nothing, abstol,
+ abstol = NonlinearSolveBase.get_tolerance(nothing, abstol,
promote_type(eltype(first(prob.tspan)), eltype(last(prob.tspan))))
if iszero(fl)
diff --git a/src/bracketing/itp.jl b/src/bracketing/itp.jl
index 2926dfd..e758bef 100644
--- a/src/bracketing/itp.jl
+++ b/src/bracketing/itp.jl
@@ -58,7 +58,7 @@ function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::ITP, args...;
left, right = prob.tspan
fl, fr = f(left), f(right)
- abstol = __get_tolerance(nothing, abstol,
+ abstol = NonlinearSolveBase.get_tolerance(nothing, abstol,
promote_type(eltype(first(prob.tspan)), eltype(last(prob.tspan))))
if iszero(fl)
diff --git a/src/bracketing/ridder.jl b/src/bracketing/ridder.jl
index 3b23f42..6d4e2d7 100644
--- a/src/bracketing/ridder.jl
+++ b/src/bracketing/ridder.jl
@@ -12,7 +12,7 @@ function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::Ridder, args...;
left, right = prob.tspan
fl, fr = f(left), f(right)
- abstol = __get_tolerance(nothing, abstol,
+ abstol = NonlinearSolveBase.get_tolerance(nothing, abstol,
promote_type(eltype(first(prob.tspan)), eltype(last(prob.tspan))))
if iszero(fl)
diff --git a/src/linesearch.jl b/src/linesearch.jl
index c33253f..82866ee 100644
--- a/src/linesearch.jl
+++ b/src/linesearch.jl
@@ -73,7 +73,7 @@ function (cache::LiFukushimaLineSearchCache)(u, δu)
fx_norm = ϕ(T(0))
# Non-Blocking exit if the norm is NaN or Inf
- DiffEqBase.NAN_CHECK(fx_norm) && return cache.α
+ NonlinearSolveBase.NAN_CHECK(fx_norm) && return cache.α
# Early Terminate based on Eq. 2.7
du_norm = NONLINEARSOLVE_DEFAULT_NORM(δu)
@@ -84,12 +84,12 @@ function (cache::LiFukushimaLineSearchCache)(u, δu)
fxλp_norm = ϕ(λ₂)
if cache.nan_maxiters !== nothing
- if DiffEqBase.NAN_CHECK(fxλp_norm)
+ if NonlinearSolveBase.NAN_CHECK(fxλp_norm)
nan_converged = false
for _ in 1:(cache.nan_maxiters)
λ₁, λ₂ = λ₂, cache.β * λ₂
fxλp_norm = ϕ(λ₂)
- nan_converged = DiffEqBase.NAN_CHECK(fxλp_norm)::Bool
+ nan_converged = NonlinearSolveBase.NAN_CHECK(fxλp_norm)::Bool
nan_converged && break
end
nan_converged || return cache.α
diff --git a/src/nlsolve/lbroyden.jl b/src/nlsolve/lbroyden.jl
index 145a546..b1ba03f 100644
--- a/src/nlsolve/lbroyden.jl
+++ b/src/nlsolve/lbroyden.jl
@@ -121,7 +121,7 @@ function __static_solve(prob::NonlinearProblem{<:SArray}, alg::SimpleLimitedMemo
U, Vᵀ = __init_low_rank_jacobian(vec(x), vec(fx), threshold)
- abstol = __get_tolerance(x, abstol, eltype(x))
+ abstol = NonlinearSolveBase.get_tolerance(x, abstol, eltype(x))
xo, δx, fo, δf = x, -fx, fx, fx
diff --git a/src/utils.jl b/src/utils.jl
index 38be343..7f1cc8d 100644
--- a/src/utils.jl
+++ b/src/utils.jl
@@ -77,7 +77,7 @@ except `cache` (& `J` if not nothing) are mutated.
function value_and_jacobian(ad, f::F, y, x::X, p, cache; J = nothing) where {F, X}
if isinplace(f)
_f = (du, u) -> f(du, u, p)
- if DiffEqBase.has_jac(f)
+ if SciMLBase.has_jac(f)
f.jac(J, x, p)
_f(y, x)
return y, J
@@ -97,7 +97,7 @@ function value_and_jacobian(ad, f::F, y, x::X, p, cache; J = nothing) where {F,
end
else
_f = Base.Fix2(f, p)
- if DiffEqBase.has_jac(f)
+ if SciMLBase.has_jac(f)
return _f(x), f.jac(x, p)
elseif ad isa AutoForwardDiff
if ArrayInterface.can_setindex(x)
@@ -124,7 +124,7 @@ end
function __polyester_forwarddiff_jacobian! end
function value_and_jacobian(ad, f::F, y, x::Number, p, cache; J = nothing) where {F}
- if DiffEqBase.has_jac(f)
+ if SciMLBase.has_jac(f)
return f(x, p), f.jac(x, p)
elseif ad isa AutoForwardDiff
T = typeof(__standard_tag(ad.tag, x))
@@ -152,7 +152,7 @@ function jacobian_cache(ad, f::F, y, x::X, p) where {F, X <: AbstractArray}
if isinplace(f)
_f = (du, u) -> f(du, u, p)
J = similar(y, length(y), length(x))
- if DiffEqBase.has_jac(f)
+ if SciMLBase.has_jac(f)
return J, nothing
elseif ad isa AutoForwardDiff || ad isa AutoPolyesterForwardDiff
return J, __get_jacobian_config(ad, _f, y, x)
@@ -163,7 +163,7 @@ function jacobian_cache(ad, f::F, y, x::X, p) where {F, X <: AbstractArray}
end
else
_f = Base.Fix2(f, p)
- if DiffEqBase.has_jac(f)
+ if SciMLBase.has_jac(f)
return nothing, nothing
elseif ad isa AutoForwardDiff
J = ArrayInterface.can_setindex(x) ? similar(y, length(y), length(x)) : nothing
@@ -292,58 +292,27 @@ function init_termination_cache(abstol, reltol, du, u, ::Nothing)
return init_termination_cache(abstol, reltol, du, u, AbsNormTerminationMode())
end
function init_termination_cache(abstol, reltol, du, u, tc::AbstractNonlinearTerminationMode)
- T = promote_type(eltype(du), eltype(u))
- abstol = __get_tolerance(u, abstol, T)
- reltol = __get_tolerance(u, reltol, T)
tc_cache = init(du, u, tc; abstol, reltol)
- return DiffEqBase.get_abstol(tc_cache), DiffEqBase.get_reltol(tc_cache), tc_cache
+ return (NonlinearSolveBase.get_abstol(tc_cache),
+ NonlinearSolveBase.get_reltol(tc_cache), tc_cache)
end
function check_termination(tc_cache, fx, x, xo, prob, alg)
return check_termination(tc_cache, fx, x, xo, prob, alg,
- DiffEqBase.get_termination_mode(tc_cache))
-end
-function check_termination(tc_cache, fx, x, xo, prob, alg,
- ::AbstractNonlinearTerminationMode)
- if Bool(tc_cache(fx, x, xo))
- return build_solution(prob, alg, x, fx; retcode = ReturnCode.Success)
- end
- return nothing
-end
-function check_termination(tc_cache, fx, x, xo, prob, alg,
- ::AbstractSafeNonlinearTerminationMode)
- if Bool(tc_cache(fx, x, xo))
- if tc_cache.retcode == NonlinearSafeTerminationReturnCode.Success
- retcode = ReturnCode.Success
- elseif tc_cache.retcode == NonlinearSafeTerminationReturnCode.PatienceTermination
- retcode = ReturnCode.ConvergenceFailure
- elseif tc_cache.retcode == NonlinearSafeTerminationReturnCode.ProtectiveTermination
- retcode = ReturnCode.Unstable
- else
- error("Unknown termination code: $(tc_cache.retcode)")
- end
- return build_solution(prob, alg, x, fx; retcode)
- end
- return nothing
+ NonlinearSolveBase.get_termination_mode(tc_cache))
end
+
function check_termination(tc_cache, fx, x, xo, prob, alg,
- ::AbstractSafeBestNonlinearTerminationMode)
+ mode::AbstractNonlinearTerminationMode)
if Bool(tc_cache(fx, x, xo))
- if tc_cache.retcode == NonlinearSafeTerminationReturnCode.Success
- retcode = ReturnCode.Success
- elseif tc_cache.retcode == NonlinearSafeTerminationReturnCode.PatienceTermination
- retcode = ReturnCode.ConvergenceFailure
- elseif tc_cache.retcode == NonlinearSafeTerminationReturnCode.ProtectiveTermination
- retcode = ReturnCode.Unstable
- else
- error("Unknown termination code: $(tc_cache.retcode)")
- end
- if isinplace(prob)
- prob.f(fx, x, prob.p)
- else
- fx = prob.f(x, prob.p)
+ if mode isa AbstractSafeBestNonlinearTerminationMode
+ if isinplace(prob)
+ prob.f(fx, x, prob.p)
+ else
+ fx = prob.f(x, prob.p)
+ end
end
- return build_solution(prob, alg, tc_cache.u, fx; retcode)
+ return build_solution(prob, alg, x, fx; retcode = tc_cache.retcode)
end
return nothing
end
@@ -373,12 +342,5 @@ end
@inline __reshape(x::Number, args...) = x
@inline __reshape(x::AbstractArray, args...) = reshape(x, args...)
-# Override cases which might be used in a kernel launch
-__get_tolerance(x, η, ::Type{T}) where {T} = DiffEqBase._get_tolerance(η, T)
-function __get_tolerance(x::Union{SArray, Number}, ::Nothing, ::Type{T}) where {T}
- η = real(oneunit(T)) * (eps(real(one(T))))^(real(T)(0.8))
- return T(η)
-end
-
# Extension
function __zygote_compute_nlls_vjp end
diff --git a/test/core/23_test_problems_tests.jl b/test/core/23_test_problems_tests.jl
index 8b8f239..ad530c2 100644
--- a/test/core/23_test_problems_tests.jl
+++ b/test/core/23_test_problems_tests.jl
@@ -1,5 +1,5 @@
@testsetup module RobustnessTesting
-using LinearAlgebra, NonlinearProblemLibrary, DiffEqBase, Test
+using LinearAlgebra, NonlinearProblemLibrary, NonlinearSolveBase, SciMLBase, Test
problems = NonlinearProblemLibrary.problems
dicts = NonlinearProblemLibrary.dicts
diff --git a/test/core/rootfind_tests.jl b/test/core/rootfind_tests.jl
index 726a6dd..848bf6c 100644
--- a/test/core/rootfind_tests.jl
+++ b/test/core/rootfind_tests.jl
@@ -1,7 +1,8 @@
@testsetup module RootfindingTesting
using Reexport
@reexport using AllocCheck,
- LinearSolve, StaticArrays, Random, LinearAlgebra, ForwardDiff, DiffEqBase
+ LinearSolve, StaticArrays, Random, LinearAlgebra, ForwardDiff,
+ NonlinearSolveBase
import PolyesterForwardDiff
quadratic_f(u, p) = u .* u .- p
@@ -89,7 +90,7 @@ end
end
end
-@testitem "Derivative Free Metods" setup=[RootfindingTesting] begin
+@testitem "Derivative Free Methods" setup=[RootfindingTesting] begin
@testset "$(nameof(typeof(alg)))" for alg in [SimpleBroyden(), SimpleKlement(),
SimpleDFSane(), SimpleLimitedMemoryBroyden(),
SimpleBroyden(; linesearch = Val(true)),
From ad73e6e070113b36002f708ed222f04aa2946d46 Mon Sep 17 00:00:00 2001
From: Avik Pal <avikpal@mit.edu>
Date: Tue, 27 Feb 2024 12:02:52 -0500
Subject: [PATCH 2/4] Move ForwardDiff and FiniteDiff into extensions
---
Manifest.toml | 207 +---------------
Project.toml | 10 +-
...nlinearSolveChainRulesCoreDiffEqBaseExt.jl | 14 +-
...NonlinearSolveDiffResultsForwardDiffExt.jl | 26 ++
.../forward_ad.jl | 62 ++---
.../hessian.jl | 22 ++
.../jacobian.jl | 95 ++++++++
ext/SimpleNonlinearSolveFiniteDiffExt.jl | 59 +++++
...leNonlinearSolvePolyesterForwardDiffExt.jl | 22 +-
ext/SimpleNonlinearSolveStaticArraysExt.jl | 2 +-
src/SimpleNonlinearSolve.jl | 30 ++-
src/utils.jl | 229 ++++--------------
test/core/23_test_problems_tests.jl | 1 +
test/core/least_squares_tests.jl | 2 +-
test/core/matrix_resizing_tests.jl | 2 +
test/core/rootfind_tests.jl | 5 +-
test/gpu/cuda_tests.jl | 4 +-
17 files changed, 352 insertions(+), 440 deletions(-)
create mode 100644 ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/SimpleNonlinearSolveDiffResultsForwardDiffExt.jl
rename src/ad.jl => ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/forward_ad.jl (76%)
create mode 100644 ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/hessian.jl
create mode 100644 ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/jacobian.jl
create mode 100644 ext/SimpleNonlinearSolveFiniteDiffExt.jl
diff --git a/Manifest.toml b/Manifest.toml
index 0fa996c..7b15964 100644
--- a/Manifest.toml
+++ b/Manifest.toml
@@ -2,7 +2,7 @@
julia_version = "1.10.1"
manifest_format = "2.0"
-project_hash = "fd7dd831d23cbd09082d4fbd447d505786d32a50"
+project_hash = "0f8351b22e508389e9e69531474eb9c04e478a60"
[[deps.ADTypes]]
git-tree-sha1 = "41c37aa88889c171f1300ceac1313c06e891d245"
@@ -21,10 +21,6 @@ version = "4.0.1"
[deps.Adapt.weakdeps]
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
-[[deps.ArgTools]]
-uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
-version = "1.1.1"
-
[[deps.ArrayInterface]]
deps = ["Adapt", "LinearAlgebra", "Requires", "SparseArrays", "SuiteSparse"]
git-tree-sha1 = "c5aeb516a84459e0318a02507d2261edad97eb75"
@@ -58,12 +54,6 @@ git-tree-sha1 = "0eee5eb66b1cf62cd6ad1b460238e60e4b09400c"
uuid = "38540f10-b2f7-11e9-35d8-d573e4eb0ff2"
version = "0.2.4"
-[[deps.CommonSubexpressions]]
-deps = ["MacroTools", "Test"]
-git-tree-sha1 = "7b8a93dba8af7e3b42fecabf646260105ac373f7"
-uuid = "bbf7d656-a473-5ed7-a52c-81e309532950"
-version = "0.3.0"
-
[[deps.CompilerSupportLibraries_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
@@ -102,18 +92,6 @@ version = "1.0.0"
deps = ["Printf"]
uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
-[[deps.DiffResults]]
-deps = ["StaticArraysCore"]
-git-tree-sha1 = "782dd5f4561f5d267313f23853baaaa4c52ea621"
-uuid = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
-version = "1.1.0"
-
-[[deps.DiffRules]]
-deps = ["IrrationalConstants", "LogExpFunctions", "NaNMath", "Random", "SpecialFunctions"]
-git-tree-sha1 = "23163d55f885173722d1e4cf0f6110cdbaf7e272"
-uuid = "b552c78f-8df3-52c6-915a-8e097449b14b"
-version = "1.15.1"
-
[[deps.Distributed]]
deps = ["Random", "Serialization", "Sockets"]
uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
@@ -124,11 +102,6 @@ git-tree-sha1 = "2fb1e02f2b635d0845df5d7c167fec4dd739b00d"
uuid = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
version = "0.9.3"
-[[deps.Downloads]]
-deps = ["ArgTools", "FileWatching", "LibCURL", "NetworkOptions"]
-uuid = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
-version = "1.6.0"
-
[[deps.EnumX]]
git-tree-sha1 = "bdb1942cd4c45e3c678fd11569d5cccd80976237"
uuid = "4e289a0a-7415-4d19-859d-a7e5c4648b56"
@@ -144,53 +117,6 @@ git-tree-sha1 = "acebe244d53ee1b461970f8910c235b259e772ef"
uuid = "9aa1b823-49e4-5ca5-8b0f-3971ec8bab6a"
version = "0.3.2"
-[[deps.FileWatching]]
-uuid = "7b1f6079-737a-58dc-b8bc-7a2ca5c1b5ee"
-
-[[deps.FillArrays]]
-deps = ["LinearAlgebra", "Random"]
-git-tree-sha1 = "5b93957f6dcd33fc343044af3d48c215be2562f1"
-uuid = "1a297f60-69ca-5386-bcde-b61e274b549b"
-version = "1.9.3"
-
- [deps.FillArrays.extensions]
- FillArraysPDMatsExt = "PDMats"
- FillArraysSparseArraysExt = "SparseArrays"
- FillArraysStatisticsExt = "Statistics"
-
- [deps.FillArrays.weakdeps]
- PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
- SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
- Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
-
-[[deps.FiniteDiff]]
-deps = ["ArrayInterface", "LinearAlgebra", "Requires", "Setfield", "SparseArrays"]
-git-tree-sha1 = "73d1214fec245096717847c62d389a5d2ac86504"
-uuid = "6a86dc24-6348-571c-b903-95158fe2bd41"
-version = "2.22.0"
-
- [deps.FiniteDiff.extensions]
- FiniteDiffBandedMatricesExt = "BandedMatrices"
- FiniteDiffBlockBandedMatricesExt = "BlockBandedMatrices"
- FiniteDiffStaticArraysExt = "StaticArrays"
-
- [deps.FiniteDiff.weakdeps]
- BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
- BlockBandedMatrices = "ffab5731-97b5-5995-9138-79e8c1846df0"
- StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
-
-[[deps.ForwardDiff]]
-deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "LinearAlgebra", "LogExpFunctions", "NaNMath", "Preferences", "Printf", "Random", "SpecialFunctions"]
-git-tree-sha1 = "cf0fe81336da9fb90944683b8c41984b08793dad"
-uuid = "f6369f11-7733-5829-9624-2563aa707210"
-version = "0.10.36"
-
- [deps.ForwardDiff.extensions]
- ForwardDiffStaticArraysExt = "StaticArrays"
-
- [deps.ForwardDiff.weakdeps]
- StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
-
[[deps.FunctionWrappers]]
git-tree-sha1 = "d62485945ce5ae9c0c48f124a84998d755bae00e"
uuid = "069b7b12-0de2-55c6-9aab-29f3d0a68a2e"
@@ -212,36 +138,11 @@ git-tree-sha1 = "ec632f177c0d990e64d955ccc1b8c04c485a0950"
uuid = "46192b85-c4d5-4398-a991-12ede77f4527"
version = "0.1.6"
-[[deps.InteractiveUtils]]
-deps = ["Markdown"]
-uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
-
-[[deps.IrrationalConstants]]
-git-tree-sha1 = "630b497eafcc20001bba38a4651b327dcfc491d2"
-uuid = "92d709cd-6900-40b7-9082-c6be49f344b6"
-version = "0.2.2"
-
[[deps.IteratorInterfaceExtensions]]
git-tree-sha1 = "a3f24677c21f5bbe9d2a714f95dcd58337fb2856"
uuid = "82899510-4779-5014-852e-03e436cf321d"
version = "1.0.0"
-[[deps.JLLWrappers]]
-deps = ["Artifacts", "Preferences"]
-git-tree-sha1 = "7e5d6779a1e09a36db2a7b6cff50942a0a7d0fca"
-uuid = "692b3bcd-3c85-4b1f-b108-f13ce0eb3210"
-version = "1.5.0"
-
-[[deps.LibCURL]]
-deps = ["LibCURL_jll", "MozillaCACerts_jll"]
-uuid = "b27032c2-a3e7-50c8-80cd-2d36dbcbfd21"
-version = "0.6.4"
-
-[[deps.LibCURL_jll]]
-deps = ["Artifacts", "LibSSH2_jll", "Libdl", "MbedTLS_jll", "Zlib_jll", "nghttp2_jll"]
-uuid = "deac9b47-8bc7-5906-a0fe-35ac56dc84c0"
-version = "8.4.0+0"
-
[[deps.LibGit2]]
deps = ["Base64", "LibGit2_jll", "NetworkOptions", "Printf", "SHA"]
uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
@@ -263,22 +164,6 @@ uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
deps = ["Libdl", "OpenBLAS_jll", "libblastrampoline_jll"]
uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
-[[deps.LogExpFunctions]]
-deps = ["DocStringExtensions", "IrrationalConstants", "LinearAlgebra"]
-git-tree-sha1 = "18144f3e9cbe9b15b070288eef858f71b291ce37"
-uuid = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
-version = "0.3.27"
-
- [deps.LogExpFunctions.extensions]
- LogExpFunctionsChainRulesCoreExt = "ChainRulesCore"
- LogExpFunctionsChangesOfVariablesExt = "ChangesOfVariables"
- LogExpFunctionsInverseFunctionsExt = "InverseFunctions"
-
- [deps.LogExpFunctions.weakdeps]
- ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
- ChangesOfVariables = "9e997f8a-9a97-42d5-a9f1-ce6bfc15e2c0"
- InverseFunctions = "3587e190-3f89-42d0-90ee-14403ec27112"
-
[[deps.Logging]]
uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
@@ -303,58 +188,36 @@ deps = ["Artifacts", "Libdl"]
uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
version = "2.28.2+1"
-[[deps.MozillaCACerts_jll]]
-uuid = "14a3606d-f60d-562e-9121-12d972cd8159"
-version = "2023.1.10"
-
-[[deps.NaNMath]]
-deps = ["OpenLibm_jll"]
-git-tree-sha1 = "0877504529a3e5c3343c6f8b4c0381e57e4387e4"
-uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
-version = "1.0.2"
-
[[deps.NetworkOptions]]
uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
version = "1.2.0"
[[deps.NonlinearSolveBase]]
deps = ["ArrayInterface", "ConcreteStructs", "FastClosures", "LinearAlgebra", "Markdown", "PrecompileTools", "RecursiveArrayTools", "SciMLBase", "StaticArraysCore"]
-git-tree-sha1 = "44c1ccea6b6cc6126fb83b83424ae6cbf61cc63f"
+git-tree-sha1 = "4b21852907478b4039cf6bed35e070b3428279b5"
repo-rev = "master"
repo-url = "https://github.com/SciML/NonlinearSolveBase.jl"
uuid = "be0214bd-f91f-a760-ac4e-3421ce2b2da0"
version = "1.0.0"
-weakdeps = ["SparseArrays"]
[deps.NonlinearSolveBase.extensions]
+ NonlinearSolveBaseForwardDiffExt = "ForwardDiff"
NonlinearSolveBaseSparseArraysExt = "SparseArrays"
+ [deps.NonlinearSolveBase.weakdeps]
+ ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+
[[deps.OpenBLAS_jll]]
deps = ["Artifacts", "CompilerSupportLibraries_jll", "Libdl"]
uuid = "4536629a-c528-5b80-bd46-f80d51c5b363"
version = "0.3.23+4"
-[[deps.OpenLibm_jll]]
-deps = ["Artifacts", "Libdl"]
-uuid = "05823500-19ac-5b8b-9628-191a04bc5112"
-version = "0.8.1+2"
-
-[[deps.OpenSpecFun_jll]]
-deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"]
-git-tree-sha1 = "13652491f6856acfd2db29360e1bbcd4565d04f1"
-uuid = "efe28fd5-8261-553b-a9e1-b2916fc3738e"
-version = "0.5.5+0"
-
[[deps.OrderedCollections]]
git-tree-sha1 = "dfdf5519f235516220579f949664f1bf44e741c5"
uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
version = "1.6.3"
-[[deps.Pkg]]
-deps = ["Artifacts", "Dates", "Downloads", "FileWatching", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"]
-uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
-version = "1.10.0"
-
[[deps.PrecompileTools]]
deps = ["Preferences"]
git-tree-sha1 = "03b4c25b43cb84cee5c90aa9b5ea0a78fd848d2f"
@@ -371,10 +234,6 @@ version = "1.4.1"
deps = ["Unicode"]
uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
-[[deps.REPL]]
-deps = ["InteractiveUtils", "Markdown", "Sockets", "Unicode"]
-uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
-
[[deps.Random]]
deps = ["SHA"]
uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
@@ -387,9 +246,9 @@ version = "1.3.4"
[[deps.RecursiveArrayTools]]
deps = ["Adapt", "ArrayInterface", "DocStringExtensions", "GPUArraysCore", "IteratorInterfaceExtensions", "LinearAlgebra", "RecipesBase", "SparseArrays", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables"]
-git-tree-sha1 = "1bbc4bb050165cc57ca2876cd53cc23395948650"
+git-tree-sha1 = "dc428bb59c20dafd1ec500c3432b9e3d7e78e7f3"
uuid = "731186ca-8d62-57ce-b412-fbd966d074cd"
-version = "3.10.0"
+version = "3.10.1"
[deps.RecursiveArrayTools.extensions]
RecursiveArrayToolsFastBroadcastExt = "FastBroadcast"
@@ -431,10 +290,10 @@ uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
version = "0.7.0"
[[deps.SciMLBase]]
-deps = ["ADTypes", "ArrayInterface", "CommonSolve", "ConstructionBase", "Distributed", "DocStringExtensions", "EnumX", "FillArrays", "FunctionWrappersWrappers", "IteratorInterfaceExtensions", "LinearAlgebra", "Logging", "Markdown", "PrecompileTools", "Preferences", "Printf", "RecipesBase", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLOperators", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables", "TruncatedStacktraces"]
-git-tree-sha1 = "375256db2d99fc730d2d134cca17939324d284d1"
+deps = ["ADTypes", "ArrayInterface", "CommonSolve", "ConstructionBase", "Distributed", "DocStringExtensions", "EnumX", "FunctionWrappersWrappers", "IteratorInterfaceExtensions", "LinearAlgebra", "Logging", "Markdown", "PrecompileTools", "Preferences", "Printf", "RecipesBase", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLOperators", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables"]
+git-tree-sha1 = "3a281a9fce9cd62b849d7f16e412933a5fe755cb"
uuid = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
-version = "2.28.0"
+version = "2.29.0"
[deps.SciMLBase.extensions]
SciMLBaseChainRulesCoreExt = "ChainRulesCore"
@@ -478,18 +337,6 @@ deps = ["Libdl", "LinearAlgebra", "Random", "Serialization", "SuiteSparse_jll"]
uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
version = "1.10.0"
-[[deps.SpecialFunctions]]
-deps = ["IrrationalConstants", "LogExpFunctions", "OpenLibm_jll", "OpenSpecFun_jll"]
-git-tree-sha1 = "e2cfc4012a19088254b3950b85c3c1d8882d864d"
-uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
-version = "2.3.1"
-
- [deps.SpecialFunctions.extensions]
- SpecialFunctionsChainRulesCoreExt = "ChainRulesCore"
-
- [deps.SpecialFunctions.weakdeps]
- ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
-
[[deps.StaticArraysCore]]
git-tree-sha1 = "36b3d696ce6366023a0ea192b4cd442268995a0d"
uuid = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
@@ -531,21 +378,6 @@ git-tree-sha1 = "cb76cf677714c095e535e3501ac7954732aeea2d"
uuid = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
version = "1.11.1"
-[[deps.Tar]]
-deps = ["ArgTools", "SHA"]
-uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e"
-version = "1.10.0"
-
-[[deps.Test]]
-deps = ["InteractiveUtils", "Logging", "Random", "Serialization"]
-uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
-
-[[deps.TruncatedStacktraces]]
-deps = ["InteractiveUtils", "MacroTools", "Preferences"]
-git-tree-sha1 = "ea3e54c2bdde39062abf5a9758a23735558705e1"
-uuid = "781d530d-4396-4725-bb49-402e4bee1e77"
-version = "1.4.0"
-
[[deps.UUIDs]]
deps = ["Random", "SHA"]
uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
@@ -553,22 +385,7 @@ uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
[[deps.Unicode]]
uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
-[[deps.Zlib_jll]]
-deps = ["Libdl"]
-uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
-version = "1.2.13+1"
-
[[deps.libblastrampoline_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "8e850b90-86db-534c-a0d3-1478176c7d93"
version = "5.8.0+1"
-
-[[deps.nghttp2_jll]]
-deps = ["Artifacts", "Libdl"]
-uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d"
-version = "1.52.0+1"
-
-[[deps.p7zip_jll]]
-deps = ["Artifacts", "Libdl"]
-uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0"
-version = "17.4.0+2"
diff --git a/Project.toml b/Project.toml
index e99030e..6fc58c6 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,16 +1,13 @@
name = "SimpleNonlinearSolve"
uuid = "727e6d20-b764-4bd8-a329-72de5adea6c7"
authors = ["SciML"]
-version = "1.6.0"
+version = "1.6.0" # Bump to 2.0.0 before releasing
[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
ConcreteStructs = "2569d6c7-a4a2-43d3-a901-331e8e4be471"
-DiffResults = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
FastClosures = "9aa1b823-49e4-5ca5-8b0f-3971ec8bab6a"
-FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
-ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
MaybeInplace = "bb5d69b7-63fc-4a16-80bd-7e42200c7bdb"
NonlinearSolveBase = "be0214bd-f91f-a760-ac4e-3421ce2b2da0"
@@ -22,6 +19,9 @@ StaticArraysCore = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
[weakdeps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
+DiffResults = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
+FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
PolyesterForwardDiff = "98d1487c-24ca-40b6-b7ab-df2af84e126b"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
@@ -29,6 +29,8 @@ Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
[extensions]
+SimpleNonlinearSolveFiniteDiffExt = "FiniteDiff"
+SimpleNonlinearSolveDiffResultsForwardDiffExt = ["DiffResults", "ForwardDiff"]
SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt = ["ChainRulesCore", "DiffEqBase"]
SimpleNonlinearSolvePolyesterForwardDiffExt = "PolyesterForwardDiff"
SimpleNonlinearSolveReverseDiffExt = "ReverseDiff"
diff --git a/ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl b/ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl
index 0d4e291..434c839 100644
--- a/ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl
+++ b/ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl
@@ -1,17 +1,21 @@
module SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt
-using ChainRulesCore, DiffEqBase, SciMLBase, SimpleNonlinearSolve
+using SciMLBase
+import DiffEqBase, SimpleNonlinearSolve
+import ChainRulesCore as CRC
# The expectation here is that no-one is using this directly inside a GPU kernel. We can
# eventually lift this requirement using a custom adjoint
-function ChainRulesCore.rrule(::typeof(SimpleNonlinearSolve.__internal_solve_up),
- prob::NonlinearProblem, sensealg, u0, u0_changed, p, p_changed, alg, args...;
- kwargs...)
+function CRC.rrule(
+ ::typeof(SimpleNonlinearSolve.__internal_solve_up), prob::NonlinearProblem,
+ sensealg::Union{Nothing, DiffEqBase.AbstractSensitivityAlgorithm}, u0, u0_changed,
+ p, p_changed, alg, args...; kwargs...)
out, ∇internal = DiffEqBase._solve_adjoint(prob, sensealg, u0, p,
SciMLBase.ChainRulesOriginator(), alg, args...; kwargs...)
function ∇__internal_solve_up(Δ)
∂f, ∂prob, ∂sensealg, ∂u0, ∂p, ∂originator, ∂args... = ∇internal(Δ)
- return (∂f, ∂prob, ∂sensealg, ∂u0, NoTangent(), ∂p, NoTangent(), NoTangent(),
+ return (
+ ∂f, ∂prob, ∂sensealg, ∂u0, CRC.NoTangent(), ∂p, CRC.NoTangent(), ∂originator,
∂args...)
end
return out, ∇__internal_solve_up
diff --git a/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/SimpleNonlinearSolveDiffResultsForwardDiffExt.jl b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/SimpleNonlinearSolveDiffResultsForwardDiffExt.jl
new file mode 100644
index 0000000..9a2d904
--- /dev/null
+++ b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/SimpleNonlinearSolveDiffResultsForwardDiffExt.jl
@@ -0,0 +1,26 @@
+module SimpleNonlinearSolveDiffResultsForwardDiffExt
+
+import ADTypes: AutoForwardDiff, AutoPolyesterForwardDiff
+import ArrayInterface, SciMLBase, SimpleNonlinearSolve, DiffResults, ForwardDiff
+import FastClosures: @closure
+import LinearAlgebra: mul!
+import SciMLBase: IntervalNonlinearProblem, NonlinearProblem, NonlinearLeastSquaresProblem,
+ solve
+import SimpleNonlinearSolve: AbstractSimpleNonlinearSolveAlgorithm, __nlsolve_ad,
+ __nlsolve_dual_soln, __nlsolve_∂f_∂p, __nlsolve_∂f_∂u,
+ Bisection, Brent, Alefeld, Falsi, ITP, Ridder
+import StaticArraysCore: StaticArray, SArray, Size
+
+@inline SimpleNonlinearSolve.__is_extension_loaded(::Val{:ForwardDiff}) = true
+
+@inline SimpleNonlinearSolve.__can_dual(x) = ForwardDiff.can_dual(x)
+
+@inline SimpleNonlinearSolve.value(x::ForwardDiff.Dual) = ForwardDiff.value(x)
+@inline SimpleNonlinearSolve.value(x::AbstractArray{<:ForwardDiff.Dual}) = map(
+ ForwardDiff.value, x)
+
+include("jacobian.jl")
+include("hessian.jl")
+include("forward_ad.jl")
+
+end
diff --git a/src/ad.jl b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/forward_ad.jl
similarity index 76%
rename from src/ad.jl
rename to ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/forward_ad.jl
index d4e091c..13d33b3 100644
--- a/src/ad.jl
+++ b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/forward_ad.jl
@@ -1,6 +1,7 @@
-function SciMLBase.solve(
+function solve(
prob::NonlinearProblem{<:Union{Number, <:AbstractArray},
- iip, <:Union{<:Dual{T, V, P}, <:AbstractArray{<:Dual{T, V, P}}}},
+ iip, <:Union{
+ <:ForwardDiff.Dual{T, V, P}, <:AbstractArray{<:ForwardDiff.Dual{T, V, P}}}},
alg::AbstractSimpleNonlinearSolveAlgorithm, args...; kwargs...) where {T, V, P, iip}
sol, partials = __nlsolve_ad(prob, alg, args...; kwargs...)
dual_soln = __nlsolve_dual_soln(sol.u, partials, prob.p)
@@ -8,9 +9,9 @@ function SciMLBase.solve(
prob, alg, dual_soln, sol.resid; sol.retcode, sol.stats, sol.original)
end
-function SciMLBase.solve(
+function solve(
prob::NonlinearLeastSquaresProblem{<:AbstractArray,
- iip, <:Union{<:AbstractArray{<:Dual{T, V, P}}}},
+ iip, <:Union{<:AbstractArray{<:ForwardDiff.Dual{T, V, P}}}},
alg::AbstractSimpleNonlinearSolveAlgorithm, args...; kwargs...) where {T, V, P, iip}
sol, partials = __nlsolve_ad(prob, alg, args...; kwargs...)
dual_soln = __nlsolve_dual_soln(sol.u, partials, prob.p)
@@ -22,25 +23,27 @@ for algType in (Bisection, Brent, Alefeld, Falsi, ITP, Ridder)
@eval begin
function SciMLBase.solve(
prob::IntervalNonlinearProblem{uType, iip,
- <:Union{<:Dual{T, V, P}, <:AbstractArray{<:Dual{T, V, P}}}},
+ <:Union{<:ForwardDiff.Dual{T, V, P},
+ <:AbstractArray{<:ForwardDiff.Dual{T, V, P}}}},
alg::$(algType), args...; kwargs...) where {uType, T, V, P, iip}
sol, partials = __nlsolve_ad(prob, alg, args...; kwargs...)
dual_soln = __nlsolve_dual_soln(sol.u, partials, prob.p)
return SciMLBase.build_solution(prob, alg, dual_soln, sol.resid; sol.retcode,
- sol.stats, sol.original, left = Dual{T, V, P}(sol.left, partials),
- right = Dual{T, V, P}(sol.right, partials))
+ sol.stats, sol.original, left = ForwardDiff.Dual{T, V, P}(
+ sol.left, partials),
+ right = ForwardDiff.Dual{T, V, P}(sol.right, partials))
end
end
end
function __nlsolve_ad(
prob::Union{IntervalNonlinearProblem, NonlinearProblem}, alg, args...; kwargs...)
- p = value(prob.p)
+ p = SimpleNonlinearSolve.value(prob.p)
if prob isa IntervalNonlinearProblem
- tspan = value.(prob.tspan)
+ tspan = SimpleNonlinearSolve.value.(prob.tspan)
newprob = IntervalNonlinearProblem(prob.f, tspan, p; prob.kwargs...)
else
- u0 = value(prob.u0)
+ u0 = SimpleNonlinearSolve.value(prob.u0)
newprob = NonlinearProblem(prob.f, u0, p; prob.kwargs...)
end
@@ -66,8 +69,8 @@ function __nlsolve_ad(
end
function __nlsolve_ad(prob::NonlinearLeastSquaresProblem, alg, args...; kwargs...)
- p = value(prob.p)
- u0 = value(prob.u0)
+ p = SimpleNonlinearSolve.value(prob.p)
+ u0 = SimpleNonlinearSolve.value(prob.u0)
newprob = NonlinearLeastSquaresProblem(prob.f, u0, p; prob.kwargs...)
sol = solve(newprob, alg, args...; kwargs...)
@@ -77,7 +80,7 @@ function __nlsolve_ad(prob::NonlinearLeastSquaresProblem, alg, args...; kwargs..
# First check for custom `vjp` then custom `Jacobian` and if nothing is provided use
# nested autodiff as the last resort
if SciMLBase.has_vjp(prob.f)
- if isinplace(prob)
+ if SciMLBase.isinplace(prob)
_F = @closure (du, u, p) -> begin
resid = similar(du, length(sol.resid))
prob.f(resid, u, p)
@@ -92,7 +95,7 @@ function __nlsolve_ad(prob::NonlinearLeastSquaresProblem, alg, args...; kwargs..
end
end
elseif SciMLBase.has_jac(prob.f)
- if isinplace(prob)
+ if SciMLBase.isinplace(prob)
_F = @closure (du, u, p) -> begin
J = similar(du, length(sol.resid), length(u))
prob.f.jac(J, u, p)
@@ -107,7 +110,7 @@ function __nlsolve_ad(prob::NonlinearLeastSquaresProblem, alg, args...; kwargs..
end
end
else
- if isinplace(prob)
+ if SciMLBase.isinplace(prob)
_F = @closure (du, u, p) -> begin
resid = similar(du, length(sol.resid))
res = DiffResults.DiffResult(
@@ -120,8 +123,10 @@ function __nlsolve_ad(prob::NonlinearLeastSquaresProblem, alg, args...; kwargs..
end
else
# For small problems, nesting ForwardDiff is actually quite fast
- if __is_extension_loaded(Val(:Zygote)) && (length(uu) + length(sol.resid) ≥ 50)
- _F = @closure (u, p) -> __zygote_compute_nlls_vjp(prob.f, u, p)
+ if SimpleNonlinearSolve.__is_extension_loaded(Val(:Zygote)) &&
+ (length(uu) + length(sol.resid) ≥ 50)
+ _F = @closure (u, p) -> SimpleNonlinearSolve.__zygote_compute_nlls_vjp(
+ prob.f, u, p)
else
_F = @closure (u, p) -> begin
T = promote_type(eltype(u), eltype(p))
@@ -156,7 +161,7 @@ function __nlsolve_ad(prob::NonlinearLeastSquaresProblem, alg, args...; kwargs..
end
@inline function __nlsolve_∂f_∂p(prob, f::F, u, p) where {F}
- if isinplace(prob)
+ if SciMLBase.isinplace(prob)
__f = p -> begin
du = similar(u, promote_type(eltype(u), eltype(p)))
f(du, u, p)
@@ -166,16 +171,16 @@ end
__f = Base.Fix1(f, u)
end
if p isa Number
- return __reshape(ForwardDiff.derivative(__f, p), :, 1)
+ return SimpleNonlinearSolve.__reshape(ForwardDiff.derivative(__f, p), :, 1)
elseif u isa Number
- return __reshape(ForwardDiff.gradient(__f, p), 1, :)
+ return SimpleNonlinearSolve.__reshape(ForwardDiff.gradient(__f, p), 1, :)
else
return ForwardDiff.jacobian(__f, p)
end
end
@inline function __nlsolve_∂f_∂u(prob, f::F, u, p) where {F}
- if isinplace(prob)
+ if SciMLBase.isinplace(prob)
du = similar(u)
__f = (du, u) -> f(du, u, p)
ForwardDiff.jacobian(__f, du, u)
@@ -190,12 +195,15 @@ end
end
@inline function __nlsolve_dual_soln(u::Number, partials,
- ::Union{<:AbstractArray{<:Dual{T, V, P}}, Dual{T, V, P}}) where {T, V, P}
- return Dual{T, V, P}(u, partials)
+ ::Union{<:AbstractArray{<:ForwardDiff.Dual{T, V, P}}, ForwardDiff.Dual{T, V, P}}) where {
+ T, V, P}
+ return ForwardDiff.Dual{T, V, P}(u, partials)
end
-@inline function __nlsolve_dual_soln(u::AbstractArray, partials,
- ::Union{<:AbstractArray{<:Dual{T, V, P}}, Dual{T, V, P}}) where {T, V, P}
- _partials = _restructure(u, partials)
- return map(((uᵢ, pᵢ),) -> Dual{T, V, P}(uᵢ, pᵢ), zip(u, _partials))
+@inline function __nlsolve_dual_soln(u::AbstractArray,
+ partials,
+ ::Union{<:AbstractArray{<:ForwardDiff.Dual{T, V, P}}, ForwardDiff.Dual{T, V, P}}) where {
+ T, V, P}
+ _partials = SimpleNonlinearSolve._restructure(u, partials)
+ return map(((uᵢ, pᵢ),) -> ForwardDiff.Dual{T, V, P}(uᵢ, pᵢ), zip(u, _partials))
end
diff --git a/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/hessian.jl b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/hessian.jl
new file mode 100644
index 0000000..6a71b02
--- /dev/null
+++ b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/hessian.jl
@@ -0,0 +1,22 @@
+function SimpleNonlinearSolve.compute_jacobian_and_hessian(
+ ad::AutoForwardDiff, prob, _, x::Number)
+ fx = prob.f(x, prob.p)
+ J_fn = Base.Fix1(ForwardDiff.derivative, Base.Fix2(prob.f, prob.p))
+ dfx = J_fn(x)
+ d2fx = ForwardDiff.derivative(J_fn, x)
+ return fx, dfx, d2fx
+end
+
+function SimpleNonlinearSolve.compute_jacobian_and_hessian(
+ ad::AutoForwardDiff, prob, fx, x)
+ if SciMLBase.isinplace(prob)
+ error("Inplace version for Nested ForwardDiff Not Implemented Yet!")
+ else
+ f = Base.Fix2(prob.f, prob.p)
+ fx = f(x)
+ J_fn = Base.Fix1(ForwardDiff.jacobian, f)
+ dfx = J_fn(x)
+ d2fx = ForwardDiff.jacobian(J_fn, x)
+ return fx, dfx, d2fx
+ end
+end
diff --git a/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/jacobian.jl b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/jacobian.jl
new file mode 100644
index 0000000..286076f
--- /dev/null
+++ b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/jacobian.jl
@@ -0,0 +1,95 @@
+
+struct SimpleNonlinearSolveTag end
+
+function ForwardDiff.checktag(::Type{<:ForwardDiff.Tag{<:SimpleNonlinearSolveTag, <:T}},
+ f::F, x::AbstractArray{T}) where {T, F}
+ return true
+end
+
+@inline __standard_tag(::Nothing, x) = ForwardDiff.Tag(SimpleNonlinearSolveTag(), eltype(x))
+@inline __standard_tag(tag::ForwardDiff.Tag, _) = tag
+@inline __standard_tag(tag, x) = ForwardDiff.Tag(tag, eltype(x))
+
+function __pick_forwarddiff_chunk(
+ ad::Union{AutoForwardDiff{CS}, AutoPolyesterForwardDiff{CS}}, x) where {CS}
+ (CS === nothing || CS ≤ 0) && return __pick_forwarddiff_chunk(x)
+ return ForwardDiff.Chunk{CS}()
+end
+__pick_forwarddiff_chunk(x) = ForwardDiff.Chunk(length(x))
+function __pick_forwarddiff_chunk(x::StaticArray)
+ L = prod(Size(x))
+ if L ≤ ForwardDiff.DEFAULT_CHUNK_THRESHOLD
+ return ForwardDiff.Chunk{L}()
+ else
+ return ForwardDiff.Chunk{ForwardDiff.DEFAULT_CHUNK_THRESHOLD}()
+ end
+end
+
+# Jacobian
+function __forwarddiff_jacobian_config(f::F, x, ck::ForwardDiff.Chunk, tag) where {F}
+ return ForwardDiff.JacobianConfig(f, x, ck, tag)
+end
+function __forwarddiff_jacobian_config(
+ f::F, x::SArray, ck::ForwardDiff.Chunk{N}, tag) where {F, N}
+ seeds = ForwardDiff.construct_seeds(ForwardDiff.Partials{N, eltype(x)})
+ duals = ForwardDiff.Dual{typeof(tag), eltype(x), N}.(x)
+ return ForwardDiff.JacobianConfig{typeof(tag), eltype(x), N, typeof(duals)}(seeds,
+ duals)
+end
+
+function __get_jacobian_config(ad::AutoForwardDiff{CS}, f::F, x) where {F, CS}
+ return __forwarddiff_jacobian_config(
+ f, x, __pick_forwarddiff_chunk(ad, x), __standard_tag(ad.tag, x))
+end
+
+function __get_jacobian_config(ad::AutoForwardDiff{CS}, f!::F, y, x) where {F, CS}
+ return ForwardDiff.JacobianConfig(
+ f!, y, x, __pick_forwarddiff_chunk(ad, x), __standard_tag(ad.tag, x))
+end
+
+function __get_jacobian_config(ad::AutoPolyesterForwardDiff{CS}, args...) where {CS}
+ return __pick_forwarddiff_chunk(ad, last(args))
+end
+
+function SimpleNonlinearSolve.__jacobian_cache(
+ ::Val{iip}, ad::Union{AutoForwardDiff, AutoPolyesterForwardDiff}, f::F, y,
+ x) where {iip, F}
+ if iip
+ J = similar(y, promote_type(eltype(x), eltype(y)), length(y), length(x))
+ return J, __get_jacobian_config(ad, f, y, x)
+ end
+ if ad isa AutoPolyesterForwardDiff
+ @assert ArrayInterface.can_setindex(x) "PolyesterForwardDiff requires mutable \
+ inputs. Use AutoForwardDiff instead."
+ end
+ J = ArrayInterface.can_setindex(x) ?
+ similar(y, promote_type(eltype(x), eltype(y)), length(y), length(x)) : nothing
+ return J, __get_jacobian_config(ad, f, x)
+end
+
+function SimpleNonlinearSolve.__value_and_jacobian!(
+ ::Val{iip}, ad::AutoForwardDiff, J, f::F, y, x::AbstractArray, cache) where {iip, F}
+ if iip
+ res = DiffResults.DiffResult(y, J)
+ ForwardDiff.jacobian!(res, f, y, x, cache)
+ return DiffResults.value(res), DiffResults.jacobian(res)
+ end
+ if ArrayInterface.can_setindex(x)
+ res = DiffResults.DiffResult(y, J)
+ ForwardDiff.jacobian!(res, f, x, cache)
+ return DiffResults.value(res), DiffResults.jacobian(res)
+ end
+ return f(x), ForwardDiff.jacobian(f, x, cache)
+end
+
+function SimpleNonlinearSolve.__value_and_jacobian!(
+ ::Val, ad::Union{AutoForwardDiff, AutoPolyesterForwardDiff},
+ J, f::F, y, x::Number, cache) where {F}
+ if hasfield(typeof(ad), :tag)
+ T = typeof(__standard_tag(ad.tag, x))
+ else
+ T = typeof(__standard_tag(nothing, x))
+ end
+ out = f(ForwardDiff.Dual{T}(x, one(x)))
+ return ForwardDiff.value(out), ForwardDiff.extract_derivative(T, out)
+end
\ No newline at end of file
diff --git a/ext/SimpleNonlinearSolveFiniteDiffExt.jl b/ext/SimpleNonlinearSolveFiniteDiffExt.jl
new file mode 100644
index 0000000..3cefa38
--- /dev/null
+++ b/ext/SimpleNonlinearSolveFiniteDiffExt.jl
@@ -0,0 +1,59 @@
+module SimpleNonlinearSolveFiniteDiffExt
+
+import ADTypes: AutoFiniteDiff
+import SciMLBase, SimpleNonlinearSolve, FiniteDiff
+import StaticArraysCore: SArray
+
+@inline SimpleNonlinearSolve.__is_extension_loaded(::Val{:FiniteDiff}) = true
+
+# Jacobian
+function SimpleNonlinearSolve.__jacobian_cache(::Val{iip}, ad::AutoFiniteDiff, f::F, y,
+ x) where {iip, F}
+ cache = FiniteDiff.JacobianCache(copy(x), copy(y), copy(y), ad.fdtype)
+ J = iip ? similar(y, promote_type(eltype(x), eltype(y)), length(y), length(x)) :
+ nothing
+ return J, cache
+end
+function SimpleNonlinearSolve.__jacobian_cache(::Val, ad::AutoFiniteDiff, f::F, y,
+ x::SArray) where {F}
+ return nothing, nothing
+end
+
+function SimpleNonlinearSolve.__value_and_jacobian!(
+ ::Val{iip}, ad::AutoFiniteDiff, J, f::F, y, x, cache) where {iip, F}
+ x isa Number && return (f(x), FiniteDiff.finite_difference_derivative(f, x, ad.fdtype))
+ if iip
+ FiniteDiff.finite_difference_jacobian!(J, f, x, cache)
+ f(y, x)
+ return y, J
+ end
+ cache === nothing && return f(x), FiniteDiff.finite_difference_jacobian(f, x)
+ return f(x), FiniteDiff.finite_difference_jacobian(f, x, cache)
+end
+
+# Hessian
+function SimpleNonlinearSolve.compute_jacobian_and_hessian(
+ ad::AutoFiniteDiff, prob, _, x::Number)
+ fx = prob.f(x, prob.p)
+ J_fn = x -> FiniteDiff.finite_difference_derivative(Base.Fix2(prob.f, prob.p), x,
+ ad.fdtype)
+ dfx = J_fn(x)
+ d2fx = FiniteDiff.finite_difference_derivative(J_fn, x, ad.fdtype)
+ return fx, dfx, d2fx
+end
+
+function SimpleNonlinearSolve.compute_jacobian_and_hessian(
+ ad::AutoFiniteDiff, prob, fx, x)
+ if SciMLBase.isinplace(prob)
+ error("Inplace version for Nested FiniteDiff Not Implemented Yet!")
+ else
+ f = Base.Fix2(prob.f, prob.p)
+ fx = f(x)
+ J_fn = x -> FiniteDiff.finite_difference_jacobian(f, x, ad.fdtype)
+ dfx = J_fn(x)
+ d2fx = FiniteDiff.finite_difference_jacobian(J_fn, x, ad.fdtype)
+ return fx, dfx, d2fx
+ end
+end
+
+end
diff --git a/ext/SimpleNonlinearSolvePolyesterForwardDiffExt.jl b/ext/SimpleNonlinearSolvePolyesterForwardDiffExt.jl
index 81cee48..8b31f0c 100644
--- a/ext/SimpleNonlinearSolvePolyesterForwardDiffExt.jl
+++ b/ext/SimpleNonlinearSolvePolyesterForwardDiffExt.jl
@@ -1,19 +1,19 @@
module SimpleNonlinearSolvePolyesterForwardDiffExt
-using SimpleNonlinearSolve, PolyesterForwardDiff
+import ADTypes: AutoPolyesterForwardDiff
+import SimpleNonlinearSolve, PolyesterForwardDiff
@inline SimpleNonlinearSolve.__is_extension_loaded(::Val{:PolyesterForwardDiff}) = true
-@inline function SimpleNonlinearSolve.__polyester_forwarddiff_jacobian!(f!::F, y, J, x,
- chunksize) where {F}
- PolyesterForwardDiff.threaded_jacobian!(f!, y, J, x, chunksize)
- return J
-end
-
-@inline function SimpleNonlinearSolve.__polyester_forwarddiff_jacobian!(f::F, J, x,
- chunksize) where {F}
- PolyesterForwardDiff.threaded_jacobian!(f, J, x, chunksize)
- return J
+function SimpleNonlinearSolve.__value_and_jacobian!(
+ ::Val{iip}, ad::AutoPolyesterForwardDiff, J, f::F, y,
+ x::AbstractArray, cache) where {iip, F}
+ if iip
+ PolyesterForwardDiff.threaded_jacobian!(f, y, J, x, cache)
+ f(y, x)
+ return y, J
+ end
+ return f(x), PolyesterForwardDiff.threaded_jacobian!(f, J, x, cache)
end
end
diff --git a/ext/SimpleNonlinearSolveStaticArraysExt.jl b/ext/SimpleNonlinearSolveStaticArraysExt.jl
index 90318a8..a913efc 100644
--- a/ext/SimpleNonlinearSolveStaticArraysExt.jl
+++ b/ext/SimpleNonlinearSolveStaticArraysExt.jl
@@ -1,6 +1,6 @@
module SimpleNonlinearSolveStaticArraysExt
-using SimpleNonlinearSolve
+import SimpleNonlinearSolve
@inline SimpleNonlinearSolve.__is_extension_loaded(::Val{:StaticArrays}) = true
diff --git a/src/SimpleNonlinearSolve.jl b/src/SimpleNonlinearSolve.jl
index 28d5af8..0c6b59d 100644
--- a/src/SimpleNonlinearSolve.jl
+++ b/src/SimpleNonlinearSolve.jl
@@ -3,13 +3,10 @@ module SimpleNonlinearSolve
import PrecompileTools: @compile_workload, @setup_workload, @recompile_invalidations
@recompile_invalidations begin
- using ADTypes, ArrayInterface, FiniteDiff, ForwardDiff, NonlinearSolveBase, Reexport,
- LinearAlgebra, SciMLBase
+ using ADTypes, ArrayInterface, NonlinearSolveBase, Reexport, LinearAlgebra, SciMLBase
import ConcreteStructs: @concrete
- import DiffResults
import FastClosures: @closure
- import ForwardDiff: Dual
import MaybeInplace: @bb, setindex_trait, CanSetindex, CannotSetindex
import NonlinearSolveBase: AbstractNonlinearTerminationMode,
AbstractSafeNonlinearTerminationMode,
@@ -47,8 +44,12 @@ include("bracketing/brent.jl")
include("bracketing/alefeld.jl")
include("bracketing/itp.jl")
-# AD
-include("ad.jl")
+# AD: Defined in Extension
+## DONT REMOVE THESE: They are used in NonlinearSolve.jl
+function __nlsolve_ad end
+function __nlsolve_∂f_∂p end
+function __nlsolve_∂f_∂u end
+function __nlsolve_dual_soln end
## Default algorithm
@@ -85,16 +86,19 @@ end
@setup_workload begin
for T in (Float32, Float64)
+ # FIXME Move this precompilation into the forwarddiff & finitediff extensions
prob_no_brack_scalar = NonlinearProblem{false}((u, p) -> u .* u .- p, T(0.1), T(2))
prob_no_brack_iip = NonlinearProblem{true}((du, u, p) -> du .= u .* u .- p,
T.([1.0, 1.0, 1.0]), T(2))
prob_no_brack_oop = NonlinearProblem{false}((u, p) -> u .* u .- p,
T.([1.0, 1.0, 1.0]), T(2))
- algs = [SimpleNewtonRaphson(), SimpleBroyden(), SimpleKlement(), SimpleDFSane(),
- SimpleTrustRegion(), SimpleLimitedMemoryBroyden(; threshold = 2)]
+ algs = [SimpleBroyden(), SimpleKlement(), SimpleDFSane(),
+ SimpleLimitedMemoryBroyden(; threshold = 2)]
- algs_no_iip = [SimpleHalley()]
+ # algs = [SimpleNewtonRaphson(), SimpleTrustRegion()]
+
+ # algs_no_iip = [SimpleHalley()]
@compile_workload begin
for alg in algs
@@ -103,10 +107,10 @@ end
solve(prob_no_brack_oop, alg, abstol = T(1e-2))
end
- for alg in algs_no_iip
- solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
- solve(prob_no_brack_oop, alg, abstol = T(1e-2))
- end
+ # for alg in algs_no_iip
+ # solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
+ # solve(prob_no_brack_oop, alg, abstol = T(1e-2))
+ # end
end
prob_brack = IntervalNonlinearProblem{false}((u, p) -> u * u - p,
diff --git a/src/utils.jl b/src/utils.jl
index 7f1cc8d..fbe3e95 100644
--- a/src/utils.jl
+++ b/src/utils.jl
@@ -1,10 +1,3 @@
-struct SimpleNonlinearSolveTag end
-
-function ForwardDiff.checktag(::Type{<:ForwardDiff.Tag{<:SimpleNonlinearSolveTag, <:T}},
- f::F, x::AbstractArray{T}) where {T, F}
- return true
-end
-
"""
__prevfloat_tdir(x, x0, x1)
@@ -26,47 +19,7 @@ Return the maximum of `a` and `b` if `x1 > x0`, otherwise return the minimum.
"""
__max_tdir(a, b, x0, x1) = ifelse(x1 > x0, max(a, b), min(a, b))
-__standard_tag(::Nothing, x) = ForwardDiff.Tag(SimpleNonlinearSolveTag(), eltype(x))
-__standard_tag(tag::ForwardDiff.Tag, _) = tag
-__standard_tag(tag, x) = ForwardDiff.Tag(tag, eltype(x))
-
-__pick_forwarddiff_chunk(x) = ForwardDiff.Chunk(length(x))
-function __pick_forwarddiff_chunk(x::StaticArray)
- L = prod(Size(x))
- if L ≤ ForwardDiff.DEFAULT_CHUNK_THRESHOLD
- return ForwardDiff.Chunk{L}()
- else
- return ForwardDiff.Chunk{ForwardDiff.DEFAULT_CHUNK_THRESHOLD}()
- end
-end
-
-function __get_jacobian_config(ad::AutoForwardDiff{CS}, f::F, x) where {F, CS}
- ck = (CS === nothing || CS ≤ 0) ? __pick_forwarddiff_chunk(x) : ForwardDiff.Chunk{CS}()
- tag = __standard_tag(ad.tag, x)
- return __forwarddiff_jacobian_config(f, x, ck, tag)
-end
-function __get_jacobian_config(ad::AutoForwardDiff{CS}, f!::F, y, x) where {F, CS}
- ck = (CS === nothing || CS ≤ 0) ? __pick_forwarddiff_chunk(x) : ForwardDiff.Chunk{CS}()
- tag = __standard_tag(ad.tag, x)
- return ForwardDiff.JacobianConfig(f!, y, x, ck, tag)
-end
-
-function __forwarddiff_jacobian_config(f::F, x, ck::ForwardDiff.Chunk, tag) where {F}
- return ForwardDiff.JacobianConfig(f, x, ck, tag)
-end
-function __forwarddiff_jacobian_config(
- f::F, x::SArray, ck::ForwardDiff.Chunk{N}, tag) where {F, N}
- seeds = ForwardDiff.construct_seeds(ForwardDiff.Partials{N, eltype(x)})
- duals = ForwardDiff.Dual{typeof(tag), eltype(x), N}.(x)
- return ForwardDiff.JacobianConfig{typeof(tag), eltype(x), N, typeof(duals)}(seeds,
- duals)
-end
-
-function __get_jacobian_config(ad::AutoPolyesterForwardDiff{CS}, args...) where {CS}
- x = last(args)
- return (CS === nothing || CS ≤ 0) ? __pick_forwarddiff_chunk(x) :
- ForwardDiff.Chunk{CS}()
-end
+function __value_and_jacobian! end
"""
value_and_jacobian(ad, f, y, x, p, cache; J = nothing)
@@ -74,72 +27,17 @@ end
Compute `f(x), d/dx f(x)` in the most efficient way based on `ad`. None of the arguments
except `cache` (& `J` if not nothing) are mutated.
"""
-function value_and_jacobian(ad, f::F, y, x::X, p, cache; J = nothing) where {F, X}
+function value_and_jacobian(ad, f::F, y, x, p, cache; J = nothing) where {F}
if isinplace(f)
- _f = (du, u) -> f(du, u, p)
if SciMLBase.has_jac(f)
f.jac(J, x, p)
- _f(y, x)
- return y, J
- elseif ad isa AutoForwardDiff
- res = DiffResults.DiffResult(y, J)
- ForwardDiff.jacobian!(res, _f, y, x, cache)
- return DiffResults.value(res), DiffResults.jacobian(res)
- elseif ad isa AutoFiniteDiff
- FiniteDiff.finite_difference_jacobian!(J, _f, x, cache)
- _f(y, x)
+ f(y, x, p)
return y, J
- elseif ad isa AutoPolyesterForwardDiff
- __polyester_forwarddiff_jacobian!(_f, y, J, x, cache)
- return y, J
- else
- throw(ArgumentError("Unsupported AD method: $(ad)"))
end
+ __value_and_jacobian!(Val(true), ad, J, @closure((du, u)->f(du, u, p)), y, x, cache)
else
- _f = Base.Fix2(f, p)
- if SciMLBase.has_jac(f)
- return _f(x), f.jac(x, p)
- elseif ad isa AutoForwardDiff
- if ArrayInterface.can_setindex(x)
- res = DiffResults.DiffResult(y, J)
- ForwardDiff.jacobian!(res, _f, x, cache)
- return DiffResults.value(res), DiffResults.jacobian(res)
- else
- J_fd = ForwardDiff.jacobian(_f, x, cache)
- return _f(x), J_fd
- end
- elseif ad isa AutoFiniteDiff
- J_fd = FiniteDiff.finite_difference_jacobian(_f, x, cache)
- return _f(x), J_fd
- elseif ad isa AutoPolyesterForwardDiff
- __polyester_forwarddiff_jacobian!(_f, J, x, cache)
- return _f(x), J
- else
- throw(ArgumentError("Unsupported AD method: $(ad)"))
- end
- end
-end
-
-# Declare functions
-function __polyester_forwarddiff_jacobian! end
-
-function value_and_jacobian(ad, f::F, y, x::Number, p, cache; J = nothing) where {F}
- if SciMLBase.has_jac(f)
- return f(x, p), f.jac(x, p)
- elseif ad isa AutoForwardDiff
- T = typeof(__standard_tag(ad.tag, x))
- out = f(ForwardDiff.Dual{T}(x, one(x)), p)
- return ForwardDiff.value(out), ForwardDiff.extract_derivative(T, out)
- elseif ad isa AutoPolyesterForwardDiff
- # Just use ForwardDiff
- T = typeof(__standard_tag(nothing, x))
- out = f(ForwardDiff.Dual{T}(x, one(x)), p)
- return ForwardDiff.value(out), ForwardDiff.extract_derivative(T, out)
- elseif ad isa AutoFiniteDiff
- _f = Base.Fix2(f, p)
- return _f(x), FiniteDiff.finite_difference_derivative(_f, x, ad.fdtype)
- else
- throw(ArgumentError("Unsupported AD method: $(ad)"))
+ SciMLBase.has_jac(f) && return f(x, p), f.jac(x, p)
+ __value_and_jacobian!(Val(false), ad, J, Base.Fix2(f, p), y, x, cache)
end
end
@@ -150,79 +48,24 @@ Returns a Jacobian Matrix and a cache for the Jacobian computation.
"""
function jacobian_cache(ad, f::F, y, x::X, p) where {F, X <: AbstractArray}
if isinplace(f)
- _f = (du, u) -> f(du, u, p)
- J = similar(y, length(y), length(x))
if SciMLBase.has_jac(f)
- return J, nothing
- elseif ad isa AutoForwardDiff || ad isa AutoPolyesterForwardDiff
- return J, __get_jacobian_config(ad, _f, y, x)
- elseif ad isa AutoFiniteDiff
- return J, FiniteDiff.JacobianCache(copy(x), copy(y), copy(y), ad.fdtype)
- else
- throw(ArgumentError("Unsupported AD method: $(ad)"))
+ return (similar(y, promote_type(eltype(x), eltype(y)), length(y), length(x)),
+ nothing)
end
+ return __jacobian_cache(Val(true), ad, @closure((du, u)->f(du, u, p)), y, x)
else
- _f = Base.Fix2(f, p)
- if SciMLBase.has_jac(f)
- return nothing, nothing
- elseif ad isa AutoForwardDiff
- J = ArrayInterface.can_setindex(x) ? similar(y, length(y), length(x)) : nothing
- return J, __get_jacobian_config(ad, _f, x)
- elseif ad isa AutoPolyesterForwardDiff
- @assert ArrayInterface.can_setindex(x) "PolyesterForwardDiff requires mutable inputs. Use AutoForwardDiff instead."
- J = similar(y, length(y), length(x))
- return J, __get_jacobian_config(ad, _f, x)
- elseif ad isa AutoFiniteDiff
- return nothing, FiniteDiff.JacobianCache(copy(x), copy(y), copy(y), ad.fdtype)
- else
- throw(ArgumentError("Unsupported AD method: $(ad)"))
- end
+ SciMLBase.has_jac(f) && return nothing, nothing
+ return __jacobian_cache(Val(false), ad, Base.Fix2(f, p), y, x)
end
end
jacobian_cache(ad, f::F, y, x::Number, p) where {F} = nothing, nothing
-function compute_jacobian_and_hessian(ad::AutoForwardDiff, prob, _, x::Number)
- fx = prob.f(x, prob.p)
- J_fn = Base.Fix1(ForwardDiff.derivative, Base.Fix2(prob.f, prob.p))
- dfx = J_fn(x)
- d2fx = ForwardDiff.derivative(J_fn, x)
- return fx, dfx, d2fx
-end
-
-function compute_jacobian_and_hessian(ad::AutoForwardDiff, prob, fx, x)
- if isinplace(prob)
- error("Inplace version for Nested ForwardDiff Not Implemented Yet!")
- else
- f = Base.Fix2(prob.f, prob.p)
- fx = f(x)
- J_fn = Base.Fix1(ForwardDiff.jacobian, f)
- dfx = J_fn(x)
- d2fx = ForwardDiff.jacobian(J_fn, x)
- return fx, dfx, d2fx
- end
-end
-
-function compute_jacobian_and_hessian(ad::AutoFiniteDiff, prob, _, x::Number)
- fx = prob.f(x, prob.p)
- J_fn = x -> FiniteDiff.finite_difference_derivative(Base.Fix2(prob.f, prob.p), x,
- ad.fdtype)
- dfx = J_fn(x)
- d2fx = FiniteDiff.finite_difference_derivative(J_fn, x, ad.fdtype)
- return fx, dfx, d2fx
-end
+__jacobian_cache(::Val, ad, f::F, y, x) where {F} = __test_loaded_backend(ad, eltype(x))
-function compute_jacobian_and_hessian(ad::AutoFiniteDiff, prob, fx, x)
- if isinplace(prob)
- error("Inplace version for Nested FiniteDiff Not Implemented Yet!")
- else
- f = Base.Fix2(prob.f, prob.p)
- fx = f(x)
- J_fn = x -> FiniteDiff.finite_difference_jacobian(f, x, ad.fdtype)
- dfx = J_fn(x)
- d2fx = FiniteDiff.finite_difference_jacobian(J_fn, x, ad.fdtype)
- return fx, dfx, d2fx
- end
+function compute_jacobian_and_hessian(ad, prob, fx, x)
+ __test_loaded_backend(ad, x)
+ error("`compute_jacobian_and_hessian` not implemented for $(ad).")
end
__init_identity_jacobian(u::Number, fu, α = true) = oftype(u, α)
@@ -318,8 +161,6 @@ function check_termination(tc_cache, fx, x, xo, prob, alg,
end
@inline value(x) = x
-@inline value(x::Dual) = ForwardDiff.value(x)
-@inline value(x::AbstractArray{<:Dual}) = map(ForwardDiff.value, x)
@inline __eval_f(prob, fx, x) = isinplace(prob) ? (prob.f(fx, x, prob.p); fx) :
prob.f(x, prob.p)
@@ -333,12 +174,44 @@ end
end
# Decide which AD backend to use
-@inline __get_concrete_autodiff(prob, ad::ADTypes.AbstractADType; kwargs...) = ad
-@inline function __get_concrete_autodiff(prob, ::Nothing; kwargs...)
- return ifelse(
- ForwardDiff.can_dual(eltype(prob.u0)), AutoForwardDiff(), AutoFiniteDiff())
+@inline function __get_concrete_autodiff(prob, ad::ADTypes.AbstractADType; kwargs...)
+ return __test_loaded_backend(ad, prob.u0)
+end
+@inline function __get_concrete_autodiff(prob, ::Nothing; polyester::Val{P} = Val(true),
+ kwargs...) where {P}
+ if P && __is_extension_loaded(Val(:PolyesterForwardDiff)) &&
+ __can_dual(eltype(prob.u0)) && !(prob.u0 isa Number) &&
+ ArrayInterface.can_setindex(prob.u0)
+ return AutoPolyesterForwardDiff()
+ elseif __is_extension_loaded(Val(:ForwardDiff)) && __can_dual(eltype(prob.u0))
+ return AutoForwardDiff()
+ elseif __is_extension_loaded(Val(:FiniteDiff))
+ return AutoFiniteDiff()
+ else
+ error("No AD Package is Loaded: Please install and load `PolyesterForwardDiff.jl`, \
+ `ForwardDiff.jl`, or `FiniteDiff.jl`.")
+ end
end
+for backend in (:PolyesterForwardDiff, :ForwardDiff, :FiniteDiff, :Zygote)
+ adtype = Symbol(:Auto, backend)
+ msg1 = "ADType: `$(adtype)` is not compatible with !(ForwardDiff.can_dual(eltype(x)))."
+ msg2 = "ADType: `$(adtype)` requires the `$(backend).jl` package to be loaded."
+ @eval begin
+ function __test_loaded_backend(ad::$(adtype), x)
+ if __is_extension_loaded($(Val(backend)))
+ __compatible_ad_with_eltype(ad, x) && return ad
+ error($(msg1))
+ end
+ error($(msg2))
+ end
+ end
+end
+
+function __can_dual end
+@inline __compatible_ad_with_eltype(::Union{AutoForwardDiff, AutoPolyesterForwardDiff}, x) = __can_dual(eltype(x))
+@inline __compatible_ad_with_eltype(::ADTypes.AbstractADType, x) = true
+
@inline __reshape(x::Number, args...) = x
@inline __reshape(x::AbstractArray, args...) = reshape(x, args...)
diff --git a/test/core/23_test_problems_tests.jl b/test/core/23_test_problems_tests.jl
index ad530c2..9d6d5b8 100644
--- a/test/core/23_test_problems_tests.jl
+++ b/test/core/23_test_problems_tests.jl
@@ -1,5 +1,6 @@
@testsetup module RobustnessTesting
using LinearAlgebra, NonlinearProblemLibrary, NonlinearSolveBase, SciMLBase, Test
+using FiniteDiff, ForwardDiff
problems = NonlinearProblemLibrary.problems
dicts = NonlinearProblemLibrary.dicts
diff --git a/test/core/least_squares_tests.jl b/test/core/least_squares_tests.jl
index 840a4f2..98a232f 100644
--- a/test/core/least_squares_tests.jl
+++ b/test/core/least_squares_tests.jl
@@ -1,5 +1,5 @@
@testitem "Nonlinear Least Squares" begin
- using LinearAlgebra
+ using LinearAlgebra, FiniteDiff, ForwardDiff
true_function(x, θ) = @. θ[1] * exp(θ[2] * x) * cos(θ[3] * x + θ[4])
diff --git a/test/core/matrix_resizing_tests.jl b/test/core/matrix_resizing_tests.jl
index 54cf86b..4baffde 100644
--- a/test/core/matrix_resizing_tests.jl
+++ b/test/core/matrix_resizing_tests.jl
@@ -1,4 +1,6 @@
@testitem "Matrix Resizing" begin
+ using FiniteDiff, ForwardDiff
+
ff(u, p) = u .* u .- p
u0 = ones(2, 3)
p = 2.0
diff --git a/test/core/rootfind_tests.jl b/test/core/rootfind_tests.jl
index 848bf6c..b2c043b 100644
--- a/test/core/rootfind_tests.jl
+++ b/test/core/rootfind_tests.jl
@@ -1,8 +1,7 @@
@testsetup module RootfindingTesting
using Reexport
-@reexport using AllocCheck,
- LinearSolve, StaticArrays, Random, LinearAlgebra, ForwardDiff,
- NonlinearSolveBase
+@reexport using AllocCheck, LinearSolve, StaticArrays, Random, LinearAlgebra, ForwardDiff,
+ NonlinearSolveBase, FiniteDiff
import PolyesterForwardDiff
quadratic_f(u, p) = u .* u .- p
diff --git a/test/gpu/cuda_tests.jl b/test/gpu/cuda_tests.jl
index 37999da..6fa4130 100644
--- a/test/gpu/cuda_tests.jl
+++ b/test/gpu/cuda_tests.jl
@@ -1,5 +1,5 @@
@testitem "Solving on GPUs" begin
- using StaticArrays, CUDA
+ using StaticArrays, CUDA, FiniteDiff, ForwardDiff
CUDA.allowscalar(false)
@@ -37,7 +37,7 @@
end
@testitem "CUDA Kernel Launch Test" begin
- using StaticArrays, CUDA
+ using StaticArrays, CUDA, FiniteDiff, ForwardDiff
CUDA.allowscalar(false)
From 12dcc94a0c6dfbd08ef874a65b9bdb99586e03a6 Mon Sep 17 00:00:00 2001
From: Avik Pal <avikpal@mit.edu>
Date: Tue, 27 Feb 2024 12:12:55 -0500
Subject: [PATCH 3/4] Precompile in extensions
---
...NonlinearSolveDiffResultsForwardDiffExt.jl | 30 ++++++++++++++++++
.../jacobian.jl | 2 +-
ext/SimpleNonlinearSolveFiniteDiffExt.jl | 31 +++++++++++++++++++
src/SimpleNonlinearSolve.jl | 10 ------
4 files changed, 62 insertions(+), 11 deletions(-)
diff --git a/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/SimpleNonlinearSolveDiffResultsForwardDiffExt.jl b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/SimpleNonlinearSolveDiffResultsForwardDiffExt.jl
index 9a2d904..c66ded4 100644
--- a/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/SimpleNonlinearSolveDiffResultsForwardDiffExt.jl
+++ b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/SimpleNonlinearSolveDiffResultsForwardDiffExt.jl
@@ -1,5 +1,7 @@
module SimpleNonlinearSolveDiffResultsForwardDiffExt
+import PrecompileTools: @compile_workload, @setup_workload
+
import ADTypes: AutoForwardDiff, AutoPolyesterForwardDiff
import ArrayInterface, SciMLBase, SimpleNonlinearSolve, DiffResults, ForwardDiff
import FastClosures: @closure
@@ -23,4 +25,32 @@ include("jacobian.jl")
include("hessian.jl")
include("forward_ad.jl")
+@setup_workload begin
+ for T in (Float32, Float64)
+ prob_no_brack_scalar = NonlinearProblem{false}((u, p) -> u .* u .- p, T(0.1), T(2))
+ prob_no_brack_iip = NonlinearProblem{true}((du, u, p) -> du .= u .* u .- p,
+ T.([1.0, 1.0, 1.0]), T(2))
+ prob_no_brack_oop = NonlinearProblem{false}((u, p) -> u .* u .- p,
+ T.([1.0, 1.0, 1.0]), T(2))
+
+ algs = [SimpleNonlinearSolve.SimpleNewtonRaphson(; autodiff = AutoForwardDiff()),
+ SimpleNonlinearSolve.SimpleTrustRegion(; autodiff = AutoForwardDiff())]
+
+ algs_no_iip = [SimpleNonlinearSolve.SimpleHalley(; autodiff = AutoForwardDiff())]
+
+ @compile_workload begin
+ for alg in algs
+ solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
+ solve(prob_no_brack_iip, alg, abstol = T(1e-2))
+ solve(prob_no_brack_oop, alg, abstol = T(1e-2))
+ end
+
+ for alg in algs_no_iip
+ solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
+ solve(prob_no_brack_oop, alg, abstol = T(1e-2))
+ end
+ end
+ end
+end
+
end
diff --git a/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/jacobian.jl b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/jacobian.jl
index 286076f..fcc1130 100644
--- a/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/jacobian.jl
+++ b/ext/SimpleNonlinearSolveDiffResultsForwardDiffExt/jacobian.jl
@@ -92,4 +92,4 @@ function SimpleNonlinearSolve.__value_and_jacobian!(
end
out = f(ForwardDiff.Dual{T}(x, one(x)))
return ForwardDiff.value(out), ForwardDiff.extract_derivative(T, out)
-end
\ No newline at end of file
+end
diff --git a/ext/SimpleNonlinearSolveFiniteDiffExt.jl b/ext/SimpleNonlinearSolveFiniteDiffExt.jl
index 3cefa38..a3c02d8 100644
--- a/ext/SimpleNonlinearSolveFiniteDiffExt.jl
+++ b/ext/SimpleNonlinearSolveFiniteDiffExt.jl
@@ -1,7 +1,10 @@
module SimpleNonlinearSolveFiniteDiffExt
+import PrecompileTools: @compile_workload, @setup_workload
+
import ADTypes: AutoFiniteDiff
import SciMLBase, SimpleNonlinearSolve, FiniteDiff
+import SciMLBase: NonlinearProblem, NonlinearLeastSquaresProblem, solve
import StaticArraysCore: SArray
@inline SimpleNonlinearSolve.__is_extension_loaded(::Val{:FiniteDiff}) = true
@@ -56,4 +59,32 @@ function SimpleNonlinearSolve.compute_jacobian_and_hessian(
end
end
+@setup_workload begin
+ for T in (Float32, Float64)
+ prob_no_brack_scalar = NonlinearProblem{false}((u, p) -> u .* u .- p, T(0.1), T(2))
+ prob_no_brack_iip = NonlinearProblem{true}((du, u, p) -> du .= u .* u .- p,
+ T.([1.0, 1.0, 1.0]), T(2))
+ prob_no_brack_oop = NonlinearProblem{false}((u, p) -> u .* u .- p,
+ T.([1.0, 1.0, 1.0]), T(2))
+
+ algs = [SimpleNonlinearSolve.SimpleNewtonRaphson(; autodiff = AutoFiniteDiff()),
+ SimpleNonlinearSolve.SimpleTrustRegion(; autodiff = AutoFiniteDiff())]
+
+ algs_no_iip = [SimpleNonlinearSolve.SimpleHalley(; autodiff = AutoFiniteDiff())]
+
+ @compile_workload begin
+ for alg in algs
+ solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
+ solve(prob_no_brack_iip, alg, abstol = T(1e-2))
+ solve(prob_no_brack_oop, alg, abstol = T(1e-2))
+ end
+
+ for alg in algs_no_iip
+ solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
+ solve(prob_no_brack_oop, alg, abstol = T(1e-2))
+ end
+ end
+ end
+end
+
end
diff --git a/src/SimpleNonlinearSolve.jl b/src/SimpleNonlinearSolve.jl
index 0c6b59d..fd6a9d5 100644
--- a/src/SimpleNonlinearSolve.jl
+++ b/src/SimpleNonlinearSolve.jl
@@ -86,7 +86,6 @@ end
@setup_workload begin
for T in (Float32, Float64)
- # FIXME Move this precompilation into the forwarddiff & finitediff extensions
prob_no_brack_scalar = NonlinearProblem{false}((u, p) -> u .* u .- p, T(0.1), T(2))
prob_no_brack_iip = NonlinearProblem{true}((du, u, p) -> du .= u .* u .- p,
T.([1.0, 1.0, 1.0]), T(2))
@@ -96,21 +95,12 @@ end
algs = [SimpleBroyden(), SimpleKlement(), SimpleDFSane(),
SimpleLimitedMemoryBroyden(; threshold = 2)]
- # algs = [SimpleNewtonRaphson(), SimpleTrustRegion()]
-
- # algs_no_iip = [SimpleHalley()]
-
@compile_workload begin
for alg in algs
solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
solve(prob_no_brack_iip, alg, abstol = T(1e-2))
solve(prob_no_brack_oop, alg, abstol = T(1e-2))
end
-
- # for alg in algs_no_iip
- # solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
- # solve(prob_no_brack_oop, alg, abstol = T(1e-2))
- # end
end
prob_brack = IntervalNonlinearProblem{false}((u, p) -> u * u - p,
From 117ebb0159262cc344d3228d53a3a8fc56d17bfa Mon Sep 17 00:00:00 2001
From: Avik Pal <avikpal@mit.edu>
Date: Sat, 30 Mar 2024 17:09:27 -0400
Subject: [PATCH 4/4] try updating
---
Manifest.toml | 126 ++++++++++++++----
Project.toml | 11 +-
...l => SimpleNonlinearSolveDiffEqBaseExt.jl} | 13 +-
3 files changed, 116 insertions(+), 34 deletions(-)
rename ext/{SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl => SimpleNonlinearSolveDiffEqBaseExt.jl} (71%)
diff --git a/Manifest.toml b/Manifest.toml
index 7b15964..0d65936 100644
--- a/Manifest.toml
+++ b/Manifest.toml
@@ -1,19 +1,40 @@
# This file is machine-generated - editing it directly is not advised
-julia_version = "1.10.1"
+julia_version = "1.10.2"
manifest_format = "2.0"
-project_hash = "0f8351b22e508389e9e69531474eb9c04e478a60"
+project_hash = "5eb0c84d85495c5f6a0aa5c392d7b1227fbe556d"
[[deps.ADTypes]]
-git-tree-sha1 = "41c37aa88889c171f1300ceac1313c06e891d245"
+git-tree-sha1 = "016833eb52ba2d6bea9fcb50ca295980e728ee24"
uuid = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
-version = "0.2.6"
+version = "0.2.7"
+
+[[deps.Accessors]]
+deps = ["CompositionsBase", "ConstructionBase", "Dates", "InverseFunctions", "LinearAlgebra", "MacroTools", "Markdown", "Test"]
+git-tree-sha1 = "c0d491ef0b135fd7d63cbc6404286bc633329425"
+uuid = "7d9f7c33-5ae7-4f3b-8dc6-eff91059b697"
+version = "0.1.36"
+
+ [deps.Accessors.extensions]
+ AccessorsAxisKeysExt = "AxisKeys"
+ AccessorsIntervalSetsExt = "IntervalSets"
+ AccessorsStaticArraysExt = "StaticArrays"
+ AccessorsStructArraysExt = "StructArrays"
+ AccessorsUnitfulExt = "Unitful"
+
+ [deps.Accessors.weakdeps]
+ AxisKeys = "94b1ba4f-4ee9-5380-92f1-94cde586c3c5"
+ IntervalSets = "8197267c-284f-5f27-9208-e0e47529a953"
+ Requires = "ae029012-a4dd-5104-9daa-d747884805df"
+ StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
+ StructArrays = "09ab397b-f2b6-538f-b94a-2f83cf4a842a"
+ Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d"
[[deps.Adapt]]
deps = ["LinearAlgebra", "Requires"]
-git-tree-sha1 = "0fb305e0253fd4e833d486914367a2ee2c2e78d0"
+git-tree-sha1 = "6a55b747d1812e699320963ffde36f1ebdda4099"
uuid = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
-version = "4.0.1"
+version = "4.0.4"
[deps.Adapt.extensions]
AdaptStaticArraysExt = "StaticArrays"
@@ -22,16 +43,18 @@ version = "4.0.1"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
[[deps.ArrayInterface]]
-deps = ["Adapt", "LinearAlgebra", "Requires", "SparseArrays", "SuiteSparse"]
-git-tree-sha1 = "c5aeb516a84459e0318a02507d2261edad97eb75"
+deps = ["Adapt", "LinearAlgebra", "SparseArrays", "SuiteSparse"]
+git-tree-sha1 = "44691067188f6bd1b2289552a23e4b7572f4528d"
uuid = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
-version = "7.7.1"
+version = "7.9.0"
[deps.ArrayInterface.extensions]
ArrayInterfaceBandedMatricesExt = "BandedMatrices"
ArrayInterfaceBlockBandedMatricesExt = "BlockBandedMatrices"
ArrayInterfaceCUDAExt = "CUDA"
+ ArrayInterfaceChainRulesExt = "ChainRules"
ArrayInterfaceGPUArraysCoreExt = "GPUArraysCore"
+ ArrayInterfaceReverseDiffExt = "ReverseDiff"
ArrayInterfaceStaticArraysCoreExt = "StaticArraysCore"
ArrayInterfaceTrackerExt = "Tracker"
@@ -39,7 +62,9 @@ version = "7.7.1"
BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
BlockBandedMatrices = "ffab5731-97b5-5995-9138-79e8c1846df0"
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
+ ChainRules = "082447d4-558c-5d27-93f4-14fc19e9eca2"
GPUArraysCore = "46192b85-c4d5-4398-a991-12ede77f4527"
+ ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
StaticArraysCore = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
@@ -49,16 +74,45 @@ uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
[[deps.Base64]]
uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
+[[deps.ChainRulesCore]]
+deps = ["Compat", "LinearAlgebra"]
+git-tree-sha1 = "575cd02e080939a33b6df6c5853d14924c08e35b"
+uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
+version = "1.23.0"
+weakdeps = ["SparseArrays"]
+
+ [deps.ChainRulesCore.extensions]
+ ChainRulesCoreSparseArraysExt = "SparseArrays"
+
[[deps.CommonSolve]]
git-tree-sha1 = "0eee5eb66b1cf62cd6ad1b460238e60e4b09400c"
uuid = "38540f10-b2f7-11e9-35d8-d573e4eb0ff2"
version = "0.2.4"
+[[deps.Compat]]
+deps = ["TOML", "UUIDs"]
+git-tree-sha1 = "c955881e3c981181362ae4088b35995446298b80"
+uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
+version = "4.14.0"
+weakdeps = ["Dates", "LinearAlgebra"]
+
+ [deps.Compat.extensions]
+ CompatLinearAlgebraExt = "LinearAlgebra"
+
[[deps.CompilerSupportLibraries_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
version = "1.1.0+0"
+[[deps.CompositionsBase]]
+git-tree-sha1 = "802bb88cd69dfd1509f6670416bd4434015693ad"
+uuid = "a33af91c-f02d-484b-be07-31d278c5ca2b"
+version = "0.1.2"
+weakdeps = ["InverseFunctions"]
+
+ [deps.CompositionsBase.extensions]
+ CompositionsBaseInverseFunctionsExt = "InverseFunctions"
+
[[deps.ConcreteStructs]]
git-tree-sha1 = "f749037478283d372048690eb3b5f92a79432b34"
uuid = "2569d6c7-a4a2-43d3-a901-331e8e4be471"
@@ -66,9 +120,9 @@ version = "0.2.3"
[[deps.ConstructionBase]]
deps = ["LinearAlgebra"]
-git-tree-sha1 = "c53fc348ca4d40d7b371e71fd52251839080cbc9"
+git-tree-sha1 = "260fd2400ed2dab602a7c15cf10c1933c59930a2"
uuid = "187b0558-2788-49d3-abe0-74a17ed4e7c9"
-version = "1.5.4"
+version = "1.5.5"
[deps.ConstructionBase.extensions]
ConstructionBaseIntervalSetsExt = "IntervalSets"
@@ -138,6 +192,20 @@ git-tree-sha1 = "ec632f177c0d990e64d955ccc1b8c04c485a0950"
uuid = "46192b85-c4d5-4398-a991-12ede77f4527"
version = "0.1.6"
+[[deps.InteractiveUtils]]
+deps = ["Markdown"]
+uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
+
+[[deps.InverseFunctions]]
+deps = ["Test"]
+git-tree-sha1 = "896385798a8d49a255c398bd49162062e4a4c435"
+uuid = "3587e190-3f89-42d0-90ee-14403ec27112"
+version = "0.1.13"
+weakdeps = ["Dates"]
+
+ [deps.InverseFunctions.extensions]
+ DatesExt = "Dates"
+
[[deps.IteratorInterfaceExtensions]]
git-tree-sha1 = "a3f24677c21f5bbe9d2a714f95dcd58337fb2856"
uuid = "82899510-4779-5014-852e-03e436cf321d"
@@ -179,9 +247,9 @@ uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
[[deps.MaybeInplace]]
deps = ["ArrayInterface", "LinearAlgebra", "MacroTools", "SparseArrays"]
-git-tree-sha1 = "a85c6a98c9e5a2a7046bc1bb89f28a3241e1de4d"
+git-tree-sha1 = "b1f2f92feb0bc201e91c155ef575bcc7d9cc3526"
uuid = "bb5d69b7-63fc-4a16-80bd-7e42200c7bdb"
-version = "0.1.1"
+version = "0.1.2"
[[deps.MbedTLS_jll]]
deps = ["Artifacts", "Libdl"]
@@ -220,15 +288,15 @@ version = "1.6.3"
[[deps.PrecompileTools]]
deps = ["Preferences"]
-git-tree-sha1 = "03b4c25b43cb84cee5c90aa9b5ea0a78fd848d2f"
+git-tree-sha1 = "5aa36f7049a63a1528fe8f7c3f2113413ffd4e1f"
uuid = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
-version = "1.2.0"
+version = "1.2.1"
[[deps.Preferences]]
deps = ["TOML"]
-git-tree-sha1 = "00805cd429dcb4870060ff49ef443486c262e38e"
+git-tree-sha1 = "9306f6085165d270f7e3db02af26a400d580f5c6"
uuid = "21216c6a-2e73-6563-6e65-726566657250"
-version = "1.4.1"
+version = "1.4.3"
[[deps.Printf]]
deps = ["Unicode"]
@@ -246,9 +314,9 @@ version = "1.3.4"
[[deps.RecursiveArrayTools]]
deps = ["Adapt", "ArrayInterface", "DocStringExtensions", "GPUArraysCore", "IteratorInterfaceExtensions", "LinearAlgebra", "RecipesBase", "SparseArrays", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables"]
-git-tree-sha1 = "dc428bb59c20dafd1ec500c3432b9e3d7e78e7f3"
+git-tree-sha1 = "d8f131090f2e44b145084928856a561c83f43b27"
uuid = "731186ca-8d62-57ce-b412-fbd966d074cd"
-version = "3.10.1"
+version = "3.13.0"
[deps.RecursiveArrayTools.extensions]
RecursiveArrayToolsFastBroadcastExt = "FastBroadcast"
@@ -290,10 +358,10 @@ uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
version = "0.7.0"
[[deps.SciMLBase]]
-deps = ["ADTypes", "ArrayInterface", "CommonSolve", "ConstructionBase", "Distributed", "DocStringExtensions", "EnumX", "FunctionWrappersWrappers", "IteratorInterfaceExtensions", "LinearAlgebra", "Logging", "Markdown", "PrecompileTools", "Preferences", "Printf", "RecipesBase", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLOperators", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables"]
-git-tree-sha1 = "3a281a9fce9cd62b849d7f16e412933a5fe755cb"
+deps = ["ADTypes", "ArrayInterface", "CommonSolve", "ConstructionBase", "Distributed", "DocStringExtensions", "EnumX", "FunctionWrappersWrappers", "IteratorInterfaceExtensions", "LinearAlgebra", "Logging", "Markdown", "PrecompileTools", "Preferences", "Printf", "RecipesBase", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLOperators", "SciMLStructures", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables"]
+git-tree-sha1 = "d15c65e25615272e1b1c5edb1d307484c7942824"
uuid = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
-version = "2.29.0"
+version = "2.31.0"
[deps.SciMLBase.extensions]
SciMLBaseChainRulesCoreExt = "ChainRulesCore"
@@ -320,6 +388,11 @@ git-tree-sha1 = "10499f619ef6e890f3f4a38914481cc868689cd5"
uuid = "c0aeaf25-5076-4817-a8d5-81caf7dfa961"
version = "0.3.8"
+[[deps.SciMLStructures]]
+git-tree-sha1 = "5833c10ce83d690c124beedfe5f621b50b02ba4d"
+uuid = "53ae85a6-f571-4167-b2af-e1d143709226"
+version = "1.1.0"
+
[[deps.Serialization]]
uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
@@ -357,9 +430,10 @@ uuid = "bea87d4a-7f5b-5778-9afe-8cc45184846c"
version = "7.2.1+1"
[[deps.SymbolicIndexingInterface]]
-git-tree-sha1 = "251bb311585143931a306175c3b7ced220300578"
+deps = ["Accessors", "ArrayInterface", "MacroTools", "RuntimeGeneratedFunctions", "StaticArraysCore"]
+git-tree-sha1 = "4b7f4c80449d8baae8857d55535033981862619c"
uuid = "2efcf032-c050-4f8e-a9bb-153293bab1f5"
-version = "0.3.8"
+version = "0.3.15"
[[deps.TOML]]
deps = ["Dates"]
@@ -378,6 +452,10 @@ git-tree-sha1 = "cb76cf677714c095e535e3501ac7954732aeea2d"
uuid = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
version = "1.11.1"
+[[deps.Test]]
+deps = ["InteractiveUtils", "Logging", "Random", "Serialization"]
+uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
[[deps.UUIDs]]
deps = ["Random", "SHA"]
uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
diff --git a/Project.toml b/Project.toml
index 6fc58c6..7b379ae 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,11 +1,12 @@
name = "SimpleNonlinearSolve"
uuid = "727e6d20-b764-4bd8-a329-72de5adea6c7"
authors = ["SciML"]
-version = "1.6.0" # Bump to 2.0.0 before releasing
+version = "1.6.0"
[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
+ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
ConcreteStructs = "2569d6c7-a4a2-43d3-a901-331e8e4be471"
FastClosures = "9aa1b823-49e4-5ca5-8b0f-3971ec8bab6a"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
@@ -17,7 +18,6 @@ SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
StaticArraysCore = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
[weakdeps]
-ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
DiffResults = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
@@ -29,9 +29,9 @@ Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
[extensions]
+SimpleNonlinearSolveDiffEqBaseExt = "DiffEqBase"
+SimpleNonlinearSolveForwardDiffExt = "ForwardDiff"
SimpleNonlinearSolveFiniteDiffExt = "FiniteDiff"
-SimpleNonlinearSolveDiffResultsForwardDiffExt = ["DiffResults", "ForwardDiff"]
-SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt = ["ChainRulesCore", "DiffEqBase"]
SimpleNonlinearSolvePolyesterForwardDiffExt = "PolyesterForwardDiff"
SimpleNonlinearSolveReverseDiffExt = "ReverseDiff"
SimpleNonlinearSolveStaticArraysExt = "StaticArrays"
@@ -76,6 +76,7 @@ julia = "1.10"
AllocCheck = "9b6a8646-10ed-4001-bbdc-1d2f46dfbb1a"
Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
+ExplicitImports = "7d51a73a-1435-4ff3-83d9-f097790105c7"
FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
@@ -95,4 +96,4 @@ Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
[targets]
-test = ["Aqua", "AllocCheck", "DiffEqBase", "ForwardDiff", "LinearAlgebra", "LinearSolve", "NonlinearProblemLibrary", "Pkg", "Random", "ReTestItems", "SciMLSensitivity", "StaticArrays", "Zygote", "CUDA", "NonlinearSolveBase", "PolyesterForwardDiff", "Reexport", "Test", "FiniteDiff", "ReverseDiff", "Tracker"]
+test = ["AllocCheck", "Aqua", "CUDA", "DiffEqBase", "ExplicitImports", "FiniteDiff", "ForwardDiff", "LinearAlgebra", "LinearSolve", "NonlinearProblemLibrary", "NonlinearSolveBase", "Pkg", "PolyesterForwardDiff", "Random", "ReTestItems", "Reexport", "ReverseDiff", "SciMLSensitivity", "StaticArrays", "Test", "Tracker", "Zygote"]
diff --git a/ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl b/ext/SimpleNonlinearSolveDiffEqBaseExt.jl
similarity index 71%
rename from ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl
rename to ext/SimpleNonlinearSolveDiffEqBaseExt.jl
index 434c839..8bdaa27 100644
--- a/ext/SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt.jl
+++ b/ext/SimpleNonlinearSolveDiffEqBaseExt.jl
@@ -1,14 +1,17 @@
module SimpleNonlinearSolveChainRulesCoreDiffEqBaseExt
-using SciMLBase
-import DiffEqBase, SimpleNonlinearSolve
-import ChainRulesCore as CRC
+using DiffEqBase: DiffEqBase
+using SciMLBase: SciMLBase, AbstractNonlinearProblem
+using SimpleNonlinearSolve: SimpleNonlinearSolve
+using ChainRulesCore: ChainRulesCore
+
+const CRC = ChainRulesCore
# The expectation here is that no-one is using this directly inside a GPU kernel. We can
# eventually lift this requirement using a custom adjoint
function CRC.rrule(
- ::typeof(SimpleNonlinearSolve.__internal_solve_up), prob::NonlinearProblem,
- sensealg::Union{Nothing, DiffEqBase.AbstractSensitivityAlgorithm}, u0, u0_changed,
+ ::typeof(SimpleNonlinearSolve.__internal_solve_up), prob::AbstractNonlinearProblem,
+ sensealg::Union{Nothing, SciMLBase.AbstractSensitivityAlgorithm}, u0, u0_changed,
p, p_changed, alg, args...; kwargs...)
out, ∇internal = DiffEqBase._solve_adjoint(prob, sensealg, u0, p,
SciMLBase.ChainRulesOriginator(), alg, args...; kwargs...)