Merge pull request #333 from ErikQQY/qqy/siam_ext

Add SIAMFANLEquations wrapper

Author: ChrisRackauckas

Project.toml

@@ -36,6 +36,7 @@ FixedPointAcceleration = "817d07cb-a79a-5c30-9a31-890123675176"
 LeastSquaresOptim = "0fc2ff8b-aaa3-5acd-a817-1944a5e08891"
 MINPACK = "4854310b-de5a-5eb6-a2a5-c1dee2bd17f9"
 NLsolve = "2774e3e8-f4cf-5e23-947b-6d7e65073b56"
+SIAMFANLEquations = "084e46ad-d928-497d-ad5e-07fa361a48c4"
 SpeedMapping = "f1835b91-879b-4a3f-a438-e4baacf14412"
 Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
@@ -47,6 +48,7 @@ NonlinearSolveFixedPointAccelerationExt = "FixedPointAcceleration"
 NonlinearSolveLeastSquaresOptimExt = "LeastSquaresOptim"
 NonlinearSolveMINPACKExt = "MINPACK"
 NonlinearSolveNLsolveExt = "NLsolve"
+NonlinearSolveSIAMFANLEquationsExt = "SIAMFANLEquations"
 NonlinearSolveSpeedMappingExt = "SpeedMapping"
 NonlinearSolveSymbolicsExt = "Symbolics"
 NonlinearSolveZygoteExt = "Zygote"
@@ -55,8 +57,8 @@ NonlinearSolveZygoteExt = "Zygote"
 ADTypes = "0.2.5"
 Aqua = "0.8"
 ArrayInterface = "7.7"
-BandedMatrices = "1.3"
-BenchmarkTools = "1"
+BandedMatrices = "1.4"
+BenchmarkTools = "1.4"
 ConcreteStructs = "0.2"
 DiffEqBase = "6.144"
 EnumX = "1"
@@ -86,6 +88,7 @@ Reexport = "1.2"
 SafeTestsets = "0.1"
 SciMLBase = "2.11"
 SciMLOperators = "0.3.7"
+SIAMFANLEquations = "1.0.1"
 SimpleNonlinearSolve = "1.0.2"
 SparseArrays = "1.9"
 SparseDiffTools = "2.14"
@@ -118,6 +121,7 @@ OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
+SIAMFANLEquations = "084e46ad-d928-497d-ad5e-07fa361a48c4"
 SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
 SpeedMapping = "f1835b91-879b-4a3f-a438-e4baacf14412"
 StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
@@ -127,4 +131,4 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [targets]
-test = ["Aqua", "Enzyme", "BenchmarkTools", "SafeTestsets", "Pkg", "Test", "ForwardDiff", "StaticArrays", "Symbolics", "LinearSolve", "Random", "LinearAlgebra", "Zygote", "SparseDiffTools", "NonlinearProblemLibrary", "LeastSquaresOptim", "FastLevenbergMarquardt", "NaNMath", "BandedMatrices", "DiffEqBase", "StableRNGs", "MINPACK", "NLsolve", "OrdinaryDiffEq", "SpeedMapping", "FixedPointAcceleration"]
+test = ["Aqua", "Enzyme", "BenchmarkTools", "SafeTestsets", "Pkg", "Test", "ForwardDiff", "StaticArrays", "Symbolics", "LinearSolve", "Random", "LinearAlgebra", "Zygote", "SparseDiffTools", "NonlinearProblemLibrary", "LeastSquaresOptim", "FastLevenbergMarquardt", "NaNMath", "BandedMatrices", "DiffEqBase", "StableRNGs", "MINPACK", "NLsolve", "OrdinaryDiffEq", "SpeedMapping", "FixedPointAcceleration", "SIAMFANLEquations"]

docs/pages.jl

@@ -31,6 +31,7 @@ pages = ["index.md",
         "api/leastsquaresoptim.md",
         "api/fastlevenbergmarquardt.md",
         "api/speedmapping.md",
-        "api/fixedpointacceleration.md"],
+        "api/fixedpointacceleration.md",
+        "api/siamfanlequations.md"],
     "Release Notes" => "release_notes.md",
 ]

docs/src/api/fastlevenbergmarquardt.md

@@ -1,6 +1,6 @@
 # FastLevenbergMarquardt.jl
 
-This is a extension for importing solvers from FastLevenbergMarquardt.jl into the SciML
+This is an extension for importing solvers from FastLevenbergMarquardt.jl into the SciML
 interface. Note that these solvers do not come by default, and thus one needs to install
 the package before using these solvers:
 

docs/src/api/leastsquaresoptim.md

@@ -1,6 +1,6 @@
 # LeastSquaresOptim.jl
 
-This is a extension for importing solvers from LeastSquaresOptim.jl into the SciML
+This is an extension for importing solvers from LeastSquaresOptim.jl into the SciML
 interface. Note that these solvers do not come by default, and thus one needs to install
 the package before using these solvers:
 

docs/src/api/siamfanlequations.md

@@ -0,0 +1,17 @@
+# SIAMFANLEquations.jl
+
+This is an extension for importing solvers from [SIAMFANLEquations.jl](https://github.com/ctkelley/SIAMFANLEquations.jl) into the SciML
+interface. Note that these solvers do not come by default, and thus one needs to install
+the package before using these solvers:
+
+```julia
+using Pkg
+Pkg.add("SIAMFANLEquations")
+using SIAMFANLEquations, NonlinearSolve
+```
+
+## Solver API
+
+```@docs
+SIAMFANLEquationsJL
+```

ext/NonlinearSolveSIAMFANLEquationsExt.jl

@@ -0,0 +1,137 @@
+module NonlinearSolveSIAMFANLEquationsExt
+
+using NonlinearSolve, SciMLBase
+using SIAMFANLEquations
+import ConcreteStructs: @concrete
+import UnPack: @unpack
+
+function SciMLBase.__solve(prob::NonlinearProblem, alg::SIAMFANLEquationsJL, args...; abstol = nothing,
+        reltol = nothing, alias_u0::Bool = false, maxiters = 1000, termination_condition = nothing, kwargs...)
+    @assert (termination_condition === nothing) || (termination_condition isa AbsNormTerminationMode) "SIAMFANLEquationsJL does not support termination conditions!"
+
+    @unpack method, show_trace, delta, linsolve = alg
+
+    iip = SciMLBase.isinplace(prob)
+    T = eltype(prob.u0)
+
+    atol = abstol === nothing ? real(oneunit(T)) * (eps(real(one(T))))^(4 // 5) : abstol
+    rtol = reltol === nothing ? real(oneunit(T)) * (eps(real(one(T))))^(4 // 5) : reltol
+
+    if prob.u0 isa Number
+        f! = if iip
+            function (u)
+                du = similar(u)
+                prob.f(du, u, prob.p)
+                return du
+            end
+        else
+            u -> prob.f(u, prob.p)
+        end
+
+        if method == :newton
+            sol = nsolsc(f!, prob.u0; maxit = maxiters, atol = atol, rtol = rtol, printerr = show_trace)
+        elseif method == :pseudotransient
+            sol = ptcsolsc(f!, prob.u0; delta0 = delta, maxit = maxiters, atol = atol, rtol=rtol, printerr = show_trace)
+        elseif method == :secant
+            sol = secant(f!, prob.u0; maxit = maxiters, atol = atol, rtol = rtol, printerr = show_trace)
+        end
+
+        if sol.errcode == 0
+            retcode = ReturnCode.Success
+        elseif sol.errcode == 10
+            retcode = ReturnCode.MaxIters
+        elseif sol.errcode == 1
+            retcode = ReturnCode.Failure
+        elseif sol.errcode == -1
+            retcode = ReturnCode.Default
+        end
+        stats = method == :pseudotransient ? nothing : (SciMLBase.NLStats(sum(sol.stats.ifun), sum(sol.stats.ijac), 0, 0, sum(sol.stats.iarm)))
+        return SciMLBase.build_solution(prob, alg, sol.solution, sol.history; retcode, stats, original = sol)
+    else
+        u = NonlinearSolve.__maybe_unaliased(prob.u0, alias_u0)
+    end
+
+    if iip
+        f! = function (du, u)
+            prob.f(du, u, prob.p)
+            return du
+        end
+    else
+        f! = function (du, u)
+            du .= prob.f(u, prob.p)
+            return du
+        end
+    end
+
+    # Allocate ahead for function
+    N = length(u)
+    FS = zeros(T, N)
+
+    # Jacobian free Newton Krylov
+    if linsolve !== nothing
+        # Allocate ahead for Krylov basis
+        JVS = linsolve == :gmres ? zeros(T, N, 3) : zeros(T, N)
+        # `linsolve` as a Symbol to keep unified interface with other EXTs, SIAMFANLEquations directly use String to choose between different linear solvers
+        linsolve_alg = String(linsolve)
+
+        if method == :newton
+            sol = nsoli(f!, u, FS, JVS; lsolver = linsolve_alg, maxit = maxiters, atol = atol, rtol = rtol, printerr = show_trace)
+        elseif method == :pseudotransient
+            sol = ptcsoli(f!, u, FS, JVS; lsolver = linsolve_alg, maxit = maxiters, atol = atol, rtol = rtol, printerr = show_trace)
+        end
+        
+        if sol.errcode == 0
+            retcode = ReturnCode.Success
+        elseif sol.errcode == 10
+            retcode = ReturnCode.MaxIters
+        elseif sol.errcode == 1
+            retcode = ReturnCode.Failure
+        elseif sol.errcode == -1
+            retcode = ReturnCode.Default
+        end
+        stats = method == :pseudotransient ? nothing : (SciMLBase.NLStats(sum(sol.stats.ifun), sum(sol.stats.ijac), 0, 0, sum(sol.stats.iarm)))
+        return SciMLBase.build_solution(prob, alg, sol.solution, sol.history; retcode, stats, original = sol)
+    end
+
+    # Allocate ahead for Jacobian
+    FPS = zeros(T, N, N)
+    if prob.f.jac === nothing
+        # Use the built-in Jacobian machinery
+        if method == :newton
+            sol = nsol(f!, u, FS, FPS;
+                        sham=1, atol = atol, rtol = rtol, maxit = maxiters,
+                        printerr = show_trace)
+        elseif method == :pseudotransient
+            sol = ptcsol(f!, u, FS, FPS;
+                        atol = atol, rtol = rtol, maxit = maxiters,
+                        delta0 = delta, printerr = show_trace)
+        end
+    else
+        AJ!(J, u, x) = prob.f.jac(J, x, prob.p)
+        if method == :newton
+            sol = nsol(f!, u, FS, FPS, AJ!;
+                        sham=1, atol = atol, rtol = rtol, maxit = maxiters,
+                        printerr = show_trace)
+        elseif method == :pseudotransient
+            sol = ptcsol(f!, u, FS, FPS, AJ!;
+                        atol = atol, rtol = rtol, maxit = maxiters,
+                        delta0 = delta, printerr = show_trace)
+        end
+    end
+
+    if sol.errcode == 0
+        retcode = ReturnCode.Success
+    elseif sol.errcode == 10
+        retcode = ReturnCode.MaxIters
+    elseif sol.errcode == 1
+        retcode = ReturnCode.Failure
+    elseif sol.errcode == -1
+        retcode = ReturnCode.Default
+    end
+
+    # pseudo transient continuation has a fixed cost per iteration, iteration statistics are not interesting here.
+    stats = method == :pseudotransient ? nothing : (SciMLBase.NLStats(sum(sol.stats.ifun), sum(sol.stats.ijac), 0, 0, sum(sol.stats.iarm)))
+    return SciMLBase.build_solution(prob, alg, sol.solution, sol.history; retcode, stats, original = sol)
+end
+
+end

src/NonlinearSolve.jl

@@ -237,7 +237,7 @@ export RadiusUpdateSchemes
 export NewtonRaphson, TrustRegion, LevenbergMarquardt, DFSane, GaussNewton, PseudoTransient,
     Broyden, Klement, LimitedMemoryBroyden
 export LeastSquaresOptimJL,
-    FastLevenbergMarquardtJL, CMINPACK, NLsolveJL, FixedPointAccelerationJL, SpeedMappingJL
+    FastLevenbergMarquardtJL, CMINPACK, NLsolveJL, FixedPointAccelerationJL, SpeedMappingJL, SIAMFANLEquationsJL
 export NonlinearSolvePolyAlgorithm,
     RobustMultiNewton, FastShortcutNonlinearPolyalg, FastShortcutNLLSPolyalg
 

src/extension_algs.jl

@@ -208,6 +208,7 @@ function NLsolveJL(; method = :trust_region, autodiff = :central, store_trace =
 end
 
 """
+
     SpeedMappingJL(; σ_min = 0.0, stabilize::Bool = false, check_obj::Bool = false,
         orders::Vector{Int} = [3, 3, 2], time_limit::Real = 1000)
 
@@ -322,3 +323,34 @@ function FixedPointAccelerationJL(; algorithm = :Anderson, m = missing,
     return FixedPointAccelerationJL(algorithm, extrapolation_period, replace_invalids,
         dampening, m, condition_number_threshold)
 end
+
+"""
+
+    SIAMFANLEquationsJL(; method = :newton, autodiff = :central, show_trace = false, delta = 1e-3, linsolve = nothing)
+
+### Keyword Arguments
+
+  - `method`: the choice of method for solving the nonlinear system.
+  - `show_trace`: whether to show the trace.
+  - `delta`: initial pseudo time step, default is 1e-3.
+  - `linsolve` : JFNK linear solvers, choices are `gmres` and `bicgstab`.
+
+### Submethod Choice
+
+  - `:newton`: Classical Newton method.
+  - `:pseudotransient`: Pseudo transient method.
+  - `:secant`: Secant method for scalar equations.
+"""
+@concrete struct SIAMFANLEquationsJL <: AbstractNonlinearAlgorithm
+    method::Symbol
+    show_trace::Bool
+    delta
+    linsolve::Union{Symbol, Nothing}
+end
+
+function SIAMFANLEquationsJL(; method = :newton, show_trace = false, delta = 1e-3, linsolve = nothing)
+    if Base.get_extension(@__MODULE__, :NonlinearSolveSIAMFANLEquationsExt) === nothing
+        error("SIAMFANLEquationsJL requires SIAMFANLEquations.jl to be loaded")
+    end
+  return SIAMFANLEquationsJL(method, show_trace, delta, linsolve)
+end

test/runtests.jl

@@ -24,6 +24,7 @@ end
     if GROUP == "All" || GROUP == "Wrappers"
         @time @safetestset "MINPACK" include("minpack.jl")
         @time @safetestset "NLsolve" include("nlsolve.jl")
+        @time @safetestset "SIAMFANLEquations" include("siamfanlequations.jl")
         @time @safetestset "SpeedMapping" include("speedmapping.jl")
         @time @safetestset "FixedPointAcceleration" include("fixed_point_acceleration.jl")
     end