Merge pull request #487 from SciML/ap/simplenonlinearsolve_history

fix: restore the history of SimpleNonlinearSolve

Author: avik-pal

lib/SimpleNonlinearSolve/LICENSE

@@ -18,4 +18,4 @@ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
-SOFTWARE.
+SOFTWARE.

lib/SimpleNonlinearSolve/test/core/adjoint_tests.jl

@@ -1,6 +1,5 @@
 @testitem "Simple Adjoint Test" tags=[:adjoint] begin
-    using ForwardDiff, ReverseDiff, SciMLSensitivity, Tracker, Zygote, DiffEqBase,
-          SimpleNonlinearSolve
+    using ForwardDiff, ReverseDiff, SciMLSensitivity, Tracker, Zygote, DiffEqBase
 
     ff(u, p) = u .^ 2 .- p
 

lib/SimpleNonlinearSolve/test/core/least_squares_tests.jl

@@ -0,0 +1,41 @@
+@testitem "Nonlinear Least Squares" tags=[:core] begin
+    using LinearAlgebra
+
+    true_function(x, θ) = @. 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]
+    y_target = true_function(x, θ_true)
+
+    function loss_function(θ, p)
+        ŷ = true_function(p, θ)
+        return ŷ .- y_target
+    end
+
+    function loss_function!(resid, θ, p)
+        ŷ = true_function(p, θ)
+        @. resid = ŷ - y_target
+        return
+    end
+
+    θ_init = θ_true .+ 0.1
+    prob_oop = NonlinearLeastSquaresProblem{false}(loss_function, θ_init, x)
+
+    @testset "Solver: $(nameof(typeof(solver)))" for solver in [
+        SimpleNewtonRaphson(AutoForwardDiff()), SimpleGaussNewton(AutoForwardDiff()),
+        SimpleNewtonRaphson(AutoFiniteDiff()), SimpleGaussNewton(AutoFiniteDiff())]
+        sol = solve(prob_oop, solver)
+        @test norm(sol.resid, Inf) < 1e-12
+    end
+
+    prob_iip = NonlinearLeastSquaresProblem(
+        NonlinearFunction{true}(loss_function!, resid_prototype = zeros(length(y_target))),
+        θ_init, x)
+
+    @testset "Solver: $(nameof(typeof(solver)))" for solver in [
+        SimpleNewtonRaphson(AutoForwardDiff()), SimpleGaussNewton(AutoForwardDiff()),
+        SimpleNewtonRaphson(AutoFiniteDiff()), SimpleGaussNewton(AutoFiniteDiff())]
+        sol = solve(prob_iip, solver)
+        @test norm(sol.resid, Inf) < 1e-12
+    end
+end