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ChrisRackauckasChrisRackauckas
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Merge pull request #456 from SciML/update
Update for precs changes
2 parents 24cbe4a + c23aa62 commit 7040d25

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+94
-71
lines changed

5 files changed

+94
-71
lines changed

‎.buildkite/pipeline.yml

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@@ -7,6 +7,7 @@ steps:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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os: "linux"
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queue: "juliaecosystem"
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env:
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GROUP: 'OOPWeakConvergence'
@@ -22,6 +23,7 @@ steps:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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os: "linux"
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queue: "juliaecosystem"
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env:
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GROUP: 'IIPWeakConvergence'
@@ -37,6 +39,7 @@ steps:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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os: "linux"
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queue: "juliaecosystem"
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env:
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GROUP: 'SROCKC2WeakConvergence'
@@ -52,6 +55,7 @@ steps:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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os: "linux"
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queue: "juliaecosystem"
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env:
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GROUP: 'WeakConvergence2'
@@ -67,6 +71,7 @@ steps:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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os: "linux"
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queue: "juliaecosystem"
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env:
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GROUP: 'WeakConvergence3'
@@ -82,6 +87,7 @@ steps:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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os: "linux"
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queue: "juliaecosystem"
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exclusive: true
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env:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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os: "linux"
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queue: "juliaecosystem"
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exclusive: true
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env:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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os: "linux"
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queue: "juliaecosystem"
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env:
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GROUP: 'WeakConvergence6'
@@ -128,6 +136,7 @@ steps:
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- JuliaCI/julia-test#v1:
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coverage: false
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agents:
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os: "linux"
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queue: "juliaecosystem"
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env:
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GROUP: 'WeakAdaptiveCPU'

‎Project.toml

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Original file line numberDiff line numberDiff line change
@@ -41,7 +41,7 @@ FiniteDiff = "2"
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ForwardDiff = "0.10.3"
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MuladdMacro = "0.2.1"
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NLsolve = "4"
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OrdinaryDiffEq = "6"
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OrdinaryDiffEq = "6.4"
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RandomNumbers = "1.5.3"
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RecursiveArrayTools = "2"
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Reexport = "0.2, 1.0"
@@ -55,11 +55,12 @@ DiffEqCallbacks = "459566f4-90b8-5000-8ac3-15dfb0a30def"
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DiffEqDevTools = "f3b72e0c-5b89-59e1-b016-84e28bfd966d"
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DiffEqOperators = "9fdde737-9c7f-55bf-ade8-46b3f136cc48"
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DiffEqProblemLibrary = "a077e3f3-b75c-5d7f-a0c6-6bc4c8ec64a9"
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LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
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Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
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SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
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SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
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Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
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[targets]
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test = ["DiffEqCallbacks", "DiffEqDevTools", "DiffEqOperators", "DiffEqProblemLibrary", "Pkg", "SafeTestsets", "SparseArrays", "Statistics", "Test"]
66+
test = ["DiffEqCallbacks", "DiffEqDevTools", "DiffEqOperators", "DiffEqProblemLibrary", "LinearSolve", "Pkg", "SafeTestsets", "SparseArrays", "Statistics", "Test"]

‎src/alg_utils.jl

Lines changed: 19 additions & 15 deletions
Original file line numberDiff line numberDiff line change
@@ -125,7 +125,7 @@ alg_interpretation(alg::RKMil{interpretation}) where {interpretation} = interpre
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alg_interpretation(alg::SROCK1{interpretation,E}) where {interpretation,E} = interpretation
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alg_interpretation(alg::RKMilCommute{interpretation}) where {interpretation} = interpretation
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alg_interpretation(alg::RKMilGeneral) = alg.interpretation
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alg_interpretation(alg::ImplicitRKMil{CS,AD,F,FDT,ST,N,T2,Controller,interpretation}) where {CS,AD,F,FDT,ST,N,T2,Controller,interpretation} = interpretation
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alg_interpretation(alg::ImplicitRKMil{CS,AD,F,P,FDT,ST,CJ,N,T2,Controller,interpretation}) where {CS,AD,F,P,FDT,ST,CJ,N,T2,Controller,interpretation} = interpretation
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alg_interpretation(alg::RS1) = :Stratonovich
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alg_interpretation(alg::RS2) = :Stratonovich
@@ -244,31 +244,35 @@ alg_needs_extra_process(alg::PL1WM) = true
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alg_needs_extra_process(alg::NON) = true
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alg_needs_extra_process(alg::NON2) = true
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247-
OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}) where {CS,AD,Controller} = AD
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OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,Controller}) where {CS,AD,Controller} = AD
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OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqJumpNewtonAdaptiveAlgorithm{CS,AD,Controller}) where {CS,AD,Controller} = AD
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OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqJumpNewtonDiffusionAdaptiveAlgorithm{CS,AD,Controller}) where {CS,AD,Controller} = AD
247+
OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqNewtonAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = AD
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OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = AD
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OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqJumpNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = AD
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OrdinaryDiffEq.alg_autodiff(alg::StochasticDiffEqJumpNewtonDiffusionAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = AD
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OrdinaryDiffEq.get_current_alg_autodiff(alg::StochasticDiffEqCompositeAlgorithm, cache) = OrdinaryDiffEq.alg_autodiff(alg.algs[cache.current])
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254-
OrdinaryDiffEq.get_chunksize(alg::StochasticDiffEqNewtonAlgorithm{CS,AD,Controller}) where {CS,AD,Controller} = Val(CS)
255-
OrdinaryDiffEq.get_chunksize(alg::StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,Controller}) where {CS,AD,Controller} = Val(CS)
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OrdinaryDiffEq.get_chunksize(alg::StochasticDiffEqJumpNewtonAdaptiveAlgorithm{CS,AD,Controller}) where {CS,AD,Controller} = Val(CS)
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OrdinaryDiffEq.get_chunksize(alg::StochasticDiffEqJumpNewtonDiffusionAdaptiveAlgorithm{CS,AD,Controller}) where {CS,AD,Controller} = Val(CS)
254+
OrdinaryDiffEq.get_chunksize(alg::StochasticDiffEqNewtonAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = Val(CS)
255+
OrdinaryDiffEq.get_chunksize(alg::StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = Val(CS)
256+
OrdinaryDiffEq.get_chunksize(alg::StochasticDiffEqJumpNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = Val(CS)
257+
OrdinaryDiffEq.get_chunksize(alg::StochasticDiffEqJumpNewtonDiffusionAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller}) where {CS,AD,FDT,ST,CJ,Controller} = Val(CS)
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259259
@static if isdefined(OrdinaryDiffEq,:standardtag)
260-
OrdinaryDiffEq.standardtag(alg::Union{StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,Controller},
261-
StochasticDiffEqNewtonAlgorithm{CS,AD,FDT,ST,Controller}}
262-
) where {CS,AD,FDT,ST,Controller} = ST
260+
OrdinaryDiffEq.standardtag(alg::Union{StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller},
261+
StochasticDiffEqNewtonAlgorithm{CS,AD,FDT,ST,CJ,Controller}}
262+
) where {CS,AD,FDT,ST,CJ,Controller} = ST
263263
end
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265265
@static if isdefined(OrdinaryDiffEq,:alg_difftype)
266-
OrdinaryDiffEq.alg_difftype(alg::Union{StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,Controller},
267-
StochasticDiffEqNewtonAlgorithm{CS,AD,FDT,ST,Controller}}) where {CS,AD,FDT,ST,Controller} = FDT
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OrdinaryDiffEq.alg_difftype(alg::Union{StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller},
267+
StochasticDiffEqNewtonAlgorithm{CS,AD,FDT,ST,CJ,Controller}}) where {CS,AD,FDT,ST,CJ,Controller} = FDT
268268
end
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270-
alg_mass_matrix_compatible(alg::StochasticDiffEqAlgorithm) = false
270+
@static if isdefined(OrdinaryDiffEq,:concrete_jac)
271+
OrdinaryDiffEq.concrete_jac(alg::Union{StochasticDiffEqNewtonAdaptiveAlgorithm{CS,AD,FDT,ST,CJ,Controller},
272+
StochasticDiffEqNewtonAlgorithm{CS,AD,FDT,ST,CJ,Controller}}) where {CS,AD,FDT,ST,CJ,Controller} = CJ
273+
end
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275+
alg_mass_matrix_compatible(alg::StochasticDiffEqAlgorithm) = false
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alg_can_repeat_jac(alg::StochasticDiffEqAlgorithm) = true
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274278
function alg_mass_matrix_compatible(alg::Union{StochasticDiffEqNewtonAlgorithm,StochasticDiffEqNewtonAdaptiveAlgorithm})

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