(test) AD Tests

Author: kanav99

Project.toml

@@ -15,6 +15,7 @@ UnPack = "3a884ed6-31ef-47d7-9d2a-63182c4928ed"
 [extras]
 BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 
 [targets]
-test = ["BenchmarkTools", "Test"]
+test = ["BenchmarkTools", "Test", "ForwardDiff"]

src/solve.jl

@@ -2,8 +2,8 @@ function DiffEqBase.solve(prob::NonlinearProblem,
                           alg::AbstractNonlinearSolveAlgorithm, args...;
                           kwargs...)
   solver = DiffEqBase.init(prob, alg, args...; kwargs...)
-  solve!(solver)
-  return solver.sol
+  sol = solve!(solver)
+  return sol
 end
 
 function DiffEqBase.init(prob::NonlinearProblem{uType, iip}, alg::AbstractBracketingAlgorithm, args...;

test/runtests.jl

@@ -35,3 +35,36 @@ sol = benchmark_scalar(sf, su0)
 @test (@ballocated benchmark_immutable($f, $u0)) == 0
 @test (@ballocated benchmark_mutable($f, $u0)) < 200
 @test (@ballocated benchmark_scalar($sf, $su0)) == 0
+
+# AD Tests
+using ForwardDiff
+
+# Immutable
+f, u0 = (u, p) -> u .* u .- p, @SVector[1.0, 1.0]
+
+g = function (p)
+    probN = NonlinearProblem{false}(f, u0, p)
+    sol = solve(probN, NewtonRaphson(), immutable = true, tol = 1e-9)
+    return sol.u[end]
+end
+
+for p in 1.0:0.1:100.0
+    @test g(p) ≈ sqrt(p)
+    @test ForwardDiff.derivative(g, p) ≈ 1/(2*sqrt(p))
+end
+
+# Scalar
+f, u0 = (u, p) -> u * u - p, 1.0
+
+g = function (p)
+    probN = NonlinearProblem{false}(f, u0, p)
+    sol = solve(probN, NewtonRaphson())
+    return sol.u
+end
+
+@test_broken ForwardDiff.derivative(g, 1.0) ≈ 0.5
+
+for p in 1.1:0.1:100.0
+    @test g(p) ≈ sqrt(p)
+    @test ForwardDiff.derivative(g, p) ≈ 1/(2*sqrt(p))
+end