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Merge pull request #114 from avik-pal/ap/inplace_duals
Add ForwardDiff Inplace Overloads
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,82 @@ | ||
| using ForwardDiff, SimpleNonlinearSolve, StaticArrays, Test, LinearAlgebra | ||
| import SimpleNonlinearSolve: AbstractSimpleNonlinearSolveAlgorithm | ||
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| test_f!(du, u, p) = (@. du = u^2 - p) | ||
| test_f(u, p) = (@. u^2 - p) | ||
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| jacobian_f(::Number, p) = 1 / (2 * √p) | ||
| jacobian_f(::Number, p::Number) = 1 / (2 * √p) | ||
| jacobian_f(u, p::Number) = one.(u) .* (1 / (2 * √p)) | ||
| jacobian_f(u, p::AbstractArray) = diagm(vec(@. 1 / (2 * √p))) | ||
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| function solve_with(::Val{mode}, u, alg) where {mode} | ||
| f = if mode === :iip | ||
| solve_iip(p) = solve(NonlinearProblem(test_f!, u, p), alg).u | ||
| elseif mode === :oop | ||
| solve_oop(p) = solve(NonlinearProblem(test_f, u, p), alg).u | ||
| end | ||
| return f | ||
| end | ||
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| __compatible(::Any, ::Val{:oop}) = true | ||
| __compatible(::Number, ::Val{:iip}) = false | ||
| __compatible(::AbstractArray, ::Val{:iip}) = true | ||
| __compatible(::StaticArray, ::Val{:iip}) = false | ||
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| __compatible(::Any, ::Number) = true | ||
| __compatible(::Number, ::AbstractArray) = false | ||
| __compatible(u::AbstractArray, p::AbstractArray) = size(u) == size(p) | ||
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| __compatible(u::Number, ::AbstractSimpleNonlinearSolveAlgorithm) = true | ||
| __compatible(u::AbstractArray, ::AbstractSimpleNonlinearSolveAlgorithm) = true | ||
| __compatible(u::StaticArray, ::AbstractSimpleNonlinearSolveAlgorithm) = true | ||
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| __compatible(::AbstractSimpleNonlinearSolveAlgorithm, ::Val{:iip}) = true | ||
| __compatible(::AbstractSimpleNonlinearSolveAlgorithm, ::Val{:oop}) = true | ||
| __compatible(::SimpleHalley, ::Val{:iip}) = false | ||
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| @testset "ForwardDiff.jl Integration: $(alg)" for alg in (SimpleNewtonRaphson(), | ||
| SimpleTrustRegion(), SimpleHalley(), SimpleBroyden(), SimpleKlement(), SimpleDFSane()) | ||
| us = (2.0, @SVector[1.0, 1.0], [1.0, 1.0], ones(2, 2), @SArray ones(2, 2)) | ||
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| @testset "Scalar AD" begin | ||
| for p in 1.0:0.1:100.0, u0 in us, mode in (:iip, :oop) | ||
| __compatible(u0, alg) || continue | ||
| __compatible(u0, Val(mode)) || continue | ||
| __compatible(alg, Val(mode)) || continue | ||
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| sol = solve(NonlinearProblem(test_f, u0, p), alg) | ||
| if SciMLBase.successful_retcode(sol) | ||
| gs = abs.(ForwardDiff.derivative(solve_with(Val{mode}(), u0, alg), p)) | ||
| gs_true = abs.(jacobian_f(u0, p)) | ||
| if !(isapprox(gs, gs_true, atol = 1e-5)) | ||
| @show sol.retcode, sol.u | ||
| @error "ForwardDiff Failed for u0=$(u0) and p=$(p) with $(alg)" forwardiff_gradient=gs true_gradient=gs_true | ||
| else | ||
| @test abs.(gs)≈abs.(gs_true) atol=1e-5 | ||
| end | ||
| end | ||
| end | ||
| end | ||
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| @testset "Jacobian" begin | ||
| for u0 in us, p in ([2.0, 1.0], [2.0 1.0; 3.0 4.0]), mode in (:iip, :oop) | ||
| __compatible(u0, p) || continue | ||
| __compatible(u0, alg) || continue | ||
| __compatible(u0, Val(mode)) || continue | ||
| __compatible(alg, Val(mode)) || continue | ||
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| sol = solve(NonlinearProblem(test_f, u0, p), alg) | ||
| if SciMLBase.successful_retcode(sol) | ||
| gs = abs.(ForwardDiff.jacobian(solve_with(Val{mode}(), u0, alg), p)) | ||
| gs_true = abs.(jacobian_f(u0, p)) | ||
| if !(isapprox(gs, gs_true, atol = 1e-5)) | ||
| @show sol.retcode, sol.u | ||
| @error "ForwardDiff Failed for u0=$(u0) and p=$(p) with $(alg)" forwardiff_jacobian=gs true_jacobian=gs_true | ||
| else | ||
| @test abs.(gs)≈abs.(gs_true) atol=1e-5 | ||
| end | ||
| end | ||
| end | ||
| end | ||
| end |
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