fix: forwarddiff support

Author: avik-pal

lib/NonlinearSolveBase/ext/NonlinearSolveBaseForwardDiffExt.jl

@@ -37,8 +37,8 @@ function NonlinearSolveBase.nonlinearsolve_forwarddiff_solve(
     sol = solve(newprob, alg, args...; kwargs...)
 
     uu = sol.u
-    Jₚ = nonlinearsolve_∂f_∂p(prob, prob.f, uu, p)
-    Jᵤ = nonlinearsolve_∂f_∂u(prob, prob.f, uu, p)
+    Jₚ = NonlinearSolveBase.nonlinearsolve_∂f_∂p(prob, prob.f, uu, p)
+    Jᵤ = NonlinearSolveBase.nonlinearsolve_∂f_∂u(prob, prob.f, uu, p)
     z = -Jᵤ \ Jₚ
     pp = prob.p
     sumfun = ((z, p),) -> map(Base.Fix2(*, ForwardDiff.partials(p)), z)
@@ -123,8 +123,8 @@ function NonlinearSolveBase.nonlinearsolve_forwarddiff_solve(
         end
     end
 
-    Jₚ = nonlinearsolve_∂f_∂p(prob, vjp_fn, uu, newprob.p)
-    Jᵤ = nonlinearsolve_∂f_∂u(prob, vjp_fn, uu, newprob.p)
+    Jₚ = NonlinearSolveBase.nonlinearsolve_∂f_∂p(prob, vjp_fn, uu, newprob.p)
+    Jᵤ = NonlinearSolveBase.nonlinearsolve_∂f_∂u(prob, vjp_fn, uu, newprob.p)
     z = -Jᵤ \ Jₚ
     pp = prob.p
     sumfun = ((z, p),) -> map(Base.Fix2(*, ForwardDiff.partials(p)), z)
@@ -140,7 +140,7 @@ function NonlinearSolveBase.nonlinearsolve_forwarddiff_solve(
     return sol, partials
 end
 
-function nonlinearsolve_∂f_∂p(prob, f::F, u, p) where {F}
+function NonlinearSolveBase.nonlinearsolve_∂f_∂p(prob, f::F, u, p) where {F}
     if SciMLBase.isinplace(prob)
         f2 = @closure p -> begin
             du = Utils.safe_similar(u, promote_type(eltype(u), eltype(p)))
@@ -159,7 +159,7 @@ function nonlinearsolve_∂f_∂p(prob, f::F, u, p) where {F}
     end
 end
 
-function nonlinearsolve_∂f_∂u(prob, f::F, u, p) where {F}
+function NonlinearSolveBase.nonlinearsolve_∂f_∂u(prob, f::F, u, p) where {F}
     if SciMLBase.isinplace(prob)
         return ForwardDiff.jacobian(
             @closure((du, u)->f(du, u, p)), Utils.safe_similar(u), u)

lib/NonlinearSolveBase/src/public.jl

@@ -8,6 +8,8 @@ function get_tolerance end
 # Forward declarations of functions for forward mode AD
 function nonlinearsolve_forwarddiff_solve end
 function nonlinearsolve_dual_solution end
+function nonlinearsolve_∂f_∂p end
+function nonlinearsolve_∂f_∂u end
 
 # Nonlinear Solve Termination Conditions
 abstract type AbstractNonlinearTerminationMode end

src/NonlinearSolve.jl

@@ -22,6 +22,9 @@ using LineSearch: LineSearch, AbstractLineSearchCache, LineSearchesJL, NoLineSea
 using LinearSolve: LinearSolve, QRFactorization, needs_concrete_A, AbstractFactorization,
                    DefaultAlgorithmChoice, DefaultLinearSolver
 using MaybeInplace: @bb
+using NonlinearSolveBase: NonlinearSolveBase, nonlinearsolve_forwarddiff_solve,
+                          nonlinearsolve_dual_solution, nonlinearsolve_∂f_∂p,
+                          nonlinearsolve_∂f_∂u
 using Printf: @printf
 using Preferences: Preferences, @load_preference, @set_preferences!
 using RecursiveArrayTools: recursivecopy!

src/internal/forward_diff.jl

@@ -1,15 +1,12 @@
-# Not part of public API but helps reduce code duplication
-import SimpleNonlinearSolve: __nlsolve_ad, __nlsolve_dual_soln, __nlsolve_∂f_∂p,
-                             __nlsolve_∂f_∂u
-
+# XXX: dispatch on `__solve` & `__init`
 function SciMLBase.solve(
         prob::NonlinearProblem{<:Union{Number, <:AbstractArray}, iip,
             <:Union{<:Dual{T, V, P}, <:AbstractArray{<:Dual{T, V, P}}}},
         alg::Union{Nothing, AbstractNonlinearAlgorithm},
         args...;
         kwargs...) where {T, V, P, iip}
-    sol, partials = __nlsolve_ad(prob, alg, args...; kwargs...)
-    dual_soln = __nlsolve_dual_soln(sol.u, partials, prob.p)
+    sol, partials = nonlinearsolve_forwarddiff_solve(prob, alg, args...; kwargs...)
+    dual_soln = nonlinearsolve_dual_solution(sol.u, partials, prob.p)
     return SciMLBase.build_solution(
         prob, alg, dual_soln, sol.resid; sol.retcode, sol.stats, sol.original)
 end
@@ -53,10 +50,10 @@ function SciMLBase.solve!(cache::NonlinearSolveForwardDiffCache)
     prob = cache.prob
 
     uu = sol.u
-    f_p = __nlsolve_∂f_∂p(prob, prob.f, uu, cache.values_p)
-    f_x = __nlsolve_∂f_∂u(prob, prob.f, uu, cache.values_p)
+    Jₚ = nonlinearsolve_∂f_∂p(prob, prob.f, uu, cache.values_p)
+    Jᵤ = nonlinearsolve_∂f_∂u(prob, prob.f, uu, cache.values_p)
 
-    z_arr = -f_x \ f_p
+    z_arr = -Jᵤ \ Jₚ
 
     sumfun = ((z, p),) -> map(zᵢ -> zᵢ * ForwardDiff.partials(p), z)
     if cache.p isa Number
@@ -65,7 +62,7 @@ function SciMLBase.solve!(cache::NonlinearSolveForwardDiffCache)
         partials = sum(sumfun, zip(eachcol(z_arr), cache.p))
     end
 
-    dual_soln = __nlsolve_dual_soln(sol.u, partials, cache.p)
+    dual_soln = nonlinearsolve_dual_solution(sol.u, partials, cache.p)
     return SciMLBase.build_solution(
         prob, cache.alg, dual_soln, sol.resid; sol.retcode, sol.stats, sol.original)
 end