Add GTPSA integration tests

Author: mattsignorelli

test/downstream/Project.toml

@@ -5,6 +5,7 @@ DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
 DiffEqCallbacks = "459566f4-90b8-5000-8ac3-15dfb0a30def"
 Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+GTPSA = "b27dd330-f138-47c5-815b-40db9dd9b6e8"
 Measurements = "eff96d63-e80a-5855-80a2-b1b0885c5ab7"
 ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
 MultiScaleArrays = "f9640e96-87f6-5992-9c3b-0743c6a49ffa"

test/downstream/gtpsa.jl

@@ -0,0 +1,39 @@
+using OrdinaryDiffEq, ForwardDiff, GTPSA, Test
+
+f!(du, u, p, t) = du .= p .* u
+
+# Initial variables and parameters
+x = [1.0, 2.0, 3.0]
+p = [4.0, 5.0, 6.0]
+
+prob = ODEProblem(f!, x, (0.0, 1.0), p)
+sol = solve(prob, Tsit5(), reltol=1e-16, abstol=1e-16)
+
+# Parametric GTPSA map
+desc = Descriptor(3, 2, 3, 2) # 3 variables 3 parameters, both to 2nd order
+dx = vars(desc)
+dp = params(desc)
+prob_GTPSA = ODEProblem(f!, x .+ dx, (0.0, 1.0), p .+ dp)
+sol_GTPSA = solve(prob_GTPSA, Tsit5(), reltol=1e-16, abstol=1e-16)
+
+@test sol.u[end] ≈ scalar.(sol_GTPSA.u[end]) # scalar gets 0th order part
+
+# Compare Jacobian against ForwardDiff
+J_FD = ForwardDiff.jacobian([x..., p...]) do t
+    prob = ODEProblem(f!, t[1:3], (0.0, 1.0), t[4:6])
+    sol = solve(prob, Tsit5(), reltol=1e-16, abstol=1e-16)
+    sol.u[end]
+end
+
+@test J_FD ≈ GTPSA.jacobian(sol_GTPSA.u[end], include_params=true)
+
+# Compare Hessians against ForwardDiff
+for i in 1:3
+    Hi_FD = ForwardDiff.hessian([x..., p...]) do t
+        prob = ODEProblem(f!, t[1:3], (0.0, 1.0), t[4:6])
+        sol = solve(prob, Tsit5(), reltol=1e-16, abstol=1e-16)
+        sol.u[end][i]
+    end
+    @test Hi_FD ≈ GTPSA.hessian(sol_GTPSA.u[end][i], include_params=true)
+end
+

test/runtests.jl

@@ -55,6 +55,7 @@ end
         @time @safetestset "Default linsolve with structure" include("downstream/default_linsolve_structure.jl")
         @time @safetestset "Callback Merging Tests" include("downstream/callback_merging.jl")
         @time @safetestset "LabelledArrays Tests" include("downstream/labelledarrays.jl")
+        @time @safetestset "GTPSA Tests" include("downstream/gtpsa.jl")
     end
 
     if !is_APPVEYOR && GROUP == "Downstream2"