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

overload _alg_autodiff #531

Merged
merged 3 commits into from
May 27, 2023
Merged

overload _alg_autodiff #531

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
8bee9fe
overload _alg_autodiff
vpuri3 May 16, 2023
daa4703
replace diffeqop with matrixop, fix update behaviour in test
vpuri3 May 24, 2023
e7ffcc5
Update Project.toml
vpuri3 May 27, 2023
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
3 changes: 2 additions & 1 deletion Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,7 @@ RandomNumbers = "e6cf234a-135c-5ec9-84dd-332b85af5143"
RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
SciMLOperators = "c0aeaf25-5076-4817-a8d5-81caf7dfa961"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
Expand All @@ -44,7 +45,7 @@ JumpProcesses = "9"
LevyArea = "1.0.0"
MuladdMacro = "0.2.1"
NLsolve = "4"
OrdinaryDiffEq = "6.4"
OrdinaryDiffEq = "6.52"
RandomNumbers = "1.5.3"
RecursiveArrayTools = "2"
Reexport = "0.2, 1.0"
Expand Down
2 changes: 1 addition & 1 deletion src/StochasticDiffEq.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -24,7 +24,7 @@ using DocStringExtensions
import DiffEqBase: ODE_DEFAULT_NORM, ODE_DEFAULT_ISOUTOFDOMAIN,
ODE_DEFAULT_PROG_MESSAGE, ODE_DEFAULT_UNSTABLE_CHECK

using DiffEqBase: DiffEqArrayOperator
using SciMLOperators: MatrixOperator

using DiffEqBase: TimeGradientWrapper, UJacobianWrapper, TimeDerivativeWrapper, UDerivativeWrapper

Expand Down
8 changes: 4 additions & 4 deletions src/alg_utils.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -260,10 +260,10 @@ alg_needs_extra_process(alg::PL1WM) = true
alg_needs_extra_process(alg::NON) = true
alg_needs_extra_process(alg::NON2) = true

OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqNewtonAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = AD
OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = AD
OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqJumpNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = AD
OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqJumpNewtonDiffusionAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = AD
OrdinaryDiffEq._alg_autodiff(alg::StochasticDiffEqNewtonAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = Val{AD}()
OrdinaryDiffEq._alg_autodiff(alg::StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = Val{AD}()
OrdinaryDiffEq._alg_autodiff(alg::StochasticDiffEqJumpNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = Val{AD}()
OrdinaryDiffEq._alg_autodiff(alg::StochasticDiffEqJumpNewtonDiffusionAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = Val{AD}()

OrdinaryDiffEq.get_current_alg_autodiff(alg::StochasticDiffEqCompositeAlgorithm, cache) = OrdinaryDiffEq.alg_autodiff(alg.algs[cache.current])

Expand Down
2 changes: 1 addition & 1 deletion src/integrators/integrator_utils.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -418,7 +418,7 @@ function oop_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
# get the operator
J = islin ? nf.f : f.jac(uprev, p, t)
if !isa(J, DiffEqBase.AbstractDiffEqLinearOperator)
J = DiffEqArrayOperator(J)
J = MatrixOperator(J)
end
W = WOperator{false}(f.mass_matrix, dt, J, u)
else
Expand Down
5 changes: 3 additions & 2 deletions test/utility_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
using StochasticDiffEq, LinearAlgebra, SparseArrays, Random, LinearSolve, Test
using StochasticDiffEq.OrdinaryDiffEq: WOperator, set_gamma!, calc_W!
using StochasticDiffEq.SciMLOperators: MatrixOperator

@testset "Derivative Utilities" begin
@testset "calc_W!" begin
Expand All @@ -25,7 +26,7 @@ using StochasticDiffEq.OrdinaryDiffEq: WOperator, set_gamma!, calc_W!
_f = (du,u,p,t) -> mul!(du,A,u); _g = (du,u,p,t) -> mul!(du,σ,u)
fun = SDEFunction(_f, _g;
mass_matrix=mm,
jac_prototype=DiffEqArrayOperator(A))
jac_prototype=MatrixOperator(A))
prob = SDEProblem(fun, _g, u0, tspan)
integrator = init(prob, ImplicitEM(theta=1); adaptive=false, dt=dt)
W = integrator.cache.nlsolver.cache.W
Expand All @@ -52,7 +53,7 @@ using StochasticDiffEq.OrdinaryDiffEq: WOperator, set_gamma!, calc_W!
prob1 = SDEProblem(SDEFunction(_f, _g; mass_matrix=mm), _g, u0, tspan)
prob2 = SDEProblem(SDEFunction(_f, _g; mass_matrix=mm, jac=(u,p,t) -> t*A), _g, u0, tspan)
prob1_ip = SDEProblem(SDEFunction(_f_ip, _g_ip; mass_matrix=mm), _g_ip, u0, tspan)
jac_prototype=DiffEqArrayOperator(similar(A); update_func=(J,u,p,t) -> (J .= t .* A; J))
jac_prototype=MatrixOperator(similar(A); update_func! = (J,u,p,t) -> (J .= t .* A; J))
prob2_ip = SDEProblem(SDEFunction(_f_ip, _g_ip; mass_matrix=mm, jac_prototype=jac_prototype), _g_ip, u0, tspan)

for Alg in [ImplicitEM, ISSEM]
Expand Down