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Add opnorm to jacvec operators #127

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Jun 30, 2019
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Add opnorm to jacvec operators #127

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1a72216
Add `opnorm` to jacvec operators
YingboMa Jun 30, 2019
ebaa7f9
Add Exprb test
YingboMa Jun 30, 2019
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16 changes: 10 additions & 6 deletions src/jacvec_operators.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -56,21 +56,23 @@ end

### Operator Implementation

mutable struct JacVecOperator{T,F,T1,T2,uType,P,tType} <: DiffEqBase.AbstractDiffEqLinearOperator{T}
mutable struct JacVecOperator{T,F,T1,T2,uType,P,tType,O} <: DiffEqBase.AbstractDiffEqLinearOperator{T}
f::F
cache1::T1
cache2::T2
u::uType
p::P
t::tType
autodiff::Bool
ishermitian::Bool
opnorm::O

function JacVecOperator{T}(f,p=nothing,t::Union{Nothing,Number}=nothing;autodiff=true) where T
function JacVecOperator{T}(f,p=nothing,t::Union{Nothing,Number}=nothing;autodiff=true,ishermitian=false,opnorm=true) where T
p===nothing ? P = Any : P = typeof(p)
t===nothing ? tType = Any : tType = typeof(t)
new{T,typeof(f),Nothing,Nothing,Any,P,tType}(f,nothing,nothing,nothing,nothing,nothing,autodiff)
new{T,typeof(f),Nothing,Nothing,Any,P,tType,typeof(opnorm)}(f,nothing,nothing,nothing,nothing,nothing,autodiff,ishermitian)
end
function JacVecOperator{T}(f,u::AbstractArray,p=nothing,t::Union{Nothing,Number}=nothing;autodiff=true) where T
function JacVecOperator{T}(f,u::AbstractArray,p=nothing,t::Union{Nothing,Number}=nothing;autodiff=true,ishermitian=false,opnorm=true) where T
if autodiff
cache1 = ForwardDiff.Dual{JacVecTag}.(u, u)
cache2 = ForwardDiff.Dual{JacVecTag}.(u, u)
Expand All @@ -80,14 +82,16 @@ mutable struct JacVecOperator{T,F,T1,T2,uType,P,tType} <: DiffEqBase.AbstractDif
end
p===nothing ? P = Any : P = typeof(p)
t===nothing ? tType = Any : tType = typeof(t)
new{T,typeof(f),typeof(cache1),typeof(cache2),typeof(u),P,tType}(f,cache1,cache2,u,p,t,autodiff)
new{T,typeof(f),typeof(cache1),typeof(cache2),typeof(u),P,tType,typeof(opnorm)}(f,cache1,cache2,u,p,t,autodiff,ishermitian,opnorm)
end
function JacVecOperator(f,u,args...;kwargs...)
JacVecOperator{eltype(u)}(f,u,args...;kwargs...)
end

end

LinearAlgebra.opnorm(L::JacVecOperator, p::Real=2) = L.opnorm
LinearAlgebra.ishermitian(L::JacVecOperator) = L.ishermitian

Base.size(L::JacVecOperator) = (length(L.cache1),length(L.cache1))
Base.size(L::JacVecOperator,i::Int) = length(L.cache1)
function update_coefficients!(L::JacVecOperator,u,p,t)
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2 changes: 1 addition & 1 deletion src/matrixfree_operators.jl
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Expand Up @@ -6,7 +6,7 @@ mutable struct MatrixFreeOperator{F,N,S,O} <: AbstractMatrixFreeOperator{F}
opnorm::O
ishermitian::Bool
function MatrixFreeOperator(f::F, args::N;
size=nothing, opnorm=nothing, ishermitian=false) where {F,N}
size=nothing, opnorm=true, ishermitian=false) where {F,N}
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@ChrisRackauckas ChrisRackauckas Jun 30, 2019

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why is this true/false?

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@YingboMa YingboMa Jun 30, 2019

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opnorm is defaulted to be one, as opnorm is only used to test relative tolerance in expv.

@assert (N <: Tuple && length(args) in (1,2)) "Arguments of a "*
"MatrixFreeOperator must be a tuple with one or two elements"
return new{F,N,typeof(size),typeof(opnorm)}(f, args, size, opnorm, ishermitian)
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19 changes: 10 additions & 9 deletions test/jacvec_operators.jl
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Expand Up @@ -52,12 +52,13 @@ function lorenz(du,u,p,t)
end
u0 = [1.0;0.0;0.0]
tspan = (0.0,100.0)
ff = ODEFunction(lorenz,jac_prototype=JacVecOperator{Float64}(lorenz,u0))
prob = ODEProblem(ff,u0,tspan)
@test_broken sol = solve(prob,Rosenbrock23())
@test_broken sol = solve(prob,Rosenbrock23(linsolve=LinSolveGMRES(tol=1e-10)))

ff = ODEFunction(lorenz,jac_prototype=JacVecOperator{Float64}(lorenz,u0,autodiff=false))
prob = ODEProblem(ff,u0,tspan)
@test_broken sol = solve(prob,Rosenbrock23())
@test_broken sol = solve(prob,Rosenbrock23(linsolve=LinSolveGMRES(tol=1e-10)))
ff1 = ODEFunction(lorenz,jac_prototype=JacVecOperator{Float64}(lorenz,u0))
ff2 = ODEFunction(lorenz,jac_prototype=JacVecOperator{Float64}(lorenz,u0,autodiff=false))
for ff in [ff1, ff2]
prob = ODEProblem(ff,u0,tspan)
@test solve(prob,TRBDF2()).retcode == :Success
@test solve(prob,TRBDF2(linsolve=LinSolveGMRES(tol=1e-10))).retcode == :Success
@test solve(prob,Exprb32()).retcode == :Success
@test_broken sol = solve(prob,Rosenbrock23())
@test_broken sol = solve(prob,Rosenbrock23(linsolve=LinSolveGMRES(tol=1e-10)))
end