Merge pull request #265 from avik-pal/ap/fixes

Proper handling of complex numbers and failures

Author: ChrisRackauckas

.github/workflows/CI.yml

@@ -10,6 +10,11 @@ on:
       - master
     paths-ignore:
       - 'docs/**'
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
 jobs:
   test:
     runs-on: ubuntu-latest

.github/workflows/Downstream.yml

@@ -4,7 +4,11 @@ on:
     branches: [master]
     tags: [v*]
   pull_request:
-
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
 jobs:
   test:
     name: ${{ matrix.package.repo }}/${{ matrix.package.group }}/${{ matrix.julia-version }}

Project.toml

@@ -40,7 +40,7 @@ ADTypes = "0.2"
 ArrayInterface = "6.0.24, 7"
 BandedMatrices = "1"
 ConcreteStructs = "0.2"
-DiffEqBase = "6.130"
+DiffEqBase = "6.136"
 EnumX = "1"
 Enzyme = "0.11"
 FastBroadcast = "0.1.9, 0.2"
@@ -56,7 +56,7 @@ RecursiveArrayTools = "2"
 Reexport = "0.2, 1"
 SciMLBase = "2.4"
 SimpleNonlinearSolve = "0.1.23"
-SparseDiffTools = "2.6"
+SparseDiffTools = "2.9"
 StaticArraysCore = "1.4"
 UnPack = "1.0"
 Zygote = "0.6"

docs/Project.toml

@@ -2,12 +2,14 @@
 AlgebraicMultigrid = "2169fc97-5a83-5252-b627-83903c6c433c"
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
 BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
+DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 IncompleteLU = "40713840-3770-5561-ab4c-a76e7d0d7895"
 LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
 ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
 NonlinearSolve = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
 NonlinearSolveMINPACK = "c100e077-885d-495a-a2ea-599e143bf69d"
+SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
 SciMLNLSolve = "e9a6253c-8580-4d32-9898-8661bb511710"
 SimpleNonlinearSolve = "727e6d20-b764-4bd8-a329-72de5adea6c7"
 StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
@@ -19,12 +21,14 @@ Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
 AlgebraicMultigrid = "0.5, 0.6"
 ArrayInterface = "6, 7"
 BenchmarkTools = "1"
+DiffEqBase = "6.136"
 Documenter = "1"
 IncompleteLU = "0.2"
 LinearSolve = "2"
 ModelingToolkit = "8"
 NonlinearSolve = "1, 2"
 NonlinearSolveMINPACK = "0.1"
+SciMLBase = "2.4"
 SciMLNLSolve = "0.1"
 SimpleNonlinearSolve = "0.1.5"
 StaticArrays = "1"

docs/make.jl

@@ -1,5 +1,5 @@
 using Documenter, NonlinearSolve, SimpleNonlinearSolve, Sundials, SciMLNLSolve,
-    NonlinearSolveMINPACK, SteadyStateDiffEq
+    NonlinearSolveMINPACK, SteadyStateDiffEq, SciMLBase, DiffEqBase
 
 cp("./docs/Manifest.toml", "./docs/src/assets/Manifest.toml", force = true)
 cp("./docs/Project.toml", "./docs/src/assets/Project.toml", force = true)
@@ -8,9 +8,8 @@ include("pages.jl")
 
 makedocs(sitename = "NonlinearSolve.jl",
     authors = "Chris Rackauckas",
-    modules = [NonlinearSolve, NonlinearSolve.SciMLBase, NonlinearSolve.DiffEqBase,
-        SimpleNonlinearSolve, Sundials, SciMLNLSolve, NonlinearSolveMINPACK,
-        SteadyStateDiffEq],
+    modules = [NonlinearSolve, SciMLBase, DiffEqBase, SimpleNonlinearSolve, Sundials,
+        SciMLNLSolve, NonlinearSolveMINPACK, SteadyStateDiffEq],
     clean = true, doctest = false, linkcheck = true,
     linkcheck_ignore = ["https://twitter.com/ChrisRackauckas/status/1544743542094020615"],
     warnonly = [:missing_docs, :cross_references],

docs/pages.jl

@@ -6,7 +6,6 @@ pages = ["index.md",
         "Handling Large Ill-Conditioned and Sparse Systems" => "tutorials/large_systems.md",
         "Symbolic System Definition and Acceleration via ModelingToolkit" => "tutorials/modelingtoolkit.md",
         "tutorials/small_compile.md",
-        "tutorials/termination_conditions.md",
         "tutorials/iterator_interface.md"],
     "Basics" => Any["basics/NonlinearProblem.md",
         "basics/NonlinearFunctions.md",

docs/src/basics/TerminationCondition.md

@@ -1,10 +1,75 @@
 # [Termination Conditions](@id termination_condition)
 
 Provides a API to specify termination conditions for [`NonlinearProblem`](@ref) and
-[`SteadyStateProblem`](@ref). For details on the various termination modes, i.e.,
-NLSolveTerminationMode, see the documentation for [`NLSolveTerminationCondition`](@ref).
+[`SteadyStateProblem`](@ref). For details on the various termination modes:
 
-## Termination Condition API
+## Termination Conditions
+
+The termination condition is constructed as:
+
+```julia
+cache = init(du, u, AbsNormTerminationMode(); abstol = 1e-9, reltol = 1e-9)
+```
+
+If `abstol` and `reltol` are not supplied, then we choose a default based on the element
+types of `du` and `u`.
+
+We can query the `cache` using `DiffEqBase.get_termination_mode`, `DiffEqBase.get_abstol`
+and `DiffEqBase.get_reltol`.
+
+To test for termination simply call the `cache`:
+
+```julia
+terminated = cache(du, u, uprev)
+```
+
+!!! note
+    
+    The default for NonlinearSolve.jl is `AbsSafeBestTerminationMode`!
+
+### Absolute Tolerance
+
+```@docs
+AbsTerminationMode
+AbsNormTerminationMode
+AbsSafeTerminationMode
+AbsSafeBestTerminationMode
+```
+
+### Relative Tolerance
+
+```@docs
+RelTerminationMode
+RelNormTerminationMode
+RelSafeTerminationMode
+RelSafeBestTerminationMode
+```
+
+### Both Absolute and Relative Tolerance
+
+```@docs
+NormTerminationMode
+SteadyStateDiffEqTerminationMode
+SimpleNonlinearSolveTerminationMode
+```
+
+### Return Codes
+
+```@docs
+DiffEqBase.NonlinearSafeTerminationReturnCode
+DiffEqBase.NonlinearSafeTerminationReturnCode.Success
+DiffEqBase.NonlinearSafeTerminationReturnCode.Default
+DiffEqBase.NonlinearSafeTerminationReturnCode.Failure
+DiffEqBase.NonlinearSafeTerminationReturnCode.PatienceTermination
+DiffEqBase.NonlinearSafeTerminationReturnCode.ProtectiveTermination
+```
+
+## [Deprecated] Termination Condition API
+
+!!! warning
+    
+    This is deprecated. Currently only parts of `SimpleNonlinearSolve` uses this API. That
+    will also be phased out soon!
 
 ```@docs
 NLSolveTerminationCondition

docs/src/tutorials/termination_conditions.md

@@ -32,8 +32,8 @@ end
 (f::InplaceFunction{false})(fx, x, p) = (fx .= f.f(x, p))
 
 function SciMLBase.__init(prob::NonlinearLeastSquaresProblem,
-    alg::FastLevenbergMarquardtJL, args...; abstol = 1e-8, reltol = 1e-8,
-    verbose = false, maxiters = 1000, kwargs...)
+        alg::FastLevenbergMarquardtJL, args...; abstol = 1e-8, reltol = 1e-8,
+        verbose = false, maxiters = 1000, kwargs...)
     iip = SciMLBase.isinplace(prob)
 
     @assert prob.f.jac!==nothing "FastLevenbergMarquardt requires a Jacobian!"

ext/NonlinearSolveFastLevenbergMarquardtExt.jl

@@ -33,7 +33,7 @@ end
 (f::FunctionWrapper{false})(du, u) = (du .= f.f(u, f.p))
 
 function SciMLBase.__init(prob::NonlinearLeastSquaresProblem, alg::LeastSquaresOptimJL,
-    args...; abstol = 1e-8, reltol = 1e-8, verbose = false, maxiters = 1000, kwargs...)
+        args...; abstol = 1e-8, reltol = 1e-8, verbose = false, maxiters = 1000, kwargs...)
     iip = SciMLBase.isinplace(prob)
 
     f! = FunctionWrapper{iip}(prob.f, prob.p)