Merge pull request #100 from avik-pal/ap/cleanup

Port over improvements from NonlinearSolve

lib/SimpleNonlinearSolve/.JuliaFormatter.toml

@@ -1 +1,4 @@
-style = "sciml"
+style = "sciml"
+format_markdown = true
+annotate_untyped_fields_with_any = false
+format_docstrings = true

lib/SimpleNonlinearSolve/Project.toml

@@ -1,37 +1,30 @@
 name = "SimpleNonlinearSolve"
 uuid = "727e6d20-b764-4bd8-a329-72de5adea6c7"
 authors = ["SciML"]
-version = "0.1.25"
+version = "0.2.0"
 
 [deps]
+ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
+ConcreteStructs = "2569d6c7-a4a2-43d3-a901-331e8e4be471"
 DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
 FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+MaybeInplace = "bb5d69b7-63fc-4a16-80bd-7e42200c7bdb"
 PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
 StaticArraysCore = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
 
-[weakdeps]
-NNlib = "872c559c-99b0-510c-b3b7-b6c96a88d5cd"
-
-[extensions]
-SimpleNonlinearSolveNNlibExt = "NNlib"
-
 [compat]
 ArrayInterface = "7"
 DiffEqBase = "6.126"
 FiniteDiff = "2"
 ForwardDiff = "0.10.3"
 LinearAlgebra = "1.9"
-NNlib = "0.8, 0.9"
 PrecompileTools = "1"
 Reexport = "1"
 SciMLBase = "2.7"
 StaticArraysCore = "1.4"
 julia = "1.9"
-
-[extras]
-NNlib = "872c559c-99b0-510c-b3b7-b6c96a88d5cd"

lib/SimpleNonlinearSolve/README.md

@@ -6,12 +6,12 @@
 [![codecov](https://codecov.io/gh/SciML/SimpleNonlinearSolve.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/SciML/SimpleNonlinearSolve.jl)
 [![Build Status](https://github.com/SciML/SimpleNonlinearSolve.jl/workflows/CI/badge.svg)](https://github.com/SciML/SimpleNonlinearSolve.jl/actions?query=workflow%3ACI)
 
-[![ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://img.shields.io/badge/ColPrac-Contributor's%20Guide-blueviolet)](https://github.com/SciML/ColPrac)
+[![ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://img.shields.io/badge/ColPrac-Contributor%27s%20Guide-blueviolet)](https://github.com/SciML/ColPrac)
 [![SciML Code Style](https://img.shields.io/static/v1?label=code%20style&message=SciML&color=9558b2&labelColor=389826)](https://github.com/SciML/SciMLStyle)
 
 Fast implementations of root finding algorithms in Julia that satisfy the SciML common interface.
 SimpleNonlinearSolve.jl focuses on low-dependency implementations of very fast methods for
-very small and simple problems. For the full set of solvers, see 
+very small and simple problems. For the full set of solvers, see
 [NonlinearSolve.jl](https://github.com/SciML/NonlinearSolve.jl), of which
 SimpleNonlinearSolve.jl is just one solver set.
 
@@ -25,7 +25,7 @@ the documentation which contains the unreleased features.
 ```julia
 using SimpleNonlinearSolve, StaticArrays
 
-f(u,p) = u .* u .- 2
+f(u, p) = u .* u .- 2
 u0 = @SVector[1.0, 1.0]
 probN = NonlinearProblem{false}(f, u0)
 solver = solve(probN, SimpleNewtonRaphson(), abstol = 1e-9)
@@ -39,3 +39,16 @@ sol = solve(probB, ITP())
 ```
 
 For more details on the bracketing methods, refer to the [Tutorials](https://docs.sciml.ai/NonlinearSolve/stable/tutorials/nonlinear/#Using-Bracketing-Methods) and detailed [APIs](https://docs.sciml.ai/NonlinearSolve/stable/api/simplenonlinearsolve/#Solver-API)
+
+## Breaking Changes in v2
+
+  - Batched solvers have been removed in favor of `BatchedArrays.jl`. Stay tuned for detailed
+    tutorials on how to use `BatchedArrays.jl` with `NonlinearSolve` & `SimpleNonlinearSolve`
+    solvers.
+  - The old style of specifying autodiff with `chunksize`, `standardtag`, etc. has been
+    deprecated in favor of directly specifying the autodiff type, like `AutoForwardDiff`.
+  - `Broyden` and `Klement` have been renamed to `SimpleBroyden` and `SimpleKlement` to
+    avoid conflicts with `NonlinearSolve.jl`'s `GeneralBroyden` and `GeneralKlement`, which
+    will be renamed to `Broyden` and `Klement` in the future.
+  - `LBroyden` has been renamed to `SimpleLimitedMemoryBroyden` to make it consistent with
+    `NonlinearSolve.jl`'s `LimitedMemoryBroyden`.

lib/SimpleNonlinearSolve/src/SimpleNonlinearSolve.jl

@@ -1,90 +1,101 @@
 module SimpleNonlinearSolve
 
-using Reexport
-using FiniteDiff, ForwardDiff
-using ForwardDiff: Dual
-using StaticArraysCore
-using LinearAlgebra
-import ArrayInterface
-using DiffEqBase
-
-@reexport using SciMLBase
+import PrecompileTools: @compile_workload, @setup_workload, @recompile_invalidations
+
+@recompile_invalidations begin
+    using ADTypes,
+        ArrayInterface, ConcreteStructs, DiffEqBase, Reexport, LinearAlgebra, SciMLBase
+
+    import DiffEqBase: AbstractNonlinearTerminationMode,
+        AbstractSafeNonlinearTerminationMode, AbstractSafeBestNonlinearTerminationMode,
+        NonlinearSafeTerminationReturnCode, get_termination_mode,
+        NONLINEARSOLVE_DEFAULT_NORM
+    using FiniteDiff, ForwardDiff
+    import ForwardDiff: Dual
+    import MaybeInplace: @bb, setindex_trait, CanSetindex, CannotSetindex
+    import SciMLBase: AbstractNonlinearAlgorithm, build_solution, isinplace
+    import StaticArraysCore: StaticArray, SVector, SMatrix, SArray, MArray, MMatrix, Size
+end
 
-const NNlibExtLoaded = Ref{Bool}(false)
+@reexport using ADTypes, SciMLBase
 
-abstract type AbstractSimpleNonlinearSolveAlgorithm <: SciMLBase.AbstractNonlinearAlgorithm end
+abstract type AbstractSimpleNonlinearSolveAlgorithm <: AbstractNonlinearAlgorithm end
 abstract type AbstractBracketingAlgorithm <: AbstractSimpleNonlinearSolveAlgorithm end
-abstract type AbstractNewtonAlgorithm{CS, AD, FDT} <: AbstractSimpleNonlinearSolveAlgorithm end
-abstract type AbstractImmutableNonlinearSolver <: AbstractSimpleNonlinearSolveAlgorithm end
-abstract type AbstractBatchedNonlinearSolveAlgorithm <:
-              AbstractSimpleNonlinearSolveAlgorithm end
+abstract type AbstractNewtonAlgorithm <: AbstractSimpleNonlinearSolveAlgorithm end
 
 include("utils.jl")
-include("bisection.jl")
-include("falsi.jl")
-include("raphson.jl")
-include("broyden.jl")
-include("lbroyden.jl")
-include("klement.jl")
-include("trustRegion.jl")
-include("ridder.jl")
-include("brent.jl")
-include("dfsane.jl")
-include("ad.jl")
-include("halley.jl")
-include("alefeld.jl")
-include("itp.jl")
 
-# Batched Solver Support
-include("batched/utils.jl")
-include("batched/raphson.jl")
-include("batched/dfsane.jl")
-include("batched/broyden.jl")
+## Nonlinear Solvers
+include("nlsolve/raphson.jl")
+include("nlsolve/broyden.jl")
+include("nlsolve/lbroyden.jl")
+include("nlsolve/klement.jl")
+include("nlsolve/trustRegion.jl")
+include("nlsolve/halley.jl")
+include("nlsolve/dfsane.jl")
+
+## Interval Nonlinear Solvers
+include("bracketing/bisection.jl")
+include("bracketing/falsi.jl")
+include("bracketing/ridder.jl")
+include("bracketing/brent.jl")
+include("bracketing/alefeld.jl")
+include("bracketing/itp.jl")
+
+# AD
+include("ad.jl")
 
 ## Default algorithm
 
 # Set the default bracketing method to ITP
-
 function SciMLBase.solve(prob::IntervalNonlinearProblem; kwargs...)
-    SciMLBase.solve(prob, ITP(); kwargs...)
+    return solve(prob, ITP(); kwargs...)
 end
 
 function SciMLBase.solve(prob::IntervalNonlinearProblem, alg::Nothing,
         args...; kwargs...)
-    SciMLBase.solve(prob, ITP(), args...; kwargs...)
+    return solve(prob, ITP(), args...; kwargs...)
 end
 
-import PrecompileTools
-
-PrecompileTools.@compile_workload begin
+@setup_workload begin
     for T in (Float32, Float64)
-        prob_no_brack = NonlinearProblem{false}((u, p) -> u .* u .- p, T(0.1), T(2))
-        for alg in (SimpleNewtonRaphson, SimpleHalley, Broyden, Klement, SimpleTrustRegion,
-            SimpleDFSane)
-            solve(prob_no_brack, alg(), abstol = T(1e-2))
-        end
+        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_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 (SimpleNewtonRaphson,)
-            for u0 in ([1., 1.], StaticArraysCore.SA[1.0, 1.0])
-                u0 = T.(.1)
-                probN = NonlinearProblem{false}((u,p) -> u .* u .- p, u0, T(2))
-                solve(probN, alg(), tol = T(1e-2))
+            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,
-            T.((0.0, 2.0)),
-            T(2))
-        for alg in (Bisection, Falsi, Ridder, Brent, Alefeld, ITP)
-            solve(prob_brack, alg(), abstol = T(1e-2))
+            T.((0.0, 2.0)), T(2))
+        algs = [Bisection(), Falsi(), Ridder(), Brent(), Alefeld(), ITP()]
+        @compile_workload begin
+            for alg in algs
+                solve(prob_brack, alg, abstol = T(1e-2))
+            end
         end
     end
 end
 
-export Bisection, Brent, Broyden, LBroyden, SimpleDFSane, Falsi, SimpleHalley, Klement,
-    Ridder, SimpleNewtonRaphson, SimpleTrustRegion, Alefeld, ITP, SimpleGaussNewton
-export BatchedBroyden, BatchedSimpleNewtonRaphson, BatchedSimpleDFSane
+export SimpleBroyden, SimpleDFSane, SimpleGaussNewton, SimpleHalley, SimpleKlement,
+    SimpleLimitedMemoryBroyden, SimpleNewtonRaphson, SimpleTrustRegion
+export Alefeld, Bisection, Brent, Falsi, ITP, Ridder
 
 end # module