Add SciML integration tests (#2593)

* Add SciML integration tests

* add compats

* Update test/integration/SciML/Project.toml

* Update runtests.jl

* enzyme fails in a testset

* move a bit

Author: ChrisRackauckas

.github/workflows/Integration.yml

@@ -50,6 +50,7 @@ jobs:
           - Distributions
           - DynamicExpressions
           - Lux
+          - SciML
     steps:
       - uses: actions/checkout@v5
       - uses: julia-actions/setup-julia@v2

test/integration/SciML/Project.toml

@@ -0,0 +1,27 @@
+[deps]
+DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
+Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
+EnzymeCore = "f151be2c-9106-41f4-ab19-57ee4f262869"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
+OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
+OrdinaryDiffEqTsit5 = "b1df2697-797e-41e3-8120-5422d3b24e4a"
+SciMLSensitivity = "1ed8b502-d754-442c-8d5d-10ac956f44a1"
+StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
+
+[sources]
+Enzyme = {path = "../../.."}
+EnzymeCore = {path = "../../../lib/EnzymeCore"}
+
+[compat]
+DiffEqBase = "6.190"
+ForwardDiff = "0.10.36, 1"
+LinearSolve = "3.12"
+OrdinaryDiffEq = "6.89"
+OrdinaryDiffEqTsit5 = "1.1"
+SciMLSensitivity = "7.69"
+StaticArrays = "1.9"
+Zygote = "0.7.10"

test/integration/SciML/runtests.jl

@@ -0,0 +1,100 @@
+using Enzyme, OrdinaryDiffEqTsit5, StaticArrays, DiffEqBase, ForwardDiff, Test
+using OrdinaryDiffEq, SciMLSensitivity, Zygote
+using LinearSolve, LinearAlgebra
+
+@testset "Direct Differentiation of Explicit ODE Solve" begin
+    function lorenz!(du, u, p, t)
+        du[1] = 10.0(u[2] - u[1])
+        du[2] = u[1] * (28.0 - u[3]) - u[2]
+        du[3] = u[1] * u[2] - (8 / 3) * u[3]
+    end
+
+    _saveat =  SA[0.0,0.25,0.5,0.75,1.0,1.25,1.5,1.75,2.0,2.25,2.5,2.75,3.0]
+
+    function f_dt(y::Array{Float64}, u0::Array{Float64})
+        tspan = (0.0, 3.0)
+        prob = ODEProblem{true, SciMLBase.FullSpecialize}(lorenz!, u0, tspan)
+        sol = DiffEqBase.solve(prob, Tsit5(), saveat = _saveat, sensealg = DiffEqBase.SensitivityADPassThrough(), abstol=1e-12, reltol=1e-12)
+        y .= sol[1,:]
+        return nothing
+    end;
+
+    function f_dt(u0)
+        tspan = (0.0, 3.0)
+        prob = ODEProblem{true, SciMLBase.FullSpecialize}(lorenz!, u0, tspan)
+        sol = DiffEqBase.solve(prob, Tsit5(), saveat = _saveat, sensealg = DiffEqBase.SensitivityADPassThrough(), abstol=1e-12, reltol=1e-12)
+        sol[1,:]
+    end;
+
+    u0 = [1.0; 0.0; 0.0]
+    fdj = ForwardDiff.jacobian(f_dt, u0)
+
+    ezj = stack(map(1:3) do i
+        d_u0 = zeros(3)
+        dy = zeros(13)
+        y  = zeros(13)
+        d_u0[i] = 1.0
+        Enzyme.autodiff(Forward, f_dt,  Duplicated(y, dy), Duplicated(u0, d_u0));
+        dy
+    end)
+
+    @test ezj ≈ fdj
+
+    function f_dt2(u0)
+        tspan = (0.0, 3.0)
+        prob = ODEProblem{true, SciMLBase.FullSpecialize}(lorenz!, u0, tspan)
+        sol = DiffEqBase.solve(prob, Tsit5(), dt=0.1, saveat = _saveat, sensealg = DiffEqBase.SensitivityADPassThrough(), abstol=1e-12, reltol=1e-12)
+        sum(sol[1,:])
+    end
+
+    fdg = ForwardDiff.gradient(f_dt2, u0)
+    d_u0 = zeros(3)
+    Enzyme.autodiff(Reverse, f_dt2,  Active, Duplicated(u0, d_u0));
+
+    @test d_u0 ≈ fdg
+end
+
+odef(du, u, p, t) = du .= u .* p
+prob = ODEProblem(odef, [2.0], (0.0, 1.0), [3.0])
+struct senseloss0{T}
+    sense::T
+end
+function (f::senseloss0)(u0p)
+    prob = ODEProblem{true}(odef, u0p[1:1], (0.0, 1.0), u0p[2:2])
+    sum(solve(prob, Tsit5(), abstol = 1e-12, reltol = 1e-12, saveat = 0.1))
+end
+
+@testset "SciMLSensitivity Adjoint Interface" begin
+    u0p = [2.0, 3.0]
+    du0p = zeros(2)
+    @test senseloss0(InterpolatingAdjoint())(u0p) isa Number
+    dup = Zygote.gradient(senseloss0(InterpolatingAdjoint()), u0p)[1]
+    Enzyme.autodiff(Reverse, senseloss0(InterpolatingAdjoint()), Active, Duplicated(u0p, du0p))
+    @test du0p ≈ dup
+end
+
+  @testset "LinearSolve Adjoints" begin
+    n = 4
+    A = rand(n, n);
+    dA = zeros(n, n);
+    b1 = rand(n);
+    db1 = zeros(n);
+
+    function f(A, b1; alg = LUFactorization())
+        prob = LinearProblem(A, b1)
+
+        sol1 = solve(prob, alg)
+
+        s1 = sol1.u
+        norm(s1)
+    end
+
+    f(A, b1) # Uses BLAS
+
+    Enzyme.autodiff(Reverse, f, Duplicated(copy(A), dA), Duplicated(copy(b1), db1))
+    dA2 = ForwardDiff.gradient(x -> f(x, eltype(x).(b1)), copy(A))
+    db12 = ForwardDiff.gradient(x -> f(eltype(x).(A), x), copy(b1))
+
+    @test dA ≈ dA2
+    @test db1 ≈ db12
+end