Merge pull request SciML#633 from SciML/initialize_prob

Allow for tagging an initialization problem to ODEFunction/DAEFunction

Author: ChrisRackauckas

src/scimlfunctions.jl

@@ -402,7 +402,7 @@ numerically-defined functions.
 """
 struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TWt, WP, TPJ,
     O, TCV,
-    SYS} <: AbstractODEFunction{iip}
+    SYS, IProb, IProbMap} <: AbstractODEFunction{iip}
     f::F
     mass_matrix::TMM
     analytic::Ta
@@ -419,6 +419,8 @@ struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TW
     observed::O
     colorvec::TCV
     sys::SYS
+    initializeprob::IProb
+    initializeprobmap::IProbMap
 end
 
 TruncatedStacktraces.@truncate_stacktrace ODEFunction 1 2
@@ -1522,7 +1524,7 @@ automatically symbolically generating the Jacobian and more from the
 numerically-defined functions.
 """
 struct DAEFunction{iip, specialize, F, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TWt, TPJ, O, TCV,
-    SYS} <:
+    SYS, IProb, IProbMap} <:
        AbstractDAEFunction{iip}
     f::F
     analytic::Ta
@@ -1538,6 +1540,8 @@ struct DAEFunction{iip, specialize, F, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TWt, TP
     observed::O
     colorvec::TCV
     sys::SYS
+    initializeprob::IProb
+    initializeprobmap::IProbMap
 end
 
 TruncatedStacktraces.@truncate_stacktrace DAEFunction 1 2
@@ -2276,7 +2280,10 @@ function ODEFunction{iip, specialize}(f;
         observed = __has_observed(f) ? f.observed :
                    DEFAULT_OBSERVED,
         colorvec = __has_colorvec(f) ? f.colorvec : nothing,
-        sys = __has_sys(f) ? f.sys : nothing) where {iip,
+        sys = __has_sys(f) ? f.sys : nothing,
+        initializeprob = __has_initializeprob(f) ? f.sys : nothing,
+        initializeprobmap = __has_initializeprobmap(f) ? f.sys : nothing
+) where {iip,
         specialize
 }
     if mass_matrix === I && f isa Tuple
@@ -2321,18 +2328,22 @@ function ODEFunction{iip, specialize}(f;
 
     _f = prepare_function(f)
 
-    sys = sys_or_symbolcache(sys, syms, paramsyms, indepsym)
+    sys = something(sys, SymbolCache(syms, paramsyms, indepsym))
+
+    @assert typeof(initializeprob) <:
+            Union{Nothing, NonlinearProblem, NonlinearLeastSquaresProblem}
+
     if specialize === NoSpecialize
         ODEFunction{iip, specialize,
             Any, Any, Any, Any,
             Any, Any, Any, typeof(jac_prototype),
             typeof(sparsity), Any, Any, typeof(W_prototype), Any,
             Any,
             typeof(_colorvec),
-            typeof(sys)}(_f, mass_matrix, analytic, tgrad, jac,
+            typeof(sys), Any, Any}(_f, mass_matrix, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys)
+            observed, _colorvec, sys, initializeprob, initializeprobmap)
     elseif specialize === false
         ODEFunction{iip, FunctionWrapperSpecialize,
             typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
@@ -2341,10 +2352,11 @@ function ODEFunction{iip, specialize}(f;
             typeof(paramjac),
             typeof(observed),
             typeof(_colorvec),
-            typeof(sys)}(_f, mass_matrix, analytic, tgrad, jac,
+            typeof(sys), typeof(initializeprob),
+            typeof(initializeprobmap)}(_f, mass_matrix, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys)
+            observed, _colorvec, sys, initializeprob, initializeprobmap)
     else
         ODEFunction{iip, specialize,
             typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad),
@@ -2353,10 +2365,11 @@ function ODEFunction{iip, specialize}(f;
             typeof(paramjac),
             typeof(observed),
             typeof(_colorvec),
-            typeof(sys)}(_f, mass_matrix, analytic, tgrad, jac,
+            typeof(sys), typeof(initializeprob),
+            typeof(initializeprobmap)}(_f, mass_matrix, analytic, tgrad, jac,
             jvp, vjp, jac_prototype, sparsity, Wfact,
             Wfact_t, W_prototype, paramjac,
-            observed, _colorvec, sys)
+            observed, _colorvec, sys, initializeprob, initializeprobmap)
     end
 end
 
@@ -2373,21 +2386,23 @@ function unwrapped_f(f::ODEFunction, newf = unwrapped_f(f.f))
             Any, Any, Any, Any, typeof(f.jac_prototype),
             typeof(f.sparsity), Any, Any, Any,
             Any, typeof(f.colorvec),
-            typeof(f.sys)}(newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
+            typeof(f.sys), Any, Any}(newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
             f.jvp, f.vjp, f.jac_prototype, f.sparsity, f.Wfact,
             f.Wfact_t, f.W_prototype, f.paramjac,
-            f.observed, f.colorvec, f.sys)
+            f.observed, f.colorvec, f.sys, f.initializeprob, f.initializeprobmap)
     else
         ODEFunction{isinplace(f), specialization(f), typeof(newf), typeof(f.mass_matrix),
             typeof(f.analytic), typeof(f.tgrad),
             typeof(f.jac), typeof(f.jvp), typeof(f.vjp), typeof(f.jac_prototype),
             typeof(f.sparsity), typeof(f.Wfact), typeof(f.Wfact_t), typeof(f.W_prototype),
             typeof(f.paramjac),
             typeof(f.observed), typeof(f.colorvec),
-            typeof(f.sys)}(newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
+            typeof(f.sys), typeof(f.initializeprob),
+            typeof(f.initializeprobmap)}(newf, f.mass_matrix, f.analytic, f.tgrad, f.jac,
             f.jvp, f.vjp, f.jac_prototype, f.sparsity, f.Wfact,
             f.Wfact_t, f.W_prototype, f.paramjac,
-            f.observed, f.colorvec, f.sys)
+            f.observed, f.colorvec, f.sys, f.initializeprob,
+            f.initializeprobmap)
     end
 end
 
@@ -3177,7 +3192,9 @@ function DAEFunction{iip, specialize}(f;
         observed = __has_observed(f) ? f.observed :
                    DEFAULT_OBSERVED,
         colorvec = __has_colorvec(f) ? f.colorvec : nothing,
-        sys = __has_sys(f) ? f.sys : nothing) where {iip,
+        sys = __has_sys(f) ? f.sys : nothing,
+        initializeprob = __has_initializeprob(f) ? f.sys : nothing,
+        initializeprobmap = __has_initializeprobmap(f) ? f.sys : nothing) where {iip,
         specialize
 }
     if jac === nothing && isa(jac_prototype, AbstractSciMLOperator)
@@ -3209,24 +3226,28 @@ function DAEFunction{iip, specialize}(f;
     _f = prepare_function(f)
     sys = sys_or_symbolcache(sys, syms, paramsyms, indepsym)
 
+    @assert typeof(initializeprob) <:
+            Union{Nothing, NonlinearProblem, NonlinearLeastSquaresProblem}
+
     if specialize === NoSpecialize
         DAEFunction{iip, specialize, Any, Any, Any,
             Any, Any, Any, Any, Any,
             Any, Any, Any,
-            Any, typeof(_colorvec), Any}(_f, analytic, tgrad, jac, jvp,
+            Any, typeof(_colorvec), Any, Any, Any}(_f, analytic, tgrad, jac, jvp,
             vjp, jac_prototype, sparsity,
             Wfact, Wfact_t, paramjac, observed,
-            _colorvec, sys)
+            _colorvec, sys, initializeprob, initializeprobmap)
     else
         DAEFunction{iip, specialize, typeof(_f), typeof(analytic), typeof(tgrad),
             typeof(jac), typeof(jvp), typeof(vjp), typeof(jac_prototype),
             typeof(sparsity), typeof(Wfact), typeof(Wfact_t),
             typeof(paramjac),
             typeof(observed), typeof(_colorvec),
-            typeof(sys)}(_f, analytic, tgrad, jac, jvp, vjp,
+            typeof(sys), typeof(initializeprob), typeof(initializeprobmap)}(
+            _f, analytic, tgrad, jac, jvp, vjp,
             jac_prototype, sparsity, Wfact, Wfact_t,
             paramjac, observed,
-            _colorvec, sys)
+            _colorvec, sys, initializeprob, initializeprobmap)
     end
 end
 
@@ -3945,6 +3966,8 @@ __has_colorvec(f) = isdefined(f, :colorvec)
 __has_sys(f) = isdefined(f, :sys)
 __has_analytic_full(f) = isdefined(f, :analytic_full)
 __has_resid_prototype(f) = isdefined(f, :resid_prototype)
+__has_initializeprob(f) = isdefined(f, :initializeprob)
+__has_initializeprobmap(f) = isdefined(f, :initializeprobmap)
 
 # compatibility
 has_invW(f::AbstractSciMLFunction) = false
@@ -3957,6 +3980,13 @@ has_Wfact(f::AbstractSciMLFunction) = __has_Wfact(f) && f.Wfact !== nothing
 has_Wfact_t(f::AbstractSciMLFunction) = __has_Wfact_t(f) && f.Wfact_t !== nothing
 has_paramjac(f::AbstractSciMLFunction) = __has_paramjac(f) && f.paramjac !== nothing
 has_sys(f::AbstractSciMLFunction) = __has_sys(f) && f.sys !== nothing
+function has_initializeprob(f::AbstractSciMLFunction)
+    __has_initializeprob(f) && f.initializeprob !== nothing
+end
+function has_initializeprobmap(f::AbstractSciMLFunction)
+    __has_initializeprobmap(f) && f.initializeprobmap !== nothing
+end
+
 function has_syms(f::AbstractSciMLFunction)
     if __has_syms(f)
         f.syms !== nothing