Merge pull request #87 from SciML/matrix_resizing

Add matrix resizing and fix cases with u0 as a matrix

Author: ChrisRackauckas

Project.toml

@@ -1,7 +1,7 @@
 name = "SimpleNonlinearSolve"
 uuid = "727e6d20-b764-4bd8-a329-72de5adea6c7"
 authors = ["SciML"]
-version = "0.1.22"
+version = "0.1.23"
 
 [deps]
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"

src/broyden.jl

@@ -58,12 +58,12 @@ function SciMLBase.__solve(prob::NonlinearProblem, alg::Broyden, args...;
     xₙ₋₁ = x
     fₙ₋₁ = fₙ
     for _ in 1:maxiters
-        xₙ = xₙ₋₁ - J⁻¹ * fₙ₋₁
+        xₙ = xₙ₋₁ - _restructure(xₙ₋₁, J⁻¹ * _vec(fₙ₋₁))
         fₙ = f(xₙ)
         Δxₙ = xₙ - xₙ₋₁
         Δfₙ = fₙ - fₙ₋₁
-        J⁻¹Δfₙ = J⁻¹ * Δfₙ
-        J⁻¹ += ((Δxₙ .- J⁻¹Δfₙ) ./ (Δxₙ' * J⁻¹Δfₙ)) * (Δxₙ' * J⁻¹)
+        J⁻¹Δfₙ = _restructure(Δfₙ, J⁻¹ * _vec(Δfₙ))
+        J⁻¹ += _restructure(J⁻¹, ((_vec(Δxₙ) .- _vec(J⁻¹Δfₙ)) ./ (_vec(Δxₙ)' * _vec(J⁻¹Δfₙ))) * (_vec(Δxₙ)' * J⁻¹))
 
         if termination_condition(fₙ, xₙ, xₙ₋₁, atol, rtol)
             return SciMLBase.build_solution(prob, alg, xₙ, fₙ; retcode = ReturnCode.Success)

src/klement.jl

@@ -75,7 +75,7 @@ function SciMLBase.__solve(prob::NonlinearProblem,
                 F = lu(J, check = false)
             end
 
-            tmp = F \ fₙ₋₁
+            tmp = _restructure(fₙ₋₁, F \ _vec(fₙ₋₁))
             xₙ = xₙ₋₁ - tmp
             fₙ = f(xₙ)
 
@@ -92,10 +92,10 @@ function SciMLBase.__solve(prob::NonlinearProblem,
             Δfₙ = fₙ - fₙ₋₁
 
             # Prevent division by 0
-            denominator = max.(J' .^ 2 * Δxₙ .^ 2, 1e-9)
+            denominator = _restructure(Δxₙ, max.(J' .^ 2 * _vec(Δxₙ) .^ 2, 1e-9))
 
-            k = (Δfₙ - J * Δxₙ) ./ denominator
-            J += (k * Δxₙ' .* J) * J
+            k = (Δfₙ - _restructure(Δxₙ, J * _vec(Δxₙ))) ./ denominator
+            J += (_vec(k) * _vec(Δxₙ)' .* J) * J
 
             xₙ₋₁ = xₙ
             fₙ₋₁ = fₙ

src/raphson.jl

@@ -100,7 +100,7 @@ function SciMLBase.__solve(prob::NonlinearProblem,
         end
         iszero(fx) &&
             return SciMLBase.build_solution(prob, alg, x, fx; retcode = ReturnCode.Success)
-        Δx = dfx \ fx
+        Δx = _restructure(fx, dfx \ _vec(fx))
         x -= Δx
         if isapprox(x, xo, atol = atol, rtol = rtol)
             return SciMLBase.build_solution(prob, alg, x, fx; retcode = ReturnCode.Success)

src/utils.jl

@@ -82,3 +82,10 @@ function dogleg_method(H, g, Δ)
     tau = (-dot_δsd_δN_δsd + sqrt(fact)) / dot_δN_δsd
     return δsd + tau * δN_δsd
 end
+
+@inline _vec(v) = vec(v)
+@inline _vec(v::Number) = v
+@inline _vec(v::AbstractVector) = v
+
+@inline _restructure(y::Number, x::Number) = x
+@inline _restructure(y, x) = ArrayInterface.restructure(y,x)

test/matrix_resizing_tests.jl

@@ -0,0 +1,11 @@
+using SimpleNonlinearSolve
+
+ff(u, p) = u .* u .- p
+u0 = rand(2,2)
+p = 2.0
+vecprob = NonlinearProblem(ff, vec(u0), p)
+prob = NonlinearProblem(ff, u0, p)
+
+for alg in (Klement(), Broyden(), SimpleNewtonRaphson())
+    @test vec(solve(prob, alg).u) == solve(vecprob, alg).u
+end

test/runtests.jl

@@ -4,12 +4,8 @@ const GROUP = get(ENV, "GROUP", "All")
 
 @time begin
     if GROUP == "All" || GROUP == "Core"
-        @time @safetestset "Basic Tests + Some AD" begin
-            include("basictests.jl")
-        end
-
-        @time @safetestset "Inplace Tests" begin
-            include("inplace.jl")
-        end
+        @time @safetestset "Basic Tests + Some AD" include("basictests.jl")
+        @time @safetestset "Inplace Tests" include("inplace.jl")
+        @time @safetestset "Matrix Resizing Tests" include("matrix_resizing_tests.jl")
     end
 end