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Fix calc_W for W_transform refactor #585

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merged 2 commits into from
Sep 20, 2024
Merged

Fix calc_W for W_transform refactor #585

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4c0109f
Fix `calc_W` for W_transform refactor
oscardssmith Sep 19, 2024
2b3ec9c
horrible nasty hack
oscardssmith Sep 19, 2024
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11 changes: 9 additions & 2 deletions test/utility_tests.jl
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Original file line number Diff line number Diff line change
@@ -1,7 +1,14 @@
using StochasticDiffEq, LinearAlgebra, SparseArrays, Random, LinearSolve, Test
using StochasticDiffEq.OrdinaryDiffEq: WOperator, calc_W!, calc_W
using StochasticDiffEq.SciMLOperators: MatrixOperator
using OrdinaryDiffEq

#horid nasty hack to deal with temporary calc_W refactor
# if there is a method that takes a W_transform argument, define the version that doesn't to set W_transform to true
if hasmethod(calc_W, (Any, Any, Any, Any, Any))
OrdinaryDiffEq.calc_W(integ, nlsolver, dgamma, repeat_step::Bool) = OrdinaryDiffEq.calc_W(integ, nlsolver, dgamma, repeat_step, true)
OrdinaryDiffEq.calc_W!(integ, nlsolver, cache, dgamma, repeat_step::Bool) = OrdinaryDiffEq.calc_W(integ, nlsolver, dgamma, cacherepeat_step, true)
end
@testset "Derivative Utilities" begin
@testset "calc_W!" begin
A = [-1.0 0.0; 0.0 -0.5]; σ = [0.9 0.0; 0.0 0.8]
Expand All @@ -17,7 +24,7 @@ using StochasticDiffEq.SciMLOperators: MatrixOperator
jac=(u,p,t) -> A)
prob = SDEProblem(fun, u0, tspan)
integrator = init(prob, ImplicitEM(theta=1); adaptive=false, dt=dt)
W = calc_W(integrator, integrator.cache.nlsolver, dtgamma, #=repeat_step=#false, #=W_transform=#true)
W = calc_W(integrator, integrator.cache.nlsolver, dtgamma, #=repeat_step=#false)
@test convert(AbstractMatrix, W) ≈ concrete_W
@test W \ u0 ≈ concrete_W \ u0

Expand All @@ -29,7 +36,7 @@ using StochasticDiffEq.SciMLOperators: MatrixOperator
prob = SDEProblem(fun, u0, tspan)
integrator = init(prob, ImplicitEM(theta=1); adaptive=false, dt=dt)
W = integrator.cache.nlsolver.cache.W
calc_W!(W, integrator, integrator.cache.nlsolver, integrator.cache, dtgamma, #=repeat_step=#false, #=W_transform=#true)
calc_W!(W, integrator, integrator.cache.nlsolver, integrator.cache, dtgamma, #=repeat_step=#false)

# Did not update because it's an array operator
# We don't want to build Jacobians when we have operators!
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