diff --git a/src/scimlfunctions.jl b/src/scimlfunctions.jl index 22981e8dd..31fd0e0ce 100644 --- a/src/scimlfunctions.jl +++ b/src/scimlfunctions.jl @@ -289,6 +289,10 @@ the usage of `f`. These include: based on the sparsity pattern. Defaults to `nothing`, which means a color vector will be internally computed on demand when required. The cost of this operation is highly dependent on the sparsity pattern. +- `nlprob`: a `NonlinearProblem` that solves `f(u, t, p) = u_tmp` + where the nonlinear parameters are the tuple `(t, u_tmp, p)`. + This will be used as the nonlinear problem inside an implicit solver by specifying `u, u_tmp` and `t` + such that solving this function produces a solution to the implicit step of your solver. ## iip: In-Place vs Out-Of-Place @@ -401,8 +405,8 @@ automatically symbolically generating the Jacobian and more from the numerically-defined functions. """ struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TWt, WP, TPJ, - O, TCV, - SYS, IProb, UIProb, IProbMap, IProbPmap} <: AbstractODEFunction{iip} + O, TCV, SYS, + IProb, UIProb, IProbMap, IProbPmap, NLP} <: AbstractODEFunction{iip} f::F mass_matrix::TMM analytic::Ta @@ -423,6 +427,7 @@ struct ODEFunction{iip, specialize, F, TMM, Ta, Tt, TJ, JVP, VJP, JP, SP, TW, TW update_initializeprob!::UIProb initializeprobmap::IProbMap initializeprobpmap::IProbPmap + nlprob::NLP end @doc doc""" @@ -525,8 +530,8 @@ information on generating the SplitFunction from this symbolic engine. """ struct SplitFunction{ iip, specialize, F1, F2, TMM, C, Ta, Tt, TJ, JVP, VJP, JP, WP, SP, TW, TWt, - TPJ, O, - TCV, SYS, IProb, UIProb, IProbMap, IProbPmap} <: AbstractODEFunction{iip} + TPJ, O, TCV, SYS, + IProb, UIProb, IProbMap, IProbPmap, NLP} <: AbstractODEFunction{iip} f1::F1 f2::F2 mass_matrix::TMM @@ -549,6 +554,7 @@ struct SplitFunction{ update_initializeprob!::UIProb initializeprobmap::IProbMap initializeprobpmap::IProbPmap + nlprob::NLP end @doc doc""" @@ -2426,7 +2432,8 @@ function ODEFunction{iip, specialize}(f; update_initializeprob! = __has_update_initializeprob!(f) ? f.update_initializeprob! : nothing, initializeprobmap = __has_initializeprobmap(f) ? f.initializeprobmap : nothing, - initializeprobpmap = __has_initializeprobpmap(f) ? f.initializeprobpmap : nothing + initializeprobpmap = __has_initializeprobpmap(f) ? f.initializeprobpmap : nothing, + nlprob = __has_nlprob(f) ? f.nlprob : nothing, ) where {iip, specialize } @@ -2484,11 +2491,11 @@ function ODEFunction{iip, specialize}(f; typeof(sparsity), Any, Any, typeof(W_prototype), Any, Any, typeof(_colorvec), - typeof(sys), Any, Any, Any, Any}(_f, mass_matrix, analytic, tgrad, jac, + typeof(sys), Any, Any, Any, Any, Any}(_f, mass_matrix, analytic, tgrad, jac, jvp, vjp, jac_prototype, sparsity, Wfact, Wfact_t, W_prototype, paramjac, observed, _colorvec, sys, initializeprob, update_initializeprob!, initializeprobmap, - initializeprobpmap) + initializeprobpmap, nlprob) elseif specialize === false ODEFunction{iip, FunctionWrapperSpecialize, typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad), @@ -2497,13 +2504,16 @@ function ODEFunction{iip, specialize}(f; typeof(paramjac), typeof(observed), typeof(_colorvec), - typeof(sys), typeof(initializeprob), typeof(update_initializeprob!), - typeof(initializeprobmap), typeof(initializeprobpmap)}(_f, mass_matrix, + typeof(sys), typeof(initializeprob), + typeof(update_initializeprob!), + typeof(initializeprobmap), + typeof(initializeprobpmap), + typeof(nlprob)}(_f, mass_matrix, analytic, tgrad, jac, jvp, vjp, jac_prototype, sparsity, Wfact, Wfact_t, W_prototype, paramjac, - observed, _colorvec, sys, initializeprob, update_initializeprob!, initializeprobmap, - initializeprobpmap) + observed, _colorvec, sys, initializeprob, update_initializeprob!, + initializeprobmap, initializeprobpmap, nlprob) else ODEFunction{iip, specialize, typeof(_f), typeof(mass_matrix), typeof(analytic), typeof(tgrad), @@ -2514,11 +2524,12 @@ function ODEFunction{iip, specialize}(f; typeof(_colorvec), typeof(sys), typeof(initializeprob), typeof(update_initializeprob!), typeof(initializeprobmap), - typeof(initializeprobpmap)}(_f, mass_matrix, analytic, tgrad, jac, + typeof(initializeprobpmap), + typeof(nlprob)}(_f, mass_matrix, analytic, tgrad, jac, jvp, vjp, jac_prototype, sparsity, Wfact, Wfact_t, W_prototype, paramjac, observed, _colorvec, sys, initializeprob, update_initializeprob!, initializeprobmap, - initializeprobpmap) + initializeprobpmap, nlprob) end end @@ -2535,13 +2546,13 @@ 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), Any, Any, Any, Any}( + typeof(f.sys), Any, Any, Any, 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.initializeprob, f.update_initializeprob!, f.initializeprobmap, - f.initializeprobpmap) + f.initializeprobpmap, f.nlprob) else ODEFunction{isinplace(f), specialization(f), typeof(newf), typeof(f.mass_matrix), typeof(f.analytic), typeof(f.tgrad), @@ -2551,11 +2562,12 @@ function unwrapped_f(f::ODEFunction, newf = unwrapped_f(f.f)) typeof(f.observed), typeof(f.colorvec), typeof(f.sys), typeof(f.initializeprob), typeof(f.update_initializeprob!), typeof(f.initializeprobmap), - typeof(f.initializeprobpmap)}(newf, f.mass_matrix, f.analytic, f.tgrad, f.jac, + typeof(f.initializeprobpmap), + typeof(f.nlprob)}(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.initializeprob, f.update_initializeprob!, - f.initializeprobmap, f.initializeprobpmap) + f.initializeprobmap, f.initializeprobpmap, f.nlprob) end end @@ -2658,7 +2670,7 @@ end @add_kwonly function SplitFunction(f1, f2, mass_matrix, cache, analytic, tgrad, jac, jvp, vjp, jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys, initializeprob, update_initializeprob!, - initializeprobmap, initializeprobpmap) + initializeprobmap, initializeprobpmap, nlprob) f1 = ODEFunction(f1) f2 = ODEFunction(f2) @@ -2673,11 +2685,11 @@ end typeof(vjp), typeof(jac_prototype), typeof(W_prototype), typeof(sparsity), typeof(Wfact), typeof(Wfact_t), typeof(paramjac), typeof(observed), typeof(colorvec), typeof(sys), typeof(initializeprob), typeof(update_initializeprob!), typeof(initializeprobmap), - typeof(initializeprobpmap)}( + typeof(initializeprobpmap), typeof(nlprob)}( f1, f2, mass_matrix, cache, analytic, tgrad, jac, jvp, vjp, jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys, - initializeprob, update_initializeprob!, initializeprobmap, initializeprobpmap) + initializeprob, update_initializeprob!, initializeprobmap, initializeprobpmap, nlprob) end function SplitFunction{iip, specialize}(f1, f2; mass_matrix = __has_mass_matrix(f1) ? @@ -2713,7 +2725,8 @@ function SplitFunction{iip, specialize}(f1, f2; update_initializeprob! = __has_update_initializeprob!(f1) ? f1.update_initializeprob! : nothing, initializeprobmap = __has_initializeprobmap(f1) ? f1.initializeprobmap : nothing, - initializeprobpmap = __has_initializeprobpmap(f1) ? f1.initializeprobpmap : nothing + initializeprobpmap = __has_initializeprobpmap(f1) ? f1.initializeprobpmap : nothing, + nlprob = __has_nlprob(f1) ? f1.nlprob : nothing ) where {iip, specialize } @@ -2724,12 +2737,12 @@ function SplitFunction{iip, specialize}(f1, f2; if specialize === NoSpecialize SplitFunction{iip, specialize, Any, Any, Any, Any, Any, Any, Any, Any, Any, Any, Any, Any, Any, Any, Any, Any, - Any, Any, Any, Any, Any, Any}(f1, f2, mass_matrix, _func_cache, + Any, Any, Any, Any, Any, Any, Any}(f1, f2, mass_matrix, _func_cache, analytic, tgrad, jac, jvp, vjp, jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys, initializeprob.update_initializeprob!, initializeprobmap, - initializeprobpmap, initializeprobpmap) + initializeprobpmap, initializeprobpmap, nlprob) else SplitFunction{iip, specialize, typeof(f1), typeof(f2), typeof(mass_matrix), typeof(_func_cache), typeof(analytic), @@ -2739,11 +2752,11 @@ function SplitFunction{iip, specialize}(f1, f2; typeof(colorvec), typeof(sys), typeof(initializeprob), typeof(update_initializeprob!), typeof(initializeprobmap), - typeof(initializeprobpmap)}(f1, f2, + typeof(initializeprobpmap), typeof(nlprob)}(f1, f2, mass_matrix, _func_cache, analytic, tgrad, jac, jvp, vjp, jac_prototype, W_prototype, sparsity, Wfact, Wfact_t, paramjac, observed, colorvec, sys, - initializeprob, update_initializeprob!, initializeprobmap, initializeprobpmap) + initializeprob, update_initializeprob!, initializeprobmap, initializeprobpmap, nlprob) end end @@ -3086,7 +3099,7 @@ SDEFunction(f::SDEFunction; kwargs...) = f @add_kwonly function SplitSDEFunction(f1, f2, g, mass_matrix, cache, analytic, tgrad, jac, jvp, vjp, - jac_prototype, W_prototype, Wfact, Wfact_t, paramjac, observed, + jac_prototype, Wfact, Wfact_t, paramjac, observed, colorvec, sys) f1 = f1 isa AbstractSciMLOperator ? f1 : SDEFunction(f1) f2 = SDEFunction(f2) @@ -3097,7 +3110,7 @@ SDEFunction(f::SDEFunction; kwargs...) = f typeof(Wfact), typeof(Wfact_t), typeof(paramjac), typeof(observed), typeof(colorvec), typeof(sys)}(f1, f2, mass_matrix, cache, analytic, tgrad, jac, - jac_prototype, W_prototype, Wfact, Wfact_t, paramjac, observed, colorvec, sys) + jac_prototype, Wfact, Wfact_t, paramjac, observed, colorvec, sys) end function SplitSDEFunction{iip, specialize}(f1, f2, g; @@ -4376,6 +4389,7 @@ __has_initializeprob(f) = isdefined(f, :initializeprob) __has_update_initializeprob!(f) = isdefined(f, :update_initializeprob!) __has_initializeprobmap(f) = isdefined(f, :initializeprobmap) __has_initializeprobpmap(f) = isdefined(f, :initializeprobpmap) +__has_nlprob(f) = isdefined(f, :nlprob) # compatibility has_invW(f::AbstractSciMLFunction) = false