Merge pull request #1944 from oscardssmith/jacobian-for-initialization

use jac for the ShampineCollocationInit nlsolve

Author: ChrisRackauckas

src/initialize_dae.jl

@@ -152,20 +152,32 @@ function _initialize_dae!(integrator, prob::ODEProblem, alg::ShampineCollocation
 
         nlequation! = @closure (out, u, p) -> begin
             update_coefficients!(M, u, p, t)
-            #M * (u-u0)/dt - f(u,p,t)
+            # f(u,p,t) + M * (u0 - u)/dt
             tmp = isAD ? PreallocationTools.get_tmp(_tmp, u) : _tmp
-            @. tmp = (u - u0) / dt
+            @. tmp = (u0 - u) / dt
             mul!(_vec(out), M, _vec(tmp))
             f(tmp, u, p, t)
-            out .-= tmp
+            out .+= tmp
             nothing
         end
 
-        nlsolve = default_nlsolve(alg.nlsolve, isinplace, u0, isAD)
+        jac = if isnothing(f.jac)
+            f.jac
+        else
+            @closure (J, u, p) -> begin
+                # f(u,p,t) + M * (u0 - u)/dt
+                # df(u,p,t)/du - M/dt
+                f.jac(J, u, p, t)
+                J .-= M .* inv(dt)
+                nothing
+            end
+        end
 
         nlfunc = NonlinearFunction(nlequation!;
-            jac_prototype = f.jac_prototype)
+            jac_prototype = f.jac_prototype,
+            jac = jac)
         nlprob = NonlinearProblem(nlfunc, integrator.u, p)
+        nlsolve = default_nlsolve(alg.nlsolve, isinplace, u0, isAD)
         nlsol = solve(nlprob, nlsolve; abstol = integrator.opts.abstol,
             reltol = integrator.opts.reltol)
         integrator.u .= nlsol.u
@@ -227,10 +239,19 @@ function _initialize_dae!(integrator, prob::ODEProblem, alg::ShampineCollocation
             M * (u - u0) / dt - f(u, p, t)
         end
 
+        jac = if isnothing(f.jac)
+            f.jac
+        else
+            @closure (u, p) -> begin
+                return M * (u .- u0) ./ dt .- f.jac(u, p, t)
+            end
+        end
+
         nlsolve = default_nlsolve(alg.nlsolve, isinplace, u0)
 
         nlfunc = NonlinearFunction(nlequation_oop;
-            jac_prototype = f.jac_prototype)
+            jac_prototype = f.jac_prototype,
+            jac = jac)
         nlprob = NonlinearProblem(nlfunc, u0)
         nlsol = solve(nlprob, nlsolve; abstol = integrator.opts.abstol,
             reltol = integrator.opts.reltol)
@@ -281,10 +302,20 @@ function _initialize_dae!(integrator, prob::DAEProblem,
         nothing
     end
 
-    nlsolve = default_nlsolve(alg.nlsolve, isinplace, u0, isAD)
+    jac = if isnothing(f.jac)
+        f.jac
+    else
+        @closure (J, u, p) -> begin
+            f.jac(J, u, p, inv(dt), t)
+            nothing
+        end
+    end
 
-    nlfunc = NonlinearFunction(nlequation!; jac_prototype = f.jac_prototype)
+    nlfunc = NonlinearFunction(nlequation!;
+        jac_prototype = f.jac_prototype,
+        jac = jac)
     nlprob = NonlinearProblem(nlfunc, u0, p)
+    nlsolve = default_nlsolve(alg.nlsolve, isinplace, u0, isAD)
     nlsol = solve(nlprob, nlsolve; abstol = integrator.opts.abstol,
         reltol = integrator.opts.reltol)
 
@@ -318,6 +349,16 @@ function _initialize_dae!(integrator, prob::DAEProblem,
     resid = f(integrator.du, u0, p, t)
     integrator.opts.internalnorm(resid, t) <= integrator.opts.abstol && return
 
+    jac = if isnothing(f.jac)
+        f.jac
+    else
+        @closure (u, p) -> begin
+            return f.jac(u, p, inv(dt), t)
+        end
+    end
+    nlfunc = NonlinearFunction(nlequation; jac_prototype = f.jac_prototype,
+        jac = jac)
+    nlprob = NonlinearProblem(nlfunc, u0)
     nlsolve = default_nlsolve(alg.nlsolve, isinplace, u0)
 
     nlfunc = NonlinearFunction(nlequation; jac_prototype = f.jac_prototype)