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add J, W cache and linsolve interface for rosenbrock oop methods and add J cache for firk oop #873

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Merged
merged 8 commits into from
Aug 16, 2019
Merged

add J, W cache and linsolve interface for rosenbrock oop methods and add J cache for firk oop #873

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c4b6c93
add J and W cache for rosenbrock and firk oop
huanglangwen Aug 14, 2019
c2d9f45
refactor init J and W
huanglangwen Aug 14, 2019
1330fa7
fix test error
huanglangwen Aug 14, 2019
9a46866
fix test error
huanglangwen Aug 14, 2019
1653cb9
Update src/integrators/integrator_utils.jl
huanglangwen Aug 15, 2019
a59f756
add linsolve interface to oop rosenbrock methods
huanglangwen Aug 15, 2019
108d091
split tab and oop cache for ros23/32
huanglangwen Aug 15, 2019
dee2e87
#TODO: Rename other tableau structs
huanglangwen Aug 15, 2019
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10 changes: 8 additions & 2 deletions src/caches/firk_caches.jl
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
mutable struct RadauIIA5ConstantCache{F,Tab,Tol,Dt,U} <: OrdinaryDiffEqConstantCache
mutable struct RadauIIA5ConstantCache{F,Tab,Tol,Dt,U,JType} <: OrdinaryDiffEqConstantCache
uf::F
tab::Tab
κ::Tol
Expand All @@ -10,6 +10,7 @@ mutable struct RadauIIA5ConstantCache{F,Tab,Tol,Dt,U} <: OrdinaryDiffEqConstantC
dtprev::Dt
W_dt::Dt
status::DiffEqBase.NLStatus
J::JType
end

function alg_cache(alg::RadauIIA5,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,
Expand All @@ -19,8 +20,13 @@ function alg_cache(alg::RadauIIA5,u,rate_prototype,uEltypeNoUnits,uBottomEltypeN
tab = RadauIIA5Tableau(uToltype, real(tTypeNoUnits))

κ = alg.κ !== nothing ? convert(uToltype, alg.κ) : convert(uToltype, 1//100)
if rate_prototype isa Number
J = 0
else
J = false .* vec(rate_prototype) .* vec(rate_prototype)'
end

RadauIIA5ConstantCache(uf, tab, κ, one(uToltype), 10000, u, u, u, dt, dt, Convergence)
RadauIIA5ConstantCache(uf, tab, κ, one(uToltype), 10000, u, u, u, dt, dt, Convergence, J)
end

mutable struct RadauIIA5Cache{uType,cuType,uNoUnitsType,rateType,JType,W1Type,W2Type,UF,JC,F1,F2,Tab,Tol,Dt,rTol,aTol} <: OrdinaryDiffEqMutableCache
Expand Down
168 changes: 64 additions & 104 deletions src/caches/rosenbrock_caches.jl
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -64,19 +64,10 @@ function alg_cache(alg::Rosenbrock23,u,rate_prototype,uEltypeNoUnits,uBottomElty
fsalfirst = zero(rate_prototype)
fsallast = zero(rate_prototype)
dT = zero(rate_prototype)
if ArrayInterface.isstructured(f.jac_prototype) || f.jac_prototype isa SparseMatrixCSC
J = similar(f.jac_prototype)
W = similar(J)
elseif DiffEqBase.has_jac(f) && !DiffEqBase.has_Wfact(f) && f.jac_prototype !== nothing
W = WOperator(f, dt, true)
J = nothing # is J = W.J better?
else
J = false .* vec(rate_prototype) .* vec(rate_prototype)' # uEltype?
W = similar(J)
end
J,W = iip_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
tmp = zero(rate_prototype)
atmp = similar(u, uEltypeNoUnits)
tab = Rosenbrock23ConstantCache(real(uBottomEltypeNoUnits),identity,identity)
tab = Rosenbrock23Tableau(real(uBottomEltypeNoUnits))
tf = DiffEqDiffTools.TimeGradientWrapper(f,uprev,p)
uf = DiffEqDiffTools.UJacobianWrapper(f,t,p)
linsolve_tmp = zero(rate_prototype)
Expand All @@ -101,19 +92,10 @@ function alg_cache(alg::Rosenbrock32,u,rate_prototype,uEltypeNoUnits,uBottomElty
fsalfirst = zero(rate_prototype)
fsallast = zero(rate_prototype)
dT = zero(rate_prototype)
if ArrayInterface.isstructured(f.jac_prototype) || f.jac_prototype isa SparseMatrixCSC
J = similar(f.jac_prototype)
W = similar(J)
elseif DiffEqBase.has_jac(f) && !DiffEqBase.has_Wfact(f) && f.jac_prototype !== nothing
W = WOperator(f, dt, true)
J = nothing # is J = W.J better?
else
J = false .* vec(rate_prototype) .* vec(rate_prototype)' # uEltype?
W = similar(J)
end
J,W = iip_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
tmp = zero(rate_prototype)
atmp = similar(u, uEltypeNoUnits)
tab = Rosenbrock32ConstantCache(real(uBottomEltypeNoUnits),identity,identity)
tab = Rosenbrock32Tableau(real(uBottomEltypeNoUnits))

tf = DiffEqDiffTools.TimeGradientWrapper(f,uprev,p)
uf = DiffEqDiffTools.UJacobianWrapper(f,t,p)
Expand All @@ -124,52 +106,63 @@ function alg_cache(alg::Rosenbrock32,u,rate_prototype,uEltypeNoUnits,uBottomElty
Rosenbrock32Cache(u,uprev,k₁,k₂,k₃,du1,du2,f₁,fsalfirst,fsallast,dT,J,W,tmp,atmp,tab,tf,uf,linsolve_tmp,linsolve,jac_config,grad_config)
end

struct Rosenbrock23ConstantCache{T,TF,UF} <: OrdinaryDiffEqConstantCache
struct Rosenbrock23ConstantCache{T,TF,UF,JType,WType,F} <: OrdinaryDiffEqConstantCache
c₃₂::T
d::T
tf::TF
uf::UF
J::JType
W::WType
linsolve::F
end

function Rosenbrock23ConstantCache(T::Type,tf,uf)
c₃₂ = convert(T,6 + sqrt(2))
d = convert(T,1/(2+sqrt(2)))
Rosenbrock23ConstantCache(c₃₂,d,tf,uf)
function Rosenbrock23ConstantCache(T::Type,tf,uf,J,W,linsolve)
tab = Rosenbrock23Tableau(T)
Rosenbrock23ConstantCache(tab.c₃₂,tab.d,tf,uf,J,W,linsolve)
end

function alg_cache(alg::Rosenbrock23,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{false}})
tf = DiffEqDiffTools.TimeDerivativeWrapper(f,u,p)
uf = DiffEqDiffTools.UDerivativeWrapper(f,t,p)
Rosenbrock23ConstantCache(real(uBottomEltypeNoUnits),tf,uf)
J,W = oop_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
linsolve = alg.linsolve(Val{:init},uf,u)
Rosenbrock23ConstantCache(real(uBottomEltypeNoUnits),tf,uf,J,W,linsolve)
end

struct Rosenbrock32ConstantCache{T,TF,UF} <: OrdinaryDiffEqConstantCache
struct Rosenbrock32ConstantCache{T,TF,UF,JType,WType,F} <: OrdinaryDiffEqConstantCache
c₃₂::T
d::T
tf::TF
uf::UF
J::JType
W::WType
linsolve::F
end

function Rosenbrock32ConstantCache(T::Type,tf,uf)
c₃₂ = convert(T,6 + sqrt(2))
d = convert(T,1/(2+sqrt(2)))
Rosenbrock32ConstantCache(c₃₂,d,tf,uf)
function Rosenbrock32ConstantCache(T::Type,tf,uf,J,W,linsolve)
tab = Rosenbrock32Tableau(T)
Rosenbrock32ConstantCache(tab.c₃₂,tab.d,tf,uf,J,W,linsolve)
end

function alg_cache(alg::Rosenbrock32,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{false}})
tf = DiffEqDiffTools.TimeDerivativeWrapper(f,u,p)
uf = DiffEqDiffTools.UDerivativeWrapper(f,t,p)
Rosenbrock32ConstantCache(real(uBottomEltypeNoUnits),tf,uf)
J,W = oop_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
linsolve = alg.linsolve(Val{:init},uf,u)
Rosenbrock32ConstantCache(real(uBottomEltypeNoUnits),tf,uf,J,W,linsolve)
end

################################################################################

### 3rd order specialized Rosenbrocks

struct Rosenbrock33ConstantCache{TF,UF,Tab} <: OrdinaryDiffEqConstantCache
struct Rosenbrock33ConstantCache{TF,UF,Tab,JType,WType,F} <: OrdinaryDiffEqConstantCache
tf::TF
uf::UF
tab::Tab
J::JType
W::WType
linsolve::F
end

@cache mutable struct Rosenbrock33Cache{uType,rateType,uNoUnitsType,JType,WType,TabType,TFType,UFType,F,JCType,GCType} <: RosenbrockMutableCache
Expand Down Expand Up @@ -209,16 +202,7 @@ function alg_cache(alg::ROS3P,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUni
fsalfirst = zero(rate_prototype)
fsallast = zero(rate_prototype)
dT = zero(rate_prototype)
if ArrayInterface.isstructured(f.jac_prototype) || f.jac_prototype isa SparseMatrixCSC
J = similar(f.jac_prototype)
W = similar(J)
elseif DiffEqBase.has_jac(f) && !DiffEqBase.has_Wfact(f) && f.jac_prototype !== nothing
W = WOperator(f, dt, true)
J = nothing # is J = W.J better?
else
J = false .* vec(rate_prototype) .* vec(rate_prototype)' # uEltype?
W = similar(J)
end
J,W = iip_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
tmp = zero(rate_prototype)
atmp = similar(u, uEltypeNoUnits)
tab = ROS3PConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits))
Expand All @@ -236,7 +220,9 @@ end
function alg_cache(alg::ROS3P,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{false}})
tf = DiffEqDiffTools.TimeDerivativeWrapper(f,u,p)
uf = DiffEqDiffTools.UDerivativeWrapper(f,t,p)
Rosenbrock33ConstantCache(tf,uf,ROS3PConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)))
J,W = oop_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
linsolve = alg.linsolve(Val{:init},uf,u)
Rosenbrock33ConstantCache(tf,uf,ROS3PConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)),J,W,linsolve)
end

@cache mutable struct Rosenbrock34Cache{uType,rateType,uNoUnitsType,JType,WType,TabType,TFType,UFType,F,JCType,GCType} <: RosenbrockMutableCache
Expand Down Expand Up @@ -276,16 +262,7 @@ function alg_cache(alg::Rodas3,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUn
fsalfirst = zero(rate_prototype)
fsallast = zero(rate_prototype)
dT = zero(rate_prototype)
if ArrayInterface.isstructured(f.jac_prototype) || f.jac_prototype isa SparseMatrixCSC
J = similar(f.jac_prototype)
W = similar(J)
elseif DiffEqBase.has_jac(f) && !DiffEqBase.has_Wfact(f) && f.jac_prototype !== nothing
W = WOperator(f, dt, true)
J = nothing # is J = W.J better?
else
J = false .* vec(rate_prototype) .* vec(rate_prototype)' # uEltype?
W = similar(J)
end
J,W = iip_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
tmp = zero(rate_prototype)
atmp = similar(u, uEltypeNoUnits)
tab = Rodas3ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits))
Expand All @@ -301,16 +278,21 @@ function alg_cache(alg::Rodas3,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUn
linsolve,jac_config,grad_config)
end

struct Rosenbrock34ConstantCache{TF,UF,Tab} <: OrdinaryDiffEqConstantCache
struct Rosenbrock34ConstantCache{TF,UF,Tab,JType,WType,F} <: OrdinaryDiffEqConstantCache
tf::TF
uf::UF
tab::Tab
J::JType
W::WType
linsolve::F
end

function alg_cache(alg::Rodas3,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{false}})
tf = DiffEqDiffTools.TimeDerivativeWrapper(f,u,p)
uf = DiffEqDiffTools.UDerivativeWrapper(f,t,p)
Rosenbrock34ConstantCache(tf,uf,Rodas3ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)))
J,W = oop_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
linsolve = alg.linsolve(Val{:init},uf,u)
Rosenbrock34ConstantCache(tf,uf,Rodas3ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)),J,W,linsolve)
end

################################################################################
Expand All @@ -330,10 +312,13 @@ jac_cache(c::Rosenbrock4Cache) = (c.J,c.W)

### Rodas methods

struct Rodas4ConstantCache{TF,UF,Tab} <: OrdinaryDiffEqConstantCache
struct Rodas4ConstantCache{TF,UF,Tab,JType,WType,F} <: OrdinaryDiffEqConstantCache
tf::TF
uf::UF
tab::Tab
J::JType
W::WType
linsolve::F
end

@cache mutable struct Rodas4Cache{uType,rateType,uNoUnitsType,JType,WType,TabType,TFType,UFType,F,JCType,GCType} <: RosenbrockMutableCache
Expand Down Expand Up @@ -381,16 +366,7 @@ function alg_cache(alg::Rodas4,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUn
fsalfirst = zero(rate_prototype)
fsallast = zero(rate_prototype)
dT = zero(rate_prototype)
if ArrayInterface.isstructured(f.jac_prototype) || f.jac_prototype isa SparseMatrixCSC
J = similar(f.jac_prototype)
W = similar(J)
elseif DiffEqBase.has_jac(f) && !DiffEqBase.has_Wfact(f) && f.jac_prototype !== nothing
W = WOperator(f, dt, true)
J = nothing # is J = W.J better?
else
J = false .* vec(rate_prototype) .* vec(rate_prototype)' # uEltype?
W = similar(J)
end
J,W = iip_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
tmp = zero(rate_prototype)
atmp = similar(u, uEltypeNoUnits)
tab = Rodas4ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits))
Expand All @@ -410,7 +386,9 @@ end
function alg_cache(alg::Rodas4,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{false}})
tf = DiffEqDiffTools.TimeDerivativeWrapper(f,u,p)
uf = DiffEqDiffTools.UDerivativeWrapper(f,t,p)
Rodas4ConstantCache(tf,uf,Rodas4ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)))
J,W = oop_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
linsolve = alg.linsolve(Val{:init},uf,u)
Rodas4ConstantCache(tf,uf,Rodas4ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)),J,W,linsolve)
end

function alg_cache(alg::Rodas42,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{true}})
Expand All @@ -428,16 +406,7 @@ function alg_cache(alg::Rodas42,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoU
fsalfirst = zero(rate_prototype)
fsallast = zero(rate_prototype)
dT = zero(rate_prototype)
if ArrayInterface.isstructured(f.jac_prototype) || f.jac_prototype isa SparseMatrixCSC
J = similar(f.jac_prototype)
W = similar(J)
elseif DiffEqBase.has_jac(f) && !DiffEqBase.has_Wfact(f) && f.jac_prototype !== nothing
W = WOperator(f, dt, true)
J = nothing # is J = W.J better?
else
J = false .* vec(rate_prototype) .* vec(rate_prototype)' # uEltype?
W = similar(J)
end
J,W = iip_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
tmp = zero(rate_prototype)
atmp = similar(u, uEltypeNoUnits)
tab = Rodas42ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits))
Expand All @@ -457,7 +426,9 @@ end
function alg_cache(alg::Rodas42,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{false}})
tf = DiffEqDiffTools.TimeDerivativeWrapper(f,u,p)
uf = DiffEqDiffTools.UDerivativeWrapper(f,t,p)
Rodas4ConstantCache(tf,uf,Rodas42ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)))
J,W = oop_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
linsolve = alg.linsolve(Val{:init},uf,u)
Rodas4ConstantCache(tf,uf,Rodas42ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)),J,W,linsolve)
end

function alg_cache(alg::Rodas4P,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{true}})
Expand All @@ -475,16 +446,7 @@ function alg_cache(alg::Rodas4P,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoU
fsalfirst = zero(rate_prototype)
fsallast = zero(rate_prototype)
dT = zero(rate_prototype)
if ArrayInterface.isstructured(f.jac_prototype) || f.jac_prototype isa SparseMatrixCSC
J = similar(f.jac_prototype)
W = similar(J)
elseif DiffEqBase.has_jac(f) && !DiffEqBase.has_Wfact(f) && f.jac_prototype !== nothing
W = WOperator(f, dt, true)
J = nothing # is J = W.J better?
else
J = false .* vec(rate_prototype) .* vec(rate_prototype)' # uEltype?
W = similar(J)
end
J,W = iip_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
tmp = zero(rate_prototype)
atmp = similar(u, uEltypeNoUnits)
tab = Rodas4PConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits))
Expand All @@ -504,17 +466,22 @@ end
function alg_cache(alg::Rodas4P,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{false}})
tf = DiffEqDiffTools.TimeDerivativeWrapper(f,u,p)
uf = DiffEqDiffTools.UDerivativeWrapper(f,t,p)
Rodas4ConstantCache(tf,uf,Rodas4PConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)))
J,W = oop_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
linsolve = alg.linsolve(Val{:init},uf,u)
Rodas4ConstantCache(tf,uf,Rodas4PConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)),J,W,linsolve)
end

################################################################################

### Rosenbrock5

struct Rosenbrock5ConstantCache{TF,UF,Tab} <: OrdinaryDiffEqConstantCache
struct Rosenbrock5ConstantCache{TF,UF,Tab,JType,WType,F} <: OrdinaryDiffEqConstantCache
tf::TF
uf::UF
tab::Tab
J::JType
W::WType
linsolve::F
end

@cache mutable struct Rosenbrock5Cache{uType,rateType,uNoUnitsType,JType,WType,TabType,TFType,UFType,F,JCType,GCType} <: RosenbrockMutableCache
Expand Down Expand Up @@ -566,16 +533,7 @@ function alg_cache(alg::Rodas5,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUn
fsalfirst = zero(rate_prototype)
fsallast = zero(rate_prototype)
dT = zero(rate_prototype)
if ArrayInterface.isstructured(f.jac_prototype) || f.jac_prototype isa SparseMatrixCSC
J = similar(f.jac_prototype)
W = similar(J)
elseif DiffEqBase.has_jac(f) && !DiffEqBase.has_Wfact(f) && f.jac_prototype !== nothing
W = WOperator(f, dt, true)
J = nothing # is J = W.J better?
else
J = false .* vec(rate_prototype) .* vec(rate_prototype)' # uEltype?
W = similar(J)
end
J,W = iip_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
tmp = zero(rate_prototype)
atmp = similar(u, uEltypeNoUnits)
tab = Rodas5ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits))
Expand All @@ -595,7 +553,9 @@ end
function alg_cache(alg::Rodas5,u,rate_prototype,uEltypeNoUnits,uBottomEltypeNoUnits,tTypeNoUnits,uprev,uprev2,f,t,dt,reltol,p,calck,::Type{Val{false}})
tf = DiffEqDiffTools.TimeDerivativeWrapper(f,u,p)
uf = DiffEqDiffTools.UDerivativeWrapper(f,t,p)
Rosenbrock5ConstantCache(tf,uf,Rodas5ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)))
J,W = oop_generate_W(alg,u,uprev,p,t,dt,f,uEltypeNoUnits)
linsolve = alg.linsolve(Val{:init},uf,u)
Rosenbrock5ConstantCache(tf,uf,Rodas5ConstantCache(constvalue(uBottomEltypeNoUnits),constvalue(tTypeNoUnits)),J,W,linsolve)
end

################################################################################
Expand Down
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