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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,71 @@ | ||
| name: CI (NonlinearSolveFirstOrder) | ||
|
|
||
| on: | ||
| pull_request: | ||
| branches: | ||
| - master | ||
| paths: | ||
| - "lib/NonlinearSolveFirstOrder/**" | ||
| - ".github/workflows/CI_NonlinearSolveFirstOrder.yml" | ||
| - "lib/NonlinearSolveBase/**" | ||
| - "lib/SciMLJacobianOperators/**" | ||
| push: | ||
| branches: | ||
| - master | ||
|
|
||
| concurrency: | ||
| # Skip intermediate builds: always. | ||
| # Cancel intermediate builds: only if it is a pull request build. | ||
| group: ${{ github.workflow }}-${{ github.ref }} | ||
| cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }} | ||
|
|
||
| jobs: | ||
| test: | ||
| runs-on: ${{ matrix.os }} | ||
| strategy: | ||
| fail-fast: false | ||
| matrix: | ||
| version: | ||
| - "lts" | ||
| - "1" | ||
| os: | ||
| - ubuntu-latest | ||
| - macos-latest | ||
| - windows-latest | ||
| steps: | ||
| - uses: actions/checkout@v4 | ||
| - uses: julia-actions/setup-julia@v2 | ||
| with: | ||
| version: ${{ matrix.version }} | ||
| - uses: actions/cache@v4 | ||
| env: | ||
| cache-name: cache-artifacts | ||
| with: | ||
| path: ~/.julia/artifacts | ||
| key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }} | ||
| restore-keys: | | ||
| ${{ runner.os }}-test-${{ env.cache-name }}- | ||
| ${{ runner.os }}-test- | ||
| ${{ runner.os }}- | ||
| - name: "Install Dependencies and Run Tests" | ||
| run: | | ||
| import Pkg | ||
| Pkg.Registry.update() | ||
| # Install packages present in subdirectories | ||
| dev_pks = Pkg.PackageSpec[] | ||
| for path in ("lib/SciMLJacobianOperators", "lib/NonlinearSolveBase") | ||
| push!(dev_pks, Pkg.PackageSpec(; path)) | ||
| end | ||
| Pkg.develop(dev_pks) | ||
| Pkg.instantiate() | ||
| Pkg.test(; coverage="user") | ||
| shell: julia --color=yes --code-coverage=user --depwarn=yes --project=lib/NonlinearSolveFirstOrder {0} | ||
| - uses: julia-actions/julia-processcoverage@v1 | ||
| with: | ||
| directories: lib/NonlinearSolveFirstOrder/src,lib/NonlinearSolveBase/src,lib/NonlinearSolveBase/ext,lib/SciMLJacobianOperators/src | ||
| - uses: codecov/codecov-action@v4 | ||
| with: | ||
| file: lcov.info | ||
| token: ${{ secrets.CODECOV_TOKEN }} | ||
| verbose: true | ||
| fail_ci_if_error: true |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,49 @@ | ||
| using NonlinearSolveBase, SciMLBase, StableRNGs, ForwardDiff, Random, LinearAlgebra | ||
|
|
||
| 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])) | ||
|
|
||
| θ_true = [1.0, 0.1, 2.0, 0.5] | ||
| x = [-1.0, -0.5, 0.0, 0.5, 1.0] | ||
|
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| const y_target = true_function(x, θ_true) | ||
|
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||
| function loss_function(θ, p) | ||
| ŷ = true_function(p, θ) | ||
| return ŷ .- y_target | ||
| end | ||
|
|
||
| function loss_function(resid, θ, p) | ||
| true_function(resid, p, θ) | ||
| resid .= resid .- y_target | ||
| return resid | ||
| end | ||
|
|
||
| θ_init = θ_true .+ randn!(StableRNG(0), similar(θ_true)) * 0.1 | ||
|
|
||
| function vjp(v, θ, p) | ||
| resid = zeros(length(p)) | ||
| J = ForwardDiff.jacobian((resid, θ) -> loss_function(resid, θ, p), resid, θ) | ||
| return vec(v' * J) | ||
| end | ||
|
|
||
| function vjp!(Jv, v, θ, p) | ||
| resid = zeros(length(p)) | ||
| J = ForwardDiff.jacobian((resid, θ) -> loss_function(resid, θ, p), resid, θ) | ||
| mul!(vec(Jv), transpose(J), v) | ||
| return nothing | ||
| end | ||
|
|
||
| prob_oop = NonlinearLeastSquaresProblem{false}(loss_function, θ_init, x) | ||
| prob_iip = NonlinearLeastSquaresProblem{true}( | ||
| NonlinearFunction(loss_function; resid_prototype = zero(y_target)), θ_init, x | ||
| ) | ||
| prob_oop_vjp = NonlinearLeastSquaresProblem( | ||
| NonlinearFunction{false}(loss_function; vjp), θ_init, x | ||
| ) | ||
| prob_iip_vjp = NonlinearLeastSquaresProblem( | ||
| NonlinearFunction{true}(loss_function; resid_prototype = zero(y_target), vjp = vjp!), | ||
| θ_init, x | ||
| ) | ||
|
|
||
| export prob_oop, prob_iip, prob_oop_vjp, prob_iip_vjp |
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