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Fix inability to use sparse Jacobian with colorvec for OOP #1049

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Merged
merged 5 commits into from
Mar 5, 2020
Merged

Fix inability to use sparse Jacobian with colorvec for OOP #1049

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343281d
Fix inability to use sparse Jacobian with colorvec for OOP
mauro3 Feb 28, 2020
b7b1cb6
Using ArrayInterface.lu_instance and added tests
mauro3 Feb 28, 2020
3e55823
Jacobian calculation and caches needed updates too.
mauro3 Mar 2, 2020
f60dfd8
Add sparsity as option to ODEFunction
mauro3 Mar 4, 2020
c68e2ba
Yingbo's comments and version bound on DiffEqBase
mauro3 Mar 5, 2020
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1 change: 1 addition & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,7 @@ Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
SuiteSparse = "4607b0f0-06f3-5cda-b6b1-a6196a1729e9"

[compat]
ArrayInterface = "1.1, 2.0"
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2 changes: 1 addition & 1 deletion src/OrdinaryDiffEq.jl
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Expand Up @@ -5,7 +5,7 @@ module OrdinaryDiffEq

using Logging

using MuladdMacro, SparseArrays
using MuladdMacro, SparseArrays, SuiteSparse

using LinearAlgebra

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15 changes: 12 additions & 3 deletions src/derivative_utils.jl
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Expand Up @@ -543,9 +543,18 @@ function build_J_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits,::Val{IIP}) where IIP
elseif u isa Number
u
else
LU{LinearAlgebra.lutype(uEltypeNoUnits)}(Matrix{uEltypeNoUnits}(undef, 0, 0),
Vector{LinearAlgebra.BlasInt}(undef, 0),
zero(LinearAlgebra.BlasInt))
# TODO: make this more general, maybe by running calc_W and use its returned value
if f.jac_prototype isa SparseMatrixCSC
SuiteSparse.UMFPACK.UmfpackLU(Ptr{Cvoid}(), Ptr{Cvoid}(), 1, 1,
f.jac_prototype.colptr[1:1],
f.jac_prototype.rowval[1:1],
f.jac_prototype.nzval[1:1],
0)
else
LU{LinearAlgebra.lutype(uEltypeNoUnits)}(Matrix{uEltypeNoUnits}(undef, 0, 0),
Vector{LinearAlgebra.BlasInt}(undef, 0),
zero(LinearAlgebra.BlasInt))
end
end
end # end W
end
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3 changes: 1 addition & 2 deletions src/derivative_wrappers.jl
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Expand Up @@ -41,7 +41,7 @@ function jacobian_autodiff(f, x::AbstractArray, odefun)
if DiffEqBase.has_colorvec(odefun)
colorvec = odefun.colorvec
sparsity = odefun.jac_prototype
jac_prototype = nothing
jac_prototype = odefun.jac_prototype
else
colorvec = 1:length(x)
sparsity = nothing
Expand Down Expand Up @@ -71,7 +71,6 @@ jacobian_finitediff(f, x, diff_type, dir, colorvec, sparsity, jac_prototype) =
jacobian_finitediff(f, x::AbstractArray, diff_type, dir, colorvec, sparsity, jac_prototype) =
(FiniteDiff.finite_difference_jacobian(f, x, diff_type, eltype(x), diff_type==Val{:forward} ? f(x) : similar(x),
dir = dir, colorvec = colorvec, sparsity = sparsity, jac_prototype = jac_prototype),_nfcount(maximum(colorvec),diff_type))

function jacobian(f, x, integrator)
alg = unwrap_alg(integrator, true)
local tmp
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