Merge pull request #13 from JuliaComputing/myb/fix

Fix Newton with finite diff
SciML · Nov 22, 2020 · 1098b35 · 1098b35
2 parents e88ed56 + a0beb00
commit 1098b35
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Showing 2 changed files with 11 additions and 9 deletions.
diff --git a/src/jacobian.jl b/src/jacobian.jl
@@ -32,7 +32,7 @@ function jacobian(f, x, solver)
     if alg_autodiff(solver.alg)
         J = ForwardDiff.jacobian(f, x)
     else
-        J = FiniteDiff.finite_difference_derivative(f, x, solver.alg.diff_type, eltype(x))
+        J = FiniteDiff.finite_difference_jacobian(f, x, solver.alg.diff_type, eltype(x))
     end
     return J
 end

diff --git a/test/runtests.jl b/test/runtests.jl
@@ -102,14 +102,16 @@ probN = NonlinearProblem(f, u0)
 @test solve(probN, NewtonRaphson(;autodiff=false)).u[end] ≈ sqrt(2.0)
 @test solve(probN, NewtonRaphson(;autodiff=false); immutable = false).u[end] ≈ sqrt(2.0)
 
-f, u0 = (u, p) -> u .* u .- 2.0, 1.0
-probN = NonlinearProblem(f, u0)
-
-@test solve(probN, NewtonRaphson()).u ≈ sqrt(2.0)
-@test solve(probN, NewtonRaphson(); immutable = false).u ≈ sqrt(2.0)
-@test solve(probN, NewtonRaphson(;autodiff=false)).u ≈ sqrt(2.0)
-@test solve(probN, NewtonRaphson(;autodiff=false); immutable = false).u ≈ sqrt(2.0)
-
+for u0 in [1.0, [1, 1.0]]
+  f = (u, p) -> u .* u .- 2.0
+  probN = NonlinearProblem(f, u0)
+  sol = sqrt(2) * u0
+
+  @test solve(probN, NewtonRaphson()).u ≈ sol
+  @test solve(probN, NewtonRaphson(); immutable = false).u ≈ sol
+  @test solve(probN, NewtonRaphson(;autodiff=false)).u ≈ sol
+  @test solve(probN, NewtonRaphson(;autodiff=false); immutable = false).u ≈ sol
+end
 
 # Bisection Tests
 f, u0 = (u, p) -> u .* u .- 2.0, (1.0, 2.0)