Add tests

SciML · Oct 15, 2023 · 890ae75 · 890ae75
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commit 890ae75
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Showing 3 changed files with 17 additions and 23 deletions.
diff --git a/Project.toml b/Project.toml
@@ -58,6 +58,7 @@ julia = "1.9"
 BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
 Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+LeastSquaresOptim = "0fc2ff8b-aaa3-5acd-a817-1944a5e08891"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
 NonlinearProblemLibrary = "b7050fa9-e91f-4b37-bcee-a89a063da141"
@@ -71,4 +72,4 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [targets]
-test = ["Enzyme", "BenchmarkTools", "SafeTestsets", "Pkg", "Test", "ForwardDiff", "StaticArrays", "Symbolics", "LinearSolve", "Random", "LinearAlgebra", "Zygote", "SparseDiffTools", "NonlinearProblemLibrary"]
+test = ["Enzyme", "BenchmarkTools", "SafeTestsets", "Pkg", "Test", "ForwardDiff", "StaticArrays", "Symbolics", "LinearSolve", "Random", "LinearAlgebra", "Zygote", "SparseDiffTools", "NonlinearProblemLibrary", "LeastSquaresOptim"]
diff --git a/ext/NonlinearSolveLeastSquaresOptimExt.jl b/ext/NonlinearSolveLeastSquaresOptimExt.jl
@@ -41,9 +41,12 @@ function SciMLBase.__init(prob::NonlinearLeastSquaresProblem, alg::LSOptimSolver
     f! = FunctionWrapper{iip}(prob.f, prob.p)
     g! = prob.f.jac === nothing ? nothing : FunctionWrapper{iip}(prob.f.jac, prob.p)
 
-    lsoprob = LSO.LeastSquaresProblem(; x = prob.u0, f!, y = prob.f.resid_prototype, g!,
-        J = prob.f.jac_prototype, alg.autodiff,
-        output_length = length(prob.f.resid_prototype))
+    resid_prototype = prob.f.resid_prototype === nothing ?
+                      (!iip ? prob.f(prob.u0, prob.p) : zeros(prob.u0)) :
+                      prob.f.resid_prototype
+
+    lsoprob = LSO.LeastSquaresProblem(; x = prob.u0, f!, y = resid_prototype, g!,
+        J = prob.f.jac_prototype, alg.autodiff, output_length = length(resid_prototype))
     allocated_prob = LSO.LeastSquaresProblemAllocated(lsoprob, _lso_solver(alg))
 
     return LeastSquaresOptimCache(prob, alg, allocated_prob,

diff --git a/test/nonlinear_least_squares.jl b/test/nonlinear_least_squares.jl
@@ -1,4 +1,5 @@
 using NonlinearSolve, LinearSolve, LinearAlgebra, Test, Random
+import LeastSquaresOptim
 
 true_function(x, θ) = @. θ[1] * exp(θ[2] * x) * cos(θ[3] * x + θ[4])
 true_function(y, x, θ) = (@. y = θ[1] * exp(θ[2] * x) * cos(θ[3] * x + θ[4]))
@@ -25,22 +26,11 @@ prob_oop = NonlinearLeastSquaresProblem{false}(loss_function, θ_init, x)
 prob_iip = NonlinearLeastSquaresProblem(NonlinearFunction(loss_function;
         resid_prototype = zero(y_target)), θ_init, x)
 
-sol = solve(prob_oop, GaussNewton(; linsolve = NormalCholeskyFactorization());
-    maxiters = 1000, abstol = 1e-8)
-@test SciMLBase.successful_retcode(sol)
-@test norm(sol.resid) < 1e-6
-
-sol = solve(prob_iip, GaussNewton(; linsolve = NormalCholeskyFactorization());
-    maxiters = 1000, abstol = 1e-8)
-@test SciMLBase.successful_retcode(sol)
-@test norm(sol.resid) < 1e-6
-
-sol = solve(prob_oop, LevenbergMarquardt(; linsolve = NormalCholeskyFactorization());
-    maxiters = 1000, abstol = 1e-8)
-@test SciMLBase.successful_retcode(sol)
-@test norm(sol.resid) < 1e-6
-
-sol = solve(prob_iip, LevenbergMarquardt(; linsolve = NormalCholeskyFactorization());
-    maxiters = 1000, abstol = 1e-8)
-@test SciMLBase.successful_retcode(sol)
-@test norm(sol.resid) < 1e-6
+nlls_problems = [prob_oop, prob_iip]
+solvers = [GaussNewton(), LevenbergMarquardt(), LSOptimSolver(:lm), LSOptimSolver(:dogleg)]
+
+for prob in nlls_problems, solver in solvers
+    @time sol = solve(prob, solver; maxiters = 1000, abstol = 1e-8)
+    @test SciMLBase.successful_retcode(sol)
+    @test norm(sol.resid) < 1e-6
+end