Merge pull request #371 from SciML/ap/fast_testing

Parallel Testing

.buildkite/pipeline.yml

@@ -4,15 +4,17 @@ steps:
       - JuliaCI/julia#v1:
           version: "1"
       - JuliaCI/julia-test#v1:
-           coverage: false # 1000x slowdown
+          coverage: true
     agents:
       queue: "juliagpu"
       cuda: "*"
-    timeout_in_minutes: 30
+    timeout_in_minutes: 60
     # Don't run Buildkite if the commit message includes the text [skip tests]
     if: build.message !~ /\[skip tests\]/
 
 env:
   GROUP: GPU
   JULIA_PKG_SERVER: "" # it often struggles with our large artifacts
-  # SECRET_CODECOV_TOKEN: "..."
+  RETESTITEMS_NWORKERS: 4
+  RETESTITEMS_NWORKER_THREADS: 2
+  SECRET_CODECOV_TOKEN: "HC7K/ymhi62KUQ5OLU4DOl+11gaQt4JhXX/2nfTGlTsBB8mEMxQ8R+sHIp/2HjEup5eSXAN2IWQDQ7RDBuQvVp0T1UVtr2e4YNZFztKnsJXrFO15hXxYShJodI//X/8DzhlQd/lyTDOAOJu3eznsc3sC2CUgJzXZxLUtQN9YaZ1i3a+NoN1mO5UpkkHVhXigwF5gjy+0tei8fCdcP+SIhG0EanS5yd9q/SurtCpMHsHyUG97+ZVPglSKgdaqr31+PdmiPJ+ynp4+Hnc/esosxUSHSIL+ryRTO+28RNwPTiNf99J51RJLQmz1knWTR1ky6tiYIZ5218O6wvNil0SqNw==;U2FsdGVkX18nBY3t4LZYlEIz3EVKjpqCd994JNeJGt006up+sAjXEssI0tgCVXnfXsenVsP3NCCEoOS1GXc44g=="

.github/workflows/CI.yml

@@ -18,13 +18,9 @@ jobs:
       fail-fast: false
       matrix:
         group:
-          - RootFinding
-          - NLLSSolvers
-          - 23TestProblems
-          - Wrappers
-          - Miscellaneous
+          - Core
         version:
-          - '1.10'
+          - "1"
         os:
           - ubuntu-latest
           - macos-latest
@@ -49,9 +45,14 @@ jobs:
         env:
           GROUP: ${{ matrix.group }}
           JULIA_NUM_THREADS: 11
+          RETESTITEMS_NWORKERS: 4
+          RETESTITEMS_NWORKER_THREADS: 2
       - uses: julia-actions/julia-processcoverage@v1
         with:
           directories: src,ext
       - uses: codecov/codecov-action@v4
         with:
           file: lcov.info
+          token: ${{ secrets.CODECOV_TOKEN }}
+          verbose: true
+          fail_ci_if_error: true

.github/workflows/Downgrade.yml

@@ -4,26 +4,29 @@ on:
     branches:
       - master
     paths-ignore:
-      - 'docs/**'
+      - "docs/**"
   push:
     branches:
       - master
     paths-ignore:
-      - 'docs/**'
+      - "docs/**"
 jobs:
   test:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        version: ['1']
+        version: ["1"]
     steps:
       - uses: actions/checkout@v4
       - uses: julia-actions/setup-julia@v1
         with:
           version: ${{ matrix.version }}
       - uses: cjdoris/julia-downgrade-compat-action@v1
-#        if: ${{ matrix.version == '1.6' }}
         with:
           skip: Pkg,TOML
       - uses: julia-actions/julia-buildpkg@v1
-      - uses: julia-actions/julia-runtest@v1
+      - uses: julia-actions/julia-runtest@v1
+        env:
+          JULIA_NUM_THREADS: 11
+          RETESTITEMS_NWORKERS: 4
+          RETESTITEMS_NWORKER_THREADS: 2

Project.toml

@@ -1,7 +1,7 @@
 name = "NonlinearSolve"
 uuid = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
 authors = ["SciML"]
-version = "3.5.3"
+version = "3.5.4"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
@@ -60,6 +60,7 @@ ArrayInterface = "7.7"
 BandedMatrices = "1.4"
 BenchmarkTools = "1.4"
 ConcreteStructs = "0.2.3"
+CUDA = "5.1"
 DiffEqBase = "6.146.0"
 Enzyme = "0.11.11"
 FastBroadcast = "0.2.8"
@@ -84,6 +85,7 @@ PrecompileTools = "1.2"
 Preferences = "1.4"
 Printf = "1.10"
 Random = "1.91"
+ReTestItems = "1"
 RecursiveArrayTools = "3.4"
 Reexport = "1.2"
 SIAMFANLEquations = "1.0.1"
@@ -107,6 +109,7 @@ julia = "1.10"
 Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
 BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
 BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
+CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
 DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
 Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
 FastLevenbergMarquardt = "7a0df574-e128-4d35-8cbd-3d84502bf7ce"
@@ -122,6 +125,8 @@ NonlinearProblemLibrary = "b7050fa9-e91f-4b37-bcee-a89a063da141"
 OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+ReTestItems = "817f1d60-ba6b-4fd5-9520-3cf149f6a823"
+Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 SIAMFANLEquations = "084e46ad-d928-497d-ad5e-07fa361a48c4"
 SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
 SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
@@ -134,4 +139,4 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [targets]
-test = ["Aqua", "Enzyme", "BenchmarkTools", "SafeTestsets", "Pkg", "Test", "ForwardDiff", "StaticArrays", "Symbolics", "LinearSolve", "Random", "LinearAlgebra", "Zygote", "SparseDiffTools", "NonlinearProblemLibrary", "LeastSquaresOptim", "FastLevenbergMarquardt", "NaNMath", "BandedMatrices", "DiffEqBase", "StableRNGs", "MINPACK", "NLsolve", "OrdinaryDiffEq", "SpeedMapping", "FixedPointAcceleration", "SIAMFANLEquations", "Sundials"]
+test = ["Aqua", "Enzyme", "BenchmarkTools", "SafeTestsets", "Pkg", "Test", "ForwardDiff", "StaticArrays", "Symbolics", "LinearSolve", "Random", "LinearAlgebra", "Zygote", "SparseDiffTools", "NonlinearProblemLibrary", "LeastSquaresOptim", "FastLevenbergMarquardt", "NaNMath", "BandedMatrices", "DiffEqBase", "StableRNGs", "MINPACK", "NLsolve", "OrdinaryDiffEq", "SpeedMapping", "FixedPointAcceleration", "SIAMFANLEquations", "Sundials", "ReTestItems", "Reexport", "CUDA"]

src/algorithms/levenberg_marquardt.jl

@@ -69,10 +69,11 @@ end
     J_diag_cache
     J_damped
     damping_f
+    initial_damping
 end
 
 function reinit_cache!(cache::LevenbergMarquardtDampingCache, args...; kwargs...)
-    cache.λ = cache.damping_f.initial_damping
+    cache.λ = cache.initial_damping
     cache.λ_factor = cache.damping_f.increase_factor
     if !(cache.DᵀD isa Number)
         if can_setindex(cache.DᵀD.diag)
@@ -110,7 +111,7 @@ function __internal_init(prob::AbstractNonlinearProblem,
     J_damped = T(initial_damping) .* DᵀD
     return LevenbergMarquardtDampingCache(T(f.increase_factor), T(f.decrease_factor),
         T(f.min_damping), T(f.increase_factor), T(initial_damping), DᵀD, J_diag_cache,
-        J_damped, f)
+        J_damped, f, T(initial_damping))
 end
 
 (damping::LevenbergMarquardtDampingCache)(::Nothing) = damping.J_damped

test/core/23_test_problems.jl → test/core/23_test_problems_tests.jl

@@ -1,3 +1,4 @@
+@testsetup module RobustnessTesting
 using NonlinearSolve, LinearAlgebra, LinearSolve, NonlinearProblemLibrary, Test
 
 problems = NonlinearProblemLibrary.problems
@@ -36,7 +37,10 @@ function test_on_library(problems, dicts, alg_ops, broken_tests, ϵ = 1e-4;
     end
 end
 
-@testset "NewtonRaphson 23 Test Problems" begin
+export test_on_library, problems, dicts
+end
+
+@testitem "NewtonRaphson" setup=[RobustnessTesting] begin
     alg_ops = (NewtonRaphson(),)
 
     broken_tests = Dict(alg => Int[] for alg in alg_ops)
@@ -45,26 +49,28 @@ end
     test_on_library(problems, dicts, alg_ops, broken_tests)
 end
 
-# @testset "TrustRegion 23 Test Problems" begin
-#     alg_ops = (TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Simple),
-#         TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Fan),
-#         TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Hei),
-#         TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Yuan),
-#         TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Bastin),
-#         TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.NLsolve))
-
-#     broken_tests = Dict(alg => Int[] for alg in alg_ops)
-#     broken_tests[alg_ops[1]] = [11, 21]
-#     broken_tests[alg_ops[2]] = [11, 21]
-#     broken_tests[alg_ops[3]] = [11, 21]
-#     broken_tests[alg_ops[4]] = [11, 21]
-#     broken_tests[alg_ops[5]] = [21]
-#     broken_tests[alg_ops[6]] = [21]
-
-#     test_on_library(problems, dicts, alg_ops, broken_tests)
-# end
-
-@testset "LevenbergMarquardt 23 Test Problems" begin
+@testitem "TrustRegion" setup=[RobustnessTesting] begin
+    alg_ops = (TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Simple),
+        TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Fan),
+        TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Hei),
+        TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Yuan),
+        TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.Bastin),
+        TrustRegion(; radius_update_scheme = RadiusUpdateSchemes.NLsolve))
+
+    broken_tests = Dict(alg => Int[] for alg in alg_ops)
+    broken_tests[alg_ops[1]] = [11, 21]
+    broken_tests[alg_ops[2]] = [11, 21]
+    broken_tests[alg_ops[3]] = [11, 21]
+    broken_tests[alg_ops[4]] = [8, 11, 21]
+    broken_tests[alg_ops[5]] = [21]
+    broken_tests[alg_ops[6]] = [11, 21]
+
+    test_on_library(problems, dicts, alg_ops, broken_tests)
+end
+
+@testitem "LevenbergMarquardt" setup=[RobustnessTesting] begin
+    using LinearSolve
+
     alg_ops = (LevenbergMarquardt(),
         LevenbergMarquardt(; α_geodesic = 0.1),
         LevenbergMarquardt(; linsolve = CholeskyFactorization()))
@@ -77,7 +83,7 @@ end
     test_on_library(problems, dicts, alg_ops, broken_tests)
 end
 
-@testset "DFSane 23 Test Problems" begin
+@testitem "DFSane" setup=[RobustnessTesting] begin
     alg_ops = (DFSane(),)
 
     broken_tests = Dict(alg => Int[] for alg in alg_ops)
@@ -86,7 +92,7 @@ end
     test_on_library(problems, dicts, alg_ops, broken_tests)
 end
 
-@testset "Broyden 23 Test Problems" begin
+@testitem "Broyden" retries=5 setup=[RobustnessTesting] begin
     alg_ops = (Broyden(),
         Broyden(; init_jacobian = Val(:true_jacobian)),
         Broyden(; update_rule = Val(:bad_broyden)),
@@ -101,7 +107,7 @@ end
     test_on_library(problems, dicts, alg_ops, broken_tests)
 end
 
-@testset "Klement 23 Test Problems" begin
+@testitem "Klement" retries=5 setup=[RobustnessTesting] begin
     alg_ops = (Klement(), Klement(; init_jacobian = Val(:true_jacobian_diagonal)))
 
     broken_tests = Dict(alg => Int[] for alg in alg_ops)
@@ -111,7 +117,7 @@ end
     test_on_library(problems, dicts, alg_ops, broken_tests)
 end
 
-@testset "PseudoTransient 23 Test Problems" begin
+@testitem "PseudoTransient" setup=[RobustnessTesting] begin
     # PT relies on the root being a stable equilibrium for convergence, so it won't work on
     # most problems
     alg_ops = (PseudoTransient(),)

test/core/forward_ad.jl → test/core/forward_ad_tests.jl

@@ -1,5 +1,6 @@
-using ForwardDiff,
-    NonlinearSolve, MINPACK, NLsolve, StaticArrays, Sundials, Test, LinearAlgebra
+@testsetup module ForwardADTesting
+using Reexport, NonlinearSolve
+@reexport using ForwardDiff, MINPACK, NLsolve, StaticArrays, Sundials, LinearAlgebra
 
 test_f!(du, u, p) = (@. du = u^2 - p)
 test_f(u, p) = (@. u^2 - p)
@@ -58,49 +59,55 @@ __compatible(::NLsolveJL, ::Val{:oop_cache}) = false
 __compatible(::KINSOL, ::Val{:iip_cache}) = false
 __compatible(::KINSOL, ::Val{:oop_cache}) = false
 
-@testset "ForwardDiff.jl Integration: $(alg)" for alg in (NewtonRaphson(), TrustRegion(),
-    LevenbergMarquardt(), PseudoTransient(; alpha_initial = 10.0), Broyden(), Klement(),
-    DFSane(), nothing, NLsolveJL(), CMINPACK(), KINSOL())
-    us = (2.0, @SVector[1.0, 1.0], [1.0, 1.0], ones(2, 2), @SArray ones(2, 2))
+export test_f!, test_f, jacobian_f, solve_with, __compatible
+end
+
+@testitem "ForwardDiff.jl Integration" setup=[ForwardADTesting] begin
+    for alg in (NewtonRaphson(), TrustRegion(),
+        LevenbergMarquardt(), PseudoTransient(; alpha_initial = 10.0), Broyden(), Klement(),
+        DFSane(), nothing, NLsolveJL(), CMINPACK(),
+        KINSOL(; globalization_strategy = :LineSearch))
+        us = (2.0, @SVector[1.0, 1.0], [1.0, 1.0], ones(2, 2), @SArray ones(2, 2))
 
-    @testset "Scalar AD" begin
-        for p in 1.0:0.1:100.0, u0 in us, mode in (:iip, :oop, :iip_cache, :oop_cache)
-            __compatible(u0, alg) || continue
-            __compatible(u0, Val(mode)) || continue
-            __compatible(alg, Val(mode)) || continue
+        @testset "Scalar AD" begin
+            for p in 1.0:0.1:100.0, u0 in us, mode in (:iip, :oop, :iip_cache, :oop_cache)
+                __compatible(u0, alg) || continue
+                __compatible(u0, Val(mode)) || continue
+                __compatible(alg, Val(mode)) || continue
 
-            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 $(alg)" forwardiff_gradient=gs true_gradient=gs_true
-                else
-                    @test abs.(gs)≈abs.(gs_true) atol=1e-5
+                sol = solve(NonlinearProblem(test_f, u0, p), alg)
+                if SciMLBase.successful_retcode(sol)
+                    gs = abs.(ForwardDiff.derivative(solve_with(Val{mode}(), u0, alg), p))
+                    gs_true = abs.(jacobian_f(u0, p))
+                    if !(isapprox(gs, gs_true, atol = 1e-5))
+                        @show sol.retcode, sol.u
+                        @error "ForwardDiff Failed for u0=$(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
-    end
 
-    @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, :iip_cache, :oop_cache)
+        @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, :iip_cache, :oop_cache)
 
-            __compatible(u0, p) || continue
-            __compatible(u0, alg) || continue
-            __compatible(u0, Val(mode)) || continue
-            __compatible(alg, Val(mode)) || continue
+                __compatible(u0, p) || continue
+                __compatible(u0, alg) || continue
+                __compatible(u0, Val(mode)) || continue
+                __compatible(alg, Val(mode)) || continue
 
-            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 $(alg)" forwardiff_jacobian=gs true_jacobian=gs_true
-                else
-                    @test abs.(gs)≈abs.(gs_true) atol=1e-5
+                sol = solve(NonlinearProblem(test_f, u0, p), alg)
+                if SciMLBase.successful_retcode(sol)
+                    gs = abs.(ForwardDiff.jacobian(solve_with(Val{mode}(), u0, alg), p))
+                    gs_true = abs.(jacobian_f(u0, p))
+                    if !(isapprox(gs, gs_true, atol = 1e-5))
+                        @show sol.retcode, sol.u
+                        @error "ForwardDiff Failed for u0=$(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