Add nlprob to ODEFunction

src/scimlfunctions.jl

@@ -289,6 +289,10 @@ the usage of `f`. These include:
   based on the sparsity pattern. Defaults to `nothing`, which means a color vector will be
   internally computed on demand when required. The cost of this operation is highly dependent
   on the sparsity pattern.
+- `nlprob`: a `NonlinearProblem` that solves `f(u, t, p) = u_tmp`
+  where the nonlinear parameters are the tuple `(t, u_tmp, p)`.
+  This will be used as the nonlinear problem inside an implicit solver by specifying `u, u_tmp` and `t`
+  such that solving this function produces a solution to the implicit step of your solver.
 
 ## iip: In-Place vs Out-Of-Place
 
@@ -401,8 +405,8 @@ automatically symbolically generating the Jacobian and more from the
 numerically-defined functions.
 """
 struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TWt, WP, TPJ,
-    O, TCV,
-    SYS, IProb, UIProb, IProbMap, IProbPmap} <: AbstractODEFunction{iip}
+    O, TCV, SYS,
+    IProb, UIProb, IProbMap, IProbPmap, NLP} <: AbstractODEFunction{iip}
     f::F
     mass_matrix::TMM
     analytic::Ta
@@ -423,6 +427,7 @@ struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TW
     update_initializeprob!::UIProb
     initializeprobmap::IProbMap
     initializeprobpmap::IProbPmap
+    nlprob::NLP
 end
 
 @doc doc"""
@@ -525,8 +530,8 @@ information on generating the SplitFunction from this symbolic engine.
 """
 struct SplitFunction{
     iip, specialize, F1, F2, TMM, C, Ta, Tt, TJ, JVP, VJP, JP, WP, SP, TW, TWt,
-    TPJ, O,
-    TCV, SYS, IProb, UIProb, IProbMap, IProbPmap} <: AbstractODEFunction{iip}
+    TPJ, O, TCV, SYS,
+    IProb, UIProb, IProbMap, IProbPmap, NLP} <: AbstractODEFunction{iip}
     f1::F1
     f2::F2
     mass_matrix::TMM
@@ -549,6 +554,7 @@ struct SplitFunction{
     update_initializeprob!::UIProb
     initializeprobmap::IProbMap
     initializeprobpmap::IProbPmap
+    nlprob::NLP
 end
 
 @doc doc"""
@@ -2426,7 +2432,8 @@ function ODEFunction{iip, specialize}(f;
         update_initializeprob! = __has_update_initializeprob!(f) ?
                                  f.update_initializeprob! : nothing,
         initializeprobmap = __has_initializeprobmap(f) ? f.initializeprobmap : nothing,
-        initializeprobpmap = __has_initializeprobpmap(f) ? f.initializeprobpmap : nothing
+        initializeprobpmap = __has_initializeprobpmap(f) ? f.initializeprobpmap : nothing,
+        nlprob = __has_nlprob(f) ? f.nlprob : nothing,
 ) where {iip,
         specialize
 }
@@ -2484,11 +2491,11 @@ function ODEFunction{iip, specialize}(f;
             typeof(sparsity), Any, Any, typeof(W_prototype), Any,
             Any,
             typeof(_colorvec),
-            typeof(sys), Any, Any, Any, Any}(_f, mass_matrix, analytic, tgrad, jac,
+            typeof(sys), Any, Any, Any, Any, Any}(_f, mass_matrix, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
             observed, _colorvec, sys, initializeprob, update_initializeprob!, initializeprobmap,
-            initializeprobpmap)
+            initializeprobpmap, nlprob)
     elseif specialize === false
         ODEFunction{iip, FunctionWrapperSpecialize,
             typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
@@ -2497,13 +2504,16 @@ function ODEFunction{iip, specialize}(f;
             typeof(paramjac),
             typeof(observed),
             typeof(_colorvec),
-            typeof(sys), typeof(initializeprob), typeof(update_initializeprob!),
-            typeof(initializeprobmap), typeof(initializeprobpmap)}(_f, mass_matrix,
+            typeof(sys), typeof(initializeprob),
+            typeof(update_initializeprob!),
+            typeof(initializeprobmap),
+            typeof(initializeprobpmap),
+            typeof(nlprob)}(_f, mass_matrix,
             analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys, initializeprob, update_initializeprob!, initializeprobmap,
-            initializeprobpmap)
+            observed, _colorvec, sys, initializeprob, update_initializeprob!,
+            initializeprobmap, initializeprobpmap, nlprob)
     else
         ODEFunction{iip, specialize,
             typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
@@ -2514,11 +2524,12 @@ function ODEFunction{iip, specialize}(f;
             typeof(_colorvec),
             typeof(sys), typeof(initializeprob), typeof(update_initializeprob!),
             typeof(initializeprobmap),
-            typeof(initializeprobpmap)}(_f, mass_matrix, analytic, tgrad, jac,
+            typeof(initializeprobpmap),
+            typeof(nlprob)}(_f, mass_matrix, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
             observed, _colorvec, sys, initializeprob, update_initializeprob!, initializeprobmap,
-            initializeprobpmap)
+            initializeprobpmap, nlprob)
     end
 end
 
@@ -2535,13 +2546,13 @@ function unwrapped_f(f::ODEFunction, newf = unwrapped_f(f.f))
             Any, Any, Any, Any, typeof(f.jac_prototype),
             typeof(f.sparsity), Any, Any, Any,
             Any, typeof(f.colorvec),
-            typeof(f.sys), Any, Any, Any, Any}(
+            typeof(f.sys), Any, Any, Any, Any, Any}(
             newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
             f.jvp, f.vjp, f.jac_prototype, f.sparsity, f.Wfact,
             f.Wfact_t, f.W_prototype, f.paramjac,
             f.observed, f.colorvec, f.sys, f.initializeprob,
             f.update_initializeprob!, f.initializeprobmap,
-            f.initializeprobpmap)
+            f.initializeprobpmap, f.nlprob)
     else
         ODEFunction{isinplace(f), specialization(f), typeof(newf), typeof(f.mass_matrix),
             typeof(f.analytic), typeof(f.tgrad),
@@ -2551,11 +2562,12 @@ function unwrapped_f(f::ODEFunction, newf = unwrapped_f(f.f))
             typeof(f.observed), typeof(f.colorvec),
             typeof(f.sys), typeof(f.initializeprob), typeof(f.update_initializeprob!),
             typeof(f.initializeprobmap),
-            typeof(f.initializeprobpmap)}(newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
+            typeof(f.initializeprobpmap),
+            typeof(f.nlprob)}(newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
             f.jvp, f.vjp, f.jac_prototype, f.sparsity, f.Wfact,
             f.Wfact_t, f.W_prototype, f.paramjac,
             f.observed, f.colorvec, f.sys, f.initializeprob, f.update_initializeprob!,
-            f.initializeprobmap, f.initializeprobpmap)
+            f.initializeprobmap, f.initializeprobpmap, f.nlprob)
     end
 end
 
@@ -2658,7 +2670,7 @@ end
 @add_kwonly function SplitFunction(f1, f2, mass_matrix, cache, analytic, tgrad, jac, jvp,
         vjp, jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac,
         observed, colorvec, sys, initializeprob, update_initializeprob!,
-        initializeprobmap, initializeprobpmap)
+        initializeprobmap, initializeprobpmap, nlprob)
     f1 = ODEFunction(f1)
     f2 = ODEFunction(f2)
 
@@ -2673,11 +2685,11 @@ end
         typeof(vjp), typeof(jac_prototype), typeof(W_prototype), typeof(sparsity),
         typeof(Wfact), typeof(Wfact_t), typeof(paramjac), typeof(observed), typeof(colorvec),
         typeof(sys), typeof(initializeprob), typeof(update_initializeprob!), typeof(initializeprobmap),
-        typeof(initializeprobpmap)}(
+        typeof(initializeprobpmap), typeof(nlprob)}(
         f1, f2, mass_matrix,
         cache, analytic, tgrad, jac, jvp, vjp,
         jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys,
-        initializeprob, update_initializeprob!, initializeprobmap, initializeprobpmap)
+        initializeprob, update_initializeprob!, initializeprobmap, initializeprobpmap, nlprob)
 end
 function SplitFunction{iip, specialize}(f1, f2;
         mass_matrix = __has_mass_matrix(f1) ?
@@ -2713,7 +2725,8 @@ function SplitFunction{iip, specialize}(f1, f2;
         update_initializeprob! = __has_update_initializeprob!(f1) ?
                                  f1.update_initializeprob! : nothing,
         initializeprobmap = __has_initializeprobmap(f1) ? f1.initializeprobmap : nothing,
-        initializeprobpmap = __has_initializeprobpmap(f1) ? f1.initializeprobpmap : nothing
+        initializeprobpmap = __has_initializeprobpmap(f1) ? f1.initializeprobpmap : nothing,
+        nlprob = __has_nlprob(f1) ? f1.nlprob : nothing
 ) where {iip,
         specialize
 }
@@ -2724,12 +2737,12 @@ function SplitFunction{iip, specialize}(f1, f2;
     if specialize === NoSpecialize
         SplitFunction{iip, specialize, Any, Any, Any, Any, Any, Any, Any, Any, Any,
             Any, Any, Any, Any, Any, Any, Any,
-            Any, Any, Any, Any, Any, Any}(f1, f2, mass_matrix, _func_cache,
+            Any, Any, Any, Any, Any, Any, Any}(f1, f2, mass_matrix, _func_cache,
             analytic,
             tgrad, jac, jvp, vjp, jac_prototype, W_prototype,
             sparsity, Wfact, Wfact_t, paramjac,
             observed, colorvec, sys, initializeprob.update_initializeprob!, initializeprobmap,
-            initializeprobpmap, initializeprobpmap)
+            initializeprobpmap, initializeprobpmap, nlprob)
     else
         SplitFunction{iip, specialize, typeof(f1), typeof(f2), typeof(mass_matrix),
             typeof(_func_cache), typeof(analytic),
@@ -2739,11 +2752,11 @@ function SplitFunction{iip, specialize}(f1, f2;
             typeof(colorvec),
             typeof(sys), typeof(initializeprob), typeof(update_initializeprob!),
             typeof(initializeprobmap),
-            typeof(initializeprobpmap)}(f1, f2,
+            typeof(initializeprobpmap), typeof(nlprob)}(f1, f2,
             mass_matrix, _func_cache, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, W_prototype,
             sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys,
-            initializeprob, update_initializeprob!, initializeprobmap, initializeprobpmap)
+            initializeprob, update_initializeprob!, initializeprobmap, initializeprobpmap, nlprob)
     end
 end
 
@@ -3086,7 +3099,7 @@ SDEFunction(f::SDEFunction; kwargs...) = f
 
 @add_kwonly function SplitSDEFunction(f1, f2, g, mass_matrix, cache, analytic, tgrad, jac,
         jvp, vjp,
-        jac_prototype, W_prototype, Wfact, Wfact_t, paramjac, observed,
+        jac_prototype, Wfact, Wfact_t, paramjac, observed,
         colorvec, sys)
     f1 = f1 isa AbstractSciMLOperator ? f1 : SDEFunction(f1)
     f2 = SDEFunction(f2)
@@ -3097,7 +3110,7 @@ SDEFunction(f::SDEFunction; kwargs...) = f
         typeof(Wfact), typeof(Wfact_t), typeof(paramjac), typeof(observed),
         typeof(colorvec),
         typeof(sys)}(f1, f2, mass_matrix, cache, analytic, tgrad, jac,
-        jac_prototype, W_prototype, Wfact, Wfact_t, paramjac, observed, colorvec, sys)
+        jac_prototype, Wfact, Wfact_t, paramjac, observed, colorvec, sys)
 end
 
 function SplitSDEFunction{iip, specialize}(f1, f2, g;
@@ -4376,6 +4389,7 @@ __has_initializeprob(f) = isdefined(f, :initializeprob)
 __has_update_initializeprob!(f) = isdefined(f, :update_initializeprob!)
 __has_initializeprobmap(f) = isdefined(f, :initializeprobmap)
 __has_initializeprobpmap(f) = isdefined(f, :initializeprobpmap)
+__has_nlprob(f) = isdefined(f, :nlprob)
 
 # compatibility
 has_invW(f::AbstractSciMLFunction) = false