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14 changes: 12 additions & 2 deletions .buildkite/pipeline.yml
Original file line number Diff line number Diff line change
Expand Up @@ -21,13 +21,23 @@ steps:
plugins:
- JuliaCI/julia#v1:
version: "1"
- JuliaCI/julia-test#v1:
test_args: "GROUP=cuda"
- JuliaCI/julia-coverage#v1:
codecov: true
dirs:
- src
- ext
command: |
julia --color=yes --code-coverage=user --depwarn=yes --project=lib/SimpleNonlinearSolve -e '
import Pkg;
Pkg.Registry.update();
# Install packages present in subdirectories
dev_pks = Pkg.PackageSpec[];
for path in ("lib/NonlinearSolveBase", "lib/BracketingNonlinearSolve", "lib/SciMLJacobianOperators")
push!(dev_pks, Pkg.PackageSpec(; path))
end
Pkg.develop(dev_pks);
Pkg.instantiate();
Pkg.test(; coverage="user")'
agents:
queue: "juliagpu"
cuda: "*"
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18 changes: 14 additions & 4 deletions lib/NonlinearSolveBase/src/autodiff.jl
Original file line number Diff line number Diff line change
Expand Up @@ -105,12 +105,22 @@ function select_jacobian_autodiff(prob::AbstractNonlinearProblem, ::Nothing)
or the loaded backends don't support the problem."))
end

function incompatible_backend_and_problem(
@generated function incompatible_backend_and_problem(
prob::AbstractNonlinearProblem, ad::AbstractADType
)
!DI.check_available(ad) && return true
SciMLBase.isinplace(prob) && !DI.check_inplace(ad) && return true
return additional_incompatible_backend_check(prob, ad)
iip = prob <: AbstractNonlinearProblem{<:Any, true}
if iip
return quote
!DI.check_available(ad) && return true
!DI.check_inplace(ad) && return true
return additional_incompatible_backend_check(prob, ad)
end
else
return quote
!DI.check_available(ad) && return true
return additional_incompatible_backend_check(prob, ad)
end
end
end

additional_incompatible_backend_check(::AbstractNonlinearProblem, ::AbstractADType) = false
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38 changes: 25 additions & 13 deletions lib/NonlinearSolveBase/src/utils.jl
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@ using LinearAlgebra: LinearAlgebra, Diagonal, Symmetric, norm, dot, cond, diagin
using MaybeInplace: @bb
using RecursiveArrayTools: AbstractVectorOfArray, ArrayPartition, recursivecopy!
using SciMLOperators: AbstractSciMLOperator
using SciMLBase: SciMLBase, AbstractNonlinearProblem, NonlinearFunction
using SciMLBase: SciMLBase, AbstractNonlinearProblem, NonlinearFunction, AbstractNonlinearFunction
using StaticArraysCore: StaticArray, SArray, SMatrix

using ..NonlinearSolveBase: NonlinearSolveBase, L2_NORM, Linf_NORM
Expand Down Expand Up @@ -173,23 +173,35 @@ can_setindex(::Number) = false
function evaluate_f!!(prob::AbstractNonlinearProblem, fu, u, p = prob.p)
return evaluate_f!!(prob.f, fu, u, p)
end
function evaluate_f!!(f::NonlinearFunction, fu, u, p)
if SciMLBase.isinplace(f)
f(fu, u, p)
return fu

@generated function evaluate_f!!(f::NonlinearFunction, fu, u, p)
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Won't this being a generated function have huge compile time impact?

iip = f <: AbstractNonlinearFunction{true}
if iip
return quote
f(fu, u, p)
return fu
end
else
return quote
return f(u, p)
end
end
return f(u, p)
end

function evaluate_f(prob::AbstractNonlinearProblem, u)
if SciMLBase.isinplace(prob)
fu = prob.f.resid_prototype === nothing ? similar(u) :
similar(prob.f.resid_prototype)
prob.f(fu, u, prob.p)
@generated function evaluate_f(prob::AbstractNonlinearProblem, u)
iip = prob <: AbstractNonlinearProblem{<:Any, true}
if iip
return quote
fu = prob.f.resid_prototype === nothing ? similar(u) :
similar(prob.f.resid_prototype)
prob.f(fu, u, prob.p)
return fu
end
else
fu = prob.f(u, prob.p)
return quote
return prob.f(u, prob.p)
end
end
return fu
end

function evaluate_f!(cache, u, p)
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8 changes: 6 additions & 2 deletions lib/SimpleNonlinearSolve/src/broyden.jl
Original file line number Diff line number Diff line change
Expand Up @@ -27,9 +27,13 @@ end
function SciMLBase.__solve(
prob::ImmutableNonlinearProblem, alg::SimpleBroyden, args...;
abstol = nothing, reltol = nothing, maxiters = 1000,
alias_u0 = false, termination_condition = nothing, kwargs...
alias::Union{Nothing, SciMLBase.NonlinearAliasSpecifier} = nothing,
alias_u0 = false,
termination_condition = nothing, kwargs...
)
x = NLBUtils.maybe_unaliased(prob.u0, alias_u0)
# Extract alias_u0: if alias struct provided, use it; otherwise use alias_u0 kwarg
_alias_u0 = alias === nothing ? alias_u0 : Utils.get_alias_u0(alias, alias_u0)
x = NLBUtils.maybe_unaliased(prob.u0, _alias_u0)
fx = NLBUtils.evaluate_f(prob, x)
T = promote_type(eltype(fx), eltype(x))

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12 changes: 6 additions & 6 deletions lib/SimpleNonlinearSolve/src/dfsane.jl
Original file line number Diff line number Diff line change
Expand Up @@ -65,14 +65,14 @@ end

function SciMLBase.__solve(
prob::ImmutableNonlinearProblem, alg::SimpleDFSane, args...;
abstol = nothing, reltol = nothing, maxiters = 1000, alias = SciMLBase.NonlinearAliasSpecifier(alias_u0 = false),
abstol = nothing, reltol = nothing, maxiters = 1000,
alias::Union{Nothing, SciMLBase.NonlinearAliasSpecifier} = nothing,
alias_u0 = false,
termination_condition = nothing, kwargs...
)
if haskey(kwargs, :alias_u0)
alias = SciMLBase.NonlinearAliasSpecifier(alias_u0 = kwargs[:alias_u0])
end
alias_u0 = alias.alias_u0
x = NLBUtils.maybe_unaliased(prob.u0, alias_u0)
# Extract alias_u0: if alias struct provided, use it; otherwise use alias_u0 kwarg
_alias_u0 = alias === nothing ? alias_u0 : Utils.get_alias_u0(alias, alias_u0)
x = NLBUtils.maybe_unaliased(prob.u0, _alias_u0)
fx = NLBUtils.evaluate_f(prob, x)
T = promote_type(eltype(fx), eltype(x))

Expand Down
8 changes: 6 additions & 2 deletions lib/SimpleNonlinearSolve/src/klement.jl
Original file line number Diff line number Diff line change
Expand Up @@ -9,9 +9,13 @@ struct SimpleKlement <: AbstractSimpleNonlinearSolveAlgorithm end
function SciMLBase.__solve(
prob::ImmutableNonlinearProblem, alg::SimpleKlement, args...;
abstol = nothing, reltol = nothing, maxiters = 1000,
alias_u0 = false, termination_condition = nothing, kwargs...
alias::Union{Nothing, SciMLBase.NonlinearAliasSpecifier} = nothing,
alias_u0 = false,
termination_condition = nothing, kwargs...
)
x = NLBUtils.maybe_unaliased(prob.u0, alias_u0)
# Extract alias_u0: if alias struct provided, use it; otherwise use alias_u0 kwarg
_alias_u0 = alias === nothing ? alias_u0 : Utils.get_alias_u0(alias, alias_u0)
x = NLBUtils.maybe_unaliased(prob.u0, _alias_u0)
T = eltype(x)
fx = NLBUtils.evaluate_f(prob, x)

Expand Down
12 changes: 6 additions & 6 deletions lib/SimpleNonlinearSolve/src/lbroyden.jl
Original file line number Diff line number Diff line change
Expand Up @@ -69,13 +69,13 @@ end
@views function internal_generic_solve(
prob::ImmutableNonlinearProblem, alg::SimpleLimitedMemoryBroyden,
args...; abstol = nothing, reltol = nothing, maxiters = 1000,
alias = SciMLBase.NonlinearAliasSpecifier(alias_u0 = false), termination_condition = nothing, kwargs...
alias::Union{Nothing, SciMLBase.NonlinearAliasSpecifier} = nothing,
alias_u0 = false,
termination_condition = nothing, kwargs...
)
if haskey(kwargs, :alias_u0)
alias = SciMLBase.NonlinearAliasSpecifier(alias_u0 = kwargs[:alias_u0])
end
alias_u0 = alias.alias_u0
x = NLBUtils.maybe_unaliased(prob.u0, alias_u0)
# Extract alias_u0: if alias struct provided, use it; otherwise use alias_u0 kwarg
_alias_u0 = alias === nothing ? alias_u0 : Utils.get_alias_u0(alias, alias_u0)
x = NLBUtils.maybe_unaliased(prob.u0, _alias_u0)
η = min(NLBUtils.unwrap_val(alg.threshold), maxiters)

# For scalar problems / if the threshold is larger than problem size just use Broyden
Expand Down
14 changes: 7 additions & 7 deletions lib/SimpleNonlinearSolve/src/raphson.jl
Original file line number Diff line number Diff line change
Expand Up @@ -35,14 +35,14 @@ function SciMLBase.__solve(
prob::Union{ImmutableNonlinearProblem, NonlinearLeastSquaresProblem},
alg::SimpleNewtonRaphson, args...;
abstol = nothing, reltol = nothing, maxiters = 1000,
alias = SciMLBase.NonlinearAliasSpecifier(alias_u0 = false), termination_condition = nothing, kwargs...
alias::Union{Nothing, SciMLBase.NonlinearAliasSpecifier} = nothing,
alias_u0 = false,
termination_condition = nothing, kwargs...
)
if haskey(kwargs, :alias_u0)
alias = SciMLBase.NonlinearAliasSpecifier(alias_u0 = kwargs[:alias_u0])
end
alias_u0 = alias.alias_u0
# Extract alias_u0: if alias struct provided, use it; otherwise use alias_u0 kwarg
_alias_u0 = alias === nothing ? alias_u0 : Utils.get_alias_u0(alias, alias_u0)
autodiff = alg.autodiff
x = NLBUtils.maybe_unaliased(prob.u0, alias_u0)
x = NLBUtils.maybe_unaliased(prob.u0, _alias_u0)
fx = NLBUtils.evaluate_f(prob, x)

iszero(fx) &&
Expand All @@ -54,7 +54,7 @@ function SciMLBase.__solve(
)

@bb xo = similar(x)
fx_cache = (SciMLBase.isinplace(prob) && !SciMLBase.has_jac(prob.f)) ?
fx_cache = Utils.should_cache_fx(prob, prob.f) ?
NLBUtils.safe_similar(fx) : fx
jac_cache = Utils.prepare_jacobian(prob, autodiff, fx_cache, x)
J = Utils.compute_jacobian!!(nothing, prob, autodiff, fx_cache, x, jac_cache)
Expand Down
14 changes: 7 additions & 7 deletions lib/SimpleNonlinearSolve/src/trust_region.jl
Original file line number Diff line number Diff line change
Expand Up @@ -61,13 +61,13 @@ function SciMLBase.__solve(
prob::Union{ImmutableNonlinearProblem, NonlinearLeastSquaresProblem},
alg::SimpleTrustRegion, args...;
abstol = nothing, reltol = nothing, maxiters = 1000,
alias = SciMLBase.NonlinearAliasSpecifier(alias_u0 = false), termination_condition = nothing, kwargs...
alias::Union{Nothing, SciMLBase.NonlinearAliasSpecifier} = nothing,
alias_u0 = false,
termination_condition = nothing, kwargs...
)
if haskey(kwargs, :alias_u0)
alias = SciMLBase.NonlinearAliasSpecifier(alias_u0 = kwargs[:alias_u0])
end
alias_u0 = alias.alias_u0
x = NLBUtils.maybe_unaliased(prob.u0, alias_u0)
# Extract alias_u0: if alias struct provided, use it; otherwise use alias_u0 kwarg
_alias_u0 = alias === nothing ? alias_u0 : Utils.get_alias_u0(alias, alias_u0)
x = NLBUtils.maybe_unaliased(prob.u0, _alias_u0)
T = eltype(x)
Δₘₐₓ = T(alg.max_trust_radius)
Δ = T(alg.initial_trust_radius)
Expand Down Expand Up @@ -101,7 +101,7 @@ function SciMLBase.__solve(
norm_fx = L2_NORM(fx)

@bb xo = copy(x)
fx_cache = (SciMLBase.isinplace(prob) && !SciMLBase.has_jac(prob.f)) ?
fx_cache = Utils.should_cache_fx(prob, prob.f) ?
NLBUtils.safe_similar(fx) : fx
jac_cache = Utils.prepare_jacobian(prob, autodiff, fx_cache, x)
J = Utils.compute_jacobian!!(nothing, prob, autodiff, fx_cache, x, jac_cache)
Expand Down
48 changes: 35 additions & 13 deletions lib/SimpleNonlinearSolve/src/utils.jl
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,19 @@ using StaticArraysCore: StaticArray, SArray, SMatrix, SVector
const DI = DifferentiationInterface
const NLBUtils = NonlinearSolveBase.Utils

# GPU-compatible helper to extract alias_u0 from NonlinearAliasSpecifier
@inline function get_alias_u0(alias::SciMLBase.NonlinearAliasSpecifier, fallback::Bool)
return something(alias.alias_u0, fallback)
end

# GPU-compatible helper to check if fx should be cached
@generated function should_cache_fx(prob::SciMLBase.AbstractNonlinearProblem, f)
iip = prob <: SciMLBase.AbstractNonlinearProblem{<:Any, true}
return quote
$iip && !SciMLBase.has_jac(f)
end
end

function identity_jacobian(u::Number, fu::Number, α = true)
return convert(promote_type(eltype(u), eltype(fu)), α)
end
Expand Down Expand Up @@ -84,21 +97,28 @@ function prepare_jacobian(prob, autodiff, _, x::Number)
end
return DINoPreparation()
end
function prepare_jacobian(prob, autodiff, fx, x)
SciMLBase.has_jac(prob.f) && return AnalyticJacobian()
if SciMLBase.isinplace(prob.f)
return DIExtras(
DI.prepare_jacobian(
prob.f, fx, autodiff, x, Constant(prob.p), strict = Val(false)

@generated function prepare_jacobian(prob, autodiff, fx, x)
iip = prob <: SciMLBase.AbstractNonlinearProblem{<:Any, true}
if iip
return quote
SciMLBase.has_jac(prob.f) && return AnalyticJacobian()
return DIExtras(
DI.prepare_jacobian(
prob.f, fx, autodiff, x, Constant(prob.p), strict = Val(false)
)
)
)
end
else
x isa SArray && return DINoPreparation()
return DIExtras(
DI.prepare_jacobian(
prob.f, autodiff, x, Constant(prob.p), strict = Val(false)
return quote
SciMLBase.has_jac(prob.f) && return AnalyticJacobian()
x isa SArray && return DINoPreparation()
return DIExtras(
DI.prepare_jacobian(
prob.f, autodiff, x, Constant(prob.p), strict = Val(false)
)
)
)
end
end
end

Expand Down Expand Up @@ -156,7 +176,8 @@ function compute_jacobian!!(J, prob, autodiff, fx, x, extras::DIExtras)
return J
end
function compute_jacobian!!(J, prob, autodiff, fx, x, ::DINoPreparation)
@assert !SciMLBase.isinplace(prob.f) "This shouldn't happen. Open an issue."
# Assertion removed for GPU compatibility - DINoPreparation only used for out-of-place
# @assert !SciMLBase.isinplace(prob.f) "This shouldn't happen. Open an issue."
J === nothing && return DI.jacobian(prob.f, autodiff, x, Constant(prob.p))
if ArrayInterface.can_setindex(J)
DI.jacobian!(prob.f, J, autodiff, x, Constant(prob.p))
Expand All @@ -170,6 +191,7 @@ function compute_hvvp(prob, autodiff, _, x::Number, dir::Number)
H = DI.second_derivative(prob.f, autodiff, x, Constant(prob.p))
return H * dir
end

function compute_hvvp(prob, autodiff, fx, x, dir)
jvp_fn = if SciMLBase.isinplace(prob)
@closure (
Expand Down
4 changes: 3 additions & 1 deletion lib/SimpleNonlinearSolve/test/gpu/cuda_tests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -64,6 +64,8 @@ end
@testset for u0 in (1.0f0, @SVector[1.0f0, 1.0f0])
prob = convert(ImmutableNonlinearProblem, NonlinearProblem{false}(f, u0, 2.0f0))

# Note: SimpleHalley is excluded from kernel tests due to dynamic dispatch issues
# (requires LU factorization, second derivatives, and complex type-dependent operations)
@testset "$(nameof(typeof(alg)))" for alg in (
SimpleNewtonRaphson(; autodiff = AutoForwardDiff()),
SimpleDFSane(),
Expand All @@ -74,7 +76,7 @@ end
SimpleBroyden(),
SimpleLimitedMemoryBroyden(),
SimpleKlement(),
SimpleHalley(; autodiff = AutoForwardDiff()),
# SimpleHalley(; autodiff = AutoForwardDiff()),
SimpleBroyden(; linesearch = Val(true)),
SimpleLimitedMemoryBroyden(; linesearch = Val(true)),
)
Expand Down
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