Access to undefined reference when solving problems with Dual of BigFloat

[ErikQQY]

Describe the bug 🐞

When solving a nonlinear problem with another nonlinear problem nested(one nonlinear problem has a nonlinear function of another nonlinear solving), it would always involving some remake stuff to update the u0 or p in the nested problem, which is what the nested FIRK methods are doing(the general problem is a nonlinear problem of collocation equations, where there is another nonlinear problem inside to evaluate the discrete stages), the nested nonlinear problem would have to support nonlinear problems with u0 or p as Dual number since the nested nonlinear problems are being remake according to the u0 or p. But the current version of NonlinearSolve.jl dropped support for this, while the previous version like 3.14 and 3.15 does support this.

Find this during implementing SciML/BoundaryValueDiffEq.jl#258

Expected behavior

Have a successful result and return code.

Minimal Reproducible Example 👇

using NonlinearSolveFirstOrder, ForwardDiff
fn_iip = NonlinearFunction{true}((du, u, p) -> du .= u .* u .- p)
u1 = [ForwardDiff.Dual(BigFloat(1.0),5.0), ForwardDiff.Dual(BigFloat(1.0),5.0), ForwardDiff.Dual(BigFloat(1.0),5.0)]
prob_iip_bf = NonlinearProblem{true}(fn_iip, u1, ForwardDiff.Dual(BigFloat(2.0),5.0))
sol = solve(prob_iip_bf, NewtonRaphson())

Error & Stacktrace ⚠️

ERROR: UndefRefError: access to undefined reference
Stacktrace:
  [1] getindex
    @ ./essentials.jl:917 [inlined]
  [2] _broadcast_getindex
    @ ./broadcast.jl:639 [inlined]
  [3] _getindex
    @ ./broadcast.jl:669 [inlined]
  [4] _broadcast_getindex
    @ ./broadcast.jl:645 [inlined]
  [5] getindex
    @ ./broadcast.jl:605 [inlined]
  [6] macro expansion
    @ ./broadcast.jl:968 [inlined]
  [7] macro expansion
    @ ./simdloop.jl:77 [inlined]
  [8] copyto!
    @ ./broadcast.jl:967 [inlined]
  [9] copyto!
    @ ./broadcast.jl:920 [inlined]
 [10] materialize!
    @ ./broadcast.jl:878 [inlined]
 [11] materialize!
    @ ./broadcast.jl:875 [inlined]
 [12] seed!(duals::Vector{ForwardDiff.Dual{…}}, x::Vector{ForwardDiff.Dual{…}}, seed::ForwardDiff.Partials{3, ForwardDiff.Dual{…}})
    @ ForwardDiff ~/.julia/packages/ForwardDiff/UBbGT/src/apiutils.jl:45
 [13] seed!
    @ ~/.julia/packages/ForwardDiff/UBbGT/src/apiutils.jl:45 [inlined]
 [14] vector_mode_dual_eval!
    @ ~/.julia/packages/ForwardDiff/UBbGT/src/apiutils.jl:30 [inlined]
 [15] vector_mode_jacobian(f!::DifferentiationInterface.FixTail{…}, y::Vector{…}, x::Vector{…}, cfg::ForwardDiff.JacobianConfig{…})
    @ ForwardDiff ~/.julia/packages/ForwardDiff/UBbGT/src/jacobian.jl:139
 [16] jacobian
    @ ~/.julia/packages/ForwardDiff/UBbGT/src/jacobian.jl:40 [inlined]
 [17] jacobian(f!::NonlinearFunction{…}, y::Vector{…}, prep::DifferentiationInterfaceForwardDiffExt.ForwardDiffTwoArgJacobianPrep{…}, backend::ADTypes.AutoForwardDiff{…}, x::Vector{…}, contexts::DifferentiationInterface.Constant{…})
    @ DifferentiationInterfaceForwardDiffExt ~/.julia/packages/DifferentiationInterface/IZ4Ns/ext/DifferentiationInterfaceForwardDiffExt/twoarg.jl:353
 [18] construct_jacobian_cache(prob::NonlinearProblem{…}, alg::GeneralizedFirstOrderAlgorithm{…}, f::NonlinearFunction{…}, fu::Vector{…}, u::Vector{…}, p::ForwardDiff.Dual{…}; stats::SciMLBase.NLStats, autodiff::ADTypes.AutoForwardDiff{…}, vjp_autodiff::ADTypes.AutoFiniteDiff{…}, jvp_autodiff::ADTypes.AutoForwardDiff{…}, linsolve::Nothing)
    @ NonlinearSolveBase ~/.julia/packages/NonlinearSolveBase/sduQ7/src/jacobian.jl:81
 [19] construct_jacobian_cache
    @ ~/.julia/packages/NonlinearSolveBase/sduQ7/src/jacobian.jl:34 [inlined]
 [20] __init(::NonlinearProblem{…}, ::GeneralizedFirstOrderAlgorithm{…}; stats::SciMLBase.NLStats, alias_u0::Bool, maxiters::Int64, abstol::Nothing, reltol::Nothing, maxtime::Nothing, termination_condition::Nothing, internalnorm::Function, linsolve_kwargs::@NamedTuple{}, kwargs::@Kwargs{})
    @ NonlinearSolveFirstOrder ~/.julia/packages/NonlinearSolveFirstOrder/XQs9h/src/solve.jl:159
 [21] __init
    @ ~/.julia/packages/NonlinearSolveFirstOrder/XQs9h/src/solve.jl:119 [inlined]
 [22] __solve(::NonlinearProblem{…}, ::GeneralizedFirstOrderAlgorithm{…}; kwargs::@Kwargs{})
    @ NonlinearSolveBase ~/.julia/packages/NonlinearSolveBase/sduQ7/src/solve.jl:5
 [23] __solve
    @ ~/.julia/packages/NonlinearSolveBase/sduQ7/src/solve.jl:1 [inlined]
 [24] #solve_call#44
    @ ~/.julia/packages/DiffEqBase/HW4ge/src/solve.jl:632 [inlined]
 [25] solve_call
    @ ~/.julia/packages/DiffEqBase/HW4ge/src/solve.jl:589 [inlined]
 [26] #solve_up#53
    @ ~/.julia/packages/DiffEqBase/HW4ge/src/solve.jl:1105 [inlined]
 [27] solve_up
    @ ~/.julia/packages/DiffEqBase/HW4ge/src/solve.jl:1099 [inlined]
 [28] #solve#52
    @ ~/.julia/packages/DiffEqBase/HW4ge/src/solve.jl:1093 [inlined]
 [29] solve(prob::NonlinearProblem{…}, args::GeneralizedFirstOrderAlgorithm{…})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/HW4ge/src/solve.jl:1083
 [30] top-level scope
    @ REPL[7]:1
Some type information was truncated. Use `show(err)` to see complete types.

Environment (please complete the following information):

• Output of using Pkg; Pkg.status()

Status `/private/var/folders/zy/dgghnxqx0n15lmdlpjrhk6400000gn/T/jl_IB3xPo/Project.toml`
  [5959db7a] NonlinearSolveFirstOrder v1.1.0

• Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)

Status `/private/var/folders/zy/dgghnxqx0n15lmdlpjrhk6400000gn/T/jl_IB3xPo/Manifest.toml`
  [47edcb42] ADTypes v1.11.0
  [7d9f7c33] Accessors v0.1.38
  [79e6a3ab] Adapt v4.1.1
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  [adafc99b] CpuId v0.3.1
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  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [2b5f629d] DiffEqBase v6.160.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [a0c0ee7d] DifferentiationInterface v0.6.24
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  [4e289a0a] EnumX v1.0.4
  [f151be2c] EnzymeCore v0.8.7
  [e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
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  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [46192b85] GPUArraysCore v0.2.0
  [3e5b6fbb] HostCPUFeatures v0.1.17
  [615f187c] IfElse v0.1.1
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.2
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.6.1
  [ef3ab10e] KLU v0.6.0
  [ba0b0d4f] Krylov v0.9.8
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.2.4
  [87fe0de2] LineSearch v0.1.4
  [7ed4a6bd] LinearSolve v2.38.0
  [2ab3a3ac] LogExpFunctions v0.3.28
  [bdcacae8] LoopVectorization v0.12.171
  [d8e11817] MLStyle v0.4.17
  [1914dd2f] MacroTools v0.5.13
  [d125e4d3] ManualMemory v0.1.8
  [bb5d69b7] MaybeInplace v0.1.4
  [46d2c3a1] MuladdMacro v0.2.4
  [77ba4419] NaNMath v1.0.2
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  [5959db7a] NonlinearSolveFirstOrder v1.1.0
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Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m`

• Output of versioninfo()

Julia Version 1.11.1
Commit 8f5b7ca12ad (2024-10-16 10:53 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (arm64-apple-darwin22.4.0)
  CPU: 8 × Apple M3
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, apple-m3)
Threads: 1 default, 0 interactive, 1 GC (on 4 virtual cores)

Additional context

Before we did the splitting, say NonlinearSolve version 3.14, it was working fine, but after the splitting, the bigfloat test cases for nested FIRK in BVDiffEq.jl threw errors.

[ErikQQY]

Funny that NonlinearSolve can handle this while NonlinearSolveFirstOrder can not

[ErikQQY]

OK, it's clear then, https://github.com/SciML/NonlinearSolve.jl/blob/master/src/forward_diff.jl has special dispatches on this kind of problem, which can transform them into the nodual version, maybe we can move this feature into NonlinearSolveBase so that every subpackage can have such functionalities?