Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Extend SciMLBase #25

Merged
merged 1 commit into from
Jan 27, 2021
Merged

Extend SciMLBase #25

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -8,6 +8,7 @@ FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
Setfield = "efcf1570-3423-57d1-acb7-fd33fddbac46"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
UnPack = "3a884ed6-31ef-47d7-9d2a-63182c4928ed"
Expand Down
8 changes: 2 additions & 6 deletions src/NonlinearSolve.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -8,6 +8,8 @@ using Setfield
using StaticArrays
using RecursiveArrayTools

@reexport using SciMLBase

abstract type AbstractNonlinearProblem{uType,isinplace} end
abstract type AbstractNonlinearSolveAlgorithm end
abstract type AbstractBracketingAlgorithm <: AbstractNonlinearSolveAlgorithm end
Expand All @@ -27,10 +29,4 @@ include("scalar.jl")
# DiffEq styled algorithms
export Bisection, Falsi, NewtonRaphson

export NonlinearProblem

export solve, init, solve!

export reinit!

end # module
2 changes: 1 addition & 1 deletion src/raphson.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
struct NewtonRaphson{CS, AD, DT, L} <: AbstractNewtonAlgorithm{CS,AD}
struct NewtonRaphson{CS, AD, DT, L} <: AbstractNewtonAlgorithm{CS,AD}
diff_type::DT
linsolve::L
end
Expand Down
14 changes: 7 additions & 7 deletions src/scalar.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
function solve(prob::NonlinearProblem{<:Number}, alg::NewtonRaphson, args...; xatol = nothing, xrtol = nothing, maxiters = 1000, kwargs...)
function SciMLBase.solve(prob::NonlinearProblem{<:Number}, alg::NewtonRaphson, args...; xatol = nothing, xrtol = nothing, maxiters = 1000, kwargs...)
f = Base.Fix2(prob.f, prob.p)
x = float(prob.u0)
T = typeof(x)
Expand Down Expand Up @@ -48,28 +48,28 @@ function scalar_nlsolve_ad(prob, alg, args...; kwargs...)
return sol, partials
end

function solve(prob::NonlinearProblem{<:Number, iip, <:Dual{T,V,P}}, alg::NewtonRaphson, args...; kwargs...) where {iip, T, V, P}
function SciMLBase.solve(prob::NonlinearProblem{<:Number, iip, <:Dual{T,V,P}}, alg::NewtonRaphson, args...; kwargs...) where {iip, T, V, P}
sol, partials = scalar_nlsolve_ad(prob, alg, args...; kwargs...)
return NewtonSolution(Dual{T,V,P}(sol.u, partials), sol.retcode)
end
function solve(prob::NonlinearProblem{<:Number, iip, <:AbstractArray{<:Dual{T,V,P}}}, alg::NewtonRaphson, args...; kwargs...) where {iip, T, V, P}
function SciMLBase.solve(prob::NonlinearProblem{<:Number, iip, <:AbstractArray{<:Dual{T,V,P}}}, alg::NewtonRaphson, args...; kwargs...) where {iip, T, V, P}
sol, partials = scalar_nlsolve_ad(prob, alg, args...; kwargs...)
return NewtonSolution(Dual{T,V,P}(sol.u, partials), sol.retcode)
end

# avoid ambiguities
for Alg in [Bisection]
@eval function solve(prob::NonlinearProblem{uType, iip, <:Dual{T,V,P}}, alg::$Alg, args...; kwargs...) where {uType, iip, T, V, P}
@eval function SciMLBase.solve(prob::NonlinearProblem{uType, iip, <:Dual{T,V,P}}, alg::$Alg, args...; kwargs...) where {uType, iip, T, V, P}
sol, partials = scalar_nlsolve_ad(prob, alg, args...; kwargs...)
return BracketingSolution(Dual{T,V,P}(sol.left, partials), Dual{T,V,P}(sol.right, partials), sol.retcode)
end
@eval function solve(prob::NonlinearProblem{uType, iip, <:AbstractArray{<:Dual{T,V,P}}}, alg::$Alg, args...; kwargs...) where {uType, iip, T, V, P}
@eval function SciMLBase.solve(prob::NonlinearProblem{uType, iip, <:AbstractArray{<:Dual{T,V,P}}}, alg::$Alg, args...; kwargs...) where {uType, iip, T, V, P}
sol, partials = scalar_nlsolve_ad(prob, alg, args...; kwargs...)
return BracketingSolution(Dual{T,V,P}(sol.left, partials), Dual{T,V,P}(sol.right, partials), sol.retcode)
end
end

function solve(prob::NonlinearProblem, ::Bisection, args...; maxiters = 1000, kwargs...)
function SciMLBase.solve(prob::NonlinearProblem, ::Bisection, args...; maxiters = 1000, kwargs...)
f = Base.Fix2(prob.f, prob.p)
left, right = prob.u0
fl, fr = f(left), f(right)
Expand Down Expand Up @@ -116,7 +116,7 @@ function solve(prob::NonlinearProblem, ::Bisection, args...; maxiters = 1000, kw
return BracketingSolution(left, right, MAXITERS_EXCEED)
end

function solve(prob::NonlinearProblem, ::Falsi, args...; maxiters = 1000, kwargs...)
function SciMLBase.solve(prob::NonlinearProblem, ::Falsi, args...; maxiters = 1000, kwargs...)
f = Base.Fix2(prob.f, prob.p)
left, right = prob.u0
fl, fr = f(left), f(right)
Expand Down
16 changes: 8 additions & 8 deletions src/solve.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,12 +1,12 @@
function solve(prob::NonlinearProblem,
alg::AbstractNonlinearSolveAlgorithm, args...;
kwargs...)
function SciMLBase.solve(prob::NonlinearProblem,
alg::AbstractNonlinearSolveAlgorithm, args...;
kwargs...)
solver = init(prob, alg, args...; kwargs...)
sol = solve!(solver)
return sol
end

function init(prob::NonlinearProblem{uType, iip}, alg::AbstractBracketingAlgorithm, args...;
function SciMLBase.init(prob::NonlinearProblem{uType, iip}, alg::AbstractBracketingAlgorithm, args...;
alias_u0 = false,
maxiters = 1000,
kwargs...
Expand All @@ -33,7 +33,7 @@ function init(prob::NonlinearProblem{uType, iip}, alg::AbstractBracketingAlgorit
return BracketingImmutableSolver(1, f, alg, left, right, fl, fr, p, false, maxiters, DEFAULT, cache, iip)
end

function init(prob::NonlinearProblem{uType, iip}, alg::AbstractNewtonAlgorithm, args...;
function SciMLBase.init(prob::NonlinearProblem{uType, iip}, alg::AbstractNewtonAlgorithm, args...;
alias_u0 = false,
maxiters = 1000,
tol = 1e-6,
Expand All @@ -58,7 +58,7 @@ function init(prob::NonlinearProblem{uType, iip}, alg::AbstractNewtonAlgorithm,
return NewtonImmutableSolver(1, f, alg, u, fu, p, false, maxiters, internalnorm, DEFAULT, tol, cache, iip)
end

function solve!(solver::AbstractImmutableNonlinearSolver)
function SciMLBase.solve!(solver::AbstractImmutableNonlinearSolver)
solver = mic_check(solver)
while !solver.force_stop && solver.iter < solver.maxiters
solver = perform_step(solver, solver.alg, Val(solver.iip))
Expand Down Expand Up @@ -115,14 +115,14 @@ end

Reinitialize solver to the original starting conditions
"""
function reinit!(solver::NewtonImmutableSolver, prob::NonlinearProblem{uType, true}) where {uType}
function SciMLBase.reinit!(solver::NewtonImmutableSolver, prob::NonlinearProblem{uType, true}) where {uType}
@. solver.u = prob.u0
@set! solver.iter = 1
@set! solver.force_stop = false
return solver
end

function reinit!(solver::NewtonImmutableSolver, prob::NonlinearProblem{uType, false}) where {uType}
function SciMLBase.reinit!(solver::NewtonImmutableSolver, prob::NonlinearProblem{uType, false}) where {uType}
@set! solver.u = prob.u0
@set! solver.iter = 1
@set! solver.force_stop = false
Expand Down
18 changes: 2 additions & 16 deletions src/types.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,17 +1,3 @@
struct NullParameters end

struct NonlinearProblem{uType,isinplace,P,F,K} <: AbstractNonlinearProblem{uType,isinplace}
f::F
u0::uType
p::P
kwargs::K
@add_kwonly function NonlinearProblem{iip}(f,u0,p=NullParameters();kwargs...) where iip
new{typeof(u0),iip,typeof(p),typeof(f),typeof(kwargs)}(f,u0,p,kwargs)
end
end

NonlinearProblem(f,u0,args...;kwargs...) = NonlinearProblem{isinplace(f, 3)}(f,u0,args...;kwargs...)

@enum Retcode::Int begin
DEFAULT
EXACT_SOLUTION_LEFT
Expand All @@ -37,7 +23,7 @@ struct BracketingImmutableSolver{fType, algType, uType, resType, pType, cacheTyp
end

# function BracketingImmutableSolver(iip, iter, f, alg, left, right, fl, fr, p, force_stop, maxiters, retcode, cache)
# BracketingImmutableSolver{iip, typeof(f), typeof(alg),
# BracketingImmutableSolver{iip, typeof(f), typeof(alg),
# typeof(left), typeof(fl), typeof(p), typeof(cache)}(iter, f, alg, left, right, fl, fr, p, force_stop, maxiters, retcode, cache)
# end

Expand All @@ -58,7 +44,7 @@ struct NewtonImmutableSolver{fType, algType, uType, resType, pType, INType, tolT
end

# function NewtonImmutableSolver{iip}(iter, f, alg, u, fu, p, force_stop, maxiters, internalnorm, retcode, tol, cache) where iip
# NewtonImmutableSolver{iip, typeof(f), typeof(alg), typeof(u),
# NewtonImmutableSolver{iip, typeof(f), typeof(alg), typeof(u),
# typeof(fu), typeof(p), typeof(internalnorm), typeof(tol), typeof(cache)}(iter, f, alg, u, fu, p, force_stop, maxiters, internalnorm, retcode, tol, cache)
# end

Expand Down