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test: comprehensive testing of root finding
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1 +1,155 @@ | ||
| @testsnippet RootfindTestSnippet begin | ||
| using StaticArrays, Random, LinearAlgebra, ForwardDiff, NonlinearSolveBase, SciMLBase | ||
| using ADTypes, PolyesterForwardDiff, Enzyme, ReverseDiff | ||
|
|
||
| quadratic_f(u, p) = u .* u .- p | ||
| quadratic_f!(du, u, p) = (du .= u .* u .- p) | ||
|
|
||
| function newton_fails(u, p) | ||
| return 0.010000000000000002 .+ | ||
| 10.000000000000002 ./ (1 .+ | ||
| (0.21640425613334457 .+ | ||
| 216.40425613334457 ./ (1 .+ | ||
| (0.21640425613334457 .+ | ||
| 216.40425613334457 ./ (1 .+ 0.0006250000000000001(u .^ 2.0))) .^ 2.0)) .^ | ||
| 2.0) .- 0.0011552453009332421u .- p | ||
| end | ||
|
|
||
| const TERMINATION_CONDITIONS = [ | ||
| NormTerminationMode(Base.Fix1(maximum, abs)), | ||
| RelTerminationMode(), | ||
| RelNormTerminationMode(Base.Fix1(maximum, abs)), | ||
| RelNormSafeTerminationMode(Base.Fix1(maximum, abs)), | ||
| RelNormSafeBestTerminationMode(Base.Fix1(maximum, abs)), | ||
| AbsTerminationMode(), | ||
| AbsNormTerminationMode(Base.Fix1(maximum, abs)), | ||
| AbsNormSafeTerminationMode(Base.Fix1(maximum, abs)), | ||
| AbsNormSafeBestTerminationMode(Base.Fix1(maximum, abs)) | ||
| ] | ||
|
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| function run_nlsolve_oop(f::F, u0, p = 2.0; solver) where {F} | ||
| return solve(NonlinearProblem{false}(f, u0, p), solver; abstol = 1e-9) | ||
| end | ||
| function run_nlsolve_iip(f!::F, u0, p = 2.0; solver) where {F} | ||
| return solve(NonlinearProblem{true}(f!, u0, p), solver; abstol = 1e-9) | ||
| end | ||
| end | ||
|
|
||
| @testitem "First Order Methods" setup=[RootfindTestSnippet] tags=[:core] begin | ||
| @testset for alg in ( | ||
| SimpleNewtonRaphson, | ||
| SimpleTrustRegion, | ||
| (; kwargs...) -> SimpleTrustRegion(; kwargs..., nlsolve_update_rule = Val(true)) | ||
| ) | ||
| @testset for autodiff in ( | ||
| AutoForwardDiff(), | ||
| AutoFiniteDiff(), | ||
| AutoReverseDiff(), | ||
| AutoEnzyme(), | ||
| nothing | ||
| ) | ||
| @testset "[OOP] u0: $(typeof(u0))" for u0 in ( | ||
| [1.0, 1.0], @SVector[1.0, 1.0], 1.0) | ||
| sol = run_nlsolve_oop(quadratic_f, u0; solver = alg(; autodiff)) | ||
| @test SciMLBase.successful_retcode(sol) | ||
| @test maximum(abs, quadratic_f(sol.u, 2.0)) < 1e-9 | ||
| end | ||
|
|
||
| @testset "[IIP] u0: $(typeof(u0))" for u0 in ([1.0, 1.0],) | ||
| sol = run_nlsolve_iip(quadratic_f!, u0; solver = alg(; autodiff)) | ||
| @test SciMLBase.successful_retcode(sol) | ||
| @test maximum(abs, quadratic_f(sol.u, 2.0)) < 1e-9 | ||
| end | ||
|
|
||
| @testset "Termination Condition: $(nameof(typeof(termination_condition))) u0: $(nameof(typeof(u0)))" for termination_condition in TERMINATION_CONDITIONS, | ||
| u0 in (1.0, [1.0, 1.0], @SVector[1.0, 1.0]) | ||
|
|
||
| probN = NonlinearProblem(quadratic_f, u0, 2.0) | ||
| @test all(solve( | ||
| probN, alg(; autodiff = AutoForwardDiff()); termination_condition).u .≈ | ||
| sqrt(2.0)) | ||
| end | ||
| end | ||
| end | ||
| end | ||
|
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||
| @testitem "Second Order Methods" setup=[RootfindTestSnippet] tags=[:core] begin | ||
| @testset for alg in ( | ||
| SimpleHalley, | ||
| ) | ||
| @testset for autodiff in ( | ||
| AutoForwardDiff(), | ||
| AutoFiniteDiff(), | ||
| AutoReverseDiff(), | ||
| nothing | ||
| ) | ||
| @testset "[OOP] u0: $(typeof(u0))" for u0 in ( | ||
| [1.0, 1.0], @SVector[1.0, 1.0], 1.0) | ||
| sol = run_nlsolve_oop(quadratic_f, u0; solver = alg(; autodiff)) | ||
| @test SciMLBase.successful_retcode(sol) | ||
| @test maximum(abs, quadratic_f(sol.u, 2.0)) < 1e-9 | ||
| end | ||
| end | ||
|
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||
| @testset "Termination Condition: $(nameof(typeof(termination_condition))) u0: $(nameof(typeof(u0)))" for termination_condition in TERMINATION_CONDITIONS, | ||
| u0 in (1.0, [1.0, 1.0], @SVector[1.0, 1.0]) | ||
|
|
||
| probN = NonlinearProblem(quadratic_f, u0, 2.0) | ||
| @test all(solve( | ||
| probN, alg(; autodiff = AutoForwardDiff()); termination_condition).u .≈ | ||
| sqrt(2.0)) | ||
| end | ||
| end | ||
| end | ||
|
|
||
| @testitem "Derivative Free Methods" setup=[RootfindTestSnippet] tags=[:core] begin | ||
| @testset "$(nameof(typeof(alg)))" for alg in ( | ||
| SimpleBroyden(), | ||
| SimpleKlement(), | ||
| SimpleDFSane(), | ||
| SimpleLimitedMemoryBroyden(), | ||
| SimpleBroyden(; linesearch = Val(true)), | ||
| SimpleLimitedMemoryBroyden(; linesearch = Val(true)) | ||
| ) | ||
| @testset "[OOP] u0: $(typeof(u0))" for u0 in ([1.0, 1.0], @SVector[1.0, 1.0], 1.0) | ||
| sol = run_nlsolve_oop(quadratic_f, u0; solver = alg) | ||
| @test SciMLBase.successful_retcode(sol) | ||
| @test maximum(abs, quadratic_f(sol.u, 2.0)) < 1e-9 | ||
| end | ||
|
|
||
| @testset "[IIP] u0: $(typeof(u0))" for u0 in ([1.0, 1.0],) | ||
| sol = run_nlsolve_iip(quadratic_f!, u0; solver = alg) | ||
| @test SciMLBase.successful_retcode(sol) | ||
| @test maximum(abs, quadratic_f(sol.u, 2.0)) < 1e-9 | ||
| end | ||
|
|
||
| @testset "Termination Condition: $(nameof(typeof(termination_condition))) u0: $(nameof(typeof(u0)))" for termination_condition in TERMINATION_CONDITIONS, | ||
| u0 in (1.0, [1.0, 1.0], @SVector[1.0, 1.0]) | ||
|
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||
| probN = NonlinearProblem(quadratic_f, u0, 2.0) | ||
| @test all(solve(probN, alg; termination_condition).u .≈ sqrt(2.0)) | ||
| end | ||
| end | ||
| end | ||
|
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||
| @testitem "Newton Fails" setup=[RootfindTestSnippet] tags=[:core] begin | ||
| u0 = [-10.0, -1.0, 1.0, 2.0, 3.0, 4.0, 10.0] | ||
| p = [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0] | ||
|
|
||
| @testset "$(nameof(typeof(alg)))" for alg in ( | ||
| SimpleDFSane(), | ||
| SimpleTrustRegion(), | ||
| SimpleHalley(), | ||
| SimpleTrustRegion(; nlsolve_update_rule = Val(true)) | ||
| ) | ||
| sol = run_nlsolve_oop(newton_fails, u0, p; solver = alg) | ||
| @test SciMLBase.successful_retcode(sol) | ||
| @test maximum(abs, newton_fails(sol.u, p)) < 1e-9 | ||
| end | ||
| end | ||
|
|
||
| @testitem "Kwargs Propagation" setup=[RootfindTestSnippet] tags=[:core] begin | ||
| prob = NonlinearProblem(quadratic_f, ones(4), 2.0; maxiters = 2) | ||
| sol = solve(prob, SimpleNewtonRaphson()) | ||
| @test sol.retcode === ReturnCode.MaxIters | ||
| end |
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