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Merge pull request #110 from SciML/docs
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Add steady state docs and MINPACK
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ChrisRackauckas authored Dec 4, 2022
2 parents 87d4ae9 + 0000f7d commit 8fa5975
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10 changes: 10 additions & 0 deletions docs/Project.toml
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BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
NonlinearSolve = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
NonlinearSolveMINPACK = "c100e077-885d-495a-a2ea-599e143bf69d"
SciMLNLSolve = "e9a6253c-8580-4d32-9898-8661bb511710"
SimpleNonlinearSolve = "727e6d20-b764-4bd8-a329-72de5adea6c7"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
SteadyStateDiffEq = "9672c7b4-1e72-59bd-8a11-6ac3964bc41f"
Sundials = "c3572dad-4567-51f8-b174-8c6c989267f4"

[compat]
BenchmarkTools = "1"
Documenter = "0.27"
NonlinearSolve = "1"
NonlinearSolveMINPACK = "0.1"
SciMLNLSolve = "0.1"
SimpleNonlinearSolve = "0.1"
StaticArrays = "1"
SteadyStateDiffEq = "1.10"
Sundials = "4.11"
6 changes: 4 additions & 2 deletions docs/make.jl
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using Documenter, NonlinearSolve
using Documenter, NonlinearSolve, SimpleNonlinearSolve, Sundials, SciMLNLSolve,
NonlinearSolveMINPACK, SteadyStateDiffEq

cp("./docs/Manifest.toml", "./docs/src/assets/Manifest.toml", force = true)
cp("./docs/Project.toml", "./docs/src/assets/Project.toml", force = true)
Expand All @@ -7,7 +8,8 @@ include("pages.jl")

makedocs(sitename = "NonlinearSolve.jl",
authors = "Chris Rackauckas",
modules = [NonlinearSolve, NonlinearSolve.SciMLBase],
modules = [NonlinearSolve, NonlinearSolve.SciMLBase, SimpleNonlinearSolve,
Sundials, SciMLNLSolve, NonlinearSolveMINPACK, SteadyStateDiffEq],
clean = true, doctest = false,
strict = [
:doctest,
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12 changes: 10 additions & 2 deletions docs/pages.jl
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Expand Up @@ -5,7 +5,15 @@ pages = ["index.md",
"tutorials/iterator_interface.md"],
"Basics" => Any["basics/NonlinearProblem.md",
"basics/NonlinearFunctions.md",
"basics/NonlinearSolution.md",
"basics/FAQ.md"],
"Solvers" => Any["solvers/NonlinearSystemSolvers.md",
"solvers/BracketingSolvers.md"],
"Solver Summaries and Recommendations" => Any["solvers/NonlinearSystemSolvers.md",
"solvers/BracketingSolvers.md",
"solvers/SteadyStateSolvers.md"],
"Detailed Solver APIs" => Any["api/nonlinearsolve.md",
"api/simplenonlinearsolve.md",
"api/minpack.md",
"api/nlsolve.md",
"api/sundials.md",
"api/steadystatediffeq.md"],
]
18 changes: 18 additions & 0 deletions docs/src/api/minpack.md
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# MINPACK.jl

This is a wrapper package for importing solvers from Sundials into the SciML interface.
Note that these solvers do not come by default, and thus one needs to install
the package before using these solvers:

```julia
]add NonlinearSolveMINPACK
using NonlinearSolveMINPACK
```

These methods can be used independently of the rest of NonlinearSolve.jl

## Solver API

```@docs
CMINPACK
```
16 changes: 16 additions & 0 deletions docs/src/api/nlsolve.md
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# NLsolve.jl

This is a wrapper package for importing solvers from NLsolve.jl into the SciML interface.
Note that these solvers do not come by default, and thus one needs to install
the package before using these solvers:

```julia
]add SciMLNLSolve
using SciMLNLSolve
```

## Solver API

```@docs
NLsolveJL
```
9 changes: 9 additions & 0 deletions docs/src/api/nonlinearsolve.md
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# NonlinearSolve.jl Native Solvers

These are the native solvers of NonlinearSolve.jl.

## Solver API

```@docs
NewtonRaphson
```
11 changes: 11 additions & 0 deletions docs/src/api/simplenonlinearsolve.md
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# SimpleNonlinearSolve.jl

These methods can be used independently of the rest of NonlinearSolve.jl

## Solver API

```@docs
Bisection
Falsi
SimpleNewtonRaphson
```
19 changes: 19 additions & 0 deletions docs/src/api/steadystatediffeq.md
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# SteadyStateDiffEq.jl

This is a wrapper package for using ODE solvers from
[DifferentialEquations.jl](https://docs.sciml.ai/DiffEqDocs/stable/) into the SciML interface.
Note that these solvers do not come by default, and thus one needs to install
the package before using these solvers:

```julia
]add SteadyStateDiffEq
using SteadyStateDiffEq
```

These methods can be used independently of the rest of NonlinearSolve.jl

## Solver API

```@docs
DynamicSS
```
18 changes: 18 additions & 0 deletions docs/src/api/sundials.md
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## Sundials.jl

This is a wrapper package for importing solvers from Sundials into the SciML interface.
Note that these solvers do not come by default, and thus one needs to install
the package before using these solvers:

```julia
]add Sundials
using Sundials
```

These methods can be used independently of the rest of NonlinearSolve.jl

## Solver API

```@docs
KINSOL
```
2 changes: 1 addition & 1 deletion docs/src/basics/FAQ.md
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Expand Up @@ -35,4 +35,4 @@ MATLAB 2022a achieves 1.66s. Try this code yourself: we receive 0.06 seconds, or
This example is still not optimized in the Julia code and we expect an improvement in a near
future version.

For more information on performance of SciML, see the [SciMLBenchmarks](https://docs.sciml.ai/SciMLBenchmarksOutput/stable/)
For more information on performance of SciML, see the [SciMLBenchmarks](https://docs.sciml.ai/SciMLBenchmarksOutput/stable/).
28 changes: 21 additions & 7 deletions docs/src/basics/NonlinearProblem.md
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# Nonlinear Problems

## The Two Types of Nonlinear Problems
## The Three Types of Nonlinear Problems

NonlinearSolve.jl tackles two related types of nonlinear systems:

1. Interval rootfinding problems. I.e., find the ``t in [t_0, t_f]`` such that `f(t) = 0`.
2. Systems of nonlinear equations, i.e. find the `u` such that `f(u) = 0`.
3. Steady state problems, i.e. find the `u` such that `u' = f(u,t)` has reached steady state,
i.e. `0 = f(u, ∞)`.

The former is for solving scalar rootfinding problems, i.e. finding a single number, and
The first is for solving scalar rootfinding problems, i.e. finding a single number, and
requires that a bracketing interval is known. For a bracketing interval, one must have that
the sign of `f(t_0)` is opposite the sign of `f(t_f)`, thus guaranteeing a root in the
interval.

The latter type of nonlinear system can be multidimensional and thus no ordering nor
boundaries are assumed to be known. For a system of nonlinear equations, `f` can return
an array and the solver seeks to find the value of `u` for which all outputs of `f` are
simultaniously zero.

!!! note

Interval rootfinding problems allow for `f` to return an array, in which case the interval
rootfinding problem is interpreted as finding the first `t` such that any of the components
of the array hit zero.

The second type of nonlinear system can be multidimensional and thus no ordering nor
boundaries are assumed to be known. For a system of nonlinear equations, `f` can return
an array and the solver seeks to find the value of `u` for which all outputs of `f` are
simultaniously zero.

The last type if equivalent to a nonlinear system but with the extra interpretion of
having a potentially preferred unique root. That is, when there are multiple `u` such
that `f(u) = 0`, the `NonlinearProblem` does not have a preferred solution, while for the
`SteadyStateProblem` the preferred solution is the `u(∞)` that would arise from solving the
ODE `u' = f(u,t)`.

!!! warn

Most solvers for `SteadyStateProblem` do not guarentee the preferred solution and
instead will solve for some `u` in the set of solutions. The documentation of the
nonlinear solvers will note if they return the preferred solution.

## Problem Construction Details

```@docs
SciMLBase.IntervalNonlinearProblem
SciMLBase.NonlinearProblem
SciMLBase.SteadyStateProblem
```
5 changes: 5 additions & 0 deletions docs/src/basics/NonlinearSolution.md
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# Nonlinear Solutions

```@docs
SciMLBase.NonlinearSolution
```
12 changes: 3 additions & 9 deletions docs/src/index.md
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Expand Up @@ -7,8 +7,8 @@ ability to use sparse automatic differentiation for Jacobian construction and
Jacobian-vector products. It interfaces with other packages of the Julia ecosystem
to make it easy to test alternative solver packages and pass small types to
control algorithm swapping. It also interfaces with the
[ModelingToolkit.jl](https://docs.sciml.ai/ModelingToolkit/stable/) world of symbolic modeling to
allow for automatically generating high-performance code.
[ModelingToolkit.jl](https://docs.sciml.ai/ModelingToolkit/stable/) world of symbolic
modeling to allow for automatically generating high-performance code.

Performance is key: the current methods are made to be highly performant on
scalar and statically sized small problems, with options for large-scale systems.
Expand Down Expand Up @@ -39,14 +39,8 @@ Pkg.add("NonlinearSolve")
- On the [Julia Discourse forums](https://discourse.julialang.org)
- See also [SciML Community page](https://sciml.ai/community/)

## Roadmap

The current algorithms should support automatic differentiation, though improved
adjoint overloads are planned to be added in the current update (which will make
use of the `f(u,p)` form). Future updates will include standard methods for
larger scale nonlinear solving like Newton-Krylov methods.

## Reproducibility

```@raw html
<details><summary>The documentation of this SciML package was built using these direct dependencies,</summary>
```
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2 changes: 0 additions & 2 deletions docs/src/solvers/BracketingSolvers.md
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Solves for ``f(t)=0`` in the problem defined by `prob` using the algorithm
`alg`. If no algorithm is given, a default algorithm will be chosen.

This page is solely focused on the bracketing methods for scalar nonlinear equations.

## Recommended Methods

`Falsi()` can have a faster convergence and is discretely differentiable, but is
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