Add tests for the nonlinear solvers

Author: avik-pal

src/SimpleNonlinearSolve.jl

@@ -67,12 +67,19 @@ end
         algs = [SimpleNewtonRaphson(), SimpleBroyden(), SimpleKlement(), SimpleDFSane(),
             SimpleTrustRegion(), SimpleLimitedMemoryBroyden(; threshold = 2)]
 
+        algs_no_iip = [SimpleHalley()]
+
         @compile_workload begin
             for alg in algs
                 solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
                 solve(prob_no_brack_iip, alg, abstol = T(1e-2))
                 solve(prob_no_brack_oop, alg, abstol = T(1e-2))
             end
+
+            for alg in algs_no_iip
+                solve(prob_no_brack_scalar, alg, abstol = T(1e-2))
+                solve(prob_no_brack_oop, alg, abstol = T(1e-2))
+            end
         end
 
         prob_brack = IntervalNonlinearProblem{false}((u, p) -> u * u - p,

src/ad.jl

@@ -47,6 +47,27 @@ function SciMLBase.solve(prob::NonlinearProblem{<:Union{Number, SVector, <:Abstr
     return SciMLBase.build_solution(prob, alg, dual_soln, sol.resid; sol.retcode)
 end
 
+function scalar_nlsolve_∂f_∂p(f, u, p)
+    ff = p isa Number ? ForwardDiff.derivative :
+         (u isa Number ? ForwardDiff.gradient : ForwardDiff.jacobian)
+    return ff(Base.Fix1(f, u), p)
+end
+
+function scalar_nlsolve_∂f_∂u(f, u, p)
+    ff = u isa Number ? ForwardDiff.derivative : ForwardDiff.jacobian
+    return ff(Base.Fix2(f, p), u)
+end
+
+function scalar_nlsolve_dual_soln(u::Number, partials,
+        ::Union{<:AbstractArray{<:Dual{T, V, P}}, Dual{T, V, P}}) where {T, V, P}
+    return Dual{T, V, P}(u, partials)
+end
+
+function scalar_nlsolve_dual_soln(u::AbstractArray, partials,
+        ::Union{<:AbstractArray{<:Dual{T, V, P}}, Dual{T, V, P}}) where {T, V, P}
+    return map(((uᵢ, pᵢ),) -> Dual{T, V, P}(uᵢ, pᵢ), zip(u, partials))
+end
+
 # avoid ambiguities
 for Alg in [Bisection]
     @eval function SciMLBase.solve(prob::IntervalNonlinearProblem{uType, iip,

src/utils.jl

@@ -207,8 +207,8 @@ function __init_identity_jacobian(u::StaticArray, fu)
     J = SMatrix{S1, S2, eltype(u)}(I)
     return J
 end
-function __init_identity_jacobian!!(J::StaticArray{S1, S2}) where {S1, S2}
-    return SMMatrix{S1, S2, eltype(J)}(I)
+function __init_identity_jacobian!!(J::SMatrix{S1, S2}) where {S1, S2}
+    return SMatrix{S1, S2, eltype(J)}(I)
 end
 
 function __init_low_rank_jacobian(u::StaticArray{S1, T1}, fu::StaticArray{S2, T2},

test/Project.toml

@@ -3,8 +3,9 @@ BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
 DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
-NNlib = "872c559c-99b0-510c-b3b7-b6c96a88d5cd"
+LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
 StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"