Merge pull request #309 from SciML/saveat

Some automated conversions in saveat

Project.toml

@@ -47,7 +47,7 @@ DocStringExtensions = "0.8, 0.9"
 ForwardDiff = "0.10"
 KernelAbstractions = "0.9"
 LinearSolve = "1.15, 2"
-Metal = "0.4"
+Metal = "0.5"
 MuladdMacro = "0.2"
 Parameters = "0.12"
 RecursiveArrayTools = "2"

src/DiffEqGPU.jl

@@ -50,6 +50,7 @@ include("ensemblegpukernel/integrators/stiff/interpolants.jl")
 include("ensemblegpukernel/integrators/nonstiff/interpolants.jl")
 include("ensemblegpukernel/nlsolve/type.jl")
 include("ensemblegpukernel/nlsolve/utils.jl")
+include("ensemblegpukernel/kernels.jl")
 
 include("ensemblegpukernel/perform_step/gpu_tsit5_perform_step.jl")
 include("ensemblegpukernel/perform_step/gpu_vern7_perform_step.jl")

src/ensemblegpuarray/problem_generation.jl

@@ -1,4 +1,8 @@
-function generate_problem(prob::SciMLBase.AbstractODEProblem, u0, p, jac_prototype, colorvec)
+function generate_problem(prob::SciMLBase.AbstractODEProblem,
+    u0,
+    p,
+    jac_prototype,
+    colorvec)
     _f = let f = prob.f.f, kernel = DiffEqBase.isinplace(prob) ? gpu_kernel : gpu_kernel_oop
         function (du, u, p, t)
             version = get_backend(u)

src/ensemblegpukernel/kernels.jl

@@ -0,0 +1,114 @@
+
+# saveat is just a bool here:
+#  true: ts is a vector of timestamps to read from
+#  false: each ODE has its own timestamps, so ts is a vector to write to
+@kernel function ode_solve_kernel(@Const(probs), alg, _us, _ts, dt, callback,
+    tstops, nsteps,
+    saveat, ::Val{save_everystep}) where {save_everystep}
+    i = @index(Global, Linear)
+
+    # get the actual problem for this thread
+    prob = @inbounds probs[i]
+
+    # get the input/output arrays for this thread
+    ts = @inbounds view(_ts, :, i)
+    us = @inbounds view(_us, :, i)
+
+    _saveat = get(prob.kwargs, :saveat, nothing)
+
+    saveat = _saveat === nothing ? saveat : _saveat
+
+    integ = init(alg, prob.f, false, prob.u0, prob.tspan[1], dt, prob.p, tstops,
+        callback, save_everystep, saveat)
+
+    u0 = prob.u0
+    tspan = prob.tspan
+
+    integ.cur_t = 0
+    if saveat !== nothing
+        integ.cur_t = 1
+        if prob.tspan[1] == saveat[1]
+            integ.cur_t += 1
+            @inbounds us[1] = u0
+        end
+    else
+        @inbounds ts[integ.step_idx] = prob.tspan[1]
+        @inbounds us[integ.step_idx] = prob.u0
+    end
+
+    integ.step_idx += 1
+    # FSAL
+    while integ.t < tspan[2] && integ.retcode != DiffEqBase.ReturnCode.Terminated
+        saved_in_cb = step!(integ, ts, us)
+        !saved_in_cb && savevalues!(integ, ts, us)
+    end
+    if integ.t > tspan[2] && saveat === nothing
+        ## Intepolate to tf
+        @inbounds us[end] = integ(tspan[2])
+        @inbounds ts[end] = tspan[2]
+    end
+
+    if saveat === nothing && !save_everystep
+        @inbounds us[2] = integ.u
+        @inbounds ts[2] = integ.t
+    end
+end
+
+@kernel function ode_asolve_kernel(@Const(probs), alg, _us, _ts, dt, callback, tstops,
+    abstol, reltol,
+    saveat,
+    ::Val{save_everystep}) where {save_everystep}
+    i = @index(Global, Linear)
+
+    # get the actual problem for this thread
+    prob = @inbounds probs[i]
+    # get the input/output arrays for this thread
+    ts = @inbounds view(_ts, :, i)
+    us = @inbounds view(_us, :, i)
+    # TODO: optimize contiguous view to return a CuDeviceArray
+
+    _saveat = get(prob.kwargs, :saveat, nothing)
+
+    saveat = _saveat === nothing ? saveat : _saveat
+
+    u0 = prob.u0
+    tspan = prob.tspan
+    f = prob.f
+    p = prob.p
+
+    t = tspan[1]
+    tf = prob.tspan[2]
+
+    integ = init(alg, prob.f, false, prob.u0, prob.tspan[1], prob.tspan[2], dt,
+        prob.p,
+        abstol, reltol, DiffEqBase.ODE_DEFAULT_NORM, tstops, callback,
+        saveat)
+
+    integ.cur_t = 0
+    if saveat !== nothing
+        integ.cur_t = 1
+        if tspan[1] == saveat[1]
+            integ.cur_t += 1
+            @inbounds us[1] = u0
+        end
+    else
+        @inbounds ts[1] = tspan[1]
+        @inbounds us[1] = u0
+    end
+
+    while integ.t < tspan[2] && integ.retcode != DiffEqBase.ReturnCode.Terminated
+        saved_in_cb = step!(integ, ts, us)
+        !saved_in_cb && savevalues!(integ, ts, us)
+    end
+
+    if integ.t > tspan[2] && saveat === nothing
+        ## Intepolate to tf
+        @inbounds us[end] = integ(tspan[2])
+        @inbounds ts[end] = tspan[2]
+    end
+
+    if saveat === nothing && !save_everystep
+        @inbounds us[2] = integ.u
+        @inbounds ts[2] = integ.t
+    end
+end

src/ensemblegpukernel/lowerlevel_solve.jl

@@ -35,7 +35,6 @@ function vectorized_solve(probs, prob::ODEProblem, alg;
     nsteps = length(timeseries)
 
     prob = convert(ImmutableODEProblem, prob)
-
     dt = convert(eltype(prob.tspan), dt)
 
     if saveat === nothing
@@ -52,7 +51,29 @@ function vectorized_solve(probs, prob::ODEProblem, alg;
         fill!(ts, prob.tspan[1])
         us = allocate(backend, typeof(prob.u0), (len, length(probs)))
     else
-        saveat = adapt(backend, saveat)
+        saveat = if saveat isa AbstractRange
+            _saveat = range(convert(eltype(prob.tspan), first(saveat)),
+                convert(eltype(prob.tspan), last(saveat)),
+                length = length(saveat))
+            convert(StepRangeLen{
+                    eltype(_saveat),
+                    eltype(_saveat),
+                    eltype(_saveat),
+                    eltype(_saveat) === Float32 ? Int32 : Int64,
+                },
+                _saveat)
+        elseif saveat isa AbstractVector
+            adapt(backend, convert.(eltype(prob.tspan), saveat))
+        else
+            _saveat = prob.tspan[1]:convert(eltype(prob.tspan), saveat):prob.tspan[end]
+            convert(StepRangeLen{
+                    eltype(_saveat),
+                    eltype(_saveat),
+                    eltype(_saveat),
+                    eltype(_saveat) === Float32 ? Int32 : Int64,
+                },
+                _saveat)
+        end
         ts = allocate(backend, typeof(dt), (length(saveat), length(probs)))
         fill!(ts, prob.tspan[1])
         us = allocate(backend, typeof(prob.u0), (length(saveat), length(probs)))
@@ -99,7 +120,15 @@ function vectorized_solve(probs, prob::SDEProblem, alg;
         fill!(ts, prob.tspan[1])
         us = allocate(backend, typeof(prob.u0), (len, length(probs)))
     else
-        saveat = adapt(backend, saveat)
+        saveat = if saveat isa AbstractRange
+            range(convert(eltype(prob.tspan), first(saveat)),
+                convert(eltype(prob.tspan), last(saveat)),
+                length = length(saveat))
+        elseif saveat isa AbstractVector
+            convert.(eltype(prob.tspan), adapt(backend, saveat))
+        else
+            prob.tspan[1]:convert(eltype(prob.tspan), saveat):prob.tspan[end]
+        end
         ts = allocate(backend, typeof(dt), (length(saveat), length(probs)))
         fill!(ts, prob.tspan[1])
         us = allocate(backend, typeof(prob.u0), (length(saveat), length(probs)))
@@ -176,7 +205,15 @@ function vectorized_asolve(probs, prob::ODEProblem, alg;
         fill!(ts, prob.tspan[1])
         us = allocate(backend, typeof(prob.u0), (len, length(probs)))
     else
-        saveat = adapt(backend, saveat)
+        saveat = if saveat isa AbstractRange
+            range(convert(eltype(prob.tspan), first(saveat)),
+                convert(eltype(prob.tspan), last(saveat)),
+                length = length(saveat))
+        elseif saveat isa AbstractVector
+            adapt(backend, convert.(eltype(prob.tspan), saveat))
+        else
+            prob.tspan[1]:convert(eltype(prob.tspan), saveat):prob.tspan[end]
+        end
         ts = allocate(backend, typeof(dt), (length(saveat), length(probs)))
         fill!(ts, prob.tspan[1])
         us = allocate(backend, typeof(prob.u0), (length(saveat), length(probs)))
@@ -211,117 +248,3 @@ function vectorized_asolve(probs, prob::SDEProblem, alg;
     kwargs...)
     error("Adaptive time-stepping is not supported yet with GPUEM.")
 end
-
-# saveat is just a bool here:
-#  true: ts is a vector of timestamps to read from
-#  false: each ODE has its own timestamps, so ts is a vector to write to
-@kernel function ode_solve_kernel(@Const(probs), alg, _us, _ts, dt, callback,
-    tstops, nsteps,
-    saveat, ::Val{save_everystep}) where {save_everystep}
-    i = @index(Global, Linear)
-
-    # get the actual problem for this thread
-    prob = @inbounds probs[i]
-
-    # get the input/output arrays for this thread
-    ts = @inbounds view(_ts, :, i)
-    us = @inbounds view(_us, :, i)
-
-    _saveat = get(prob.kwargs, :saveat, nothing)
-
-    saveat = _saveat === nothing ? saveat : _saveat
-
-    integ = init(alg, prob.f, false, prob.u0, prob.tspan[1], dt, prob.p, tstops,
-        callback, save_everystep, saveat)
-
-    u0 = prob.u0
-    tspan = prob.tspan
-
-    integ.cur_t = 0
-    if saveat !== nothing
-        integ.cur_t = 1
-        if prob.tspan[1] == saveat[1]
-            integ.cur_t += 1
-            @inbounds us[1] = u0
-        end
-    else
-        @inbounds ts[integ.step_idx] = prob.tspan[1]
-        @inbounds us[integ.step_idx] = prob.u0
-    end
-
-    integ.step_idx += 1
-    # FSAL
-    while integ.t < tspan[2] && integ.retcode != DiffEqBase.ReturnCode.Terminated
-        saved_in_cb = step!(integ, ts, us)
-        !saved_in_cb && savevalues!(integ, ts, us)
-    end
-    if integ.t > tspan[2] && saveat === nothing
-        ## Intepolate to tf
-        @inbounds us[end] = integ(tspan[2])
-        @inbounds ts[end] = tspan[2]
-    end
-
-    if saveat === nothing && !save_everystep
-        @inbounds us[2] = integ.u
-        @inbounds ts[2] = integ.t
-    end
-end
-
-@kernel function ode_asolve_kernel(probs, alg, _us, _ts, dt, callback, tstops,
-    abstol, reltol,
-    saveat,
-    ::Val{save_everystep}) where {save_everystep}
-    i = @index(Global, Linear)
-
-    # get the actual problem for this thread
-    prob = @inbounds probs[i]
-    # get the input/output arrays for this thread
-    ts = @inbounds view(_ts, :, i)
-    us = @inbounds view(_us, :, i)
-    # TODO: optimize contiguous view to return a CuDeviceArray
-
-    _saveat = get(prob.kwargs, :saveat, nothing)
-
-    saveat = _saveat === nothing ? saveat : _saveat
-
-    u0 = prob.u0
-    tspan = prob.tspan
-    f = prob.f
-    p = prob.p
-
-    t = tspan[1]
-    tf = prob.tspan[2]
-
-    integ = init(alg, prob.f, false, prob.u0, prob.tspan[1], prob.tspan[2], dt,
-        prob.p,
-        abstol, reltol, DiffEqBase.ODE_DEFAULT_NORM, tstops, callback,
-        saveat)
-
-    integ.cur_t = 0
-    if saveat !== nothing
-        integ.cur_t = 1
-        if tspan[1] == saveat[1]
-            integ.cur_t += 1
-            @inbounds us[1] = u0
-        end
-    else
-        @inbounds ts[1] = tspan[1]
-        @inbounds us[1] = u0
-    end
-
-    while integ.t < tspan[2] && integ.retcode != DiffEqBase.ReturnCode.Terminated
-        saved_in_cb = step!(integ, ts, us)
-        !saved_in_cb && savevalues!(integ, ts, us)
-    end
-
-    if integ.t > tspan[2] && saveat === nothing
-        ## Intepolate to tf
-        @inbounds us[end] = integ(tspan[2])
-        @inbounds ts[end] = tspan[2]
-    end
-
-    if saveat === nothing && !save_everystep
-        @inbounds us[2] = integ.u
-        @inbounds ts[2] = integ.t
-    end
-end