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Add nlprob to ODEFunction #800

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merged 7 commits into from
Oct 30, 2024
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Add nlprob to ODEFunction #800

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78b2061
add nlfunc to ODEFunction
oscardssmith Sep 25, 2024
b83145a
typo
oscardssmith Oct 15, 2024
fbc0737
typo
oscardssmith Oct 15, 2024
a7e282a
fixes
oscardssmith Oct 21, 2024
86eebab
fixes
oscardssmith Oct 21, 2024
b2fa45a
add docs.
oscardssmith Oct 22, 2024
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address review
oscardssmith Oct 29, 2024
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65 changes: 38 additions & 27 deletions src/scimlfunctions.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -289,6 +289,7 @@ 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.
- `nlfunc`: a `NonlinearFunction`
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A+ documentation.

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docs actually added


## iip: In-Place vs Out-Of-Place

Expand Down Expand Up @@ -401,8 +402,8 @@ 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, NLF} <: AbstractODEFunction{iip}
f::F
mass_matrix::TMM
analytic::Ta
Expand All @@ -423,6 +424,7 @@ struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TW
update_initializeprob!::UIProb
initializeprobmap::IProbMap
initializeprobpmap::IProbPmap
nlfunc::NLF
end

@doc doc"""
Expand Down Expand Up @@ -525,8 +527,8 @@ 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, NLF} <: AbstractODEFunction{iip}
f1::F1
f2::F2
mass_matrix::TMM
Expand All @@ -549,6 +551,7 @@ struct SplitFunction{
update_initializeprob!::UIProb
initializeprobmap::IProbMap
initializeprobpmap::IProbPmap
nlfunc::NLF
end

@doc doc"""
Expand Down Expand Up @@ -2426,7 +2429,8 @@ 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,
nlfunc = __has_nlfunc(f) ? f.nlfunc : nothing,
) where {iip,
specialize
}
Expand Down Expand Up @@ -2484,11 +2488,11 @@ 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, nlfunc)
elseif specialize === false
ODEFunction{iip, FunctionWrapperSpecialize,
typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
Expand All @@ -2497,13 +2501,16 @@ 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(nlfunc)}(_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, nlfunc)
else
ODEFunction{iip, specialize,
typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
Expand All @@ -2514,11 +2521,12 @@ 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(nlfunc)}(_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, nlfunc)
end
end

Expand All @@ -2535,13 +2543,13 @@ 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.nlfunc)
else
ODEFunction{isinplace(f), specialization(f), typeof(newf), typeof(f.mass_matrix),
typeof(f.analytic), typeof(f.tgrad),
Expand All @@ -2551,11 +2559,12 @@ 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.nlfunc)}(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.nlfunc)
end
end

Expand Down Expand Up @@ -2658,7 +2667,7 @@ 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, nlfunc)
f1 = ODEFunction(f1)
f2 = ODEFunction(f2)

Expand All @@ -2673,11 +2682,11 @@ 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(nlfunc)}(
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, nlfunc)
end
function SplitFunction{iip, specialize}(f1, f2;
mass_matrix = __has_mass_matrix(f1) ?
Expand Down Expand Up @@ -2713,7 +2722,8 @@ 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,
nlfunc = __has_nlfunc(f1) ? f1.nlfunc : nothing
) where {iip,
specialize
}
Expand All @@ -2724,12 +2734,12 @@ 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, nlfunc)
else
SplitFunction{iip, specialize, typeof(f1), typeof(f2), typeof(mass_matrix),
typeof(_func_cache), typeof(analytic),
Expand All @@ -2739,11 +2749,11 @@ function SplitFunction{iip, specialize}(f1, f2;
typeof(colorvec),
typeof(sys), typeof(initializeprob), typeof(update_initializeprob!),
typeof(initializeprobmap),
typeof(initializeprobpmap)}(f1, f2,
typeof(initializeprobpmap), typeof(nlfunc)}(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, nlfunc)
end
end

Expand Down Expand Up @@ -3086,7 +3096,7 @@ 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)
Expand All @@ -3097,7 +3107,7 @@ 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;
Expand Down Expand Up @@ -4376,6 +4386,7 @@ __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_nlfunc(f) = isdefined(f, :nl_func)

# compatibility
has_invW(f::AbstractSciMLFunction) = false
Expand Down
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