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steps towards iterative solvers + tests for general numbers #263

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974ff9e
steps towards iterative solvers + tests for general numbers
j-fu Jan 24, 2023
fc4ae65
format; let failing tests for duals ring
j-fu Jan 24, 2023
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6 changes: 4 additions & 2 deletions src/iterative_wrappers.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -153,8 +153,10 @@ function SciMLBase.solve(cache::LinearCache, alg::KrylovJL; kwargs...)
M = (M === Identity()) ? I : InvPreconditioner(M)
N = (N === Identity()) ? I : InvPreconditioner(N)

atol = float(cache.abstol)
rtol = float(cache.reltol)
Ta = eltype(cache.A)

atol = Ta(float(cache.abstol))
rtol = Ta(float(cache.reltol))
itmax = cache.maxiters
verbose = cache.verbose ? 1 : 0

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90 changes: 57 additions & 33 deletions test/basictests.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,8 @@ using Test
import Random

const Dual64 = ForwardDiff.Dual{Nothing, Float64, 1}
Base.:^(x::MultiFloat{T, N}, y::Int) where {T, N} = MultiFloat{T, N}(BigFloat(x)^y)
Base.:^(x::MultiFloat{T, N}, y::Float64) where {T, N} = MultiFloat{T, N}(BigFloat(x)^y)

n = 8
A = Matrix(I, n, n)
Expand All @@ -19,18 +21,21 @@ prob2 = LinearProblem(A2, b2; u0 = x2)

cache_kwargs = (; verbose = true, abstol = 1e-8, reltol = 1e-8, maxiter = 30)

function test_interface(alg, prob1, prob2)
A1 = prob1.A
b1 = prob1.b
x1 = prob1.u0
A2 = prob2.A
b2 = prob2.b
x2 = prob2.u0
function test_interface(alg, prob1, prob2; T = Float64)
A1 = prob1.A .|> T
b1 = prob1.b .|> T
x1 = prob1.u0 .|> T
A2 = prob2.A .|> T
b2 = prob2.b .|> T
x2 = prob2.u0 .|> T

y = solve(prob1, alg; cache_kwargs...)
myprob1 = LinearProblem(A1, b1; u0 = x1)
myprob2 = LinearProblem(A2, b2; u0 = x2)

y = solve(myprob1, alg; cache_kwargs...)
@test A1 * y ≈ b1

cache = SciMLBase.init(prob1, alg; cache_kwargs...) # initialize cache
cache = SciMLBase.init(myprob1, alg; cache_kwargs...) # initialize cache
y = solve(cache)
@test A1 * y ≈ b1

Expand Down Expand Up @@ -140,42 +145,42 @@ end
end

@testset "Sparspak Factorization (Float64x1)" begin
A1 = sparse(A / 1) .|> Float64x1
b1 = rand(n) .|> Float64x1
x1 = zero(b) .|> Float64x1
A2 = sparse(A / 2) .|> Float64x1
b2 = rand(n) .|> Float64x1
x2 = zero(b) .|> Float64x1
A1 = sparse(A / 1)
b1 = rand(n)
x1 = zero(b)
A2 = sparse(A / 2)
b2 = rand(n)
x2 = zero(b)

prob1 = LinearProblem(A1, b1; u0 = x1)
prob2 = LinearProblem(A2, b2; u0 = x2)
test_interface(SparspakFactorization(), prob1, prob2)
test_interface(SparspakFactorization(), prob1, prob2; T = Float64x1)
end

@testset "Sparspak Factorization (Float64x2)" begin
A1 = sparse(A / 1) .|> Float64x2
b1 = rand(n) .|> Float64x2
x1 = zero(b) .|> Float64x2
A2 = sparse(A / 2) .|> Float64x2
b2 = rand(n) .|> Float64x2
x2 = zero(b) .|> Float64x2
A1 = sparse(A / 1)
b1 = rand(n)
x1 = zero(b)
A2 = sparse(A / 2)
b2 = rand(n)
x2 = zero(b)

prob1 = LinearProblem(A1, b1; u0 = x1)
prob2 = LinearProblem(A2, b2; u0 = x2)
test_interface(SparspakFactorization(), prob1, prob2)
test_interface(SparspakFactorization(), prob1, prob2; T = Float64x2)
end

@testset "Sparspak Factorization (Dual64)" begin
A1 = sparse(A / 1) .|> Dual64
b1 = rand(n) .|> Dual64
x1 = zero(b) .|> Dual64
A2 = sparse(A / 2) .|> Dual64
b2 = rand(n) .|> Dual64
x2 = zero(b) .|> Dual64
A1 = sparse(A / 1)
b1 = rand(n)
x1 = zero(b)
A2 = sparse(A / 2)
b2 = rand(n)
x2 = zero(b)

prob1 = LinearProblem(A1, b1; u0 = x1)
prob2 = LinearProblem(A2, b2; u0 = x2)
test_interface(SparspakFactorization(), prob1, prob2)
test_interface(SparspakFactorization(), prob1, prob2; T = Dual64)
end

@testset "FastLAPACK Factorizations" begin
Expand Down Expand Up @@ -225,7 +230,14 @@ end
("GMRES", KrylovJL_GMRES(kwargs...)),
# ("BICGSTAB",KrylovJL_BICGSTAB(kwargs...)),
("MINRES", KrylovJL_MINRES(kwargs...)))
@testset "$(alg[1])" begin test_interface(alg[2], prob1, prob2) end
@testset "$(alg[1])" begin
test_interface(alg[2], prob1, prob2)
test_interface(alg[2], prob1, prob2; T = Float64x1)
test_interface(alg[2], prob1, prob2; T = Float64x2)
test_interface(alg[2], prob1, prob2; T = Dual64)
# https://github.com/JuliaSmoothOptimizers/Krylov.jl/issues/646
# ForwardDiff.Dual is a Real, not an AbstractFloat
end
end
end

Expand All @@ -237,7 +249,14 @@ end
# ("BICGSTAB",IterativeSolversJL_BICGSTAB(kwargs...)),
# ("MINRES",IterativeSolversJL_MINRES(kwargs...)),
)
@testset "$(alg[1])" begin test_interface(alg[2], prob1, prob2) end
@testset "$(alg[1])" begin
test_interface(alg[2], prob1, prob2)
test_interface(alg[2], prob1, prob2; T = Float64x1)
test_interface(alg[2], prob1, prob2; T = Float64x2)
test_interface(alg[2], prob1, prob2; T = Dual64)
# https://github.com/JuliaLang/julia/issues/41753
# ForwardDiff.Dual is a Real, not an AbstractFloat
end
end
end

Expand All @@ -246,7 +265,12 @@ end
for alg in (("Default", KrylovKitJL(kwargs...)),
("CG", KrylovKitJL_CG(kwargs...)),
("GMRES", KrylovKitJL_GMRES(kwargs...)))
@testset "$(alg[1])" begin test_interface(alg[2], prob1, prob2) end
@testset "$(alg[1])" begin
test_interface(alg[2], prob1, prob2)
test_interface(alg[2], prob1, prob2; T = Float64x1)
test_interface(alg[2], prob1, prob2; T = Float64x2)
test_interface(alg[2], prob1, prob2; T = Dual64)
end
@test alg[2] isa KrylovKitJL
end
end
Expand Down