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Removing Allocation for Inexact Jacobian #266

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merged 5 commits into from
Nov 1, 2023
Merged

Removing Allocation for Inexact Jacobian #266

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413f40b
don't allocate for inexact jacobian. just modifiy J
yonatanwesen Oct 27, 2023
7efded5
address comments
yonatanwesen Oct 27, 2023
467009c
actually avoid making allocations for inexact jacobian
yonatanwesen Oct 28, 2023
7390f71
fix project.toml?
yonatanwesen Oct 31, 2023
abaf747
address comments and add compat for FastBroadcast
yonatanwesen Oct 31, 2023
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5 changes: 3 additions & 2 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,7 @@ ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
ConcreteStructs = "2569d6c7-a4a2-43d3-a901-331e8e4be471"
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
EnumX = "4e289a0a-7415-4d19-859d-a7e5c4648b56"
FastBroadcast = "7034ab61-46d4-4ed7-9d0f-46aef9175898"
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FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
LineSearches = "d3d80556-e9d4-5f37-9878-2ab0fcc64255"
Expand All @@ -35,9 +36,9 @@ NonlinearSolveFastLevenbergMarquardtExt = "FastLevenbergMarquardt"
NonlinearSolveLeastSquaresOptimExt = "LeastSquaresOptim"

[compat]
BandedMatrices = "1"
ADTypes = "0.2"
ArrayInterface = "6.0.24, 7"
BandedMatrices = "1"
ConcreteStructs = "0.2"
DiffEqBase = "6.130"
EnumX = "1"
Expand All @@ -63,6 +64,7 @@ julia = "1.9"
[extras]
BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
FastLevenbergMarquardt = "7a0df574-e128-4d35-8cbd-3d84502bf7ce"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
Expand All @@ -79,7 +81,6 @@ StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"

[targets]
test = ["Enzyme", "BenchmarkTools", "SafeTestsets", "Pkg", "Test", "ForwardDiff", "StaticArrays", "Symbolics", "LinearSolve", "Random", "LinearAlgebra", "Zygote", "SparseDiffTools", "NonlinearProblemLibrary", "LeastSquaresOptim", "FastLevenbergMarquardt", "NaNMath", "BandedMatrices", "DiffEqBase"]
3 changes: 2 additions & 1 deletion src/NonlinearSolve.jl
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Expand Up @@ -9,11 +9,12 @@ import PrecompileTools

PrecompileTools.@recompile_invalidations begin
using DiffEqBase, LinearAlgebra, LinearSolve, SparseArrays, SparseDiffTools
using FastBroadcast: @.., True, False
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import ArrayInterface: restructure

import ADTypes: AbstractFiniteDifferencesMode
import ArrayInterface: undefmatrix,
matrix_colors, parameterless_type, ismutable, issingular
matrix_colors, parameterless_type, ismutable, issingular,fast_scalar_indexing
import ConcreteStructs: @concrete
import EnumX: @enumx
import ForwardDiff
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24 changes: 20 additions & 4 deletions src/pseudotransient.jl
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Expand Up @@ -114,12 +114,25 @@
function perform_step!(cache::PseudoTransientCache{true})
@unpack u, u_prev, fu1, f, p, alg, J, linsolve, du, alpha, tc_storage = cache
jacobian!!(J, cache)
J_new = J - (1 / alpha) * I
inv_alpha = inv(alpha)

if J isa SciMLBase.AbstractSciMLOperator
J = J - inv_alpha * I

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else
idxs = diagind(J)
if fast_scalar_indexing(J)

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@inbounds for i in axes(J, 1)
J[i, i] = J[i, i] - inv_alpha
end
else
@.. broadcast=false @view(J[idxs])=@view(J[idxs]) - inv_alpha

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end
end

termination_condition = cache.termination_condition(tc_storage)

# u = u - J \ fu
linres = dolinsolve(alg.precs, linsolve; A = J_new, b = _vec(fu1), linu = _vec(du),
linres = dolinsolve(alg.precs, linsolve; A = J, b = _vec(fu1), linu = _vec(du),
p, reltol = cache.abstol)
cache.linsolve = linres.cache
@. u = u - du
Expand Down Expand Up @@ -147,11 +160,14 @@
termination_condition = cache.termination_condition(tc_storage)

cache.J = jacobian!!(cache.J, cache)
inv_alpha = inv(alpha)

cache.J = cache.J - inv_alpha * I
# u = u - J \ fu
if linsolve === nothing
cache.du = fu1 / (cache.J - (1 / alpha) * I)
cache.du = fu1 / cache.J
else
linres = dolinsolve(alg.precs, linsolve; A = cache.J - (1 / alpha) * I,
linres = dolinsolve(alg.precs, linsolve; A = cache.J,
b = _vec(fu1),
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linu = _vec(cache.du), p, reltol = cache.abstol)
cache.linsolve = linres.cache
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