fix algorithm difftype

SciML · Nov 17, 2017 · 073d6e0 · 073d6e0
1 parent 35a4ef4
commit 073d6e0
Show file tree

Hide file tree

Showing 3 changed files with 14 additions and 14 deletions.
diff --git a/src/alg_utils.jl b/src/alg_utils.jl
@@ -32,7 +32,7 @@ alg_interpretation(alg::StochasticDiffEqAlgorithm) = :Ito
 alg_interpretation(alg::EulerHeun) = :Stratonovich
 alg_interpretation(alg::RKMil{interpretation}) where {interpretation} = interpretation
 alg_interpretation(alg::RKMilCommute{interpretation}) where {interpretation} = interpretation
-alg_interpretation(alg::ImplicitRKMil{CS,AD,F,K,T,T2,Controller,interpretation}) where {CS,AD,F,K,T,T2,Controller,interpretation} = interpretation
+alg_interpretation(alg::ImplicitRKMil{CS,AD,F,S,K,T,T2,Controller,interpretation}) where {CS,AD,F,S,K,T,T2,Controller,interpretation} = interpretation
 
 alg_compatible(prob,alg::Union{StochasticDiffEqAlgorithm,StochasticDiffEqRODEAlgorithm}) = true
 

diff --git a/src/algorithms.jl b/src/algorithms.jl
@@ -60,9 +60,9 @@ Base.@pure IIF1Mil(;nlsolve=NLSOLVEJL_SETUP()) = IIF1Mil{typeof(nlsolve)}(nlsolv
 
 # SDIRK
 
-struct ImplicitEM{CS,AD,F,K,T,T2,Controller} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
+struct ImplicitEM{CS,AD,F,S,K,T,T2,Controller} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
   linsolve::F
-  diff_type::Symbol
+  diff_type::S
   κ::K
   tol::T
   theta::T2
@@ -72,23 +72,23 @@ struct ImplicitEM{CS,AD,F,K,T,T2,Controller} <: StochasticDiffEqNewtonAlgorithm{
   new_jac_conv_bound::T2
   symplectic::Bool
 end
-Base.@pure ImplicitEM(;chunk_size=0,autodiff=true,diff_type=:central,
+Base.@pure ImplicitEM(;chunk_size=0,autodiff=true,diff_type=Val{:central},
                           linsolve=DEFAULT_LINSOLVE,κ=nothing,tol=nothing,
                           extrapolant=:constant,min_newton_iter=1,
                           theta = 1/2,symplectic=false,
                           max_newton_iter=7,new_jac_conv_bound = 1e-3,
                           controller = :Predictive) =
-                          ImplicitEM{chunk_size,autodiff,typeof(linsolve),
+                          ImplicitEM{chunk_size,autodiff,typeof(linsolve),typeof(diff_type),
                           typeof(κ),typeof(tol),typeof(new_jac_conv_bound),controller}(
                           linsolve,diff_type,κ,tol,
                           symplectic ? 1/2 : theta,
                           extrapolant,
                           min_newton_iter,
                           max_newton_iter,new_jac_conv_bound,symplectic)
 
-struct ImplicitEulerHeun{CS,AD,F,K,T,T2,Controller} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
+struct ImplicitEulerHeun{CS,AD,F,S,K,T,T2,Controller} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
   linsolve::F
-  diff_type::Symbol
+  diff_type::S
   κ::K
   tol::T
   theta::T2
@@ -98,22 +98,22 @@ struct ImplicitEulerHeun{CS,AD,F,K,T,T2,Controller} <: StochasticDiffEqNewtonAlg
   new_jac_conv_bound::T2
   symplectic::Bool
 end
-Base.@pure ImplicitEulerHeun(;chunk_size=0,autodiff=true,diff_type=:central,
+Base.@pure ImplicitEulerHeun(;chunk_size=0,autodiff=true,diff_type=Val{:central},
                           linsolve=DEFAULT_LINSOLVE,κ=nothing,tol=nothing,
                           extrapolant=:constant,min_newton_iter=1,
                           theta = 1/2,symplectic = false,
                           max_newton_iter=7,new_jac_conv_bound = 1e-3,
                           controller = :Predictive) =
-                          ImplicitEulerHeun{chunk_size,autodiff,typeof(linsolve),
+                          ImplicitEulerHeun{chunk_size,autodiff,typeof(linsolve),typeof(diff_type),
                           typeof(κ),typeof(tol),typeof(new_jac_conv_bound),controller}(
                           linsolve,diff_type,κ,tol,
                           symplectic ? 1/2 : theta,
                           extrapolant,min_newton_iter,
                           max_newton_iter,new_jac_conv_bound,symplectic)
 
-struct ImplicitRKMil{CS,AD,F,K,T,T2,Controller,interpretation} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
+struct ImplicitRKMil{CS,AD,F,S,K,T,T2,Controller,interpretation} <: StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}
   linsolve::F
-  diff_type::Symbol
+  diff_type::S
   κ::K
   tol::T
   theta::T2
@@ -123,13 +123,13 @@ struct ImplicitRKMil{CS,AD,F,K,T,T2,Controller,interpretation} <: StochasticDiff
   new_jac_conv_bound::T2
   symplectic::Bool
 end
-Base.@pure ImplicitRKMil(;chunk_size=0,autodiff=true,diff_type=:central,
+Base.@pure ImplicitRKMil(;chunk_size=0,autodiff=true,diff_type=Val{:central},
                           linsolve=DEFAULT_LINSOLVE,κ=nothing,tol=nothing,
                           extrapolant=:constant,min_newton_iter=1,
                           theta = 1/2,symplectic = false,
                           max_newton_iter=7,new_jac_conv_bound = 1e-3,
                           controller = :Predictive,interpretation=:Ito) =
-                          ImplicitRKMil{chunk_size,autodiff,typeof(linsolve),
+                          ImplicitRKMil{chunk_size,autodiff,typeof(linsolve),typeof(diff_type),
                           typeof(κ),typeof(tol),typeof(new_jac_conv_bound),
                           controller,interpretation}(
                           linsolve,diff_type,κ,tol,

diff --git a/test/sde/sde_twodimlinear_tests.jl b/test/sde/sde_twodimlinear_tests.jl
@@ -42,7 +42,7 @@ sim = test_convergence(dts,prob,ImplicitRKMil(),numMonte=100)
 sim = test_convergence(dts,prob,ImplicitRKMil(theta=1),numMonte=100)
 @test abs(sim.𝒪est[:l2]-1) < 0.1
 
-sim = test_convergence(dts,prob,ImplicitRKMil(theta=1,autodiff=false),numMonte=100)
+sim = test_convergence(dts,prob,ImplicitRKMil(theta=1,autodiff=false),numMonte=200)
 @test abs(sim.𝒪est[:l2]-1) < 0.1
 
 sim = test_convergence(dts,prob,ImplicitRKMil(symplectic=true),numMonte=100)