Merge pull request #114 from TorkelE/master

Work precision diagram for nonlinearproblem

Author: ChrisRackauckas

Project.toml

@@ -30,6 +30,7 @@ julia = "1.6"
 [extras]
 DelayDiffEq = "bcd4f6db-9728-5f36-b5f7-82caef46ccdb"
 DDEProblemLibrary = "f42792ee-6ffc-4e2a-ae83-8ee2f22de800"
+NonlinearSolve = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
 ODEProblemLibrary = "fdc4e326-1af4-4b90-96e7-779fcce2daa5"
 OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
 ParameterizedFunctions = "65888b18-ceab-5e60-b2b9-181511a3b968"
@@ -41,4 +42,4 @@ Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["DelayDiffEq", "DDEProblemLibrary", "ODEProblemLibrary", "SDEProblemLibrary", "OrdinaryDiffEq", "ParameterizedFunctions", "Random", "StochasticDiffEq", "StochasticDelayDiffEq", "Plots", "Test"]
+test = ["DelayDiffEq", "DDEProblemLibrary", "NonlinearSolve", "ODEProblemLibrary", "SDEProblemLibrary", "OrdinaryDiffEq", "ParameterizedFunctions", "Random", "StochasticDiffEq", "StochasticDelayDiffEq", "Plots", "Test"]

src/benchmark.jl

@@ -273,6 +273,56 @@ function WorkPrecision(prob, alg, abstols, reltols, dts = nothing;
     return WorkPrecision(prob, abstols, reltols, errors, times, name, N)
 end
 
+# Work precision information for a nonlinear problem.
+function WorkPrecision(prob::NonlinearProblem, alg, abstols, reltols, dts = nothing; name = nothing, appxsol = nothing, error_estimate = :l2, numruns = 20, seconds = 2, kwargs...)
+    isnothing(appxsol) && error("Must provide the real value as the \"appxsol\" kwarg.")
+
+    N = length(abstols)
+    errors = Vector{Float64}(undef, N)
+    times = Vector{Float64}(undef, N)
+    if name === nothing
+        name = "WP-Alg"
+    end
+
+    if haskey(kwargs, :prob_choice)
+        _prob = prob[kwargs[:prob_choice]]
+    elseif prob isa AbstractArray
+        _prob = prob[1]
+    else
+        _prob = prob
+    end
+
+    let _prob = _prob
+        for i in 1:N
+            sol = solve(_prob, alg; kwargs..., abstol = abstols[i], reltol = reltols[i])
+
+            if error_estimate == :l2
+                errors[i] = sqrt(sum(abs2, sol .- appxsol))
+            else
+                error("Unsupported norm used: $(error_estimate).")
+            end
+
+            benchmark_f = let dts = dts, _prob = _prob, alg = alg, sol = sol,
+                abstols = abstols, reltols = reltols, kwargs = kwargs
+
+                () -> @elapsed solve(_prob, alg;
+                                            abstol = abstols[i],
+                                            reltol = reltols[i],
+                                            kwargs...)
+            end
+            benchmark_f() # pre-compile
+
+            b_t = benchmark_f()
+            if b_t > seconds
+                times[i] = b_t
+            else
+                times[i] = mapreduce(i -> benchmark_f(), min, 2:numruns; init = b_t)
+            end
+        end
+    end
+    return WorkPrecision(prob, abstols, reltols, errors, times, name, N)
+end
+
 function WorkPrecisionSet(prob,
                           abstols, reltols, setups;
                           print_names = false, names = nothing, appxsol = nothing,

test/nonlinearsolve_wpdiagram_tests.jl

@@ -0,0 +1,24 @@
+# Fetch pakages.
+using NonlinearSolve, DiffEqDevTools, Plots
+
+# Prepares NonlinearProblem.
+let
+    f(u, p) = u .* u .- p
+    u0 = [1.0, 1.0]
+    p = 2.0
+    static_prob = NonlinearProblem(f, u0, p)
+    real_sol = solve(static_prob, NewtonRaphson(), reltol = 1e-15, abstol = 1e-15)
+
+    # Sets WP input.
+    abstols = 1.0 ./ 10.0 .^ (8:12)
+    reltols = 1.0 ./ 10.0 .^ (8:12)
+    setups = [Dict(:alg=>NewtonRaphson())
+            Dict(:alg=>TrustRegion())]
+    solnames = ["NewtonRaphson";"TrustRegion"]
+
+    # Makes WP-diagram
+    wp = WorkPrecisionSet(static_prob, abstols, reltols, setups; names=solnames, numruns=100, appxsol=real_sol, error_estimate=:l2) 
+
+    # Checks that all errors are small (they definitely should be).
+    all(vcat(getfield.(wp.wps, :errors)...) .< 10e-9)
+end

test/runtests.jl

@@ -9,3 +9,4 @@ using Test
 @time @testset "Analyticless Stochastic WP" begin include("analyticless_stochastic_wp.jl") end
 @time @testset "Stability Region Tests" begin include("stability_region_test.jl") end
 @time @testset "Plot Recipes" begin include("plotrecipes_tests.jl") end
+@time @testset "Plot Recipes (Nonlinearsolve WP-diagrams)" begin include("nonlinearsolve_wpdiagram_tests.jl") end