-
-
Notifications
You must be signed in to change notification settings - Fork 214
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Redesign default ODE solver to be fully type-grounded #2103
Closed
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This accomplishes a few things: * Faster precompile times by precompiling less * Full inference of results when using the automatic algorithm * Hopefully faster load times by also precompiling less This is done the same way as * linearsolve SciML/LinearSolve.jl#307 * nonlinearsolve SciML/NonlinearSolve.jl#238 and is thus the more modern SciML way of doing it. It avoids dispatch by having a single algorithm that always generates the full cache and instead of dispatching between algorithms always branches for the choice. It turns out, the mechanism already existed for this in OrdinaryDiffEq... it's CompositeAlgorithm, the same bones as AutoSwitch! As such, this reuses quite a bit of code from the auto-switch algorithms but instead of just having two choices it (currently) has 6 that it chooses between. This means that it has stiffness detection and switching behavior, but also in a size-dependent way. There are still some optimizations to do though. Like LinearSolve.jl, it would be more efficient to have a way to initialize the caches to size zero and then have a way to re-initialize them to the correct size. Right now, it'll generate the same Jacobian N times and it shouldn't need to do that.
1+1
@time using OrdinaryDiffEq
function lorenz!(du,u,p,t)
du[1] = 10.0(u[2]-u[1])
du[2] = u[1]*(28.0-u[3]) - u[2]
du[3] = u[1]*u[2] - (8/3)*u[3]
end
u0 = [1.0;0.0;0.0]
tspan = (0.0,100.0)
prob = ODEProblem(lorenz!,u0,tspan)
@time sol = solve(prob, OrdinaryDiffEq.DefaultODEAlgorithm())
using Test
@inferred solve(prob, OrdinaryDiffEq.DefaultODEAlgorithm())
using OrdinaryDiffEq, SnoopCompile
function lorenz(du,u,p,t)
du[1] = 10.0(u[2]-u[1])
du[2] = u[1]*(28.0-u[3]) - u[2]
du[3] = u[1]*u[2] - (8/3)*u[3]
end
u0 = [1.0;0.0;0.0]
tspan = (0.0,100.0)
prob = ODEProblem(lorenz,u0,tspan)
alg = OrdinaryDiffEq.DefaultODEAlgorithm()
tinf = @snoopi_deep solve(prob,alg)
using ProfileView
ProfileView.view(flamegraph(tinf)) |
|
Precompilation doesn't drop much more on #2104 |
Co-authored-by: Nathanael Bosch <[email protected]>
ChrisRackauckas
commented
Jan 2, 2024
This was referenced Apr 28, 2024
Closed as it was rebased in #2184 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This accomplishes a few things:
This is done the same way as
and is thus the more modern SciML way of doing it. It avoids dispatch by having a single algorithm that always generates the full cache and instead of dispatching between algorithms always branches for the choice.
It turns out, the mechanism already existed for this in OrdinaryDiffEq... it's CompositeAlgorithm, the same bones as AutoSwitch! As such, this reuses quite a bit of code from the auto-switch algorithms but instead of just having two choices it (currently) has 6 that it chooses between. This means that it has stiffness detection and switching behavior, but also in a size-dependent way.
There are still some optimizations to do though. Like LinearSolve.jl, it would be more efficient to have a way to initialize the caches to size zero and then have a way to re-initialize them to the correct size. Right now, it'll generate the same Jacobian N times and it shouldn't need to do that.