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function similarity(cache::AbstractCache, indices::Vector{Int}, embedding::Any) return lock(cache.items_lock) do similarity(cache, cache.items, indices, embedding) end end """ similarity(cache::SemanticCache, items::Vector{CachedItem}, indices::Vector{Int}, embedding::Vector{Float32}) Finds the most similar item in the cache to the given embedding. Search is done via cosine similarity (dot product). # Arguments - `cache::SemanticCache`: The cache to search in. - `items::Vector{CachedItem}`: The items to search in. - `indices::Vector{Int}`: The indices of the items to search in. - `embedding::Vector{Float32}`: The embedding to search for. # Returns A tuple `(max_sim, max_idx)` where - `max_sim`: The maximum similarity. - `max_idx`: The index of the most similar item. # Notes - The return item is not guaranteed to be very similar, you need to check if the similarity is high enough. - We assume that embeddings are normalized to have L2 norm 1, so Cosine similarity is the same as dot product. """ function similarity(cache::SemanticCache, items::Vector{CachedItem}, indices::Vector{Int}, embedding::Vector{Float32}) isempty(indices) && return Float32[] len = length(items) @assert len>=maximum(indices) "all `indices` must be less than or equal to the length of `items`" @assert 0<=minimum(indices) "all `indices` must be greater than or equal to 0" ## Find the highest and check if it's above the threshold max_sim = -1 max_idx = 0 @inbounds for i in indices sim = dot(items[i].embedding, embedding) if sim > max_sim max_sim = sim max_idx = i end end return (max_sim, max_idx) end """ (cache::SemanticCache)( key::String, fuzzy_input::String; verbose::Integer = 0, min_similarity::Real = 0.95) Finds the item that EXACTLY matches the provided cache `key` and is the most similar given its embedding. Similarity must be at least `min_similarity`. Search is done via cosine similarity (dot product). # Arguments - `key::String`: The key to match exactly. - `fuzzy_input::String`: The input to embed and compare to the cache. - `verbose::Integer = 0`: The verbosity level. - `min_similarity::Real = 0.95`: The minimum similarity. # Returns A `CachedItem`: - If the similarity is above `min_similarity`, the `output` field is set to the cached output. - If the similarity is below `min_similarity`, the `output` field is set to `nothing`. You can validate if an item has been found by checking if `output` is not `nothing` or simply `isvalid(item)`. # Example ```julia cache = SemanticCache() item = cache("key1", "fuzzy_input"; min_similarity=0.95) ## add it to cache if new if !isvalid(item) # calculate the expensive output output = expensive_calculation() item.output = output ## add it to cache push!(cache, item) end # If you ask again, it will be faster because it's in the cache item = cache("key1", "fuzzy_input"; min_similarity=0.95) ``` """ function (cache::SemanticCache)( key::String, fuzzy_input::String; verbose::Integer = 0, min_similarity::Real = 0.95) indices = get(cache, key, Int[]) (verbose >= 2) && @info "Candidates for $(key): $(length(indices)) items" ## Embed and Normalize emb_result = FlashRank.embed(EMBEDDER, fuzzy_input; split_instead_trunc = true) embedding = if size(emb_result.embeddings, 2) > 1 mean(emb_result.embeddings; dims = 2) |> vec |> normalize else emb_result.embeddings |> vec |> normalize end (verbose >= 2) && @info "Embedding computed in $(round(emb_result.elapsed, digits=3))s" hash_ = hash(fuzzy_input) isempty(indices) && return CachedItem(; input_hash = hash_, embedding, key) ## Calculate similarity max_sim, max_idx = similarity(cache, indices, embedding) ## Find the highest and check if it's above the threshold output = max_sim >= min_similarity ? cache.items[max_idx].output : nothing (verbose >= 1) && @info (isnothing(output) ? "No cache match found (max. sim: $(round(max_sim, digits=3)))" : "Match found (max. sim: $(round(max_sim, digits=3)))") ## return CachedItem(; input_hash = hash_, embedding, key, output) end """ similarity(cache::HashCache, items::Vector{CachedItem}, indices::Vector{Int}, hash::UInt64) Finds the items with the exact hash as `hash`. """ function similarity(cache::HashCache, items::Vector{CachedItem}, indices::Vector{Int}, hash::UInt64) isempty(indices) && return Float32[] len = length(items) @assert len>=maximum(indices) "all `indices` must be less than or equal to the length of `items`" @assert 0<=minimum(indices) "all `indices` must be greater than or equal to 0" ## Find the highest and check if it's above the threshold max_sim = -1 max_idx = 0 @inbounds for i in indices sim = items[i].input_hash == hash if sim ## find the first match and stop max_sim = sim max_idx = i break end end return (max_sim, max_idx) end """ (cache::HashCache)(key::String, fuzzy_input::String; verbose::Integer = 0, min_similarity::Real = 1.0) Finds the item that EXACTLY matches the provided cache `key` and EXACTLY matches the hash of `fuzzy_input`. # Arguments - `key::String`: The key to match exactly. - `fuzzy_input::String`: The input to compare the hash of. - `verbose::Integer = 0`: The verbosity level. - `min_similarity::Real = 1.0`: The minimum similarity (we expect exact match defined as 1.0). # Returns A `CachedItem`: - If an exact match is found, the `output` field is set to the cached output. - If no exact match is found, the `output` field is set to `nothing`. You can validate if an item has been found by checking if `output` is not `nothing` or simply `isvalid(item)`. # Example ```julia cache = HashCache() item = cache("key1", "fuzzy_input") ## add it to cache if new if !isvalid(item) # calculate the expensive output output = expensive_calculation() item.output = output ## add it to cache push!(cache, item) end # If you ask again, it will be faster because it's in the cache item = cache("key1", "fuzzy_input") ``` """ function (cache::HashCache)( key::String, fuzzy_input::String; verbose::Integer = 0, min_similarity::Real = 1.0) indices = get(cache, key, Int[]) (verbose >= 2) && @info "Candidates for $(key): $(length(indices)) items" hash_ = hash(fuzzy_input) # fake embedding isempty(indices) && return CachedItem(; input_hash = hash_, key) ## Calculate similarity max_sim, max_idx = similarity(cache, indices, hash_) ## Find the highest and check if it's above the threshold output = max_sim >= min_similarity ? cache.items[max_idx].output : nothing (verbose >= 1) && @info (isnothing(output) ? "No cache match found" : "Match found") ## return CachedItem(; input_hash = hash_, key, output) end
SemanticCaches
https://github.com/svilupp/SemanticCaches.jl.git
[ "MIT" ]
0.2.0
a5c4f933e59401f83e1c36ccfc40e4ac2fd87e73
code
3108
@kwdef mutable struct CachedItem key::String input_hash::UInt64 embedding::Vector{Float32} = Float32[] output::Any = nothing created_at::DateTime = now() end Base.isvalid(item::CachedItem) = !isnothing(item.output) abstract type AbstractCache end """ SemanticCache A cache that stores embeddings and uses semantic search to find the most relevant items. Any incoming request must match `key` exactly (in `lookup`), otherwise it's not accepted. `key` represents what user finds meaningful to be strictly matching (eg, model name, temperature, etc). # Fields - `items`: A vector of cached items (type `CachedItem`) - `lookup`: A dictionary that maps keys to the indices of the items that have that key. - `items_lock`: A lock for the items vector. - `lookup_lock`: A lock for the lookup dictionary. """ @kwdef mutable struct SemanticCache <: AbstractCache items::Vector{CachedItem} = CachedItem[] lookup::Dict{String, Vector{Int}} = Dict{String, Vector{Int}}() items_lock::ReentrantLock = ReentrantLock() lookup_lock::ReentrantLock = ReentrantLock() end """ HashCache A cache that uses string hashes to find the exactly matching items. Useful for long input strings, which cannot be embedded quickly. Any incoming request must match `key` exactly (in `lookup`), otherwise it's not accepted. `key` represents what user finds meaningful to be strictly matching (eg, model name, temperature, etc). # Fields - `items`: A vector of cached items (type `CachedItem`) - `lookup`: A dictionary that maps keys to the indices of the items that have that key. - `items_lock`: A lock for the items vector. - `lookup_lock`: A lock for the lookup dictionary. """ @kwdef mutable struct HashCache <: AbstractCache items::Vector{CachedItem} = CachedItem[] lookup::Dict{String, Vector{Int}} = Dict{String, Vector{Int}}() items_lock::ReentrantLock = ReentrantLock() lookup_lock::ReentrantLock = ReentrantLock() end ## Show methods function Base.show(io::IO, cache::AbstractCache) print(io, "$(nameof(typeof(cache))) with $(length(cache.items)) items") end function Base.show(io::IO, item::CachedItem) has_output = !isnothing(item.output) ? "<has output>" : "<no output>" print(io, "CachedItem with key: $(item.key) and output: $has_output") end function Base.push!(cache::AbstractCache, item::CachedItem) ## Lock the system to not get corrupted lock(cache.lookup_lock) lock(cache.items_lock) ## Add to items vector push!(cache.items, item) idx = length(cache.items) ## Add to lookup if haskey(cache.lookup, item.key) push!(cache.lookup[item.key], idx) else cache.lookup[item.key] = [idx] end ## Unlock unlock(cache.items_lock) unlock(cache.lookup_lock) return cache end function Base.getindex(cache::AbstractCache, key::String) return lock(cache.lookup_lock) do getindex(cache.lookup, key) end end function Base.get(cache::AbstractCache, key::String, default = Int[]) return lock(cache.lookup_lock) do get(cache.lookup, key, default) end end
SemanticCaches
https://github.com/svilupp/SemanticCaches.jl.git
[ "MIT" ]
0.2.0
a5c4f933e59401f83e1c36ccfc40e4ac2fd87e73
code
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using SemanticCaches using Dates using Test using Aqua @testset "SemanticCaches.jl" begin @testset "Code quality (Aqua.jl)" begin # disable ambiguities due to upstream packages Aqua.test_all(SemanticCaches; ambiguities = false) end @testset "SemanticCache" begin include("types.jl") include("similarity_lookup.jl") end end
SemanticCaches
https://github.com/svilupp/SemanticCaches.jl.git
[ "MIT" ]
0.2.0
a5c4f933e59401f83e1c36ccfc40e4ac2fd87e73
code
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@testset "similarity_lookup" begin # Test 1: Basic similarity lookup with SemanticCache cache = SemanticCache() item = cache("key1", "fuzzy_input"; min_similarity = 0.95) @test !isvalid(item) # Expecting a cache miss since the cache is empty # Test 2: Adding and retrieving an item from SemanticCache cache = SemanticCache() item = cache("key1", "fuzzy_input"; min_similarity = 0.95) if !isvalid(item) item.output = "expensive result" push!(cache, item) end item = cache("key1", "fuzzy_input"; min_similarity = 0.95) @test isvalid(item) && item.output == "expensive result" # Expecting a cache hit # Test 3: Similarity threshold in SemanticCache cache = SemanticCache() item = cache("key1", "this is my input"; min_similarity = 0.95) if !isvalid(item) item.output = "expensive result" push!(cache, item) end item = cache("key1", "very different text"; min_similarity = 0.95) @test !isvalid(item) # Expecting a cache miss due to low similarity # Test 4: Basic similarity lookup with HashCache cache = HashCache() item = cache("key1", "fuzzy_input") @test !isvalid(item) # Expecting a cache miss since the cache is empty # Test 5: Adding and retrieving an item from HashCache cache = HashCache() item = cache("key1", "fuzzy_input") if !isvalid(item) item.output = "expensive result" push!(cache, item) end item = cache("key1", "fuzzy_input") @test isvalid(item) && item.output == "expensive result" # Expecting a cache hit # Test 6: Exact match requirement in HashCache cache = HashCache() item = cache("key1", "fuzzy_input") if !isvalid(item) item.output = "expensive result" push!(cache, item) end item = cache("key1", "different_input") @test !isvalid(item) # Expecting a cache miss due to different input hash end
SemanticCaches
https://github.com/svilupp/SemanticCaches.jl.git
[ "MIT" ]
0.2.0
a5c4f933e59401f83e1c36ccfc40e4ac2fd87e73
code
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@testset "CachedItem,SemanticCache" begin # Test 1: Create a CachedItem and check its fields item = CachedItem(; key = "key1", input_hash = hash("input1")) @test item.key == "key1" # Check key field @test item.input_hash == hash("input1") # Check input field @test isnothing(item.output) # Check output field is nothing initially @test item.created_at <= now() # Check created_at field is a DateTime @test isvalid(item) == false # Test 2: Create a SemanticCache and check its initial state cache = SemanticCache() @test length(cache.items) == 0 # Check items vector is empty @test length(cache.lookup) == 0 # Check lookup dictionary is empty # Test 3: Add a CachedItem to SemanticCache and check its state push!(cache, item) @test length(cache.items) == 1 # Check items vector has one item @test haskey(cache.lookup, "key1") # Check lookup dictionary has the key @test cache.lookup["key1"] == [1] # Check lookup dictionary points to the correct index # Test 4: Retrieve an item from SemanticCache using getindex idxs = cache["key1"] @test idxs == [1] # Check the retrieved index is correct # Test 5: Retrieve an item from SemanticCache using get idxs = get(cache, "key1") @test idxs == [1] # Check the retrieved index is correct # Test 6: Add another CachedItem with the same key and check the state item2 = CachedItem(; key = "key1", input_hash = hash("input2")) push!(cache, item2) @test length(cache.items) == 2 # Check items vector has two items @test cache.lookup["key1"] == [1, 2] # Check lookup dictionary points to both indices # Test 7: Add a CachedItem with a different key and check the state item3 = CachedItem(; key = "key2", input_hash = hash("input3")) push!(cache, item3) @test length(cache.items) == 3 # Check items vector has three items @test haskey(cache.lookup, "key2") # Check lookup dictionary has the new key @test cache.lookup["key2"] == [3] # Check lookup dictionary points to the correct index # Test 8: Retrieve an item with a non-existent key using getindex @test_throws KeyError cache["non_existent_key"] # Test 9: Retrieve an item with a non-existent key using get idxs = get(cache, "non_existent_key") @test idxs == Int64[] # Check the retrieved index is an empty array # Test 10: Ensure thread safety by adding items concurrently Threads.@threads for i in 1:100 item = CachedItem(; key = "key$i", input_hash = hash("input$i")) push!(cache, item) end @test length(cache.items) == 103 # Check items vector has 103 items for i in 1:100 @test haskey(cache.lookup, "key$i") # Check lookup dictionary has the new keys end ## Show methods # Test 1: Show an empty SemanticCache sem_cache = SemanticCache() io = IOBuffer() show(io, sem_cache) @test String(take!(io)) == "SemanticCache with 0 items" # Check the output for an empty SemanticCache # Test 2: Show a SemanticCache with one item item = CachedItem(; key = "key1", input_hash = hash("input1")) push!(sem_cache, item) io = IOBuffer() show(io, sem_cache) @test String(take!(io)) == "SemanticCache with 1 items" # Check the output for a SemanticCache with one item # Test 3: Show a SemanticCache with multiple items item2 = CachedItem(; key = "key2", input_hash = hash("input2")) push!(sem_cache, item2) io = IOBuffer() show(io, sem_cache) @test String(take!(io)) == "SemanticCache with 2 items" # Check the output for a SemanticCache with multiple items # Test 4: CachedItem io = IOBuffer() show(io, item) @test String(take!(io)) == "CachedItem with key: key1 and output: <no output>" # with output item.output = "output1" show(io, item) @test String(take!(io)) == "CachedItem with key: key1 and output: <has output>" end @testset "HashCache" begin # Test 1: Create a HashCache and check its initial state hash_cache = HashCache() @test length(hash_cache.items) == 0 # Check items vector is empty @test length(hash_cache.lookup) == 0 # Check lookup dictionary is empty # Test 2: Add a CachedItem to HashCache and check its state item = CachedItem(; key = "key1", input_hash = hash("input1")) push!(hash_cache, item) @test length(hash_cache.items) == 1 # Check items vector has one item @test haskey(hash_cache.lookup, "key1") # Check lookup dictionary has the key @test hash_cache.lookup["key1"] == [1] # Check lookup dictionary points to the correct index # Test 3: Retrieve an item from HashCache using getindex idxs = hash_cache["key1"] @test idxs == [1] # Check the retrieved index is correct # Test 4: Retrieve an item from HashCache using get idxs = get(hash_cache, "key1") @test idxs == [1] # Check the retrieved index is correct # Test 5: Add another CachedItem with the same key and check the state item2 = CachedItem(; key = "key1", input_hash = hash("input2")) push!(hash_cache, item2) @test length(hash_cache.items) == 2 # Check items vector has two items @test hash_cache.lookup["key1"] == [1, 2] # Check lookup dictionary points to both indices # Test 6: Add a CachedItem with a different key and check the state item3 = CachedItem(; key = "key2", input_hash = hash("input3")) push!(hash_cache, item3) @test length(hash_cache.items) == 3 # Check items vector has three items @test haskey(hash_cache.lookup, "key2") # Check lookup dictionary has the new key @test hash_cache.lookup["key2"] == [3] # Check lookup dictionary points to the correct index # Test 7: Retrieve an item with a non-existent key using getindex @test_throws KeyError hash_cache["non_existent_key"] # Test 8: Retrieve an item with a non-existent key using get idxs = get(hash_cache, "non_existent_key") @test idxs == Int64[] # Check the retrieved index is an empty array # Test 9: Ensure thread safety by adding items concurrently Threads.@threads for i in 1:100 item = CachedItem(; key = "key$i", input_hash = hash("input$i")) push!(hash_cache, item) end @test length(hash_cache.items) == 103 # Check items vector has 103 items for i in 1:100 @test haskey(hash_cache.lookup, "key$i") # Check lookup dictionary has the new keys end ## Show methods # Test 4: Show an empty HashCache hash_cache = HashCache() io = IOBuffer() show(io, hash_cache) @test String(take!(io)) == "HashCache with 0 items" # Check the output for an empty HashCache # Test 5: Show a HashCache with one item item3 = CachedItem(; key = "key3", input_hash = hash("input3")) push!(hash_cache, item3) io = IOBuffer() show(io, hash_cache) @test String(take!(io)) == "HashCache with 1 items" # Check the output for a HashCache with one item # Test 6: Show a HashCache with multiple items item4 = CachedItem(; key = "key4", input_hash = hash("input4")) push!(hash_cache, item4) io = IOBuffer() show(io, hash_cache) @test String(take!(io)) == "HashCache with 2 items" # Check the output for a HashCache with multiple items end
SemanticCaches
https://github.com/svilupp/SemanticCaches.jl.git
[ "MIT" ]
0.2.0
a5c4f933e59401f83e1c36ccfc40e4ac2fd87e73
docs
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# Changelog All notable changes to this project will be documented in this file. The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/), and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html). ## [Unreleased] ### Added ### Fixed ## [0.2.0] ### Fixed - Remove statements that automatically allow DATADEPS downloading. Now simply catches the error and prints a message to the user. For users, remember to set `ENV["DATADEPS_ALWAYS_ACCEPT"] = true` before running the package. ## [0.1.0] ### Added - Initial release
SemanticCaches
https://github.com/svilupp/SemanticCaches.jl.git
[ "MIT" ]
0.2.0
a5c4f933e59401f83e1c36ccfc40e4ac2fd87e73
docs
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# SemanticCaches.jl [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://svilupp.github.io/SemanticCaches.jl/dev/) [![Build Status](https://github.com/svilupp/SemanticCaches.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/svilupp/SemanticCaches.jl/actions/workflows/CI.yml?query=branch%3Amain) [![Coverage](https://codecov.io/gh/svilupp/SemanticCaches.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/svilupp/SemanticCaches.jl) [![Aqua](https://raw.githubusercontent.com/JuliaTesting/Aqua.jl/master/badge.svg)](https://github.com/JuliaTesting/Aqua.jl) SemanticCaches.jl is a very hacky implementation of a semantic cache for AI applications to save time and money with repeated requests. It's not particularly fast, because we're trying to prevent API calls that can take even 20 seconds. Note that we're using a tiny BERT model with a maximum chunk size of 512 tokens to provide fast local embeddings running on a CPU. For longer sentences, we split them in several chunks and consider their average embedding, but use it carefully! The latency can sky rocket and become worse than simply calling the original API. ## Installation To install SemanticCaches.jl, simply add the package using the Julia package manager: ```julia using Pkg; Pkg.activate(".") Pkg.add("SemanticCaches") ``` ## Quick Start Guide ```julia ## This line is very important to be able to download the models!!! ENV["DATADEPS_ALWAYS_ACCEPT"] = "true" using SemanticCaches sem_cache = SemanticCache() # First argument: the key must always match exactly, eg, model, temperature, etc # Second argument: the input text to be compared with the cache, can be fuzzy matched item = sem_cache("key1", "say hi!"; verbose = 1) # notice the verbose flag it can 0,1,2 for different level of detail if !isvalid(item) @info "cache miss!" item.output = "expensive result X" # Save the result to the cache for future reference push!(sem_cache, item) end # If practice, long texts may take too long to embed even with our tiny model # so let's not compare anything above 2000 tokens =~ 5000 characters (threshold of c. 100ms) hash_cache = HashCache() input = "say hi" input = "say hi "^1000 active_cache = length(input) > 5000 ? hash_cache : sem_cache item = active_cache("key1", input; verbose = 1) if !isvalid(item) @info "cache miss!" item.output = "expensive result X" push!(active_cache, item) end ``` ## How it Works The primary objective of building this package was to cache expensive API calls to GenAI models. The system offers exact matching (faster, `HashCache`) and semantic similarity lookup (slower, `SemanticCache`) of STRING inputs. In addition, all requests are first compared on a “cache key”, which presents a key that must always match exactly for requests to be considered interchangeable (eg, same model, same provider, same temperature, etc). You need to choose the appropriate cache key and input depending on your use case. This default choice for the cache key should be the model name. What happens when you call the cache (provide `cache_key` and `string_input`)? - All cached outputs are stored in a vector `cache.items`. - When we receive a request, the `cache_key` is looked up to find indices of the corresponding items in `items`. If `cache_key` is not found, we return `CachedItem` with an empty `output` field (ie, `isvalid(item) == false`). - We embed the `string_input` using a tiny BERT model and normalize the embeddings (to make it easier to compare the cosine distance later). - We then compare the cosine distance with the embeddings of the cached items. - If the cosine distance is higher than `min_similarity` threshold, we return the cached item (The output can be found in the field `item.output`). If we haven't found any cached item, we return `CachedItem` with an empty `output` field (ie, `isvalid(item) == false`). Once you calculate the response and save it in `item.output`, you can push the item to the cache by calling `push!(cache, item)`. ## Suitable Use Cases - This package is great if you know you will have a smaller volume of requests (eg, <10k per session or machine). - It’s ideal to reduce the costs of running your evals, because even when you change your RAG pipeline configuration many of the calls will be repeated and can take advantage of caching. - Lastly, this package can be really useful for demos and small user applications, where you can know some of the system inputs upfront, so you can cache them and show incredible response times! - This package is NOT suitable for production systems with hundreds of thousands of requests and remember that this is a very basic cache that you need to manually invalidate over time! ## Advanced Usage ### Caching HTTP Requests Based on your knowledge of the API calls made, you need determine the: 1) cache key (separate store of cached items, eg, different models or temperatures) and 2) how to unpack the HTTP request into a string (eg, unwrap and join the formatted message contents for OpenAI API). Here's a brief outline of how you can use SemanticCaches.jl with [PromptingTools.jl](https://github.com/svilupp/PromptingTools.jl). ```julia using PromptingTools using SemanticCaches using HTTP ## Define the new caching mechanism as a layer for HTTP ## See documentation [here](https://juliaweb.github.io/HTTP.jl/stable/client/#Quick-Examples) module MyCache using HTTP, JSON3 using SemanticCaches const SEM_CACHE = SemanticCache() const HASH_CACHE = HashCache() function cache_layer(handler) return function (req; cache_key::Union{AbstractString,Nothing}=nothing, kw...) # only apply the cache layer if the user passed `cache_key` # we could also use the contents of the payload, eg, `cache_key = get(body, "model", "unknown")` if req.method == "POST" && cache_key !== nothing body = JSON3.read(copy(req.body)) if occursin("v1/chat/completions", req.target) ## We're in chat completion endpoint input = join([m["content"] for m in body["messages"]], " ") elseif occursin("v1/embeddings", req.target) ## We're in embedding endpoint input = body["input"] else ## Skip, unknown API return handler(req; kw...) end ## Check the cache @info "Check if we can cache this request ($(length(input)) chars)" active_cache = length(input) > 5000 ? HASH_CACHE : SEM_CACHE item = active_cache("key1", input; verbose=2) # change verbosity to 0 to disable detailed logs if !isvalid(item) @info "Cache miss! Pinging the API" # pass the request along to the next layer by calling `cache_layer` arg `handler` resp = handler(req; kw...) item.output = resp # Let's remember it for the next time push!(active_cache, item) end ## Return the calculated or cached result return item.output end # pass the request along to the next layer by calling `cache_layer` arg `handler` # also pass along the trailing keyword args `kw...` return handler(req; kw...) end end # Create a new client with the auth layer added HTTP.@client [cache_layer] end # module # Let's push the layer globally in all HTTP.jl requests HTTP.pushlayer!(MyCache.cache_layer) # HTTP.poplayer!() # to remove it later # Let's call the API @time msg = aigenerate("What is the meaning of life?"; http_kwargs=(; cache_key="key1")) # The first call will be slow as usual, but any subsequent call should be pretty quick - try it a few times! ``` You can also use it for embeddings, eg, ```julia @time msg = aiembed("how is it going?"; http_kwargs=(; cache_key="key2")) # 0.7s @time msg = aiembed("how is it going?"; http_kwargs=(; cache_key="key2")) # 0.02s # Even with a tiny difference (no question mark), it still picks the right cache @time msg = aiembed("how is it going"; http_kwargs=(; cache_key="key2")) # 0.02s ``` You can remove the cache layer by calling `HTTP.poplayer!()` (and add it again if you made some changes). You can probe the cache by calling `MyCache.SEM_CACHE` (eg, `MyCache.SEM_CACHE.items[1]`). ## Frequently Asked Questions **How is the performance?** The majority of time will be spent in 1) tiny embeddings (for large texts, eg, thousands of tokens) and in calculating cosine similarity (for large caches, eg, over 10k items). For reference, embedding smaller texts like questions to embed takes only a few milliseconds. Embedding 2000 tokens can take anywhere from 50-100ms. When it comes to the caching system, there are many locks to avoid faults, but the overhead is still negligible - I ran experiments with 100k sequential insertions and the time per item was only a few milliseconds (dominated by the cosine similarity). If your bottleneck is in the cosine similarity calculation (c. 4ms for 100k items), consider moving vectors into a matrix for continuous memory and/or use Boolean embeddings with Hamming distance (XOR operator, c. order of magnitude speed up). All in all, the system is faster than necessary for normal workloads with thousands of cached items. You’re more likely to have GC and memory problems if your payloads are big (consider swapping to disk) than to face compute bounds. Remember that the motivation is to prevent API calls that take anywhere between 1-20 seconds! **How to measure the time it takes to do X?** Have a look at the example snippets below - time whichever part of it you’re interested in. ```julia sem_cache = SemanticCache() # First argument: the key must always match exactly, eg, model, temperature, etc # Second argument: the input text to be compared with the cache, can be fuzzy matched item = sem_cache("key1", "say hi!"; verbose = 1) # notice the verbose flag it can 0,1,2 for different level of detail if !isvalid(item) @info "cache miss!" item.output = "expensive result X" # Save the result to the cache for future reference push!(sem_cache, item) end ``` Embedding only (to tune the `min_similarity` threshold or to time the embedding) ```julia using SemanticCaches.FlashRank: embed using SemanticCaches: EMBEDDER @time res = embed(EMBEDDER, "say hi") # 0.000903 seconds (104 allocations: 19.273 KiB) # see res.elapsed or res.embeddings # long inputs (split into several chunks and then combining the embeddings) @time embed(EMBEDDER, "say hi "^1000) # 0.032148 seconds (8.11 k allocations: 662.656 KiB) ``` **How to set the `min_similarity` threshold?** You can set the `min_similarity` threshold by adding the kwarg `active_cache("key1", input; verbose=2, min_similarity=0.95)`. The default is 0.95, which is a very high threshold. For practical purposes, I'd recommend ~0.9. If you're expecting some typos, you can go even a bit lower (eg, 0.85). > [!WARNING] > Be careful with similarity thresholds. It's hard to embed super short sequences well! You might want to adjust the threshold depending on the length of the input. > Always test them with your inputs!! If you want to calculate the cosine similarity, remember to `normalize` the embeddings first or divide the dot product by the norms. ```julia using SemanticCaches.LinearAlgebra: normalize, norm, dot cosine_similarity = dot(r1.embeddings, r2.embeddings) / (norm(r1.embeddings) * norm(r2.embeddings)) # remember that 1 is the best similarity, -1 is the exact opposite ``` You can compare different inputs to determine the best threshold for your use cases ```julia emb1 = embed(EMBEDDER, "How is it going?") |> x -> vec(x.embeddings) |> normalize emb2 = embed(EMBEDDER, "How is it goin'?") |> x -> vec(x.embeddings) |> normalize dot(emb1, emb2) # 0.944 emb1 = embed(EMBEDDER, "How is it going?") |> x -> vec(x.embeddings) |> normalize emb2 = embed(EMBEDDER, "How is it goin'") |> x -> vec(x.embeddings) |> normalize dot(emb1, emb2) # 0.920 ``` **How to debug it?** Enable verbose logging by adding the kwarg `verbose = 2`, eg, `item = active_cache("key1", input; verbose=2)`. ## Roadmap [ ] Time-based cache validity [ ] Speed up the embedding process / consider pre-processing the inputs [ ] Native integration with PromptingTools and the API schemas
SemanticCaches
https://github.com/svilupp/SemanticCaches.jl.git
[ "MIT" ]
0.2.0
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```@meta CurrentModule = SemanticCaches ``` # API Reference API reference for [SemanticCaches](https://github.com/svilupp/SemanticCaches.jl). ```@index ``` ```@autodocs Modules = [SemanticCaches] ```
SemanticCaches
https://github.com/svilupp/SemanticCaches.jl.git
[ "MIT" ]
0.2.0
a5c4f933e59401f83e1c36ccfc40e4ac2fd87e73
docs
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```@meta CurrentModule = SemanticCaches ``` # SemanticCaches.jl Documentation for [SemanticCaches.jl](https://github.com/svilupp/SemanticCaches.jl). SemanticCaches.jl is a very hacky implementation of a semantic cache for AI applications to save time and money with repeated requests. It's not particularly fast, because we're trying to prevent API calls that can take even 20 seconds. Note that we're using a tiny BERT model with a maximum chunk size of 512 tokens to provide fast local embeddings running on a CPU. For longer sentences, we split them in several chunks and consider their average embedding, but use it carefully! The latency can sky rocket and become worse than simply calling the original API. ## Installation To install SemanticCaches.jl, simply add the package using the Julia package manager: ```julia using Pkg; Pkg.activate(".") Pkg.add("SemanticCaches") ``` ## Quick Start Guide ```julia ## This line is very important to be able to download the models!!! ENV["DATADEPS_ALWAYS_ACCEPT"] = "true" using SemanticCaches sem_cache = SemanticCache() # First argument: the key must always match exactly, eg, model, temperature, etc # Second argument: the input text to be compared with the cache, can be fuzzy matched item = sem_cache("key1", "say hi!"; verbose = 1) # notice the verbose flag it can 0,1,2 for different level of detail if !isvalid(item) @info "cache miss!" item.output = "expensive result X" # Save the result to the cache for future reference push!(sem_cache, item) end # If practice, long texts may take too long to embed even with our tiny model # so let's not compare anything above 2000 tokens =~ 5000 characters (threshold of c. 100ms) hash_cache = HashCache() input = "say hi" input = "say hi "^1000 active_cache = length(input) > 5000 ? hash_cache : sem_cache item = active_cache("key1", input; verbose = 1) if !isvalid(item) @info "cache miss!" item.output = "expensive result X" push!(active_cache, item) end ``` ## How it Works The primary objective of building this package was to cache expensive API calls to GenAI models. The system offers exact matching (faster, `HashCache`) and semantic similarity lookup (slower, `SemanticCache`) of STRING inputs. In addition, all requests are first compared on a “cache key”, which presents a key that must always match exactly for requests to be considered interchangeable (eg, same model, same provider, same temperature, etc). You need to choose the appropriate cache key and input depending on your use case. This default choice for the cache key should be the model name. What happens when you call the cache (provide `cache_key` and `string_input`)? - All cached outputs are stored in a vector `cache.items`. - When we receive a request, the `cache_key` is looked up to find indices of the corresponding items in `items`. If `cache_key` is not found, we return `CachedItem` with an empty `output` field (ie, `isvalid(item) == false`). - We embed the `string_input` using a tiny BERT model and normalize the embeddings (to make it easier to compare the cosine distance later). - We then compare the cosine distance with the embeddings of the cached items. - If the cosine distance is higher than `min_similarity` threshold, we return the cached item (The output can be found in the field `item.output`). If we haven't found any cached item, we return `CachedItem` with an empty `output` field (ie, `isvalid(item) == false`). Once you calculate the response and save it in `item.output`, you can push the item to the cache by calling `push!(cache, item)`. ## Suitable Use Cases - This package is great if you know you will have a smaller volume of requests (eg, <10k per session or machine). - It’s ideal to reduce the costs of running your evals, because even when you change your RAG pipeline configuration many of the calls will be repeated and can take advantage of caching. - Lastly, this package can be really useful for demos and small user applications, where you can know some of the system inputs upfront, so you can cache them and show incredible response times! - This package is NOT suitable for production systems with hundreds of thousands of requests and remember that this is a very basic cache that you need to manually invalidate over time! ## Advanced Usage ### Caching HTTP Requests Based on your knowledge of the API calls made, you need determine the: 1) cache key (separate store of cached items, eg, different models or temperatures) and 2) how to unpack the HTTP request into a string (eg, unwrap and join the formatted message contents for OpenAI API). Here's a brief outline of how you can use SemanticCaches.jl with [PromptingTools.jl](https://github.com/svilupp/PromptingTools.jl). ```julia using PromptingTools using SemanticCaches using HTTP ## Define the new caching mechanism as a layer for HTTP ## See documentation [here](https://juliaweb.github.io/HTTP.jl/stable/client/#Quick-Examples) module MyCache using HTTP, JSON3 using SemanticCaches const SEM_CACHE = SemanticCache() const HASH_CACHE = HashCache() function cache_layer(handler) return function (req; cache_key::Union{AbstractString,Nothing}=nothing, kw...) # only apply the cache layer if the user passed `cache_key` # we could also use the contents of the payload, eg, `cache_key = get(body, "model", "unknown")` if req.method == "POST" && cache_key !== nothing body = JSON3.read(copy(req.body)) if occursin("v1/chat/completions", req.target) ## We're in chat completion endpoint input = join([m["content"] for m in body["messages"]], " ") elseif occursin("v1/embeddings", req.target) ## We're in embedding endpoint input = body["input"] else ## Skip, unknown API return handler(req; kw...) end ## Check the cache @info "Check if we can cache this request ($(length(input)) chars)" active_cache = length(input) > 5000 ? HASH_CACHE : SEM_CACHE item = active_cache("key1", input; verbose=2) # change verbosity to 0 to disable detailed logs if !isvalid(item) @info "Cache miss! Pinging the API" # pass the request along to the next layer by calling `cache_layer` arg `handler` resp = handler(req; kw...) item.output = resp # Let's remember it for the next time push!(active_cache, item) end ## Return the calculated or cached result return item.output end # pass the request along to the next layer by calling `cache_layer` arg `handler` # also pass along the trailing keyword args `kw...` return handler(req; kw...) end end # Create a new client with the auth layer added HTTP.@client [cache_layer] end # module # Let's push the layer globally in all HTTP.jl requests HTTP.pushlayer!(MyCache.cache_layer) # HTTP.poplayer!() # to remove it later # Let's call the API @time msg = aigenerate("What is the meaning of life?"; http_kwargs=(; cache_key="key1")) # The first call will be slow as usual, but any subsequent call should be pretty quick - try it a few times! ``` You can also use it for embeddings, eg, ```julia @time msg = aiembed("how is it going?"; http_kwargs=(; cache_key="key2")) # 0.7s @time msg = aiembed("how is it going?"; http_kwargs=(; cache_key="key2")) # 0.02s # Even with a tiny difference (no question mark), it still picks the right cache @time msg = aiembed("how is it going"; http_kwargs=(; cache_key="key2")) # 0.02s ``` You can remove the cache layer by calling `HTTP.poplayer!()` (and add it again if you made some changes). You can probe the cache by calling `MyCache.SEM_CACHE` (eg, `MyCache.SEM_CACHE.items[1]`). ## Frequently Asked Questions **How is the performance?** The majority of time will be spent in 1) tiny embeddings (for large texts, eg, thousands of tokens) and in calculating cosine similarity (for large caches, eg, over 10k items). For reference, embedding smaller texts like questions to embed takes only a few milliseconds. Embedding 2000 tokens can take anywhere from 50-100ms. When it comes to the caching system, there are many locks to avoid faults, but the overhead is still negligible - I ran experiments with 100k sequential insertions and the time per item was only a few milliseconds (dominated by the cosine similarity). If your bottleneck is in the cosine similarity calculation (c. 4ms for 100k items), consider moving vectors into a matrix for continuous memory and/or use Boolean embeddings with Hamming distance (XOR operator, c. order of magnitude speed up). All in all, the system is faster than necessary for normal workloads with thousands of cached items. You’re more likely to have GC and memory problems if your payloads are big (consider swapping to disk) than to face compute bounds. Remember that the motivation is to prevent API calls that take anywhere between 1-20 seconds! **How to measure the time it takes to do X?** Have a look at the example snippets below - time whichever part of it you’re interested in. ```julia sem_cache = SemanticCache() # First argument: the key must always match exactly, eg, model, temperature, etc # Second argument: the input text to be compared with the cache, can be fuzzy matched item = sem_cache("key1", "say hi!"; verbose = 1) # notice the verbose flag it can 0,1,2 for different level of detail if !isvalid(item) @info "cache miss!" item.output = "expensive result X" # Save the result to the cache for future reference push!(sem_cache, item) end ``` Embedding only (to tune the `min_similarity` threshold or to time the embedding) ```julia using SemanticCaches.FlashRank: embed using SemanticCaches: EMBEDDER @time res = embed(EMBEDDER, "say hi") # 0.000903 seconds (104 allocations: 19.273 KiB) # see res.elapsed or res.embeddings # long inputs (split into several chunks and then combining the embeddings) @time embed(EMBEDDER, "say hi "^1000) # 0.032148 seconds (8.11 k allocations: 662.656 KiB) ``` **How to set the `min_similarity` threshold?** You can set the `min_similarity` threshold by adding the kwarg `active_cache("key1", input; verbose=2, min_similarity=0.95)`. The default is 0.95, which is a very high threshold. For practical purposes, I'd recommend ~0.9. If you're expecting some typos, you can go even a bit lower (eg, 0.85). Be careful though - it's hard to embed super short sequences well! You might want to adjust the threshold depending on the length of the input. If you want to calculate the cosine similarity, remember to `normalize` the embeddings first or divide the dot product by the norms. ```julia using SemanticCaches.LinearAlgebra: normalize, norm, dot cosine_similarity = dot(r1.embeddings, r2.embeddings) / (norm(r1.embeddings) * norm(r2.embeddings)) # remember that 1 is the best similarity, -1 is the exact opposite ``` You can compare different inputs to determine the best threshold for your use cases ```julia emb1 = embed(EMBEDDER, "How is it going?") |> x -> vec(x.embeddings) |> normalize emb2 = embed(EMBEDDER, "How is it goin'?") |> x -> vec(x.embeddings) |> normalize dot(emb1, emb2) # 0.944 emb1 = embed(EMBEDDER, "How is it going?") |> x -> vec(x.embeddings) |> normalize emb2 = embed(EMBEDDER, "How is it goin'") |> x -> vec(x.embeddings) |> normalize dot(emb1, emb2) # 0.920 ``` **How to debug it?** Enable verbose logging by adding the kwarg `verbose = 2`, eg, `item = active_cache("key1", input; verbose=2)`.
SemanticCaches
https://github.com/svilupp/SemanticCaches.jl.git
[ "MIT" ]
3.4.1
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code
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using Documenter, DiffEqGPU include("pages.jl") cp("./docs/Manifest.toml", "./docs/src/assets/Manifest.toml", force = true) cp("./docs/Project.toml", "./docs/src/assets/Project.toml", force = true) makedocs(sitename = "DiffEqGPU.jl", authors = "Chris Rackauckas", modules = [DiffEqGPU], clean = true, doctest = false, linkcheck = true, warnonly = [:missing_docs], format = Documenter.HTML(assets = ["assets/favicon.ico"], canonical = "https://docs.sciml.ai/DiffEqGPU/stable/"), pages = pages) deploydocs(repo = "github.com/SciML/DiffEqGPU.jl.git"; push_preview = true)
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
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code
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# Put in a separate page so it can be used by SciMLDocs.jl pages = ["index.md", "getting_started.md", "Tutorials" => Any["GPU Ensembles" => Any["tutorials/gpu_ensemble_basic.md", "tutorials/parallel_callbacks.md", "tutorials/multigpu.md", "tutorials/lower_level_api.md", "tutorials/weak_order_conv_sde.md"], "Within-Method GPU" => Any["tutorials/within_method_gpu.md"]], "Examples" => Any["GPU Ensembles" => Any["examples/sde.md", "examples/ad.md", "examples/reductions.md"], "Within-Method GPU" => Any["examples/reaction_diffusion.md", "examples/bruss.md"]], "Manual" => Any["manual/ensemblegpukernel.md", "manual/ensemblegpuarray.md", "manual/backends.md", "manual/optimal_trajectories.md", "manual/choosing_ensembler.md"], ]
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
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module AMDGPUExt isdefined(Base, :get_extension) ? (using AMDGPU) : (using ..AMDGPU) import DiffEqGPU using .AMDGPU import .AMDGPU: ROCBackend function DiffEqGPU.EnsembleGPUArray(cpu_offload::Float64) DiffEqGPU.EnsembleGPUArray(ROCBackend(), cpu_offload) end DiffEqGPU.maxthreads(::ROCBackend) = 256 DiffEqGPU.maybe_prefer_blocks(::ROCBackend) = ROCBackend() # Not yet implemented in AMDGPU # function DiffEqGPU.lufact!(::ROCBackend, W) # AMDGPU.rocBLAS.getrf_strided_batched!(W, false) # return nothing # end end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
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module CUDAExt isdefined(Base, :get_extension) ? (using CUDA) : (using ..CUDA) import DiffEqGPU using .CUDA import .CUDA: CUDABackend function DiffEqGPU.EnsembleGPUArray(cpu_offload::Float64) DiffEqGPU.EnsembleGPUArray(CUDABackend(), cpu_offload) end DiffEqGPU.maxthreads(::CUDABackend) = 256 DiffEqGPU.maybe_prefer_blocks(::CUDABackend) = CUDABackend(; prefer_blocks = true) function DiffEqGPU.lufact!(::CUDABackend, W) CUDA.CUBLAS.getrf_strided_batched!(W, false) return nothing end end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
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module MetalExt isdefined(Base, :get_extension) ? (using Metal) : (using ..Metal) import DiffEqGPU using .Metal import .Metal: MetalBackend DiffEqGPU.maxthreads(::MetalBackend) = 256 DiffEqGPU.maybe_prefer_blocks(::MetalBackend) = MetalBackend() end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
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module oneAPIExt isdefined(Base, :get_extension) ? (using oneAPI) : (using ..oneAPI) import DiffEqGPU using .oneAPI import .oneAPI: oneAPIBackend DiffEqGPU.maxthreads(::oneAPIBackend) = 256 DiffEqGPU.maybe_prefer_blocks(::oneAPIBackend) = oneAPIBackend() end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
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""" $(DocStringExtensions.README) """ module DiffEqGPU using DocStringExtensions using KernelAbstractions import KernelAbstractions: get_backend, allocate using SciMLBase, DiffEqBase, LinearAlgebra, Distributed using ForwardDiff import ChainRulesCore import ChainRulesCore: NoTangent using RecursiveArrayTools import ZygoteRules import Base.Threads using LinearSolve #For gpu_tsit5 using Adapt, SimpleDiffEq, StaticArrays using Parameters, MuladdMacro using Random using Setfield using ForwardDiff import StaticArrays: StaticVecOrMat, @_inline_meta # import LinearAlgebra: \ import StaticArrays: LU, StaticLUMatrix, arithmetic_closure abstract type EnsembleArrayAlgorithm <: SciMLBase.EnsembleAlgorithm end abstract type EnsembleKernelAlgorithm <: SciMLBase.EnsembleAlgorithm end ##Solvers for EnsembleGPUKernel abstract type GPUODEAlgorithm <: DiffEqBase.AbstractODEAlgorithm end abstract type GPUSDEAlgorithm <: DiffEqBase.AbstractSDEAlgorithm end abstract type GPUODEImplicitAlgorithm{AD} <: GPUODEAlgorithm end include("ensemblegpuarray/callbacks.jl") include("ensemblegpuarray/kernels.jl") include("ensemblegpuarray/problem_generation.jl") include("ensemblegpuarray/lowerlevel_solve.jl") include("ensemblegpukernel/callbacks.jl") include("ensemblegpukernel/lowerlevel_solve.jl") include("ensemblegpukernel/gpukernel_algorithms.jl") include("ensemblegpukernel/linalg/lu.jl") include("ensemblegpukernel/linalg/linsolve.jl") include("ensemblegpukernel/alg_utils.jl") include("ensemblegpukernel/integrators/nonstiff/types.jl") include("ensemblegpukernel/integrators/stiff/types.jl") include("ensemblegpukernel/integrators/integrator_utils.jl") include("ensemblegpukernel/integrators/stiff/interpolants.jl") include("ensemblegpukernel/integrators/nonstiff/interpolants.jl") include("ensemblegpukernel/nlsolve/type.jl") include("ensemblegpukernel/nlsolve/utils.jl") include("ensemblegpukernel/kernels.jl") include("ensemblegpukernel/perform_step/gpu_tsit5_perform_step.jl") include("ensemblegpukernel/perform_step/gpu_vern7_perform_step.jl") include("ensemblegpukernel/perform_step/gpu_vern9_perform_step.jl") include("ensemblegpukernel/perform_step/gpu_em_perform_step.jl") include("ensemblegpukernel/perform_step/gpu_siea_perform_step.jl") include("ensemblegpukernel/perform_step/gpu_rosenbrock23_perform_step.jl") include("ensemblegpukernel/perform_step/gpu_rodas4_perform_step.jl") include("ensemblegpukernel/perform_step/gpu_rodas5P_perform_step.jl") include("ensemblegpukernel/perform_step/gpu_kvaerno3_perform_step.jl") include("ensemblegpukernel/perform_step/gpu_kvaerno5_perform_step.jl") include("ensemblegpukernel/tableaus/verner_tableaus.jl") include("ensemblegpukernel/tableaus/rodas_tableaus.jl") include("ensemblegpukernel/tableaus/kvaerno_tableaus.jl") include("ensemblegpukernel/problems/ode_problems.jl") include("utils.jl") include("algorithms.jl") include("solve.jl") export EnsembleCPUArray, EnsembleGPUArray, EnsembleGPUKernel, LinSolveGPUSplitFactorize export GPUTsit5, GPUVern7, GPUVern9, GPUEM, GPUSIEA ## Stiff ODE solvers export GPURosenbrock23, GPURodas4, GPURodas5P, GPUKvaerno3, GPUKvaerno5 export terminate! # This symbol is only defined on Julia versions that support extensions if !isdefined(Base, :get_extension) using Requires end @static if !isdefined(Base, :get_extension) function __init__() @require CUDA="052768ef-5323-5732-b1bb-66c8b64840ba" include("../ext/CUDAExt.jl") @require AMDGPU="21141c5a-9bdb-4563-92ae-f87d6854732e" include("../ext/AMDGPUExt.jl") @require oneAPI="8f75cd03-7ff8-4ecb-9b8f-daf728133b1b" include("../ext/oneAPIExt.jl") @require Metal="dde4c033-4e86-420c-a63e-0dd931031962" include("../ext/MetalExt.jl") end end end # module
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
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""" ```julia EnsembleCPUArray(cpu_offload = 0.2) ``` An `EnsembleArrayAlgorithm` which utilizes the CPU kernels to parallelize each ODE solve with their separate ODE integrator on each kernel. This method is meant to be a debugging counterpart to `EnsembleGPUArray`, having the same behavior and using the same KernelAbstractions.jl process to build the combined ODE, but without the restrictions of `f` being a GPU-compatible kernel function. It is unlikely that this method is useful beyond library development and debugging, as almost any case should be faster with `EnsembleThreads` or `EnsembleDistributed`. """ struct EnsembleCPUArray <: EnsembleArrayAlgorithm end """ ```julia EnsembleGPUArray(backend,cpu_offload = 0.2) ``` An `EnsembleArrayAlgorithm` which utilizes the GPU kernels to parallelize each ODE solve with their separate ODE integrator on each kernel. ## Positional Arguments - `backend`: the KernelAbstractions backend for performing the computation. - `cpu_offload`: the percentage of trajectories to offload to the CPU. Default is 0.2 or 20% of trajectories. ## Limitations `EnsembleGPUArray` requires being able to generate a kernel for `f` using KernelAbstractons.jl and solving the resulting ODE defined over `CuArray` input types. This introduces the following limitations on its usage: - Not all standard Julia `f` functions are allowed. Only Julia `f` functions which are capable of being compiled into a GPU kernel are allowed. This notably means that certain features of Julia can cause issues inside of kernel, like: + Allocating memory (building arrays) + Linear algebra (anything that calls BLAS) + Broadcast - Not all ODE solvers are allowed, only those from OrdinaryDiffEq.jl. The tested feature set from OrdinaryDiffEq.jl includes: + Explicit Runge-Kutta methods + Implicit Runge-Kutta methods + Rosenbrock methods + DiscreteCallbacks and ContinuousCallbacks - Stiff ODEs require the analytical solution of every derivative function it requires. For example, Rosenbrock methods require the Jacobian and the gradient with respect to time, and so these two functions are required to be given. Note that they can be generated by the [modelingtoolkitize](https://docs.juliadiffeq.org/latest/tutorials/advanced_ode_example/#Automatic-Derivation-of-Jacobian-Functions-1) approach. - To use multiple GPUs over clusters, one must manually set up one process per GPU. See the multi-GPU tutorial for more details. !!! warn Callbacks with `terminate!` does not work well with `EnsembleGPUArray` as the entire integration will hault when any of the trajectories hault. Use with caution. ## Example ```julia using DiffEqGPU, CUDA, OrdinaryDiffEq function lorenz(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end u0 = Float32[1.0;0.0;0.0] tspan = (0.0f0,100.0f0) p = [10.0f0,28.0f0,8/3f0] prob = ODEProblem(lorenz,u0,tspan,p) prob_func = (prob,i,repeat) -> remake(prob,p=rand(Float32,3).*p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy=false) @time sol = solve(monteprob,Tsit5(),EnsembleGPUArray(CUDADevice()),trajectories=10_000,saveat=1.0f0) ``` """ struct EnsembleGPUArray{Backend} <: EnsembleArrayAlgorithm backend::Backend cpu_offload::Float64 end """ ```julia EnsembleGPUKernel(backend,cpu_offload = 0.2) ``` A massively-parallel ensemble algorithm which generates a unique GPU kernel for the entire ODE which is then executed. This leads to a very low overhead GPU code generation, but imparts some extra limitations on the use. ## Positional Arguments - `backend`: the KernelAbstractions backend for performing the computation. - `cpu_offload`: the percentage of trajectories to offload to the CPU. Default is 0.0 or 0% of trajectories. ## Limitations - Not all standard Julia `f` functions are allowed. Only Julia `f` functions which are capable of being compiled into a GPU kernel are allowed. This notably means that certain features of Julia can cause issues inside a kernel, like: + Allocating memory (building arrays) + Linear algebra (anything that calls BLAS) + Broadcast - Only out-of-place `f` definitions are allowed. Coupled with the requirement of not allowing for memory allocations, this means that the ODE must be defined with `StaticArray` initial conditions. - Only specific ODE solvers are allowed. This includes: + GPUTsit5 + GPUVern7 + GPUVern9 - To use multiple GPUs over clusters, one must manually set up one process per GPU. See the multi-GPU tutorial for more details. ## Example ```julia using DiffEqGPU, CUDA, OrdinaryDiffEq, StaticArrays function lorenz(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end u0 = @SVector [1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 10.0f0) p = @SVector [10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem{false}(lorenz, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = (@SVector rand(Float32, 3)) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) @time sol = solve(monteprob, GPUTsit5(), EnsembleGPUKernel(), trajectories = 10_000, adaptive = false, dt = 0.1f0) ``` """ struct EnsembleGPUKernel{Dev} <: EnsembleKernelAlgorithm dev::Dev cpu_offload::Float64 end cpu_alg = Dict(GPUTsit5 => (GPUSimpleTsit5(), GPUSimpleATsit5()), GPUVern7 => (GPUSimpleVern7(), GPUSimpleAVern7()), GPUVern9 => (GPUSimpleVern9(), GPUSimpleAVern9())) # Work around the fact that Zygote cannot handle the task system # Work around the fact that Zygote isderiving fails with constants? function EnsembleGPUArray(dev) EnsembleGPUArray(dev, 0.2) end function EnsembleGPUKernel(dev) EnsembleGPUKernel(dev, 0.0) end function ChainRulesCore.rrule(::Type{<:EnsembleGPUArray}) EnsembleGPUArray(0.0), _ -> NoTangent() end ZygoteRules.@adjoint function EnsembleGPUArray(dev) EnsembleGPUArray(dev, 0.0), _ -> nothing end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
16364
function SciMLBase.__solve(ensembleprob::SciMLBase.AbstractEnsembleProblem, alg::Union{SciMLBase.DEAlgorithm, Nothing, DiffEqGPU.GPUODEAlgorithm, DiffEqGPU.GPUSDEAlgorithm}, ensemblealg::Union{EnsembleArrayAlgorithm, EnsembleKernelAlgorithm}; trajectories, batch_size = trajectories, unstable_check = (dt, u, p, t) -> false, adaptive = true, kwargs...) if trajectories == 1 return SciMLBase.__solve(ensembleprob, alg, EnsembleSerial(); trajectories = 1, kwargs...) end cpu_trajectories = ((ensemblealg isa EnsembleGPUArray || ensemblealg isa EnsembleGPUKernel) && ensembleprob.reduction === SciMLBase.DEFAULT_REDUCTION) && (haskey(kwargs, :callback) ? kwargs[:callback] === nothing : true) ? round(Int, trajectories * ensemblealg.cpu_offload) : 0 gpu_trajectories = trajectories - cpu_trajectories num_batches = gpu_trajectories ÷ batch_size num_batches * batch_size != gpu_trajectories && (num_batches += 1) if cpu_trajectories != 0 && ensembleprob.reduction === SciMLBase.DEFAULT_REDUCTION cpu_II = (gpu_trajectories + 1):trajectories _alg = if alg isa GPUODEAlgorithm if adaptive == false cpu_alg[typeof(alg)][1] else cpu_alg[typeof(alg)][2] end elseif alg isa GPUSDEAlgorithm if adaptive == false SimpleEM() else error("Adaptive EM is not supported yet.") end else alg end function f() SciMLBase.solve_batch(ensembleprob, _alg, EnsembleThreads(), cpu_II, nothing; kwargs...) end cpu_sols = Channel{Core.Compiler.return_type(f, Tuple{})}(1) t = @task begin put!(cpu_sols, f()) end schedule(t) end if num_batches == 1 && ensembleprob.reduction === SciMLBase.DEFAULT_REDUCTION time = @elapsed sol = batch_solve(ensembleprob, alg, ensemblealg, 1:gpu_trajectories, adaptive; unstable_check = unstable_check, kwargs...) if cpu_trajectories != 0 wait(t) sol = vcat(sol, take!(cpu_sols)) end return SciMLBase.EnsembleSolution(sol, time, true) end converged::Bool = false u = ensembleprob.u_init === nothing ? similar(batch_solve(ensembleprob, alg, ensemblealg, 1:batch_size, adaptive; unstable_check = unstable_check, kwargs...), 0) : ensembleprob.u_init if nprocs() == 1 # While pmap works, this makes much better error messages. time = @elapsed begin sols = map(1:num_batches) do i if i == num_batches I = (batch_size * (i - 1) + 1):gpu_trajectories else I = (batch_size * (i - 1) + 1):(batch_size * i) end batch_data = batch_solve(ensembleprob, alg, ensemblealg, I, adaptive; unstable_check = unstable_check, kwargs...) if ensembleprob.reduction !== SciMLBase.DEFAULT_REDUCTION u, _ = ensembleprob.reduction(u, batch_data, I) return u else batch_data end end end else time = @elapsed begin sols = pmap(1:num_batches) do i if i == num_batches I = (batch_size * (i - 1) + 1):gpu_trajectories else I = (batch_size * (i - 1) + 1):(batch_size * i) end x = batch_solve(ensembleprob, alg, ensemblealg, I, adaptive; unstable_check = unstable_check, kwargs...) yield() if ensembleprob.reduction !== SciMLBase.DEFAULT_REDUCTION u, _ = ensembleprob.reduction(u, x, I) else x end end end end if ensembleprob.reduction === SciMLBase.DEFAULT_REDUCTION if cpu_trajectories != 0 wait(t) sols = vcat(reduce(vcat, vec.(sols)), take!(cpu_sols)) else sols = reduce(vcat, sols) end SciMLBase.EnsembleSolution(sols, time, true) else SciMLBase.EnsembleSolution(sols[end], time, true) end end function batch_solve(ensembleprob, alg, ensemblealg::Union{EnsembleArrayAlgorithm, EnsembleKernelAlgorithm}, I, adaptive; kwargs...) @assert !isempty(I) #@assert all(p->p.f === probs[1].f,probs) if ensemblealg isa EnsembleGPUKernel if ensembleprob.safetycopy probs = map(I) do i make_prob_compatible(ensembleprob.prob_func(deepcopy(ensembleprob.prob), i, 1)) end else probs = map(I) do i make_prob_compatible(ensembleprob.prob_func(ensembleprob.prob, i, 1)) end end # Using inner saveat requires all of them to be of same size, # because the dimension of CuMatrix is decided by it. # The columns of it are accessed at each thread. if !all(Base.Fix2((prob1, prob2) -> isequal(prob1.tspan, prob2.tspan), probs[1]), probs) if !iszero(ensemblealg.cpu_offload) error("Different time spans in an Ensemble Simulation with CPU offloading is not supported yet.") end if get(probs[1].kwargs, :saveat, nothing) === nothing && !adaptive && get(kwargs, :save_everystep, true) error("Using different time-spans require either turning off save_everystep or using saveat. If using saveat, it should be of same length across the ensemble.") end if !all(Base.Fix2((prob1, prob2) -> isequal(sizeof(get(prob1.kwargs, :saveat, nothing)), sizeof(get(prob2.kwargs, :saveat, nothing))), probs[1]), probs) error("Using different saveat in EnsembleGPUKernel requires all of them to be of same length. Use saveats of same size only.") end end if alg isa Union{GPUODEAlgorithm, GPUSDEAlgorithm} # Get inner saveat if global one isn't specified _saveat = get(probs[1].kwargs, :saveat, nothing) saveat = _saveat === nothing ? get(kwargs, :saveat, nothing) : _saveat solts, solus = batch_solve_up_kernel(ensembleprob, probs, alg, ensemblealg, I, adaptive; saveat = saveat, kwargs...) [begin ts = @view solts[:, i] us = @view solus[:, i] sol_idx = findlast(x -> x != probs[i].tspan[1], ts) if sol_idx === nothing @error "No solution found" tspan=probs[i].tspan[1] ts error("Batch solve failed") end @views ensembleprob.output_func(SciMLBase.build_solution(probs[i], alg, ts[1:sol_idx], us[1:sol_idx], k = nothing, stats = nothing, calculate_error = false, retcode = sol_idx != length(ts) ? ReturnCode.Terminated : ReturnCode.Success), i)[1] end for i in eachindex(probs)] else error("We don't have solvers implemented for this algorithm yet") end else if ensembleprob.safetycopy probs = map(I) do i ensembleprob.prob_func(deepcopy(ensembleprob.prob), i, 1) end else probs = map(I) do i ensembleprob.prob_func(ensembleprob.prob, i, 1) end end u0 = reduce(hcat, Array(probs[i].u0) for i in 1:length(I)) if !all(Base.Fix2((prob1, prob2) -> isequal(prob1.tspan, prob2.tspan), probs[1]), probs) # Requires prob.p to be isbits otherwise it wouldn't work with ParamWrapper @assert all(prob -> isbits(prob.p), probs) # Remaking the problem to normalize time span values..." p = reduce(hcat, ParamWrapper(probs[i].p, probs[i].tspan) for i in 1:length(I)) # Change the tspan of first problem to (0,1) orig_prob = probs[1] probs[1] = remake(probs[1]; tspan = (zero(probs[1].tspan[1]), one(probs[1].tspan[2]))) sol, solus = batch_solve_up(ensembleprob, probs, alg, ensemblealg, I, u0, p; adaptive = adaptive, kwargs...) probs[1] = orig_prob [ensembleprob.output_func(SciMLBase.build_solution(probs[i], alg, map(t -> probs[i].tspan[1] + (probs[i].tspan[2] - probs[i].tspan[1]) * t, sol.t), solus[i], stats = sol.stats, retcode = sol.retcode), i)[1] for i in 1:length(probs)] else p = reduce(hcat, probs[i].p isa AbstractArray ? Array(probs[i].p) : probs[i].p for i in 1:length(I)) sol, solus = batch_solve_up(ensembleprob, probs, alg, ensemblealg, I, u0, p; adaptive = adaptive, kwargs...) [ensembleprob.output_func(SciMLBase.build_solution(probs[i], alg, sol.t, solus[i], stats = sol.stats, retcode = sol.retcode), i)[1] for i in 1:length(probs)] end end end function batch_solve_up_kernel(ensembleprob, probs, alg, ensemblealg, I, adaptive; kwargs...) _callback = CallbackSet(generate_callback(probs[1], length(I), ensemblealg; kwargs...)) _callback = CallbackSet(convert.(DiffEqGPU.GPUDiscreteCallback, _callback.discrete_callbacks)..., convert.(DiffEqGPU.GPUContinuousCallback, _callback.continuous_callbacks)...) dev = ensemblealg.dev probs = adapt(dev, probs) #Adaptive version only works with saveat if adaptive ts, us = vectorized_asolve(probs, ensembleprob.prob, alg; kwargs..., callback = _callback) else ts, us = vectorized_solve(probs, ensembleprob.prob, alg; kwargs..., callback = _callback) end solus = Array(us) solts = Array(ts) (solts, solus) end function batch_solve_up(ensembleprob, probs, alg, ensemblealg, I, u0, p; kwargs...) if ensemblealg isa EnsembleGPUArray backend = ensemblealg.backend u0 = adapt(backend, u0) p = adapt(backend, p) end len = length(probs[1].u0) if SciMLBase.has_jac(probs[1].f) if ensemblealg isa EnsembleGPUArray backend = ensemblealg.backend jac_prototype = allocate(backend, Float32, (len, len, length(I))) fill!(jac_prototype, 0.0) else jac_prototype = zeros(Float32, len, len, length(I)) end if probs[1].f.colorvec !== nothing colorvec = repeat(probs[1].f.colorvec, length(I)) else colorvec = repeat(1:length(probs[1].u0), length(I)) end else jac_prototype = nothing colorvec = nothing end _callback = generate_callback(probs[1], length(I), ensemblealg; kwargs...) prob = generate_problem(probs[1], u0, p, jac_prototype, colorvec) if hasproperty(alg, :linsolve) _alg = remake(alg, linsolve = LinSolveGPUSplitFactorize(len, -1)) else _alg = alg end sol = solve(prob, _alg; kwargs..., callback = _callback, merge_callbacks = false, internalnorm = diffeqgpunorm) us = Array.(sol.u) solus = [[@view(us[i][:, j]) for i in 1:length(us)] for j in 1:length(probs)] (sol, solus) end function seed_duals(x::Matrix{V}, ::Type{T}, ::ForwardDiff.Chunk{N} = ForwardDiff.Chunk(@view(x[:, 1]), typemax(Int64))) where {V, T, N} seeds = ForwardDiff.construct_seeds(ForwardDiff.Partials{N, V}) duals = [ForwardDiff.Dual{T}(x[i, j], seeds[i]) for i in 1:size(x, 1), j in 1:size(x, 2)] end function extract_dus(us) jsize = size(us[1], 1), ForwardDiff.npartials(us[1][1]) utype = typeof(ForwardDiff.value(us[1][1])) map(1:size(us[1], 2)) do k map(us) do u du_i = zeros(utype, jsize) for i in size(u, 1) du_i[i, :] = ForwardDiff.partials(u[i, k]) end du_i end end end struct DiffEqGPUAdjTag end function ChainRulesCore.rrule(::typeof(batch_solve_up), ensembleprob, probs, alg, ensemblealg, I, u0, p; kwargs...) pdual = seed_duals(p, DiffEqGPUAdjTag) u0 = convert.(eltype(pdual), u0) if ensemblealg isa EnsembleGPUArray backend = ensemblealg.backend u0 = adapt(backend, u0) pdual = adapt(backend, pdual) end len = length(probs[1].u0) if SciMLBase.has_jac(probs[1].f) if ensemblealg isa EnsembleGPUArray backend = ensemblealg.backend jac_prototype = allocate(backend, Float32, (len, len, length(I))) fill!(jac_prototype, 0.0) else jac_prototype = zeros(Float32, len, len, length(I)) end if probs[1].f.colorvec !== nothing colorvec = repeat(probs[1].f.colorvec, length(I)) else colorvec = repeat(1:length(probs[1].u0), length(I)) end else jac_prototype = nothing colorvec = nothing end _callback = generate_callback(probs[1], length(I), ensemblealg) prob = generate_problem(probs[1], u0, pdual, jac_prototype, colorvec) if hasproperty(alg, :linsolve) _alg = remake(alg, linsolve = LinSolveGPUSplitFactorize(len, -1)) else _alg = alg end sol = solve(prob, _alg; kwargs..., callback = _callback, merge_callbacks = false, internalnorm = diffeqgpunorm) us = Array.(sol.u) solus = [[ForwardDiff.value.(@view(us[i][:, j])) for i in 1:length(us)] for j in 1:length(probs)] function batch_solve_up_adjoint(Δ) dus = extract_dus(us) _Δ = Δ[2] adj = map(eachindex(dus)) do j sum(eachindex(dus[j])) do i J = dus[j][i] if _Δ[j] isa AbstractVector v = _Δ[j][i] else v = @view _Δ[j][i] end J'v end end (ntuple(_ -> NoTangent(), 7)..., Array(VectorOfArray(adj))) end (sol, solus), batch_solve_up_adjoint end function solve_batch(prob, alg, ensemblealg::EnsembleThreads, II, pmap_batch_size; kwargs...) if length(II) == 1 || Threads.nthreads() == 1 return SciMLBase.solve_batch(prob, alg, EnsembleSerial(), II, pmap_batch_size; kwargs...) end if prob.prob isa SciMLBase.AbstractJumpProblem && length(II) != 1 probs = [deepcopy(prob.prob) for i in 1:Threads.nthreads()] else probs = prob.prob end # batch_size = length(II) ÷ (Threads.nthreads() - 1) batch_data = tmap(1:(Threads.nthreads() - 1)) do i if i == Threads.nthreads() - 1 I_local = II[(batch_size * (i - 1) + 1):end] else I_local = II[(batch_size * (i - 1) + 1):(batch_size * i)] end SciMLBase.solve_batch(prob, alg, EnsembleSerial(), I_local, pmap_batch_size; kwargs...) end SciMLBase.tighten_container_eltype(batch_data) end function tmap(f, args...) batch_data = Vector{Core.Compiler.return_type(f, Tuple{typeof.(getindex.(args, 1))...}) }(undef, length(args[1])) Threads.@threads for i in 1:length(args[1]) batch_data[i] = f(getindex.(args, i)...) end reduce(vcat, batch_data) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
463
diffeqgpunorm(u::AbstractArray, t) = sqrt.(sum(abs2, u) ./ length(u)) diffeqgpunorm(u::Union{AbstractFloat, Complex}, t) = abs(u) function diffeqgpunorm(u::AbstractArray{<:ForwardDiff.Dual}, t) sqrt.(sum(abs2 ∘ ForwardDiff.value, u) ./ length(u)) end diffeqgpunorm(u::ForwardDiff.Dual, t) = abs(ForwardDiff.value(u)) make_prob_compatible(prob) = prob function make_prob_compatible(prob::T) where {T <: ODEProblem} convert(ImmutableODEProblem, prob) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
2282
function generate_callback(callback::ContinuousCallback, I, ensemblealg) if ensemblealg isa EnsembleGPUKernel return callback end _condition = callback.condition _affect! = callback.affect! _affect_neg! = callback.affect_neg! condition = function (out, u, t, integrator) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) continuous_condition_kernel(version)(_condition, out, u, t, integrator.p; ndrange = size(u, 2), workgroupsize = wgs) nothing end affect! = function (integrator, event_idx) version = get_backend(integrator.u) wgs = workgroupsize(version, size(integrator.u, 2)) continuous_affect!_kernel(version)(_affect!, event_idx, integrator.u, integrator.t, integrator.p; ndrange = size(integrator.u, 2), workgroupsize = wgs) end affect_neg! = function (integrator, event_idx) version = get_backend(integrator.u) wgs = workgroupsize(version, size(integrator.u, 2)) continuous_affect!_kernel(version)(_affect_neg!, event_idx, integrator.u, integrator.t, integrator.p; ndrange = size(integrator.u, 2), workgroupsize = wgs) end return VectorContinuousCallback(condition, affect!, affect_neg!, I, save_positions = callback.save_positions) end function generate_callback(callback::CallbackSet, I, ensemblealg) return CallbackSet(map(cb -> generate_callback(cb, I, ensemblealg), (callback.continuous_callbacks..., callback.discrete_callbacks...))...) end generate_callback(::Tuple{}, I, ensemblealg) = nothing function generate_callback(x) # will catch any VectorContinuousCallbacks error("Callback unsupported") end function generate_callback(prob, I, ensemblealg; kwargs...) prob_cb = get(prob.kwargs, :callback, ()) kwarg_cb = get(kwargs, :merge_callbacks, false) ? get(kwargs, :callback, ()) : () if (prob_cb === nothing || isempty(prob_cb)) && (kwarg_cb === nothing || isempty(kwarg_cb)) return nothing else return CallbackSet(generate_callback(prob_cb, I, ensemblealg), generate_callback(kwarg_cb, I, ensemblealg)) end end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
12110
""" Wrapper for modifying parameters to contain additional data. Useful for simulating trajectories with different time span values. """ struct ParamWrapper{P, T} params::P data::T end function Adapt.adapt_structure(to, ps::ParamWrapper{P, T}) where {P, T} ParamWrapper(adapt(to, ps.params), adapt(to, ps.data)) end @kernel function gpu_kernel(f, du, @Const(u), @Const(params::AbstractArray{ParamWrapper{P, T}}), @Const(t)) where {P, T} i = @index(Global, Linear) @inbounds p = params[i].params @inbounds tspan = params[i].data @views @inbounds f(du[:, i], u[:, i], p, t) @inbounds for j in 1:size(du, 1) du[j, i] = du[j, i] * (tspan[2] - tspan[1]) end end @kernel function gpu_kernel_oop(f, du, @Const(u), @Const(params::AbstractArray{ParamWrapper{P, T}}), @Const(t)) where {P, T} i = @index(Global, Linear) @inbounds p = params[i].params @inbounds tspan = params[i].data @views @inbounds x = f(u[:, i], p, t) @inbounds for j in 1:size(du, 1) du[j, i] = x[j] * (tspan[2] - tspan[1]) end end @kernel function gpu_kernel(f, du, @Const(u), @Const(p), @Const(t)) i = @index(Global, Linear) if eltype(p) <: Number @views @inbounds f(du[:, i], u[:, i], p[:, i], t) else @views @inbounds f(du[:, i], u[:, i], p[i], t) end end @kernel function gpu_kernel_oop(f, du, @Const(u), @Const(p), @Const(t)) i = @index(Global, Linear) if eltype(p) <: Number @views @inbounds x = f(u[:, i], p[:, i], t) else @views @inbounds x = f(u[:, i], p[i], t) end @inbounds for j in 1:size(du, 1) du[j, i] = x[j] end end @kernel function jac_kernel(f, J, @Const(u), @Const(params::AbstractArray{ParamWrapper{P, T}}), @Const(t)) where {P, T} i = @index(Global, Linear) - 1 section = (1 + (i * size(u, 1))):((i + 1) * size(u, 1)) @inbounds p = params[i + 1].params @inbounds tspan = params[i + 1].data @views @inbounds f(J[section, section], u[:, i + 1], p, t) @inbounds for j in section, k in section J[k, j] = J[k, j] * (tspan[2] - tspan[1]) end end @kernel function jac_kernel_oop(f, J, @Const(u), @Const(params::AbstractArray{ParamWrapper{P, T}}), @Const(t)) where {P, T} i = @index(Global, Linear) - 1 section = (1 + (i * size(u, 1))):((i + 1) * size(u, 1)) @inbounds p = params[i + 1].params @inbounds tspan = params[i + 1].data @views @inbounds x = f(u[:, i + 1], p, t) @inbounds for j in section, k in section J[k, j] = x[k, j] * (tspan[2] - tspan[1]) end end @kernel function jac_kernel(f, J, @Const(u), @Const(p), @Const(t)) i = @index(Global, Linear) - 1 section = (1 + (i * size(u, 1))):((i + 1) * size(u, 1)) if eltype(p) <: Number @views @inbounds f(J[section, section], u[:, i + 1], p[:, i + 1], t) else @views @inbounds f(J[section, section], u[:, i + 1], p[i + 1], t) end end @kernel function jac_kernel_oop(f, J, @Const(u), @Const(p), @Const(t)) i = @index(Global, Linear) - 1 section = (1 + (i * size(u, 1))):((i + 1) * size(u, 1)) if eltype(p) <: Number @views @inbounds x = f(u[:, i + 1], p[:, i + 1], t) else @views @inbounds x = f(u[:, i + 1], p[i + 1], t) end @inbounds for j in section, k in section J[k, j] = x[k, j] end end @kernel function discrete_condition_kernel(condition, cur, @Const(u), @Const(t), @Const(p)) i = @index(Global, Linear) @views @inbounds cur[i] = condition(u[:, i], t, FakeIntegrator(u[:, i], t, p[:, i])) end @kernel function discrete_affect!_kernel(affect!, cur, u, t, p) i = @index(Global, Linear) @views @inbounds cur[i] && affect!(FakeIntegrator(u[:, i], t, p[:, i])) end @kernel function continuous_condition_kernel(condition, out, @Const(u), @Const(t), @Const(p)) i = @index(Global, Linear) @views @inbounds out[i] = condition(u[:, i], t, FakeIntegrator(u[:, i], t, p[:, i])) end @kernel function continuous_affect!_kernel(affect!, event_idx, u, t, p) for i in event_idx @views @inbounds affect!(FakeIntegrator(u[:, i], t, p[:, i])) end end maxthreads(::CPU) = 1024 maybe_prefer_blocks(::CPU) = CPU() function workgroupsize(backend, n) min(maxthreads(backend), n) end @kernel function W_kernel(jac, W, @Const(u), @Const(params::AbstractArray{ParamWrapper{P, T}}), @Const(gamma), @Const(t)) where {P, T} i = @index(Global, Linear) len = size(u, 1) _W = @inbounds @view(W[:, :, i]) @inbounds p = params[i].params @inbounds tspan = params[i].data @views @inbounds jac(_W, u[:, i], p, t) @inbounds for i in eachindex(_W) _W[i] = gamma * _W[i] * (tspan[2] - tspan[1]) end _one = one(eltype(_W)) @inbounds for i in 1:len _W[i, i] = _W[i, i] - _one end end @kernel function W_kernel(jac, W, @Const(u), @Const(p), @Const(gamma), @Const(t)) i = @index(Global, Linear) len = size(u, 1) _W = @inbounds @view(W[:, :, i]) @views @inbounds jac(_W, u[:, i], p[:, i], t) @inbounds for i in eachindex(_W) _W[i] = gamma * _W[i] end _one = one(eltype(_W)) @inbounds for i in 1:len _W[i, i] = _W[i, i] - _one end end @kernel function W_kernel_oop(jac, W, @Const(u), @Const(params::AbstractArray{ParamWrapper{P, T}}), @Const(gamma), @Const(t)) where {P, T} i = @index(Global, Linear) len = size(u, 1) @inbounds p = params[i].params @inbounds tspan = params[i].data _W = @inbounds @view(W[:, :, i]) @views @inbounds x = jac(u[:, i], p, t) @inbounds for j in 1:length(_W) _W[j] = x[j] * (tspan[2] - tspan[1]) end @inbounds for i in eachindex(_W) _W[i] = gamma * _W[i] end _one = one(eltype(_W)) @inbounds for i in 1:len _W[i, i] = _W[i, i] - _one end end @kernel function W_kernel_oop(jac, W, @Const(u), @Const(p), @Const(gamma), @Const(t)) i = @index(Global, Linear) len = size(u, 1) _W = @inbounds @view(W[:, :, i]) @views @inbounds x = jac(u[:, i], p[:, i], t) @inbounds for j in 1:length(_W) _W[j] = x[j] end @inbounds for i in eachindex(_W) _W[i] = gamma * _W[i] end _one = one(eltype(_W)) @inbounds for i in 1:len _W[i, i] = _W[i, i] - _one end end @kernel function Wt_kernel(f::AbstractArray{T}, W, @Const(u), @Const(p), @Const(gamma), @Const(t)) where {T} i = @index(Global, Linear) len = size(u, 1) _W = @inbounds @view(W[:, :, i]) @inbounds jac = f[i].tgrad @views @inbounds jac(_W, u[:, i], p[:, i], t) @inbounds for i in 1:len _W[i, i] = -inv(gamma) + _W[i, i] end end @kernel function Wt_kernel(jac, W, @Const(u), @Const(p), @Const(gamma), @Const(t)) i = @index(Global, Linear) len = size(u, 1) _W = @inbounds @view(W[:, :, i]) @views @inbounds jac(_W, u[:, i], p[:, i], t) @inbounds for i in 1:len _W[i, i] = -inv(gamma) + _W[i, i] end end @kernel function Wt_kernel_oop(f::AbstractArray{T}, W, @Const(u), @Const(p), @Const(gamma), @Const(t)) where {T} i = @index(Global, Linear) len = size(u, 1) _W = @inbounds @view(W[:, :, i]) @inbounds jac = f[i].tgrad @views @inbounds x = jac(u[:, i], p[:, i], t) @inbounds for j in 1:length(_W) _W[j] = x[j] end @inbounds for i in 1:len _W[i, i] = -inv(gamma) + _W[i, i] end end @kernel function Wt_kernel_oop(jac, W, @Const(u), @Const(p), @Const(gamma), @Const(t)) i = @index(Global, Linear) len = size(u, 1) _W = @inbounds @view(W[:, :, i]) @views @inbounds x = jac(u[:, i], p[:, i], t) @inbounds for j in 1:length(_W) _W[j] = x[j] end @inbounds for i in 1:len _W[i, i] = -inv(gamma) + _W[i, i] end end @kernel function gpu_kernel_tgrad(f::AbstractArray{T}, du, @Const(u), @Const(p), @Const(t)) where {T} i = @index(Global, Linear) @inbounds f = f[i].tgrad if eltype(p) <: Number @views @inbounds f(du[:, i], u[:, i], p[:, i], t) else @views @inbounds f(du[:, i], u[:, i], p[i], t) end end @kernel function gpu_kernel_oop_tgrad(f::AbstractArray{T}, du, @Const(u), @Const(p), @Const(t)) where {T} i = @index(Global, Linear) @inbounds f = f[i].tgrad if eltype(p) <: Number @views @inbounds x = f(u[:, i], p[:, i], t) else @views @inbounds x = f(u[:, i], p[i], t) end @inbounds for j in 1:size(du, 1) du[j, i] = x[j] end end function lufact!(::CPU, W) len = size(W, 1) for i in 1:size(W, 3) _W = @inbounds @view(W[:, :, i]) generic_lufact!(_W, len) end return nothing end struct FakeIntegrator{uType, tType, P} u::uType t::tType p::P end ### GPU Factorization """ A parameter-parallel `SciMLLinearSolveAlgorithm`. """ struct LinSolveGPUSplitFactorize <: LinearSolve.SciMLLinearSolveAlgorithm len::Int nfacts::Int end LinSolveGPUSplitFactorize() = LinSolveGPUSplitFactorize(0, 0) LinearSolve.needs_concrete_A(::LinSolveGPUSplitFactorize) = true function LinearSolve.init_cacheval(linsol::LinSolveGPUSplitFactorize, A, b, u, Pl, Pr, maxiters::Int, abstol, reltol, verbose::Bool, assumptions::LinearSolve.OperatorAssumptions) LinSolveGPUSplitFactorize(linsol.len, length(u) ÷ linsol.len) end function SciMLBase.solve!(cache::LinearSolve.LinearCache, alg::LinSolveGPUSplitFactorize, args...; kwargs...) p = cache.cacheval A = cache.A b = cache.b x = cache.u version = get_backend(b) copyto!(x, b) wgs = workgroupsize(version, p.nfacts) # Note that the matrix is already factorized, only ldiv is needed. ldiv!_kernel(version)(A, x, p.len, p.nfacts; ndrange = p.nfacts, workgroupsize = wgs) SciMLBase.build_linear_solution(alg, x, nothing, cache) end # Old stuff function (p::LinSolveGPUSplitFactorize)(x, A, b, update_matrix = false; kwargs...) version = get_backend(b) copyto!(x, b) wgs = workgroupsize(version, p.nfacts) ldiv!_kernel(version)(A, x, p.len, p.nfacts; ndrange = p.nfacts, workgroupsize = wgs) return nothing end function (p::LinSolveGPUSplitFactorize)(::Type{Val{:init}}, f, u0_prototype) LinSolveGPUSplitFactorize(size(u0_prototype)...) end @kernel function ldiv!_kernel(W, u, @Const(len), @Const(nfacts)) i = @index(Global, Linear) section = (1 + ((i - 1) * len)):(i * len) _W = @inbounds @view(W[:, :, i]) _u = @inbounds @view u[section] naivesolve!(_W, _u, len) end function generic_lufact!(A::AbstractMatrix{T}, minmn) where {T} m = n = minmn #@cuprintf "\n\nbefore lufact!\n" #__printjac(A, ii) #@cuprintf "\n" @inbounds for k in 1:minmn #@cuprintf "inner factorization loop\n" # Scale first column Akkinv = inv(A[k, k]) for i in (k + 1):m #@cuprintf "L\n" A[i, k] *= Akkinv end # Update the rest for j in (k + 1):n, i in (k + 1):m #@cuprintf "U\n" A[i, j] -= A[i, k] * A[k, j] end end #@cuprintf "after lufact!" #__printjac(A, ii) #@cuprintf "\n\n\n" return nothing end struct MyL{T} # UnitLowerTriangular data::T end struct MyU{T} # UpperTriangular data::T end function naivesub!(A::MyU, b::AbstractVector, n) x = b @inbounds for j in n:-1:1 xj = x[j] = A.data[j, j] \ b[j] for i in (j - 1):-1:1 # counterintuitively 1:j-1 performs slightly better b[i] -= A.data[i, j] * xj end end return nothing end function naivesub!(A::MyL, b::AbstractVector, n) x = b @inbounds for j in 1:n xj = x[j] for i in (j + 1):n b[i] -= A.data[i, j] * xj end end return nothing end function naivesolve!(A::AbstractMatrix, x::AbstractVector, n) naivesub!(MyL(A), x, n) naivesub!(MyU(A), x, n) return nothing end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
2771
""" Lower level API for `EnsembleArrayAlgorithm`. Avoids conversion of solution to CPU arrays. ```julia vectorized_map_solve(probs, alg, ensemblealg::Union{EnsembleArrayAlgorithm}, I, adaptive) ``` ## Arguments - `probs`: the GPU-setup problems generated by the ensemble. - `alg`: the kernel-based differential equation solver. Most of the solvers from OrdinaryDiffEq.jl are supported. - `ensemblealg`: The `EnsembleGPUArray()` algorithm. - `I`: The iterator argument. Can be set to for e.g. 1:10_000 to simulate 10,000 trajectories. - `adaptive`: The Boolean argument for time-stepping. Use `true` to enable adaptive time-stepping. ## Keyword Arguments Only a subset of the common solver arguments are supported. """ function vectorized_map_solve end function vectorized_map_solve(probs, alg, ensemblealg::Union{EnsembleArrayAlgorithm}, I, adaptive; kwargs...) # @assert all(Base.Fix2((prob1, prob2) -> isequal(prob1.tspan, prob2.tspan),probs[1]),probs) # u0 = reduce(hcat, Array(probs[i].u0) for i in 1:length(I)) # p = reduce(hcat, # probs[i].p isa SciMLBase.NullParameters ? probs[i].p : Array(probs[i].p) # for i in 1:length(I)) u0 = hcat([Array(probs[i].u0) for i in 1:length(I)]...) p = hcat([Array(probs[i].p) for i in 1:length(I)]...) prob = probs[1] sol = vectorized_map_solve_up(prob, alg, ensemblealg, I, u0, p; adaptive = adaptive, kwargs...) end function vectorized_map_solve_up(prob, alg, ensemblealg, I, u0, p; kwargs...) if ensemblealg isa EnsembleGPUArray backend = ensemblealg.backend u0 = adapt(backend, u0) p = adapt(backend, p) end len = length(prob.u0) if SciMLBase.has_jac(prob.f) if ensemblealg isa EnsembleGPUArray backend = ensemblealg.backend jac_prototype = allocate(backend, Float32, (len, len, length(I))) fill!(jac_prototype, 0.0) else jac_prototype = zeros(Float32, len, len, length(I)) end if prob.f.colorvec !== nothing colorvec = repeat(prob.f.colorvec, length(I)) else colorvec = repeat(1:length(prob.u0), length(I)) end else jac_prototype = nothing colorvec = nothing end _callback = generate_callback(prob, length(I), ensemblealg; kwargs...) prob = generate_problem(prob, u0, p, jac_prototype, colorvec) if hasproperty(alg, :linsolve) _alg = remake(alg, linsolve = LinSolveGPUSplitFactorize(len, -1)) else _alg = alg end sol = solve(prob, _alg; kwargs..., callback = _callback, merge_callbacks = false, internalnorm = diffeqgpunorm) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
4777
function generate_problem(prob::SciMLBase.AbstractODEProblem, u0, p, jac_prototype, colorvec) _f = let f = prob.f.f, kernel = DiffEqBase.isinplace(prob) ? gpu_kernel : gpu_kernel_oop function (du, u, p, t) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) kernel(version)(f, du, u, p, t; ndrange = size(u, 2), workgroupsize = wgs) end end if SciMLBase.has_jac(prob.f) _Wfact! = let jac = prob.f.jac, kernel = DiffEqBase.isinplace(prob) ? W_kernel : W_kernel_oop function (W, u, p, gamma, t) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) kernel(version)(jac, W, u, p, gamma, t; ndrange = size(u, 2), workgroupsize = wgs) lufact!(version, W) end end _Wfact!_t = let jac = prob.f.jac, kernel = DiffEqBase.isinplace(prob) ? Wt_kernel : Wt_kernel_oop function (W, u, p, gamma, t) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) kernel(version)(jac, W, u, p, gamma, t; ndrange = size(u, 2), workgroupsize = wgs) lufact!(version, W) end end else _Wfact! = nothing _Wfact!_t = nothing end if SciMLBase.has_tgrad(prob.f) _tgrad = let tgrad = prob.f.tgrad, kernel = DiffEqBase.isinplace(prob) ? gpu_kernel : gpu_kernel_oop function (J, u, p, t) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) kernel(version)(tgrad, J, u, p, t; ndrange = size(u, 2), workgroupsize = wgs) end end else _tgrad = nothing end f_func = ODEFunction(_f, Wfact = _Wfact!, Wfact_t = _Wfact!_t, #colorvec=colorvec, jac_prototype = jac_prototype, tgrad = _tgrad) prob = ODEProblem(f_func, u0, prob.tspan, p; prob.kwargs...) end function generate_problem(prob::SDEProblem, u0, p, jac_prototype, colorvec) _f = let f = prob.f.f, kernel = DiffEqBase.isinplace(prob) ? gpu_kernel : gpu_kernel_oop function (du, u, p, t) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) kernel(version)(f, du, u, p, t; ndrange = size(u, 2), workgroupsize = wgs) end end _g = let f = prob.f.g, kernel = DiffEqBase.isinplace(prob) ? gpu_kernel : gpu_kernel_oop function (du, u, p, t) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) kernel(version)(f, du, u, p, t; ndrange = size(u, 2), workgroupsize = wgs) end end if SciMLBase.has_jac(prob.f) _Wfact! = let jac = prob.f.jac, kernel = DiffEqBase.isinplace(prob) ? W_kernel : W_kernel_oop function (W, u, p, gamma, t) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) kernel(version)(jac, W, u, p, gamma, t; ndrange = size(u, 2), workgroupsize = wgs) lufact!(version, W) end end _Wfact!_t = let jac = prob.f.jac, kernel = DiffEqBase.isinplace(prob) ? Wt_kernel : Wt_kernel_oop function (W, u, p, gamma, t) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) kernel(version)(jac, W, u, p, gamma, t; ndrange = size(u, 2), workgroupsize = wgs) lufact!(version, W) end end else _Wfact! = nothing _Wfact!_t = nothing end if SciMLBase.has_tgrad(prob.f) _tgrad = let tgrad = prob.f.tgrad, kernel = DiffEqBase.isinplace(prob) ? gpu_kernel : gpu_kernel_oop function (J, u, p, t) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) kernel(version)(tgrad, J, u, p, t; ndrange = size(u, 2), workgroupsize = wgs) end end else _tgrad = nothing end f_func = SDEFunction(_f, _g, Wfact = _Wfact!, Wfact_t = _Wfact!_t, #colorvec=colorvec, jac_prototype = jac_prototype, tgrad = _tgrad) prob = SDEProblem(f_func, _g, u0, prob.tspan, p; prob.kwargs...) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1008
function alg_order(alg::Union{GPUODEAlgorithm, GPUSDEAlgorithm}) error("Order is not defined for this algorithm") end alg_order(alg::GPUTsit5) = 5 alg_order(alg::GPUVern7) = 7 alg_order(alg::GPUVern9) = 9 alg_order(alg::GPURosenbrock23) = 2 alg_order(alg::GPURodas4) = 4 alg_order(alg::GPURodas5P) = 5 alg_order(alg::GPUKvaerno3) = 3 alg_order(alg::GPUKvaerno5) = 5 alg_order(alg::GPUEM) = 1 alg_order(alg::GPUSIEA) = 2 function finite_diff_jac(f, jac_prototype, x) dx = sqrt(eps(DiffEqBase.RecursiveArrayTools.recursive_bottom_eltype(x))) jac = MMatrix{size(x, 1), size(x, 1), eltype(x)}(1I) for i in eachindex(x) x_dx = convert(MArray, x) x_dx[i] = x_dx[i] + dx x_dx = convert(SArray, x_dx) jac[:, i] .= (f(x_dx) - f(x)) / dx end convert(SMatrix, jac) end function alg_autodiff(alg::GPUODEAlgorithm) error("This algorithm does not have an autodifferentiation option defined.") end alg_autodiff(::GPUODEImplicitAlgorithm{AD}) where {AD} = AD
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
5111
struct GPUDiscreteCallback{F1, F2, F3, F4, F5} <: SciMLBase.AbstractDiscreteCallback condition::F1 affect!::F2 initialize::F3 finalize::F4 save_positions::F5 function GPUDiscreteCallback(condition::F1, affect!::F2, initialize::F3, finalize::F4, save_positions::F5) where {F1, F2, F3, F4, F5} if save_positions != (false, false) error("Callback `save_positions` are incompatible with kernel-based GPU ODE solvers due requiring static sizing. Please ensure `save_positions = (false,false)` is set in all callback definitions used with such solvers.") end new{F1, F2, F3, F4, F5}(condition, affect!, initialize, finalize, save_positions) end end function GPUDiscreteCallback(condition, affect!; initialize = SciMLBase.INITIALIZE_DEFAULT, finalize = SciMLBase.FINALIZE_DEFAULT, save_positions = (false, false)) GPUDiscreteCallback(condition, affect!, initialize, finalize, save_positions) end function Base.convert(::Type{GPUDiscreteCallback}, x::T) where {T <: DiscreteCallback} GPUDiscreteCallback(x.condition, x.affect!, x.initialize, x.finalize, Tuple(x.save_positions)) end struct GPUContinuousCallback{F1, F2, F3, F4, F5, F6, T, T2, T3, I, R} <: SciMLBase.AbstractContinuousCallback condition::F1 affect!::F2 affect_neg!::F3 initialize::F4 finalize::F5 idxs::I rootfind::SciMLBase.RootfindOpt interp_points::Int save_positions::F6 dtrelax::R abstol::T reltol::T2 repeat_nudge::T3 function GPUContinuousCallback(condition::F1, affect!::F2, affect_neg!::F3, initialize::F4, finalize::F5, idxs::I, rootfind, interp_points, save_positions::F6, dtrelax::R, abstol::T, reltol::T2, repeat_nudge::T3) where {F1, F2, F3, F4, F5, F6, T, T2, T3, I, R, } if save_positions != (false, false) error("Callback `save_positions` are incompatible with kernel-based GPU ODE solvers due requiring static sizing. Please ensure `save_positions = (false,false)` is set in all callback definitions used with such solvers.") end new{F1, F2, F3, F4, F5, F6, T, T2, T3, I, R}(condition, affect!, affect_neg!, initialize, finalize, idxs, rootfind, interp_points, save_positions, dtrelax, abstol, reltol, repeat_nudge) end end function GPUContinuousCallback(condition, affect!, affect_neg!; initialize = SciMLBase.INITIALIZE_DEFAULT, finalize = SciMLBase.FINALIZE_DEFAULT, idxs = nothing, rootfind = LeftRootFind, save_positions = (false, false), interp_points = 10, dtrelax = 1, abstol = 10eps(Float32), reltol = 0, repeat_nudge = 1 // 100) GPUContinuousCallback(condition, affect!, affect_neg!, initialize, finalize, idxs, rootfind, interp_points, save_positions, dtrelax, abstol, reltol, repeat_nudge) end function GPUContinuousCallback(condition, affect!; initialize = SciMLBase.INITIALIZE_DEFAULT, finalize = SciMLBase.FINALIZE_DEFAULT, idxs = nothing, rootfind = LeftRootFind, save_positions = (false, false), affect_neg! = affect!, interp_points = 10, dtrelax = 1, abstol = 10eps(Float32), reltol = 0, repeat_nudge = 1 // 100) GPUContinuousCallback(condition, affect!, affect_neg!, initialize, finalize, idxs, rootfind, interp_points, save_positions, dtrelax, abstol, reltol, repeat_nudge) end function Base.convert(::Type{GPUContinuousCallback}, x::T) where {T <: ContinuousCallback} GPUContinuousCallback(x.condition, x.affect!, x.affect_neg!, x.initialize, x.finalize, x.idxs, x.rootfind, x.interp_points, Tuple(x.save_positions), x.dtrelax, 100 * eps(Float32), x.reltol, x.repeat_nudge) end function generate_callback(callback::DiscreteCallback, I, ensemblealg) if ensemblealg isa EnsembleGPUArray backend = ensemblealg.backend cur = adapt(backend, [false for i in 1:I]) elseif ensemblealg isa EnsembleGPUKernel return callback else cur = [false for i in 1:I] end _condition = callback.condition _affect! = callback.affect! condition = function (u, t, integrator) version = get_backend(u) wgs = workgroupsize(version, size(u, 2)) discrete_condition_kernel(version)(_condition, cur, u, t, integrator.p; ndrange = size(u, 2), workgroupsize = wgs) any(cur) end affect! = function (integrator) version = get_backend(integrator.u) wgs = workgroupsize(version, size(integrator.u, 2)) discrete_affect!_kernel(version)(_affect!, cur, integrator.u, integrator.t, integrator.p; ndrange = size(integrator.u, 2), workgroupsize = wgs) end return DiscreteCallback(condition, affect!, save_positions = callback.save_positions) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
2226
""" GPUTsit5() A specialized implementation of the 5th order `Tsit5` method specifically for kernel generation with EnsembleGPUKernel. For a similar CPU implementation, see SimpleATsit5 from SimpleDiffEq.jl. """ struct GPUTsit5 <: GPUODEAlgorithm end """ GPUVern7() A specialized implementation of the 7th order `Vern7` method specifically for kernel generation with EnsembleGPUKernel. """ struct GPUVern7 <: GPUODEAlgorithm end """ GPUVern9() A specialized implementation of the 9th order `Vern9` method specifically for kernel generation with EnsembleGPUKernel. """ struct GPUVern9 <: GPUODEAlgorithm end """ GPURosenbrock23() A specialized implementation of the W-method `Rosenbrock23` method specifically for kernel generation with EnsembleGPUKernel. """ struct GPURosenbrock23{AD} <: GPUODEImplicitAlgorithm{AD} end """ GPURodas4() A specialized implementation of the `Rodas4` method specifically for kernel generation with EnsembleGPUKernel. """ struct GPURodas4{AD} <: GPUODEImplicitAlgorithm{AD} end """ GPURodas5P() A specialized implementation of the `Rodas5P` method specifically for kernel generation with EnsembleGPUKernel. """ struct GPURodas5P{AD} <: GPUODEImplicitAlgorithm{AD} end """ GPUKvaerno3() A specialized implementation of the `Kvaerno3` method specifically for kernel generation with EnsembleGPUKernel. """ struct GPUKvaerno3{AD} <: GPUODEImplicitAlgorithm{AD} end """ GPUKvaerno5() A specialized implementation of the `Kvaerno5` method specifically for kernel generation with EnsembleGPUKernel. """ struct GPUKvaerno5{AD} <: GPUODEImplicitAlgorithm{AD} end for Alg in [:GPURosenbrock23, :GPURodas4, :GPURodas5P, :GPUKvaerno3, :GPUKvaerno5] @eval begin function $Alg(; autodiff = Val{true}()) $Alg{SciMLBase._unwrap_val(autodiff)}() end end end """ GPUEM() A specialized implementation of the Euler-Maruyama `GPUEM` method with weak order 1.0. Made specifically for kernel generation with EnsembleGPUKernel. """ struct GPUEM <: GPUSDEAlgorithm end """ GPUSIEA() A specialized implementation of the weak order 2.0 for Ito SDEs `GPUSIEA` method specifically for kernel generation with EnsembleGPUKernel. """ struct GPUSIEA <: GPUSDEAlgorithm end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
3079
@kernel function ode_solve_kernel(@Const(probs), alg, _us, _ts, dt, callback, tstops, nsteps, saveat, ::Val{save_everystep}) where {save_everystep} i = @index(Global, Linear) # get the actual problem for this thread prob = @inbounds probs[i] # get the input/output arrays for this thread ts = @inbounds view(_ts, :, i) us = @inbounds view(_us, :, i) _saveat = get(prob.kwargs, :saveat, nothing) saveat = _saveat === nothing ? saveat : _saveat integ = init(alg, prob.f, false, prob.u0, prob.tspan[1], dt, prob.p, tstops, callback, save_everystep, saveat) u0 = prob.u0 tspan = prob.tspan integ.cur_t = 0 if saveat !== nothing integ.cur_t = 1 if prob.tspan[1] == saveat[1] integ.cur_t += 1 @inbounds us[1] = u0 end else @inbounds ts[integ.step_idx] = prob.tspan[1] @inbounds us[integ.step_idx] = prob.u0 end integ.step_idx += 1 # FSAL while integ.t < tspan[2] && integ.retcode != DiffEqBase.ReturnCode.Terminated saved_in_cb = step!(integ, ts, us) !saved_in_cb && savevalues!(integ, ts, us) end if integ.t > tspan[2] && saveat === nothing ## Intepolate to tf @inbounds us[end] = integ(tspan[2]) @inbounds ts[end] = tspan[2] end if saveat === nothing && !save_everystep @inbounds us[2] = integ.u @inbounds ts[2] = integ.t end end @kernel function ode_asolve_kernel(@Const(probs), alg, _us, _ts, dt, callback, tstops, abstol, reltol, saveat, ::Val{save_everystep}) where {save_everystep} i = @index(Global, Linear) # get the actual problem for this thread prob = @inbounds probs[i] # get the input/output arrays for this thread ts = @inbounds view(_ts, :, i) us = @inbounds view(_us, :, i) # TODO: optimize contiguous view to return a CuDeviceArray _saveat = get(prob.kwargs, :saveat, nothing) saveat = _saveat === nothing ? saveat : _saveat u0 = prob.u0 tspan = prob.tspan f = prob.f p = prob.p t = tspan[1] tf = prob.tspan[2] integ = init(alg, prob.f, false, prob.u0, prob.tspan[1], prob.tspan[2], dt, prob.p, abstol, reltol, DiffEqBase.ODE_DEFAULT_NORM, tstops, callback, saveat) integ.cur_t = 0 if saveat !== nothing integ.cur_t = 1 if tspan[1] == saveat[1] integ.cur_t += 1 @inbounds us[1] = u0 end else @inbounds ts[1] = tspan[1] @inbounds us[1] = u0 end while integ.t < tspan[2] && integ.retcode != DiffEqBase.ReturnCode.Terminated saved_in_cb = step!(integ, ts, us) !saved_in_cb && savevalues!(integ, ts, us) end if integ.t > tspan[2] && saveat === nothing ## Intepolate to tf @inbounds us[end] = integ(tspan[2]) @inbounds ts[end] = tspan[2] end if saveat === nothing && !save_everystep @inbounds us[2] = integ.u @inbounds ts[2] = integ.t end end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
8985
""" ```julia vectorized_solve(probs, prob::Union{ODEProblem, SDEProblem}alg; dt, saveat = nothing, save_everystep = true, debug = false, callback = CallbackSet(nothing), tstops = nothing) ``` A lower level interface to the kernel generation solvers of EnsembleGPUKernel with fixed time-stepping. ## Arguments - `probs`: the GPU-setup problems generated by the ensemble. - `prob`: the quintessential problem form. Can be just `probs[1]` - `alg`: the kernel-based differential equation solver. Must be one of the EnsembleGPUKernel specialized methods. ## Keyword Arguments Only a subset of the common solver arguments are supported. """ function vectorized_solve end function vectorized_solve(probs, prob::ODEProblem, alg; dt, saveat = nothing, save_everystep = true, debug = false, callback = CallbackSet(nothing), tstops = nothing, kwargs...) backend = get_backend(probs) backend = maybe_prefer_blocks(backend) # if saveat is specified, we'll use a vector of timestamps. # otherwise it's a matrix that may be different for each ODE. timeseries = prob.tspan[1]:dt:prob.tspan[2] nsteps = length(timeseries) prob = convert(ImmutableODEProblem, prob) dt = convert(eltype(prob.tspan), dt) if saveat === nothing if save_everystep len = length(prob.tspan[1]:dt:prob.tspan[2]) if tstops !== nothing len += length(tstops) - count(x -> x in tstops, timeseries) nsteps += length(tstops) - count(x -> x in tstops, timeseries) end else len = 2 end ts = allocate(backend, typeof(dt), (len, length(probs))) fill!(ts, prob.tspan[1]) us = allocate(backend, typeof(prob.u0), (len, length(probs))) else saveat = if saveat isa AbstractRange _saveat = range(convert(eltype(prob.tspan), first(saveat)), convert(eltype(prob.tspan), last(saveat)), length = length(saveat)) convert(StepRangeLen{ eltype(_saveat), eltype(_saveat), eltype(_saveat), eltype(_saveat) === Float32 ? Int32 : Int64, }, _saveat) elseif saveat isa AbstractVector adapt(backend, convert.(eltype(prob.tspan), saveat)) else _saveat = prob.tspan[1]:convert(eltype(prob.tspan), saveat):prob.tspan[end] convert(StepRangeLen{ eltype(_saveat), eltype(_saveat), eltype(_saveat), eltype(_saveat) === Float32 ? Int32 : Int64, }, _saveat) end ts = allocate(backend, typeof(dt), (length(saveat), length(probs))) fill!(ts, prob.tspan[1]) us = allocate(backend, typeof(prob.u0), (length(saveat), length(probs))) end tstops = adapt(backend, tstops) kernel = ode_solve_kernel(backend) if backend isa CPU @warn "Running the kernel on CPU" end kernel(probs, alg, us, ts, dt, callback, tstops, nsteps, saveat, Val(save_everystep); ndrange = length(probs)) # we build the actual solution object on the CPU because the GPU would create one # containig CuDeviceArrays, which we cannot use on the host (not GC tracked, # no useful operations, etc). That's unfortunate though, since this loop is # generally slower than the entire GPU execution, and necessitates synchronization #EDIT: Done when using with DiffEqGPU ts, us end # SDEProblems over GPU cannot support u0 as a Number type, because GPU kernels compiled only through u0 being StaticArrays function vectorized_solve(probs, prob::SDEProblem, alg; dt, saveat = nothing, save_everystep = true, debug = false, kwargs...) backend = get_backend(probs) backend = maybe_prefer_blocks(backend) dt = convert(eltype(prob.tspan), dt) if saveat === nothing if save_everystep len = length(prob.tspan[1]:dt:prob.tspan[2]) else len = 2 end ts = allocate(backend, typeof(dt), (len, length(probs))) fill!(ts, prob.tspan[1]) us = allocate(backend, typeof(prob.u0), (len, length(probs))) else saveat = if saveat isa AbstractRange range(convert(eltype(prob.tspan), first(saveat)), convert(eltype(prob.tspan), last(saveat)), length = length(saveat)) elseif saveat isa AbstractVector convert.(eltype(prob.tspan), adapt(backend, saveat)) else prob.tspan[1]:convert(eltype(prob.tspan), saveat):prob.tspan[end] end ts = allocate(backend, typeof(dt), (length(saveat), length(probs))) fill!(ts, prob.tspan[1]) us = allocate(backend, typeof(prob.u0), (length(saveat), length(probs))) end if alg isa GPUEM kernel = em_kernel(backend) elseif alg isa Union{GPUSIEA} SciMLBase.is_diagonal_noise(prob) ? nothing : error("The algorithm is not compatible with the chosen noise type. Please see the documentation on the solver methods") kernel = siea_kernel(backend) end if backend isa CPU @warn "Running the kernel on CPU" end kernel(probs, us, ts, dt, saveat, Val(save_everystep); ndrange = length(probs)) ts, us end """ ```julia vectorized_asolve(probs, prob::ODEProblem, alg; dt = 0.1f0, saveat = nothing, save_everystep = false, abstol = 1.0f-6, reltol = 1.0f-3, callback = CallbackSet(nothing), tstops = nothing) ``` A lower level interface to the kernel generation solvers of EnsembleGPUKernel with adaptive time-stepping. ## Arguments - `probs`: the GPU-setup problems generated by the ensemble. - `prob`: the quintessential problem form. Can be just `probs[1]` - `alg`: the kernel-based differential equation solver. Must be one of the EnsembleGPUKernel specialized methods. ## Keyword Arguments Only a subset of the common solver arguments are supported. """ function vectorized_asolve end function vectorized_asolve(probs, prob::ODEProblem, alg; dt = 0.1f0, saveat = nothing, save_everystep = false, abstol = 1.0f-6, reltol = 1.0f-3, debug = false, callback = CallbackSet(nothing), tstops = nothing, kwargs...) backend = get_backend(probs) backend = maybe_prefer_blocks(backend) prob = convert(ImmutableODEProblem, prob) dt = convert(eltype(prob.tspan), dt) abstol = convert(eltype(prob.tspan), abstol) reltol = convert(eltype(prob.tspan), reltol) # if saveat is specified, we'll use a vector of timestamps. # otherwise it's a matrix that may be different for each ODE. if saveat === nothing if save_everystep error("Don't use adaptive version with saveat == nothing and save_everystep = true") else len = 2 end # if tstops !== nothing # len += length(tstops) # end ts = allocate(backend, typeof(dt), (len, length(probs))) fill!(ts, prob.tspan[1]) us = allocate(backend, typeof(prob.u0), (len, length(probs))) else saveat = if saveat isa AbstractRange range(convert(eltype(prob.tspan), first(saveat)), convert(eltype(prob.tspan), last(saveat)), length = length(saveat)) elseif saveat isa AbstractVector adapt(backend, convert.(eltype(prob.tspan), saveat)) else prob.tspan[1]:convert(eltype(prob.tspan), saveat):prob.tspan[end] end ts = allocate(backend, typeof(dt), (length(saveat), length(probs))) fill!(ts, prob.tspan[1]) us = allocate(backend, typeof(prob.u0), (length(saveat), length(probs))) end us = adapt(backend, us) ts = adapt(backend, ts) tstops = adapt(backend, tstops) kernel = ode_asolve_kernel(backend) if backend isa CPU @warn "Running the kernel on CPU" end kernel(probs, alg, us, ts, dt, callback, tstops, abstol, reltol, saveat, Val(save_everystep); ndrange = length(probs)) # we build the actual solution object on the CPU because the GPU would create one # containig CuDeviceArrays, which we cannot use on the host (not GC tracked, # no useful operations, etc). That's unfortunate though, since this loop is # generally slower than the entire GPU execution, and necessitates synchronization #EDIT: Done when using with DiffEqGPU ts, us end function vectorized_asolve(probs, prob::SDEProblem, alg; dt, saveat = nothing, save_everystep = true, debug = false, kwargs...) error("Adaptive time-stepping is not supported yet with GPUEM.") end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
13118
function build_adaptive_controller_cache(alg::A, ::Type{T}) where {A, T} beta1 = T(7 / (10 * alg_order(alg))) beta2 = T(2 / (5 * alg_order(alg))) qmax = T(10.0) qmin = T(1 / 5) gamma = T(9 / 10) qoldinit = T(1e-4) qold = qoldinit return beta1, beta2, qmax, qmin, gamma, qoldinit, qold end @inline function savevalues!(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, ts, us, force = false) where {AlgType <: GPUODEAlgorithm, IIP, S, T} saved, savedexactly = false, false saveat = integrator.saveat save_everystep = integrator.save_everystep if saveat === nothing && save_everystep saved = true savedexactly = true @inbounds us[integrator.step_idx] = integrator.u @inbounds ts[integrator.step_idx] = integrator.t integrator.step_idx += 1 elseif saveat !== nothing saved = true savedexactly = true while integrator.cur_t <= length(saveat) && saveat[integrator.cur_t] <= integrator.t savet = saveat[integrator.cur_t] Θ = (savet - integrator.tprev) / integrator.dt @inbounds us[integrator.cur_t] = _ode_interpolant(Θ, integrator.dt, integrator.uprev, integrator) @inbounds ts[integrator.cur_t] = savet integrator.cur_t += 1 end end saved, savedexactly end @inline function DiffEqBase.terminate!(integrator::DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T}, retcode = ReturnCode.Terminated) where { AlgType <: GPUODEAlgorithm, IIP, S, T, } integrator.retcode = retcode end @inline function apply_discrete_callback!(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, ts, us, callback::GPUDiscreteCallback) where { AlgType <: GPUODEAlgorithm, IIP, S, T} saved_in_cb = false if callback.condition(integrator.u, integrator.t, integrator) # handle saveat _, savedexactly = savevalues!(integrator, ts, us) saved_in_cb = true integrator.u_modified = true callback.affect!(integrator) end integrator.u_modified, saved_in_cb end @inline function apply_discrete_callback!(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, ts, us, callback::GPUDiscreteCallback, args...) where {AlgType <: GPUODEAlgorithm, IIP, S, T} apply_discrete_callback!(integrator, ts, us, apply_discrete_callback!(integrator, ts, us, callback)..., args...) end @inline function apply_discrete_callback!(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, ts, us, discrete_modified::Bool, saved_in_cb::Bool, callback::GPUDiscreteCallback, args...) where {AlgType <: GPUODEAlgorithm, IIP, S, T} bool, saved_in_cb2 = apply_discrete_callback!(integrator, ts, us, apply_discrete_callback!(integrator, ts, us, callback)..., args...) discrete_modified || bool, saved_in_cb || saved_in_cb2 end @inline function apply_discrete_callback!(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, ts, us, discrete_modified::Bool, saved_in_cb::Bool, callback::GPUDiscreteCallback) where { AlgType <: GPUODEAlgorithm, IIP, S, T} bool, saved_in_cb2 = apply_discrete_callback!(integrator, ts, us, callback) discrete_modified || bool, saved_in_cb || saved_in_cb2 end @inline function interpolate(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, t) where {AlgType <: GPUODEAlgorithm, IIP, S, T} θ = (t - integrator.tprev) / integrator.dt b1θ, b2θ, b3θ, b4θ, b5θ, b6θ, b7θ = SimpleDiffEq.bθs(integrator.rs, θ) return integrator.uprev + integrator.dt * (b1θ * integrator.k1 + b2θ * integrator.k2 + b3θ * integrator.k3 + b4θ * integrator.k4 + b5θ * integrator.k5 + b6θ * integrator.k6 + b7θ * integrator.k7) end @inline function _change_t_via_interpolation!(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, t, modify_save_endpoint::Type{Val{T1}}) where { AlgType <: GPUODEAlgorithm, IIP, S, T, T1, } # Can get rid of an allocation here with a function # get_tmp_arr(integrator.cache) which gives a pointer to some # cache array which can be modified. if integrator.tdir * t < integrator.tdir * integrator.tprev error("Current interpolant only works between tprev and t") elseif t != integrator.t integrator.u = integrator(t) integrator.step_idx -= Int(round((integrator.t - t) / integrator.dt)) integrator.t = t #integrator.dt = integrator.t - integrator.tprev end end @inline function DiffEqBase.change_t_via_interpolation!(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, t, modify_save_endpoint::Type{Val{T1}} = Val{ false, }) where { AlgType <: GPUODEAlgorithm, IIP, S, T, T1, } _change_t_via_interpolation!(integrator, t, modify_save_endpoint) end @inline function apply_callback!(integrator::DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T}, callback::GPUContinuousCallback, cb_time, prev_sign, event_idx, ts, us) where {AlgType <: GPUODEAlgorithm, IIP, S, T} DiffEqBase.change_t_via_interpolation!(integrator, integrator.tprev + cb_time) # handle saveat _, savedexactly = savevalues!(integrator, ts, us) saved_in_cb = true integrator.u_modified = true if prev_sign < 0 if callback.affect! === nothing integrator.u_modified = false else callback.affect!(integrator) end elseif prev_sign > 0 if callback.affect_neg! === nothing integrator.u_modified = false else callback.affect_neg!(integrator) end end true, saved_in_cb end @inline function handle_callbacks!(integrator::DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T}, ts, us) where {AlgType <: GPUODEAlgorithm, IIP, S, T} discrete_callbacks = integrator.callback.discrete_callbacks continuous_callbacks = integrator.callback.continuous_callbacks atleast_one_callback = false continuous_modified = false discrete_modified = false saved_in_cb = false if !(continuous_callbacks isa Tuple{}) event_occurred = false time, upcrossing, event_occurred, event_idx, idx, counter = DiffEqBase.find_first_continuous_callback(integrator, continuous_callbacks...) if event_occurred integrator.event_last_time = idx integrator.vector_event_last_time = event_idx continuous_modified, saved_in_cb = apply_callback!(integrator, continuous_callbacks[1], time, upcrossing, event_idx, ts, us) else integrator.event_last_time = 0 integrator.vector_event_last_time = 1 end end if !(discrete_callbacks isa Tuple{}) discrete_modified, saved_in_cb = apply_discrete_callback!(integrator, ts, us, discrete_callbacks...) return discrete_modified, saved_in_cb end return false, saved_in_cb end @inline function DiffEqBase.find_callback_time(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, callback::DiffEqGPU.GPUContinuousCallback, counter) where {AlgType <: GPUODEAlgorithm, IIP, S, T} event_occurred, interp_index, prev_sign, prev_sign_index, event_idx = DiffEqBase.determine_event_occurance(integrator, callback, counter) if event_occurred if callback.condition === nothing new_t = zero(typeof(integrator.t)) else top_t = integrator.t bottom_t = integrator.tprev if callback.rootfind != SciMLBase.NoRootFind function zero_func(abst, p = nothing) DiffEqBase.get_condition(integrator, callback, abst) end if zero_func(top_t) == 0 Θ = top_t else if integrator.event_last_time == counter && abs(zero_func(bottom_t)) <= 100abs(integrator.last_event_error) && prev_sign_index == 1 # Determined that there is an event by derivative # But floating point error may make the end point negative bottom_t += integrator.dt * callback.repeat_nudge sign_top = sign(zero_func(top_t)) sign(zero_func(bottom_t)) * sign_top >= zero(sign_top) && error("Double callback crossing floating pointer reducer errored. Report this issue.") end Θ = DiffEqBase.bisection(zero_func, (bottom_t, top_t), isone(integrator.tdir), callback.rootfind, callback.abstol, callback.reltol) integrator.last_event_error = DiffEqBase.ODE_DEFAULT_NORM(zero_func(Θ), Θ) end new_t = Θ - integrator.tprev else # If no solve and no interpolants, just use endpoint new_t = integrator.dt end end else new_t = zero(typeof(integrator.t)) end new_t, prev_sign, event_occurred, event_idx end @inline function SciMLBase.get_tmp_cache(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T}) where { AlgType <: GPUODEAlgorithm, IIP, S, T, } return nothing end @inline function DiffEqBase.get_condition(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, callback, abst) where {AlgType <: GPUODEAlgorithm, IIP, S, T } if abst == integrator.t tmp = integrator.u elseif abst == integrator.tprev tmp = integrator.uprev else tmp = integrator(abst) end return callback.condition(tmp, abst, integrator) end # interp_points = 0 or equivalently nothing @inline function DiffEqBase.determine_event_occurance(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, }, callback::DiffEqGPU.GPUContinuousCallback, counter) where { AlgType <: GPUODEAlgorithm, IIP, S, T} event_occurred = false interp_index = 0 # Check if the event occured previous_condition = callback.condition(integrator.uprev, integrator.tprev, integrator) prev_sign = zero(integrator.t) next_sign = zero(integrator.t) # @show typeof(0) if integrator.event_last_time == counter && minimum(DiffEqBase.ODE_DEFAULT_NORM(previous_condition, integrator.t)) <= 100DiffEqBase.ODE_DEFAULT_NORM(integrator.last_event_error, integrator.t) # If there was a previous event, utilize the derivative at the start to # chose the previous sign. If the derivative is positive at tprev, then # we treat `prev_sign` as negetive, and if the derivative is negative then we # treat `prev_sign` as positive, regardless of the postiivity/negativity # of the true value due to it being =0 sans floating point issues. # Only due this if the discontinuity did not move it far away from an event # Since near even we use direction instead of location to reset # Evaluate condition slightly in future abst = integrator.tprev + integrator.dt * callback.repeat_nudge tmp_condition = DiffEqBase.get_condition(integrator, callback, abst) prev_sign = sign(tmp_condition) else prev_sign = sign(previous_condition) end prev_sign_index = 1 abst = integrator.t next_condition = DiffEqBase.get_condition(integrator, callback, abst) next_sign = sign(next_condition) if ((prev_sign < 0 && callback.affect! !== nothing) || (prev_sign > 0 && callback.affect_neg! !== nothing)) && prev_sign * next_sign <= 0 event_occurred = true end event_idx = 1 event_occurred, interp_index, prev_sign, prev_sign_index, event_idx end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
11819
# Default: Hermite Interpolation @inline @muladd function _ode_interpolant(Θ, dt, y₀, integ::DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T, }) where { AlgType <: GPUODEAlgorithm, IIP, S, T, } y₁ = integ.u k1 = integ.k1 k2 = integ.k2 out = (1 - Θ) * y₀ + Θ * y₁ + Θ * (Θ - 1) * ((1 - 2Θ) * (y₁ - y₀) + (Θ - 1) * dt * k1 + Θ * dt * k2) return out end @inline function bΘs(integ::T, Θ) where {T <: Union{GPUV7I, GPUAV7I}} @unpack r011, r012, r013, r014, r015, r016, r017, r042, r043, r044, r045, r046, r047, r052, r053, r054, r055, r056, r057, r062, r063, r064, r065, r066, r067, r072, r073, r074, r075, r076, r077, r082, r083, r084, r085, r086, r087, r092, r093, r094, r095, r096, r097, r112, r113, r114, r115, r116, r117, r122, r123, r124, r125, r126, r127, r132, r133, r134, r135, r136, r137, r142, r143, r144, r145, r146, r147, r152, r153, r154, r155, r156, r157, r162, r163, r164, r165, r166, r167 = integ.tab.interp b1Θ = @evalpoly(Θ, 0, r011, r012, r013, r014, r015, r016, r017) b4Θ = @evalpoly(Θ, 0, 0, r042, r043, r044, r045, r046, r047) b5Θ = @evalpoly(Θ, 0, 0, r052, r053, r054, r055, r056, r057) b6Θ = @evalpoly(Θ, 0, 0, r062, r063, r064, r065, r066, r067) b7Θ = @evalpoly(Θ, 0, 0, r072, r073, r074, r075, r076, r077) b8Θ = @evalpoly(Θ, 0, 0, r082, r083, r084, r085, r086, r087) b9Θ = @evalpoly(Θ, 0, 0, r092, r093, r094, r095, r096, r097) b11Θ = @evalpoly(Θ, 0, 0, r112, r113, r114, r115, r116, r117) b12Θ = @evalpoly(Θ, 0, 0, r122, r123, r124, r125, r126, r127) b13Θ = @evalpoly(Θ, 0, 0, r132, r133, r134, r135, r136, r137) b14Θ = @evalpoly(Θ, 0, 0, r142, r143, r144, r145, r146, r147) b15Θ = @evalpoly(Θ, 0, 0, r152, r153, r154, r155, r156, r157) b16Θ = @evalpoly(Θ, 0, 0, r162, r163, r164, r165, r166, r167) return b1Θ, b4Θ, b5Θ, b6Θ, b7Θ, b8Θ, b9Θ, b11Θ, b12Θ, b13Θ, b14Θ, b15Θ, b16Θ end @inline @muladd function _ode_interpolant(Θ, dt, y₀, integ::T) where {T <: Union{GPUV7I, GPUAV7I}} b1Θ, b4Θ, b5Θ, b6Θ, b7Θ, b8Θ, b9Θ, b11Θ, b12Θ, b13Θ, b14Θ, b15Θ, b16Θ = bΘs(integ, Θ) @unpack c11, a1101, a1104, a1105, a1106, a1107, a1108, a1109, c12, a1201, a1204, a1205, a1206, a1207, a1208, a1209, a1211, c13, a1301, a1304, a1305, a1306, a1307, a1308, a1309, a1311, a1312, c14, a1401, a1404, a1405, a1406, a1407, a1408, a1409, a1411, a1412, a1413, c15, a1501, a1504, a1505, a1506, a1507, a1508, a1509, a1511, a1512, a1513, c16, a1601, a1604, a1605, a1606, a1607, a1608, a1609, a1611, a1612, a1613 = integ.tab.extra @unpack k1, k2, k3, k4, k5, k6, k7, k8, k9, k10, uprev, f, t, p = integ k11 = f(uprev + dt * (a1101 * k1 + a1104 * k4 + a1105 * k5 + a1106 * k6 + a1107 * k7 + a1108 * k8 + a1109 * k9), p, t + c11 * dt) k12 = f(uprev + dt * (a1201 * k1 + a1204 * k4 + a1205 * k5 + a1206 * k6 + a1207 * k7 + a1208 * k8 + a1209 * k9 + a1211 * k11), p, t + c12 * dt) k13 = f(uprev + dt * (a1301 * k1 + a1304 * k4 + a1305 * k5 + a1306 * k6 + a1307 * k7 + a1308 * k8 + a1309 * k9 + a1311 * k11 + a1312 * k12), p, t + c13 * dt) k14 = f(uprev + dt * (a1401 * k1 + a1404 * k4 + a1405 * k5 + a1406 * k6 + a1407 * k7 + a1408 * k8 + a1409 * k9 + a1411 * k11 + a1412 * k12 + a1413 * k13), p, t + c14 * dt) k15 = f(uprev + dt * (a1501 * k1 + a1504 * k4 + a1505 * k5 + a1506 * k6 + a1507 * k7 + a1508 * k8 + a1509 * k9 + a1511 * k11 + a1512 * k12 + a1513 * k13), p, t + c15 * dt) k16 = f(uprev + dt * (a1601 * k1 + a1604 * k4 + a1605 * k5 + a1606 * k6 + a1607 * k7 + a1608 * k8 + a1609 * k9 + a1611 * k11 + a1612 * k12 + a1613 * k13), p, t + c16 * dt) return y₀ + dt * (integ.k1 * b1Θ + integ.k4 * b4Θ + integ.k5 * b5Θ + integ.k6 * b6Θ + integ.k7 * b7Θ + integ.k8 * b8Θ + integ.k9 * b9Θ + k11 * b11Θ + k12 * b12Θ + k13 * b13Θ + k14 * b14Θ + k15 * b15Θ + k16 * b16Θ) end @inline function bΘs(integ::T, Θ) where {T <: Union{GPUV9I, GPUAV9I}} @unpack r011, r012, r013, r014, r015, r016, r017, r018, r019, r082, r083, r084, r085, r086, r087, r088, r089, r092, r093, r094, r095, r096, r097, r098, r099, r102, r103, r104, r105, r106, r107, r108, r109, r112, r113, r114, r115, r116, r117, r118, r119, r122, r123, r124, r125, r126, r127, r128, r129, r132, r133, r134, r135, r136, r137, r138, r139, r142, r143, r144, r145, r146, r147, r148, r149, r152, r153, r154, r155, r156, r157, r158, r159, r172, r173, r174, r175, r176, r177, r178, r179, r182, r183, r184, r185, r186, r187, r188, r189, r192, r193, r194, r195, r196, r197, r198, r199, r202, r203, r204, r205, r206, r207, r208, r209, r212, r213, r214, r215, r216, r217, r218, r219, r222, r223, r224, r225, r226, r227, r228, r229, r232, r233, r234, r235, r236, r237, r238, r239, r242, r243, r244, r245, r246, r247, r248, r249, r252, r253, r254, r255, r256, r257, r258, r259, r262, r263, r264, r265, r266, r267, r268, r269 = integ.tab.interp b1Θ = @evalpoly(Θ, 0, r011, r012, r013, r014, r015, r016, r017, r018, r019) b8Θ = @evalpoly(Θ, 0, 0, r082, r083, r084, r085, r086, r087, r088, r089) b9Θ = @evalpoly(Θ, 0, 0, r092, r093, r094, r095, r096, r097, r098, r099) b10Θ = @evalpoly(Θ, 0, 0, r102, r103, r104, r105, r106, r107, r108, r109) b11Θ = @evalpoly(Θ, 0, 0, r112, r113, r114, r115, r116, r117, r118, r119) b12Θ = @evalpoly(Θ, 0, 0, r122, r123, r124, r125, r126, r127, r128, r129) b13Θ = @evalpoly(Θ, 0, 0, r132, r133, r134, r135, r136, r137, r138, r139) b14Θ = @evalpoly(Θ, 0, 0, r142, r143, r144, r145, r146, r147, r148, r149) b15Θ = @evalpoly(Θ, 0, 0, r152, r153, r154, r155, r156, r157, r158, r159) b17Θ = @evalpoly(Θ, 0, 0, r172, r173, r174, r175, r176, r177, r178, r179) b18Θ = @evalpoly(Θ, 0, 0, r182, r183, r184, r185, r186, r187, r188, r189) b19Θ = @evalpoly(Θ, 0, 0, r192, r193, r194, r195, r196, r197, r198, r199) b20Θ = @evalpoly(Θ, 0, 0, r202, r203, r204, r205, r206, r207, r208, r209) b21Θ = @evalpoly(Θ, 0, 0, r212, r213, r214, r215, r216, r217, r218, r219) b22Θ = @evalpoly(Θ, 0, 0, r222, r223, r224, r225, r226, r227, r228, r229) b23Θ = @evalpoly(Θ, 0, 0, r232, r233, r234, r235, r236, r237, r238, r239) b24Θ = @evalpoly(Θ, 0, 0, r242, r243, r244, r245, r246, r247, r248, r249) b25Θ = @evalpoly(Θ, 0, 0, r252, r253, r254, r255, r256, r257, r258, r259) b26Θ = @evalpoly(Θ, 0, 0, r262, r263, r264, r265, r266, r267, r268, r269) return b1Θ, b8Θ, b9Θ, b10Θ, b11Θ, b12Θ, b13Θ, b14Θ, b15Θ, b17Θ, b18Θ, b19Θ, b20Θ, b21Θ, b22Θ, b23Θ, b24Θ, b25Θ, b26Θ end @inline @muladd function _ode_interpolant(Θ, dt, y₀, integ::T) where {T <: Union{GPUV9I, GPUAV9I}} b1Θ, b8Θ, b9Θ, b10Θ, b11Θ, b12Θ, b13Θ, b14Θ, b15Θ, b17Θ, b18Θ, b19Θ, b20Θ, b21Θ, b22Θ, b23Θ, b24Θ, b25Θ, b26Θ = bΘs(integ, Θ) @unpack c17, a1701, a1708, a1709, a1710, a1711, a1712, a1713, a1714, a1715, c18, a1801, a1808, a1809, a1810, a1811, a1812, a1813, a1814, a1815, a1817, c19, a1901, a1908, a1909, a1910, a1911, a1912, a1913, a1914, a1915, a1917, a1918, c20, a2001, a2008, a2009, a2010, a2011, a2012, a2013, a2014, a2015, a2017, a2018, a2019, c21, a2101, a2108, a2109, a2110, a2111, a2112, a2113, a2114, a2115, a2117, a2118, a2119, a2120, c22, a2201, a2208, a2209, a2210, a2211, a2212, a2213, a2214, a2215, a2217, a2218, a2219, a2220, a2221, c23, a2301, a2308, a2309, a2310, a2311, a2312, a2313, a2314, a2315, a2317, a2318, a2319, a2320, a2321, c24, a2401, a2408, a2409, a2410, a2411, a2412, a2413, a2414, a2415, a2417, a2418, a2419, a2420, a2421, c25, a2501, a2508, a2509, a2510, a2511, a2512, a2513, a2514, a2515, a2517, a2518, a2519, a2520, a2521, c26, a2601, a2608, a2609, a2610, a2611, a2612, a2613, a2614, a2615, a2617, a2618, a2619, a2620, a2621 = integ.tab.extra @unpack k1, k2, k3, k4, k5, k6, k7, k8, k9, k10, uprev, f, t, p = integ k11 = f(uprev + dt * (a1701 * k1 + a1708 * k2 + a1709 * k3 + a1710 * k4 + a1711 * k5 + a1712 * k6 + a1713 * k7 + a1714 * k8 + a1715 * k9), p, t + c17 * dt) k12 = f(uprev + dt * (a1801 * k1 + a1808 * k2 + a1809 * k3 + a1810 * k4 + a1811 * k5 + a1812 * k6 + a1813 * k7 + a1814 * k8 + a1815 * k9 + a1817 * k11), p, t + c18 * dt) k13 = f(uprev + dt * (a1901 * k1 + a1908 * k2 + a1909 * k3 + a1910 * k4 + a1911 * k5 + a1912 * k6 + a1913 * k7 + a1914 * k8 + a1915 * k9 + a1917 * k11 + a1918 * k12), p, t + c19 * dt) k14 = f(uprev + dt * (a2001 * k1 + a2008 * k2 + a2009 * k3 + a2010 * k4 + a2011 * k5 + a2012 * k6 + a2013 * k7 + a2014 * k8 + a2015 * k9 + a2017 * k11 + a2018 * k12 + a2019 * k13), p, t + c20 * dt) k15 = f(uprev + dt * (a2101 * k1 + a2108 * k2 + a2109 * k3 + a2110 * k4 + a2111 * k5 + a2112 * k6 + a2113 * k7 + a2114 * k8 + a2115 * k9 + a2117 * k11 + a2118 * k12 + a2119 * k13 + a2120 * k14), p, t + c21 * dt) k16 = f(uprev + dt * (a2201 * k1 + a2208 * k2 + a2209 * k3 + a2210 * k4 + a2211 * k5 + a2212 * k6 + a2213 * k7 + a2214 * k8 + a2215 * k9 + a2217 * k11 + a2218 * k12 + a2219 * k13 + a2220 * k14 + a2221 * k15), p, t + c22 * dt) k17 = f(uprev + dt * (a2301 * k1 + a2308 * k2 + a2309 * k3 + a2310 * k4 + a2311 * k5 + a2312 * k6 + a2313 * k7 + a2314 * k8 + a2315 * k9 + a2317 * k11 + a2318 * k12 + a2319 * k13 + a2320 * k14 + a2321 * k15), p, t + c23 * dt) k18 = f(uprev + dt * (a2401 * k1 + a2408 * k2 + a2409 * k3 + a2410 * k4 + a2411 * k5 + a2412 * k6 + a2413 * k7 + a2414 * k8 + a2415 * k9 + a2417 * k11 + a2418 * k12 + a2419 * k13 + a2420 * k14 + a2421 * k15), p, t + c24 * dt) k19 = f(uprev + dt * (a2501 * k1 + a2508 * k2 + a2509 * k3 + a2510 * k4 + a2511 * k5 + a2512 * k6 + a2513 * k7 + a2514 * k8 + a2515 * k9 + a2517 * k11 + a2518 * k12 + a2519 * k13 + a2520 * k14 + a2521 * k15), p, t + c25 * dt) k20 = f(uprev + dt * (a2601 * k1 + a2608 * k2 + a2609 * k3 + a2610 * k4 + a2611 * k5 + a2612 * k6 + a2613 * k7 + a2614 * k8 + a2615 * k9 + a2617 * k11 + a2618 * k12 + a2619 * k13 + a2620 * k14 + a2621 * k15), p, t + c26 * dt) return y₀ + dt * (integ.k1 * b1Θ + integ.k2 * b8Θ + integ.k3 * b9Θ + integ.k4 * b10Θ + integ.k5 * b11Θ + integ.k6 * b12Θ + integ.k7 * b13Θ + integ.k8 * b14Θ + integ.k9 * b15Θ + k11 * b17Θ + k12 * b18Θ + k13 * b19Θ + k14 * b20Θ + k15 * b21Θ + k16 * b22Θ + k17 * b23Θ + k18 * b24Θ + k19 * b25Θ + k20 * b26Θ) end @inline @muladd function _ode_interpolant(Θ, dt, y₀, integ::T) where {T <: Union{GPUT5I, GPUAT5I}} b1θ, b2θ, b3θ, b4θ, b5θ, b6θ, b7θ = SimpleDiffEq.bθs(integ.rs, Θ) return y₀ + dt * (b1θ * integ.k1 + b2θ * integ.k2 + b3θ * integ.k3 + b4θ * integ.k4 + b5θ * integ.k5 + b6θ * integ.k6 + b7θ * integ.k7) end @inline @muladd function _ode_interpolant(Θ, dt, y₀, integ::T) where {T <: Union{GPURB23I, GPUARB23I}} c1 = Θ * (1 - Θ) / (1 - 2 * integ.d) c2 = Θ * (Θ - 2 * integ.d) / (1 - 2 * integ.d) return y₀ + dt * (c1 * integ.k1 + c2 * integ.k2) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
15201
## Fixed TimeStep Integrator function Adapt.adapt_structure(to, prob::ODEProblem{<:Any, <:Any, iip}) where {iip} ODEProblem{iip, true}(adapt(to, prob.f), adapt(to, prob.u0), adapt(to, prob.tspan), adapt(to, prob.p); adapt(to, prob.kwargs)...) end mutable struct GPUTsit5Integrator{IIP, S, T, ST, P, F, TS, CB, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit dt::T # step size tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S k3::S k4::S k5::S k6::S k7::S cs::SVector{6, T} # ci factors cache: time coefficients as::SVector{21, T} # aij factors cache: solution coefficients rs::SVector{22, T} # rij factors cache: interpolation coefficients retcode::DiffEqBase.ReturnCode.T end const GPUT5I = GPUTsit5Integrator @inline function (integrator::GPUTsit5Integrator)(t) Θ = (t - integrator.tprev) / integrator.dt _ode_interpolant(Θ, integrator.dt, integrator.uprev, integrator) end @inline function DiffEqBase.u_modified!(integrator::GPUTsit5Integrator, bool::Bool) integrator.u_modified = bool end DiffEqBase.isinplace(::GPUT5I{IIP}) where {IIP} = IIP ## Adaptive TimeStep Integrator mutable struct GPUATsit5Integrator{IIP, S, T, ST, P, F, N, TOL, Q, TS, CB, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit tf::T dt::T # step size dtnew::T tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S # interpolants of the algorithm k2::S k3::S k4::S k5::S k6::S k7::S cs::SVector{6, T} # ci factors cache: time coefficients as::SVector{21, T} # aij factors cache: solution coefficients btildes::SVector{7, T} rs::SVector{22, T} # rij factors cache: interpolation coefficients qold::Q abstol::TOL reltol::TOL internalnorm::N # function that computes the error EEst based on state retcode::DiffEqBase.ReturnCode.T end const GPUAT5I = GPUATsit5Integrator @inline function (integrator::GPUATsit5Integrator)(t) Θ = (t - integrator.tprev) / integrator.dt _ode_interpolant(Θ, integrator.dt, integrator.uprev, integrator) end @inline function DiffEqBase.u_modified!(integrator::GPUATsit5Integrator, bool::Bool) integrator.u_modified = bool end ## Vern7 mutable struct GPUV7Integrator{IIP, S, T, ST, P, F, TS, CB, TabType, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit dt::T # step size tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S k3::S k4::S k5::S k6::S k7::S k8::S k9::S k10::S tab::TabType retcode::DiffEqBase.ReturnCode.T end const GPUV7I = GPUV7Integrator @inline function (integrator::GPUV7I)(t) Θ = (t - integrator.tprev) / integrator.dt _ode_interpolant(Θ, integrator.dt, integrator.uprev, integrator) end mutable struct GPUAV7Integrator{IIP, S, T, ST, P, F, N, TOL, Q, TS, CB, TabType, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit tf::T dt::T # step size dtnew::T tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S # interpolants of the algorithm k2::S k3::S k4::S k5::S k6::S k7::S k8::S k9::S k10::S tab::TabType qold::Q abstol::TOL reltol::TOL internalnorm::N # function that computes the error EEst based on state retcode::DiffEqBase.ReturnCode.T end const GPUAV7I = GPUAV7Integrator @inline function (integrator::GPUAV7I)(t) Θ = (t - integrator.tprev) / integrator.dt _ode_interpolant(Θ, integrator.dt, integrator.uprev, integrator) end ## Vern9 mutable struct GPUV9Integrator{IIP, S, T, ST, P, F, TS, CB, TabType, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit dt::T # step size tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S k3::S k4::S k5::S k6::S k7::S k8::S k9::S k10::S tab::TabType retcode::DiffEqBase.ReturnCode.T end const GPUV9I = GPUV9Integrator @inline function (integrator::GPUV9I)(t) Θ = (t - integrator.tprev) / integrator.dt _ode_interpolant(Θ, integrator.dt, integrator.uprev, integrator) end mutable struct GPUAV9Integrator{IIP, S, T, ST, P, F, N, TOL, Q, TS, CB, TabType, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit tf::T dt::T # step size dtnew::T tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S # interpolants of the algorithm k2::S k3::S k4::S k5::S k6::S k7::S k8::S k9::S k10::S tab::TabType qold::Q abstol::TOL reltol::TOL internalnorm::N # function that computes the error EEst based on state retcode::DiffEqBase.ReturnCode.T end const GPUAV9I = GPUAV9Integrator @inline function (integrator::GPUAV9I)(t) Θ = (t - integrator.tprev) / integrator.dt _ode_interpolant(Θ, integrator.dt, integrator.uprev, integrator) end ####################################################################################### # Initialization of Integrators ####################################################################################### @inline function init(alg::GPUTsit5, f::F, IIP::Bool, u0::S, t0::T, dt::T, p::P, tstops::TS, callback::CB, save_everystep::Bool, saveat::ST) where {F, P, T, S, TS, CB, ST} cs, as, rs = SimpleDiffEq._build_tsit5_caches(T) !IIP && @assert S <: SArray event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) integ = GPUT5I{IIP, S, T, ST, P, F, TS, CB, typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, dt, sign(dt), p, true, tstops, 1, callback, save_everystep, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), cs, as, rs, DiffEqBase.ReturnCode.Default) end @inline function init(alg::GPUTsit5, f::F, IIP::Bool, u0::S, t0::T, tf::T, dt::T, p::P, abstol::TOL, reltol::TOL, internalnorm::N, tstops::TS, callback::CB, saveat::ST) where {F, P, S, T, N, TOL, TS, CB, ST} cs, as, btildes, rs = SimpleDiffEq._build_atsit5_caches(T) !IIP && @assert S <: SArray qoldinit = T(1e-4) event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) integ = GPUAT5I{IIP, S, T, ST, P, F, N, TOL, typeof(qoldinit), TS, CB, typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, tf, dt, dt, sign(tf - t0), p, true, tstops, 1, callback, false, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), cs, as, btildes, rs, qoldinit, abstol, reltol, internalnorm, DiffEqBase.ReturnCode.Default) end @inline function init(alg::GPUVern7, f::F, IIP::Bool, u0::S, t0::T, dt::T, p::P, tstops::TS, callback::CB, save_everystep::Bool, saveat::ST) where {F, P, T, S, TS, CB, ST} tab = Vern7Tableau(T, T) !IIP && @assert S <: SArray event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) integ = GPUV7I{IIP, S, T, ST, P, F, TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, dt, sign(dt), p, true, tstops, 1, callback, save_everystep, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), tab, DiffEqBase.ReturnCode.Default) end @inline function init(alg::GPUVern7, f::F, IIP::Bool, u0::S, t0::T, tf::T, dt::T, p::P, abstol::TOL, reltol::TOL, internalnorm::N, tstops::TS, callback::CB, saveat::ST) where {F, P, S, T, N, TOL, TS, CB, ST} !IIP && @assert S <: SArray tab = Vern7Tableau(T, T) qoldinit = T(1e-4) event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) integ = GPUAV7I{IIP, S, T, ST, P, F, N, TOL, typeof(qoldinit), TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, tf, dt, dt, sign(tf - t0), p, true, tstops, 1, callback, false, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), tab, qoldinit, abstol, reltol, internalnorm, DiffEqBase.ReturnCode.Default) end @inline function init(alg::GPUVern9, f::F, IIP::Bool, u0::S, t0::T, dt::T, p::P, tstops::TS, callback::CB, save_everystep::Bool, saveat::ST) where {F, P, T, S, TS, CB, ST} tab = Vern9Tableau(T, T) !IIP && @assert S <: SArray event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) integ = GPUV9I{IIP, S, T, ST, P, F, TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, dt, sign(dt), p, true, tstops, 1, callback, save_everystep, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), tab, DiffEqBase.ReturnCode.Default) end @inline function init(alg::GPUVern9, f::F, IIP::Bool, u0::S, t0::T, tf::T, dt::T, p::P, abstol::TOL, reltol::TOL, internalnorm::N, tstops::TS, callback::CB, saveat::ST) where {F, P, S, T, N, TOL, TS, CB, ST} !IIP && @assert S <: SArray tab = Vern9Tableau(T, T) qoldinit = T(1e-4) event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) integ = GPUAV9I{IIP, S, T, ST, P, F, N, TOL, typeof(qoldinit), TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, tf, dt, dt, sign(tf - t0), p, true, tstops, 1, callback, false, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), copy(u0), tab, qoldinit, abstol, reltol, internalnorm, DiffEqBase.ReturnCode.Default) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
482
@inline @muladd function _ode_interpolant(Θ, dt, y₀, integ::T) where { T <: Union{GPURodas4I, GPUARodas4I}} Θ1 = 1 - Θ y₁ = integ.u return Θ1 * y₀ + Θ * (y₁ + Θ1 * (integ.k1 + Θ * integ.k2)) end @inline @muladd function _ode_interpolant(Θ, dt, y₀, integ::T) where { T <: Union{GPURodas5PI, GPUARodas5PI}} Θ1 = 1 - Θ y₁ = integ.u return Θ1 * y₀ + Θ * (y₁ + Θ1 * (integ.k1 + Θ * (integ.k2 + Θ * integ.k3))) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
21422
@inline function (integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T, })(t) where { AlgType <: GPUODEAlgorithm, IIP, S, T, } Θ = (t - integrator.tprev) / integrator.dt _ode_interpolant(Θ, integrator.dt, integrator.uprev, integrator) end @inline function DiffEqBase.u_modified!(integrator::DiffEqBase.AbstractODEIntegrator{ AlgType, IIP, S, T}, bool::Bool) where {AlgType <: GPUODEAlgorithm, IIP, S, T} integrator.u_modified = bool end mutable struct GPURosenbrock23Integrator{IIP, S, T, ST, P, F, TS, CB, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit dt::T # step size tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S d::T retcode::DiffEqBase.ReturnCode.T end const GPURB23I = GPURosenbrock23Integrator @inline function init(alg::GPURosenbrock23, f::F, IIP::Bool, u0::S, t0::T, dt::T, p::P, tstops::TS, callback::CB, save_everystep::Bool, saveat::ST) where {F, P, T, S, TS, CB, ST} !IIP && @assert S <: SArray event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) d = T(2) d = 1 / (d + sqrt(d)) integ = GPURB23I{IIP, S, T, ST, P, F, TS, CB, typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, dt, sign(dt), p, true, tstops, 1, callback, save_everystep, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), d, DiffEqBase.ReturnCode.Default) end mutable struct GPUARosenbrock23Integrator{ IIP, S, T, ST, P, F, N, TOL, Q, TS, CB, AlgType, } <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit tf::T dt::T # step size dtnew::T tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S # interpolants of the algorithm k2::S k3::S d::T qold::Q abstol::TOL reltol::TOL internalnorm::N # function that computes the error EEst based on state retcode::DiffEqBase.ReturnCode.T end const GPUARB23I = GPUARosenbrock23Integrator @inline function init(alg::GPURosenbrock23, f::F, IIP::Bool, u0::S, t0::T, tf::T, dt::T, p::P, abstol::TOL, reltol::TOL, internalnorm::N, tstops::TS, callback::CB, saveat::ST) where {F, P, S, T, N, TOL, TS, CB, ST} !IIP && @assert S <: SArray qoldinit = T(1e-4) event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) d = T(2) d = 1 / (d + sqrt(d)) integ = GPUARB23I{IIP, S, T, ST, P, F, N, TOL, typeof(qoldinit), TS, CB, typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, tf, dt, dt, sign(tf - t0), p, true, tstops, 1, callback, false, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), copy(u0), d, qoldinit, abstol, reltol, internalnorm, DiffEqBase.ReturnCode.Default) end ########################## # Rodas 4 ########################## # Fixed Step mutable struct GPURodas4Integrator{IIP, S, T, ST, P, F, TS, CB, TabType, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit dt::T # step size tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S #intepolants tab::TabType retcode::DiffEqBase.ReturnCode.T end const GPURodas4I = GPURodas4Integrator @inline function init(alg::GPURodas4, f::F, IIP::Bool, u0::S, t0::T, dt::T, p::P, tstops::TS, callback::CB, save_everystep::Bool, saveat::ST) where {F, P, T, S, TS, CB, ST} !IIP && @assert S <: SArray event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) tab = Rodas4Tableau(T, T) integ = GPURodas4I{IIP, S, T, ST, P, F, TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, dt, sign(dt), p, true, tstops, 1, callback, save_everystep, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), tab, DiffEqBase.ReturnCode.Default) end # Adaptive Step mutable struct GPUARodas4Integrator{ IIP, S, T, ST, P, F, N, TOL, Q, TS, CB, TabType, AlgType, } <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit tf::T dt::T # step size dtnew::T tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S #intepolants tab::TabType qold::Q abstol::TOL reltol::TOL internalnorm::N # function that computes the error EEst based on state retcode::DiffEqBase.ReturnCode.T end const GPUARodas4I = GPUARodas4Integrator @inline function init(alg::GPURodas4, f::F, IIP::Bool, u0::S, t0::T, tf::T, dt::T, p::P, abstol::TOL, reltol::TOL, internalnorm::N, tstops::TS, callback::CB, saveat::ST) where {F, P, S, T, N, TOL, TS, CB, ST} !IIP && @assert S <: SArray qoldinit = T(1e-4) event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) tab = Rodas4Tableau(T, T) integ = GPUARodas4I{IIP, S, T, ST, P, F, N, TOL, typeof(qoldinit), TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, tf, dt, dt, sign(tf - t0), p, true, tstops, 1, callback, false, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), tab, qoldinit, abstol, reltol, internalnorm, DiffEqBase.ReturnCode.Default) end ########################## # Rodas 5P ########################## # Fixed Step mutable struct GPURodas5PIntegrator{IIP, S, T, ST, P, F, TS, CB, TabType, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit dt::T # step size tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S #intepolants k3::S #intepolants tab::TabType retcode::DiffEqBase.ReturnCode.T end const GPURodas5PI = GPURodas5PIntegrator @inline function init(alg::GPURodas5P, f::F, IIP::Bool, u0::S, t0::T, dt::T, p::P, tstops::TS, callback::CB, save_everystep::Bool, saveat::ST) where {F, P, T, S, TS, CB, ST} !IIP && @assert S <: SArray event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) tab = Rodas5PTableau(T, T) integ = GPURodas5PI{IIP, S, T, ST, P, F, TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, dt, sign(dt), p, true, tstops, 1, callback, save_everystep, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), copy(u0), tab, DiffEqBase.ReturnCode.Default) end # Adaptive Step mutable struct GPUARodas5PIntegrator{IIP, S, T, ST, P, F, N, TOL, Q, TS, CB, TabType, AlgType, } <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit tf::T dt::T # step size dtnew::T tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S #intepolants k3::S #intepolants tab::TabType qold::Q abstol::TOL reltol::TOL internalnorm::N # function that computes the error EEst based on state retcode::DiffEqBase.ReturnCode.T end const GPUARodas5PI = GPUARodas5PIntegrator @inline function init(alg::GPURodas5P, f::F, IIP::Bool, u0::S, t0::T, tf::T, dt::T, p::P, abstol::TOL, reltol::TOL, internalnorm::N, tstops::TS, callback::CB, saveat::ST) where {F, P, S, T, N, TOL, TS, CB, ST} !IIP && @assert S <: SArray qoldinit = T(1e-4) event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) tab = Rodas5PTableau(T, T) integ = GPUARodas5PI{IIP, S, T, ST, P, F, N, TOL, typeof(qoldinit), TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, tf, dt, dt, sign(tf - t0), p, true, tstops, 1, callback, false, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), copy(u0), tab, qoldinit, abstol, reltol, internalnorm, DiffEqBase.ReturnCode.Default) end ########################## # Kvaerno3 ########################## # Fixed Step mutable struct GPUKvaerno3Integrator{IIP, S, T, ST, P, F, TS, CB, TabType, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit dt::T # step size tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S #intepolants tab::TabType retcode::DiffEqBase.ReturnCode.T end const GPUKvaerno3I = GPUKvaerno3Integrator @inline function init(alg::GPUKvaerno3, f::F, IIP::Bool, u0::S, t0::T, dt::T, p::P, tstops::TS, callback::CB, save_everystep::Bool, saveat::ST) where {F, P, T, S, TS, CB, ST} !IIP && @assert S <: SArray event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) tab = Kvaerno3Tableau(T, T) integ = GPUKvaerno3I{IIP, S, T, ST, P, F, TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, dt, sign(dt), p, true, tstops, 1, callback, save_everystep, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), tab, DiffEqBase.ReturnCode.Default) end # Adaptive Step mutable struct GPUAKvaerno3Integrator{IIP, S, T, ST, P, F, N, TOL, Q, TS, CB, TabType, AlgType, } <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit tf::T dt::T # step size dtnew::T tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S #intepolants tab::TabType qold::Q abstol::TOL reltol::TOL internalnorm::N # function that computes the error EEst based on state retcode::DiffEqBase.ReturnCode.T end const GPUAKvaerno3I = GPUAKvaerno3Integrator @inline function init(alg::GPUKvaerno3, f::F, IIP::Bool, u0::S, t0::T, tf::T, dt::T, p::P, abstol::TOL, reltol::TOL, internalnorm::N, tstops::TS, callback::CB, saveat::ST) where {F, P, S, T, N, TOL, TS, CB, ST} !IIP && @assert S <: SArray qoldinit = T(1e-4) event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) tab = Kvaerno3Tableau(T, T) integ = GPUAKvaerno3I{IIP, S, T, ST, P, F, N, TOL, typeof(qoldinit), TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, tf, dt, dt, sign(tf - t0), p, true, tstops, 1, callback, false, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), tab, qoldinit, abstol, reltol, internalnorm, DiffEqBase.ReturnCode.Default) end ########################## # Kvaerno5 ########################## # Fixed Step mutable struct GPUKvaerno5Integrator{IIP, S, T, ST, P, F, TS, CB, TabType, AlgType} <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit dt::T # step size tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S #intepolants tab::TabType retcode::DiffEqBase.ReturnCode.T end const GPUKvaerno5I = GPUKvaerno5Integrator @inline function init(alg::GPUKvaerno5, f::F, IIP::Bool, u0::S, t0::T, dt::T, p::P, tstops::TS, callback::CB, save_everystep::Bool, saveat::ST) where {F, P, T, S, TS, CB, ST} !IIP && @assert S <: SArray event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) tab = Kvaerno5Tableau(T, T) integ = GPUKvaerno5I{IIP, S, T, ST, P, F, TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, dt, sign(dt), p, true, tstops, 1, callback, save_everystep, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), tab, DiffEqBase.ReturnCode.Default) end # Adaptive Step mutable struct GPUAKvaerno5Integrator{IIP, S, T, ST, P, F, N, TOL, Q, TS, CB, TabType, AlgType, } <: DiffEqBase.AbstractODEIntegrator{AlgType, IIP, S, T} alg::AlgType f::F # eom uprev::S # previous state u::S # current state tmp::S # dummy, same as state tprev::T # previous time t::T # current time t0::T # initial time, only for reinit tf::T dt::T # step size dtnew::T tdir::T p::P # parameter container u_modified::Bool tstops::TS tstops_idx::Int callback::CB save_everystep::Bool saveat::ST cur_t::Int step_idx::Int event_last_time::Int vector_event_last_time::Int last_event_error::T k1::S #intepolants k2::S #intepolants tab::TabType qold::Q abstol::TOL reltol::TOL internalnorm::N # function that computes the error EEst based on state retcode::DiffEqBase.ReturnCode.T end const GPUAKvaerno5I = GPUAKvaerno5Integrator @inline function init(alg::GPUKvaerno5, f::F, IIP::Bool, u0::S, t0::T, tf::T, dt::T, p::P, abstol::TOL, reltol::TOL, internalnorm::N, tstops::TS, callback::CB, saveat::ST) where {F, P, S, T, N, TOL, TS, CB, ST} !IIP && @assert S <: SArray qoldinit = T(1e-4) event_last_time = 1 vector_event_last_time = 0 last_event_error = zero(T) tab = Kvaerno5Tableau(T, T) integ = GPUAKvaerno5I{IIP, S, T, ST, P, F, N, TOL, typeof(qoldinit), TS, CB, typeof(tab), typeof(alg)}(alg, f, copy(u0), copy(u0), copy(u0), t0, t0, t0, tf, dt, dt, sign(tf - t0), p, true, tstops, 1, callback, false, saveat, 1, 1, event_last_time, vector_event_last_time, last_event_error, copy(u0), copy(u0), tab, qoldinit, abstol, reltol, internalnorm, DiffEqBase.ReturnCode.Default) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
3342
# Credits: StaticArrays.jl # https://github.com/JuliaArrays/StaticArrays.jl/blob/master/src/solve.jl @inline function linear_solve(A::StaticMatrix, b::StaticVecOrMat) _linear_solve(Size(A), Size(b), A, b) end @inline function _linear_solve(::Size{(1, 1)}, ::Size{(1,)}, a::StaticMatrix{<:Any, <:Any, Ta}, b::StaticVector{<:Any, Tb}) where {Ta, Tb} @inbounds return similar_type(b, typeof(a[1] \ b[1]))(a[1] \ b[1]) end @inline function _linear_solve(::Size{(2, 2)}, ::Size{(2,)}, a::StaticMatrix{<:Any, <:Any, Ta}, b::StaticVector{<:Any, Tb}) where {Ta, Tb} d = det(a) T = typeof((one(Ta) * zero(Tb) + one(Ta) * zero(Tb)) / d) @inbounds return similar_type(b, T)((a[2, 2] * b[1] - a[1, 2] * b[2]) / d, (a[1, 1] * b[2] - a[2, 1] * b[1]) / d) end @inline function _linear_solve(::Size{(3, 3)}, ::Size{(3,)}, a::StaticMatrix{<:Any, <:Any, Ta}, b::StaticVector{<:Any, Tb}) where {Ta, Tb} d = det(a) T = typeof((one(Ta) * zero(Tb) + one(Ta) * zero(Tb)) / d) @inbounds return similar_type(b, T)(((a[2, 2] * a[3, 3] - a[2, 3] * a[3, 2]) * b[1] + (a[1, 3] * a[3, 2] - a[1, 2] * a[3, 3]) * b[2] + (a[1, 2] * a[2, 3] - a[1, 3] * a[2, 2]) * b[3]) / d, ((a[2, 3] * a[3, 1] - a[2, 1] * a[3, 3]) * b[1] + (a[1, 1] * a[3, 3] - a[1, 3] * a[3, 1]) * b[2] + (a[1, 3] * a[2, 1] - a[1, 1] * a[2, 3]) * b[3]) / d, ((a[2, 1] * a[3, 2] - a[2, 2] * a[3, 1]) * b[1] + (a[1, 2] * a[3, 1] - a[1, 1] * a[3, 2]) * b[2] + (a[1, 1] * a[2, 2] - a[1, 2] * a[2, 1]) * b[3]) / d) end for Sa in [(2, 2), (3, 3)] # not needed for Sa = (1, 1); @eval begin @inline function _linear_solve(::Size{$Sa}, ::Size{Sb}, a::StaticMatrix{<:Any, <:Any, Ta}, b::StaticMatrix{<:Any, <:Any, Tb}) where {Sb, Ta, Tb} d = det(a) T = typeof((one(Ta) * zero(Tb) + one(Ta) * zero(Tb)) / d) if isbitstype(T) # This if block can be removed when https://github.com/JuliaArrays/StaticArrays.jl/pull/749 is merged. c = similar(b, T) for col in 1:Sb[2] @inbounds c[:, col] = _linear_solve(Size($Sa), Size($Sa[1]), a, b[:, col]) end return similar_type(b, T)(c) else return _linear_solve_general($(Size(Sa)), Size(Sb), a, b) end end end # @eval end @inline function _linear_solve(sa::Size, sb::Size, a::StaticMatrix, b::StaticVecOrMat) _linear_solve_general(sa, sb, a, b) end @generated function _linear_solve_general(::Size{Sa}, ::Size{Sb}, a::StaticMatrix{<:Any, <:Any, Ta}, b::StaticVecOrMat{Tb}) where {Sa, Sb, Ta, Tb} if Sa[1] != Sb[1] return quote throw(DimensionMismatch("Left and right hand side first dimensions do not match in backdivide (got sizes $Sa and $Sb)")) end end quote @_inline_meta LUp = static_lu(a) LUp.U \ (LUp.L \ $(length(Sb) > 1 ? :(b[LUp.p, :]) : :(b[LUp.p]))) end end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
5006
#Credits: StaticArrays.jl # https://github.com/JuliaArrays/StaticArrays.jl/blob/master/src/lu.jl # LU decomposition pivot_options = if isdefined(LinearAlgebra, :PivotingStrategy) # introduced in Julia v1.7 (:(Val{true}), :(Val{false}), :NoPivot, :RowMaximum) else (:(Val{true}), :(Val{false})) end for pv in pivot_options # ... define each `pivot::Val{true/false}` method individually to avoid ambiguties @eval function static_lu(A::StaticLUMatrix, pivot::$pv; check = true) L, U, p = _lu(A, pivot, check) LU(L, U, p) end # For the square version, return explicit lower and upper triangular matrices. # We would do this for the rectangular case too, but Base doesn't support that. @eval function static_lu(A::StaticLUMatrix{N, N}, pivot::$pv; check = true) where {N} L, U, p = _lu(A, pivot, check) LU(LowerTriangular(L), UpperTriangular(U), p) end end static_lu(A::StaticLUMatrix; check = true) = static_lu(A, Val(true); check = check) # location of the first zero on the diagonal, 0 when not found function _first_zero_on_diagonal(A::StaticLUMatrix{M, N, T}) where {M, N, T} if @generated quote $(map(i -> :(A[$i, $i] == zero(T) && return $i), 1:min(M, N))...) 0 end else for i in 1:min(M, N) A[i, i] == 0 && return i end 0 end end @generated function _lu(A::StaticLUMatrix{M, N, T}, pivot, check) where {M, N, T} _pivot = if isdefined(LinearAlgebra, :PivotingStrategy) # v1.7 feature pivot === RowMaximum ? Val(true) : pivot === NoPivot ? Val(false) : pivot() else pivot() end quote L, U, P = __lu(A, $(_pivot)) if check i = _first_zero_on_diagonal(U) i == 0 || throw(SingularException(i)) end L, U, P end end function __lu(A::StaticMatrix{0, 0, T}, ::Val{Pivot}) where {T, Pivot} (SMatrix{0, 0, typeof(one(T))}(), A, SVector{0, Int}()) end function __lu(A::StaticMatrix{0, 1, T}, ::Val{Pivot}) where {T, Pivot} (SMatrix{0, 0, typeof(one(T))}(), A, SVector{0, Int}()) end function __lu(A::StaticMatrix{0, N, T}, ::Val{Pivot}) where {T, N, Pivot} (SMatrix{0, 0, typeof(one(T))}(), A, SVector{0, Int}()) end function __lu(A::StaticMatrix{1, 0, T}, ::Val{Pivot}) where {T, Pivot} (SMatrix{1, 0, typeof(one(T))}(), SMatrix{0, 0, T}(), SVector{1, Int}(1)) end function __lu(A::StaticMatrix{M, 0, T}, ::Val{Pivot}) where {T, M, Pivot} (SMatrix{M, 0, typeof(one(T))}(), SMatrix{0, 0, T}(), SVector{M, Int}(1:M)) end function __lu(A::StaticMatrix{1, 1, T}, ::Val{Pivot}) where {T, Pivot} (SMatrix{1, 1}(one(T)), A, SVector(1)) end function __lu(A::LinearAlgebra.HermOrSym{T, <:StaticMatrix{1, 1, T}}, ::Val{Pivot}) where {T, Pivot} (SMatrix{1, 1}(one(T)), A.data, SVector(1)) end function __lu(A::StaticMatrix{1, N, T}, ::Val{Pivot}) where {N, T, Pivot} (SMatrix{1, 1, T}(one(T)), A, SVector{1, Int}(1)) end function __lu(A::StaticMatrix{M, 1}, ::Val{Pivot}) where {M, Pivot} @inbounds begin kp = 1 if Pivot amax = abs(A[1, 1]) for i in 2:M absi = abs(A[i, 1]) if absi > amax kp = i amax = absi end end end ps = tailindices(Val{M}) if kp != 1 ps = setindex(ps, 1, kp - 1) end U = SMatrix{1, 1}(A[kp, 1]) # Scale first column Akkinv = inv(A[kp, 1]) Ls = A[ps, 1] * Akkinv if !isfinite(Akkinv) Ls = zeros(typeof(Ls)) end L = [SVector{1}(one(eltype(Ls))); Ls] p = [SVector{1, Int}(kp); ps] end return (SMatrix{M, 1}(L), U, p) end function __lu(A::StaticLUMatrix{M, N, T}, ::Val{Pivot}) where {M, N, T, Pivot} @inbounds begin kp = 1 if Pivot amax = abs(A[1, 1]) for i in 2:M absi = abs(A[i, 1]) if absi > amax kp = i amax = absi end end end ps = tailindices(Val{M}) if kp != 1 ps = setindex(ps, 1, kp - 1) end Ufirst = SMatrix{1, N}(A[kp, :]) # Scale first column Akkinv = inv(A[kp, 1]) Ls = A[ps, 1] * Akkinv if !isfinite(Akkinv) Ls = zeros(typeof(Ls)) end # Update the rest Arest = A[ps, tailindices(Val{N})] - Ls * Ufirst[:, tailindices(Val{N})] Lrest, Urest, prest = __lu(Arest, Val(Pivot)) p = [SVector{1, Int}(kp); ps[prest]] L = [[SVector{1}(one(eltype(Ls))); Ls[prest]] [zeros(typeof(SMatrix{1}(Lrest[1, :]))); Lrest]] U = [Ufirst; [zeros(typeof(Urest[:, 1])) Urest]] end return (L, U, p) end @generated function tailindices(::Type{Val{M}}) where {M} :(SVector{$(M - 1), Int}($(tuple(2:M...)))) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
2192
abstract type AbstractNLSolver end abstract type AbstractNLSolverCache end struct NLSolver{uType, gamType, tmpType, tType, JType, WType, pType} <: AbstractNLSolver z::uType tmp::uType # DIRK and multistep methods only use tmp tmp2::tmpType # for GLM if neccssary ztmp::uType γ::gamType c::tType α::tType κ::tType J::JType W::WType dt::tType t::tType p::pType iter::Int maxiters::Int end function NLSolver{tType}(z, tmp, ztmp, γ, c, α, κ, J, W, dt, t, p, iter, maxiters, tmp2 = nothing) where {tType} NLSolver{typeof(z), typeof(γ), typeof(tmp2), tType, typeof(J), typeof(W), typeof(p)}(z, tmp, tmp2, ztmp, γ, convert(tType, c), convert(tType, α), convert(tType, κ), J, W, dt, t, p, iter, maxiters) end @inline function build_J_W(alg, f, γ, dt) J(u, p, t) = if DiffEqBase.has_jac(f) f.jac(u, p, t) elseif alg_autodiff(alg) ForwardDiff.jacobian(u -> f(u, p, t), u) else finite_diff_jac(u -> f(u, p, t), f.jac_prototype, u) end W(u, p, t) = -LinearAlgebra.I + γ * dt * J(u, p, t) J, W end @inline function build_tgrad(alg, f) function tgrad(u, p, t) if DiffEqBase.has_tgrad(f) f.tgrad(u, p, t) elseif alg_autodiff(alg) ForwardDiff.derivative(t -> f(u, p, t), t) else # derivative using finite difference begin dt = sqrt(eps(eltype(t))) (f(u, p, t + dt) - f(u, p, t)) / dt end end end tgrad end @inline function build_nlsolver(alg, u, p, t, dt, f, γ, c) build_nlsolver(alg, u, p, t, dt, f, γ, c, 1) end @inline function build_nlsolver(alg, u, p, t, dt, f, γ, c, α) # define fields of non-linear solver z = u tmp = u ztmp = u J, W = build_J_W(alg, f, γ, dt) max_iter = 30 κ = 1 / 100 NLSolver{typeof(dt)}(z, tmp, ztmp, γ, c, α, κ, J, W, dt, t, p, 0, max_iter) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
693
@inline function nlsolve(nlsolver::NLType, integrator::IntegType) where {NLType, IntegType} maxiters = nlsolver.maxiters dt = nlsolver.dt p = integrator.p t = nlsolver.t γ = nlsolver.γ tmp = nlsolver.tmp z_i = nlsolver.z c = nlsolver.c abstol = 100eps(eltype(z_i)) for i in 1:maxiters W_eval = nlsolver.W(tmp + γ * z_i, p, t + c * dt) f_eval = integrator.f(tmp + γ * z_i, p, t + c * dt) f_rhs = dt * f_eval - z_i Δz = linear_solve(W_eval, f_rhs) z_i = z_i - Δz if norm(dt * integrator.f(tmp + γ * z_i, p, t + c * dt) - z_i) < abstol break end end @set! nlsolver.z = z_i end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1923
@kernel function em_kernel(@Const(probs), _us, _ts, dt, saveat, ::Val{save_everystep}) where {save_everystep} i = @index(Global, Linear) # get the actual problem for this thread prob = @inbounds probs[i] Random.seed!(prob.seed) # get the input/output arrays for this thread ts = @inbounds view(_ts, :, i) us = @inbounds view(_us, :, i) _saveat = get(prob.kwargs, :saveat, nothing) saveat = _saveat === nothing ? saveat : _saveat f = prob.f g = prob.g u0 = prob.u0 tspan = prob.tspan p = prob.p is_diagonal_noise = SciMLBase.is_diagonal_noise(prob) cur_t = 0 if saveat !== nothing cur_t = 1 if tspan[1] == saveat[1] cur_t += 1 @inbounds us[1] = u0 end else @inbounds ts[1] = tspan[1] @inbounds us[1] = u0 end sqdt = sqrt(dt) u = copy(u0) t = copy(tspan[1]) n = length(tspan[1]:dt:tspan[2]) for j in 2:n uprev = u if is_diagonal_noise u = uprev + f(uprev, p, t) * dt + sqdt * g(uprev, p, t) .* randn(typeof(u0)) else u = uprev + f(uprev, p, t) * dt + sqdt * g(uprev, p, t) * randn(typeof(prob.noise_rate_prototype[1, :])) end t += dt if saveat === nothing && save_everystep @inbounds us[j] = u @inbounds ts[j] = t elseif saveat !== nothing while cur_t <= length(saveat) && saveat[cur_t] <= t savet = saveat[cur_t] Θ = (savet - (t - dt)) / dt # Linear Interpolation @inbounds us[cur_t] = uprev + (u - uprev) * Θ @inbounds ts[cur_t] = savet cur_t += 1 end end end if saveat === nothing && !save_everystep @inbounds us[2] = u @inbounds ts[2] = t end end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
5664
@inline function step!(integ::GPUKvaerno3I{false, S, T}, ts, us) where {T, S} dt = integ.dt t = integ.t p = integ.p tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u @unpack γ, a31, a32, a41, a42, a43, btilde1, btilde2, btilde3, btilde4, c3, α31, α32 = integ.tab integ.tprev = t saved_in_cb = false adv_integ = true ## Check if tstops are within the range of time-series if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && (integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0) integ.t = integ.tstops[integ.tstops_idx] ## Set correct dt dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end ## Build nlsolver nlsolver = build_nlsolver(integ.alg, integ.u, integ.p, integ.t, integ.dt, integ.f, integ.tab.γ, integ.tab.c3) ## Steps # FSAL Step 1 z₁ = dt * k1 ##### Step 2 @set! nlsolver.z = z₁ @set! nlsolver.tmp = uprev + γ * z₁ @set! nlsolver.c = γ nlsolver = nlsolve(nlsolver, integ) z₂ = nlsolver.z ##### Step 3 z₃ = α31 * z₁ + α32 * z₂ @set! nlsolver.z = z₃ @set! nlsolver.tmp = uprev + a31 * z₁ + a32 * z₂ @set! nlsolver.c = c3 nlsolver = nlsolve(nlsolver, integ) z₃ = nlsolver.z ################################## Solve Step 4 @set! nlsolver.z = z₄ = a31 * z₁ + a32 * z₂ + γ * z₃ # use yhat as prediction @set! nlsolver.tmp = uprev + a41 * z₁ + a42 * z₂ + a43 * z₃ @set! nlsolver.c = one(nlsolver.c) nlsolver = nlsolve(nlsolver, integ) z₄ = nlsolver.z integ.u = nlsolver.tmp + γ * z₄ k2 = z₄ ./ dt @inbounds begin # Necessary for interpolation integ.k1 = f(integ.u, p, t) integ.k2 = k2 end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end @inline function step!(integ::GPUAKvaerno3I{false, S, T}, ts, us) where {T, S} beta1, beta2, qmax, qmin, gamma, qoldinit, _ = build_adaptive_controller_cache(integ.alg, T) dt = integ.dtnew t = integ.t p = integ.p tf = integ.tf tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u qold = integ.qold abstol = integ.abstol reltol = integ.reltol @unpack γ, a31, a32, a41, a42, a43, btilde1, btilde2, btilde3, btilde4, c3, α31, α32 = integ.tab if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end EEst = convert(T, Inf) while EEst > convert(T, 1.0) dt < convert(T, 1.0f-14) && error("dt<dtmin") ## Steps nlsolver = build_nlsolver(integ.alg, integ.u, integ.p, integ.t, dt, integ.f, integ.tab.γ, integ.tab.c3) # FSAL Step 1 k1 = f(uprev, p, t) z₁ = dt * k1 ##### Step 2 @set! nlsolver.z = z₁ @set! nlsolver.tmp = uprev + γ * z₁ @set! nlsolver.c = γ nlsolver = nlsolve(nlsolver, integ) z₂ = nlsolver.z ##### Step 3 z₃ = α31 * z₁ + α32 * z₂ @set! nlsolver.z = z₃ @set! nlsolver.tmp = uprev + a31 * z₁ + a32 * z₂ @set! nlsolver.c = c3 nlsolver = nlsolve(nlsolver, integ) z₃ = nlsolver.z ################################## Solve Step 4 @set! nlsolver.z = z₄ = a31 * z₁ + a32 * z₂ + γ * z₃ # use yhat as prediction @set! nlsolver.tmp = uprev + a41 * z₁ + a42 * z₂ + a43 * z₃ @set! nlsolver.c = one(nlsolver.c) nlsolver = nlsolve(nlsolver, integ) z₄ = nlsolver.z u = nlsolver.tmp + γ * z₄ k2 = z₄ ./ dt W_eval = nlsolver.W(nlsolver.tmp + nlsolver.γ * z₄, p, t + nlsolver.c * dt) err = linear_solve(W_eval, btilde1 * z₁ + btilde2 * z₂ + btilde3 * z₃ + btilde4 * z₄) tmp = (err) ./ (abstol .+ max.(abs.(uprev), abs.(u)) * reltol) EEst = DiffEqBase.ODE_DEFAULT_NORM(tmp, t) if iszero(EEst) q = inv(qmax) else q11 = EEst^beta1 q = q11 / (qold^beta2) end if EEst > 1 dt = dt / min(inv(qmin), q11 / gamma) else # EEst <= 1 q = max(inv(qmax), min(inv(qmin), q / gamma)) qold = max(EEst, qoldinit) dtnew = dt / q #dtnew dtnew = min(abs(dtnew), abs(tf - t - dt)) @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k2 end integ.dt = dt integ.dtnew = dtnew integ.qold = qold integ.tprev = t integ.u = u if (tf - t - dt) < convert(T, 1.0f-14) integ.t = tf else if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0 integ.t = integ.tstops[integ.tstops_idx] integ.u = integ(integ.t) dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end end end end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
7736
@inline function step!(integ::GPUKvaerno5I{false, S, T}, ts, us) where {T, S} dt = integ.dt t = integ.t p = integ.p tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u @unpack γ, a31, a32, a41, a42, a43, a51, a52, a53, a54, a61, a63, a64, a65, a71, a73, a74, a75, a76, c3, c4, c5, c6 = integ.tab @unpack btilde1, btilde3, btilde4, btilde5, btilde6, btilde7 = integ.tab @unpack α31, α32, α41, α42, α43, α51, α52, α53, α61, α62, α63 = integ.tab integ.tprev = t saved_in_cb = false adv_integ = true ## Check if tstops are within the range of time-series if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && (integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0) integ.t = integ.tstops[integ.tstops_idx] ## Set correct dt dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end ## Build nlsolver nlsolver = build_nlsolver(integ.alg, integ.u, integ.p, integ.t, integ.dt, integ.f, integ.tab.γ, integ.tab.c3) ## Steps # FSAL Step 1 z₁ = dt * k1 ##### Step 2 @set! nlsolver.z = z₁ @set! nlsolver.tmp = uprev + γ * z₁ @set! nlsolver.c = γ nlsolver = nlsolve(nlsolver, integ) z₂ = nlsolver.z ##### Step 3 z₃ = α31 * z₁ + α32 * z₂ @set! nlsolver.z = z₃ @set! nlsolver.tmp = uprev + a31 * z₁ + a32 * z₂ @set! nlsolver.c = c3 nlsolver = nlsolve(nlsolver, integ) z₃ = nlsolver.z ################################## Solve Step 4 z₄ = α41 * z₁ + α42 * z₂ + α43 * z₃ @set! nlsolver.z = z₄ @set! nlsolver.tmp = uprev + a41 * z₁ + a42 * z₂ + a43 * z₃ @set! nlsolver.c = c4 nlsolver = nlsolve(nlsolver, integ) z₄ = nlsolver.z z₅ = α51 * z₁ + α52 * z₂ + α53 * z₃ @set! nlsolver.z = z₅ @set! nlsolver.tmp = uprev + a51 * z₁ + a52 * z₂ + a53 * z₃ + a54 * z₄ @set! nlsolver.c = c5 nlsolver = nlsolve(nlsolver, integ) z₅ = nlsolver.z z₆ = α61 * z₁ + α62 * z₂ + α63 * z₃ @set! nlsolver.z = z₆ @set! nlsolver.tmp = uprev + a61 * z₁ + a63 * z₃ + a64 * z₄ + a65 * z₅ @set! nlsolver.c = c6 nlsolver = nlsolve(nlsolver, integ) z₆ = nlsolver.z z₇ = a61 * z₁ + a63 * z₃ + a64 * z₄ + a65 * z₅ + γ * z₆ @set! nlsolver.z = z₇ @set! nlsolver.tmp = uprev + a71 * z₁ + a73 * z₃ + a74 * z₄ + a75 * z₅ + a76 * z₆ @set! nlsolver.c = one(nlsolver.c) nlsolver = nlsolve(nlsolver, integ) z₇ = nlsolver.z integ.u = nlsolver.tmp + γ * z₇ k2 = z₇ ./ dt @inbounds begin # Necessary for interpolation integ.k1 = f(integ.u, p, t) integ.k2 = k2 end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end @inline function step!(integ::GPUAKvaerno5I{false, S, T}, ts, us) where {T, S} beta1, beta2, qmax, qmin, gamma, qoldinit, _ = build_adaptive_controller_cache(integ.alg, T) dt = integ.dtnew t = integ.t p = integ.p tf = integ.tf tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u qold = integ.qold abstol = integ.abstol reltol = integ.reltol @unpack γ, a31, a32, a41, a42, a43, a51, a52, a53, a54, a61, a63, a64, a65, a71, a73, a74, a75, a76, c3, c4, c5, c6 = integ.tab @unpack btilde1, btilde3, btilde4, btilde5, btilde6, btilde7 = integ.tab @unpack α31, α32, α41, α42, α43, α51, α52, α53, α61, α62, α63 = integ.tab if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end EEst = convert(T, Inf) while EEst > convert(T, 1.0) dt < convert(T, 1.0f-14) && error("dt<dtmin") ## Steps nlsolver = build_nlsolver(integ.alg, integ.u, integ.p, integ.t, dt, integ.f, integ.tab.γ, integ.tab.c3) # FSAL Step 1 k1 = f(uprev, p, t) z₁ = dt * k1 ##### Step 2 @set! nlsolver.z = z₁ @set! nlsolver.tmp = uprev + γ * z₁ @set! nlsolver.c = γ nlsolver = nlsolve(nlsolver, integ) z₂ = nlsolver.z ##### Step 3 z₃ = α31 * z₁ + α32 * z₂ @set! nlsolver.z = z₃ @set! nlsolver.tmp = uprev + a31 * z₁ + a32 * z₂ @set! nlsolver.c = c3 nlsolver = nlsolve(nlsolver, integ) z₃ = nlsolver.z ################################## Solve Step 4 z₄ = α41 * z₁ + α42 * z₂ + α43 * z₃ @set! nlsolver.z = z₄ @set! nlsolver.tmp = uprev + a41 * z₁ + a42 * z₂ + a43 * z₃ @set! nlsolver.c = c4 nlsolver = nlsolve(nlsolver, integ) z₄ = nlsolver.z ################################## Solve Step 5 z₅ = α51 * z₁ + α52 * z₂ + α53 * z₃ @set! nlsolver.z = z₅ @set! nlsolver.tmp = uprev + a51 * z₁ + a52 * z₂ + a53 * z₃ + a54 * z₄ @set! nlsolver.c = c5 nlsolver = nlsolve(nlsolver, integ) z₅ = nlsolver.z ################################## Solve Step 6 z₆ = α61 * z₁ + α62 * z₂ + α63 * z₃ @set! nlsolver.z = z₆ @set! nlsolver.tmp = uprev + a61 * z₁ + a63 * z₃ + a64 * z₄ + a65 * z₅ @set! nlsolver.c = c6 nlsolver = nlsolve(nlsolver, integ) z₆ = nlsolver.z ################################## Solve Step 7 z₇ = a61 * z₁ + a63 * z₃ + a64 * z₄ + a65 * z₅ + γ * z₆ @set! nlsolver.z = z₇ @set! nlsolver.tmp = uprev + a71 * z₁ + a73 * z₃ + a74 * z₄ + a75 * z₅ + a76 * z₆ @set! nlsolver.c = one(nlsolver.c) nlsolver = nlsolve(nlsolver, integ) z₇ = nlsolver.z u = nlsolver.tmp + γ * z₇ k2 = z₇ ./ dt W_eval = nlsolver.W(nlsolver.tmp + nlsolver.γ * z₇, p, t + nlsolver.c * dt) err = linear_solve(W_eval, btilde1 * z₁ + btilde3 * z₃ + btilde4 * z₄ + btilde5 * z₅ + btilde6 * z₆ + btilde7 * z₇) tmp = (err) ./ (abstol .+ max.(abs.(uprev), abs.(u)) * reltol) EEst = DiffEqBase.ODE_DEFAULT_NORM(tmp, t) if iszero(EEst) q = inv(qmax) else q11 = EEst^beta1 q = q11 / (qold^beta2) end if EEst > 1 dt = dt / min(inv(qmin), q11 / gamma) else # EEst <= 1 q = max(inv(qmax), min(inv(qmin), q / gamma)) qold = max(EEst, qoldinit) dtnew = dt / q #dtnew dtnew = min(abs(dtnew), abs(tf - t - dt)) @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k2 end integ.dt = dt integ.dtnew = dtnew integ.qold = qold integ.tprev = t integ.u = u if (tf - t - dt) < convert(T, 1.0f-14) integ.t = tf else if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0 integ.t = integ.tstops[integ.tstops_idx] integ.u = integ(integ.t) dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end end end end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
7635
@inline function step!(integ::GPURodas4I{false, S, T}, ts, us) where {T, S} dt = integ.dt t = integ.t p = integ.p tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u @unpack a21, a31, a32, a41, a42, a43, a51, a52, a53, a54, C21, C31, C32, C41, C42, C43, C51, C52, C53, C54, C61, C62, C63, C64, C65, γ, c2, c3, c4, d1, d2, d3, d4 = integ.tab integ.tprev = t saved_in_cb = false adv_integ = true ## Check if tstops are within the range of time-series if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && (integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0) integ.t = integ.tstops[integ.tstops_idx] ## Set correct dt dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end # Jacobian Jf, _ = build_J_W(integ.alg, f, γ, dt) J = Jf(uprev, p, t) Tgrad = build_tgrad(integ.alg, f) dT = Tgrad(uprev, p, t) # Precalculations dtC21 = C21 / dt dtC31 = C31 / dt dtC32 = C32 / dt dtC41 = C41 / dt dtC42 = C42 / dt dtC43 = C43 / dt dtC51 = C51 / dt dtC52 = C52 / dt dtC53 = C53 / dt dtC54 = C54 / dt dtC61 = C61 / dt dtC62 = C62 / dt dtC63 = C63 / dt dtC64 = C64 / dt dtC65 = C65 / dt dtd1 = dt * d1 dtd2 = dt * d2 dtd3 = dt * d3 dtd4 = dt * d4 dtgamma = dt * γ # Starting W = J - I * inv(dtgamma) du = f(uprev, p, t) # Step 1 linsolve_tmp = du + dtd1 * dT k1 = linear_solve(W, -linsolve_tmp) u = uprev + a21 * k1 du = f(u, p, t + c2 * dt) # Step 2 linsolve_tmp = du + dtd2 * dT + dtC21 * k1 k2 = linear_solve(W, -linsolve_tmp) u = uprev + a31 * k1 + a32 * k2 du = f(u, p, t + c3 * dt) # Step 3 linsolve_tmp = du + dtd3 * dT + (dtC31 * k1 + dtC32 * k2) k3 = linear_solve(W, -linsolve_tmp) u = uprev + a41 * k1 + a42 * k2 + a43 * k3 du = f(u, p, t + c4 * dt) # Step 4 linsolve_tmp = du + dtd4 * dT + (dtC41 * k1 + dtC42 * k2 + dtC43 * k3) k4 = linear_solve(W, -linsolve_tmp) u = uprev + a51 * k1 + a52 * k2 + a53 * k3 + a54 * k4 du = f(u, p, t + dt) # Step 5 linsolve_tmp = du + (dtC52 * k2 + dtC54 * k4 + dtC51 * k1 + dtC53 * k3) k5 = linear_solve(W, -linsolve_tmp) u = u + k5 du = f(u, p, t + dt) # Step 6 linsolve_tmp = du + (dtC61 * k1 + dtC62 * k2 + dtC65 * k5 + dtC64 * k4 + dtC63 * k3) k6 = linear_solve(W, -linsolve_tmp) integ.u = u + k6 @inbounds begin # Necessary for interpolation @unpack h21, h22, h23, h24, h25, h31, h32, h33, h34, h35 = integ.tab integ.k1 = h21 * k1 + h22 * k2 + h23 * k3 + h24 * k4 + h25 * k5 integ.k2 = h31 * k1 + h32 * k2 + h33 * k3 + h34 * k4 + h35 * k5 # integ.k1 = k1 # integ.k2 = k2 end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end @inline function step!(integ::GPUARodas4I{false, S, T}, ts, us) where {T, S} beta1, beta2, qmax, qmin, gamma, qoldinit, _ = build_adaptive_controller_cache(integ.alg, T) dt = integ.dtnew t = integ.t p = integ.p tf = integ.tf tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u qold = integ.qold abstol = integ.abstol reltol = integ.reltol @unpack a21, a31, a32, a41, a42, a43, a51, a52, a53, a54, C21, C31, C32, C41, C42, C43, C51, C52, C53, C54, C61, C62, C63, C64, C65, γ, c2, c3, c4, d1, d2, d3, d4 = integ.tab # Jacobian Jf, _ = build_J_W(integ.alg, f, γ, dt) J = Jf(uprev, p, t) Tgrad = build_tgrad(integ.alg, f) dT = Tgrad(uprev, p, t) if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end EEst = convert(T, Inf) while EEst > convert(T, 1.0) dt < convert(T, 1.0f-14) && error("dt<dtmin") # Precalculations dtC21 = C21 / dt dtC31 = C31 / dt dtC32 = C32 / dt dtC41 = C41 / dt dtC42 = C42 / dt dtC43 = C43 / dt dtC51 = C51 / dt dtC52 = C52 / dt dtC53 = C53 / dt dtC54 = C54 / dt dtC61 = C61 / dt dtC62 = C62 / dt dtC63 = C63 / dt dtC64 = C64 / dt dtC65 = C65 / dt dtd1 = dt * d1 dtd2 = dt * d2 dtd3 = dt * d3 dtd4 = dt * d4 dtgamma = dt * γ # Starting W = J - I * inv(dtgamma) du = f(uprev, p, t) # Step 1 linsolve_tmp = du + dtd1 * dT k1 = linear_solve(W, -linsolve_tmp) u = uprev + a21 * k1 du = f(u, p, t + c2 * dt) # Step 2 linsolve_tmp = du + dtd2 * dT + dtC21 * k1 k2 = linear_solve(W, -linsolve_tmp) u = uprev + a31 * k1 + a32 * k2 du = f(u, p, t + c3 * dt) # Step 3 linsolve_tmp = du + dtd3 * dT + (dtC31 * k1 + dtC32 * k2) k3 = linear_solve(W, -linsolve_tmp) u = uprev + a41 * k1 + a42 * k2 + a43 * k3 du = f(u, p, t + c4 * dt) # Step 4 linsolve_tmp = du + dtd4 * dT + (dtC41 * k1 + dtC42 * k2 + dtC43 * k3) k4 = linear_solve(W, -linsolve_tmp) u = uprev + a51 * k1 + a52 * k2 + a53 * k3 + a54 * k4 du = f(u, p, t + dt) # Step 5 linsolve_tmp = du + (dtC52 * k2 + dtC54 * k4 + dtC51 * k1 + dtC53 * k3) k5 = linear_solve(W, -linsolve_tmp) u = u + k5 du = f(u, p, t + dt) # Step 6 linsolve_tmp = du + (dtC61 * k1 + dtC62 * k2 + dtC65 * k5 + dtC64 * k4 + dtC63 * k3) k6 = linear_solve(W, -linsolve_tmp) u = u + k6 tmp = k6 ./ (abstol .+ max.(abs.(uprev), abs.(u)) * reltol) EEst = DiffEqBase.ODE_DEFAULT_NORM(tmp, t) if iszero(EEst) q = inv(qmax) else q11 = EEst^beta1 q = q11 / (qold^beta2) end if EEst > 1 dt = dt / min(inv(qmin), q11 / gamma) else # EEst <= 1 q = max(inv(qmax), min(inv(qmin), q / gamma)) qold = max(EEst, qoldinit) dtnew = dt / q #dtnew dtnew = min(abs(dtnew), abs(tf - t - dt)) @inbounds begin # Necessary for interpolation @unpack h21, h22, h23, h24, h25, h31, h32, h33, h34, h35 = integ.tab integ.k1 = h21 * k1 + h22 * k2 + h23 * k3 + h24 * k4 + h25 * k5 integ.k2 = h31 * k1 + h32 * k2 + h33 * k3 + h34 * k4 + h35 * k5 end integ.dt = dt integ.dtnew = dtnew integ.qold = qold integ.tprev = t integ.u = u if (tf - t - dt) < convert(T, 1.0f-14) integ.t = tf else if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0 integ.t = integ.tstops[integ.tstops_idx] integ.u = integ(integ.t) dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end end end end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
10206
@inline function step!(integ::GPURodas5PI{false, S, T}, ts, us) where {T, S} dt = integ.dt t = integ.t p = integ.p tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u @unpack a21, a31, a32, a41, a42, a43, a51, a52, a53, a54, a61, a62, a63, a64, a65, C21, C31, C32, C41, C42, C43, C51, C52, C53, C54, C61, C62, C63, C64, C65, C71, C72, C73, C74, C75, C76, C81, C82, C83, C84, C85, C86, C87, γ, d1, d2, d3, d4, d5, c2, c3, c4, c5 = integ.tab integ.tprev = t saved_in_cb = false adv_integ = true ## Check if tstops are within the range of time-series if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && (integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0) integ.t = integ.tstops[integ.tstops_idx] ## Set correct dt dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end # Jacobian Jf, _ = build_J_W(integ.alg, f, γ, dt) J = Jf(uprev, p, t) Tgrad = build_tgrad(integ.alg, f) dT = Tgrad(uprev, p, t) # Precalculations dtC21 = C21 / dt dtC31 = C31 / dt dtC32 = C32 / dt dtC41 = C41 / dt dtC42 = C42 / dt dtC43 = C43 / dt dtC51 = C51 / dt dtC52 = C52 / dt dtC53 = C53 / dt dtC54 = C54 / dt dtC61 = C61 / dt dtC62 = C62 / dt dtC63 = C63 / dt dtC64 = C64 / dt dtC65 = C65 / dt dtC71 = C71 / dt dtC72 = C72 / dt dtC73 = C73 / dt dtC74 = C74 / dt dtC75 = C75 / dt dtC76 = C76 / dt dtC81 = C81 / dt dtC82 = C82 / dt dtC83 = C83 / dt dtC84 = C84 / dt dtC85 = C85 / dt dtC86 = C86 / dt dtC87 = C87 / dt dtd1 = dt * d1 dtd2 = dt * d2 dtd3 = dt * d3 dtd4 = dt * d4 dtd5 = dt * d5 dtgamma = dt * γ # Starting W = J - I * inv(dtgamma) du = f(uprev, p, t) # Step 1 linsolve_tmp = du + dtd1 * dT k1 = linear_solve(W, -linsolve_tmp) u = uprev + a21 * k1 du = f(u, p, t + c2 * dt) # Step 2 linsolve_tmp = du + dtd2 * dT + dtC21 * k1 k2 = linear_solve(W, -linsolve_tmp) u = uprev + a31 * k1 + a32 * k2 du = f(u, p, t + c3 * dt) # Step 3 linsolve_tmp = du + dtd3 * dT + (dtC31 * k1 + dtC32 * k2) k3 = linear_solve(W, -linsolve_tmp) u = uprev + a41 * k1 + a42 * k2 + a43 * k3 du = f(u, p, t + c4 * dt) # Step 4 linsolve_tmp = du + dtd4 * dT + (dtC41 * k1 + dtC42 * k2 + dtC43 * k3) k4 = linear_solve(W, -linsolve_tmp) u = uprev + a51 * k1 + a52 * k2 + a53 * k3 + a54 * k4 du = f(u, p, t + c5 * dt) # Step 5 linsolve_tmp = du + dtd5 * dT + (dtC52 * k2 + dtC54 * k4 + dtC51 * k1 + dtC53 * k3) k5 = linear_solve(W, -linsolve_tmp) u = uprev + a61 * k1 + a62 * k2 + a63 * k3 + a64 * k4 + a65 * k5 du = f(u, p, t + dt) # Step 6 linsolve_tmp = du + (dtC61 * k1 + dtC62 * k2 + dtC63 * k3 + dtC64 * k4 + dtC65 * k5) k6 = linear_solve(W, -linsolve_tmp) u = u + k6 du = f(u, p, t + dt) # Step 7 linsolve_tmp = du + (dtC71 * k1 + dtC72 * k2 + dtC73 * k3 + dtC74 * k4 + dtC75 * k5 + dtC76 * k6) k7 = linear_solve(W, -linsolve_tmp) u = u + k7 du = f(u, p, t + dt) # Step 8 linsolve_tmp = du + (dtC81 * k1 + dtC82 * k2 + dtC83 * k3 + dtC84 * k4 + dtC85 * k5 + dtC86 * k6 + dtC87 * k7) k8 = linear_solve(W, -linsolve_tmp) integ.u = u + k8 @inbounds begin # Necessary for interpolation @unpack h21, h22, h23, h24, h25, h26, h27, h28, h31, h32, h33, h34, h35, h36, h37, h38, h41, h42, h43, h44, h45, h46, h47, h48 = integ.tab integ.k1 = h21 * k1 + h22 * k2 + h23 * k3 + h24 * k4 + h25 * k5 + h26 * k6 + h27 * k7 + h28 * k8 integ.k2 = h31 * k1 + h32 * k2 + h33 * k3 + h34 * k4 + h35 * k5 + h36 * k6 + h37 * k7 + h38 * k8 integ.k3 = h41 * k1 + h42 * k2 + h43 * k3 + h44 * k4 + h45 * k5 + h46 * k6 + h47 * k7 + h48 * k8 end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end @inline function step!(integ::GPUARodas5PI{false, S, T}, ts, us) where {T, S} beta1, beta2, qmax, qmin, gamma, qoldinit, _ = build_adaptive_controller_cache(integ.alg, T) dt = integ.dtnew t = integ.t p = integ.p tf = integ.tf tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u qold = integ.qold abstol = integ.abstol reltol = integ.reltol @unpack a21, a31, a32, a41, a42, a43, a51, a52, a53, a54, a61, a62, a63, a64, a65, C21, C31, C32, C41, C42, C43, C51, C52, C53, C54, C61, C62, C63, C64, C65, C71, C72, C73, C74, C75, C76, C81, C82, C83, C84, C85, C86, C87, γ, d1, d2, d3, d4, d5, c2, c3, c4, c5 = integ.tab # Jacobian Jf, _ = build_J_W(integ.alg, f, γ, dt) J = Jf(uprev, p, t) Tgrad = build_tgrad(integ.alg, f) dT = Tgrad(uprev, p, t) if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end EEst = convert(T, Inf) while EEst > convert(T, 1.0) dt < convert(T, 1.0f-14) && error("dt<dtmin") # Precalculations dtC21 = C21 / dt dtC31 = C31 / dt dtC32 = C32 / dt dtC41 = C41 / dt dtC42 = C42 / dt dtC43 = C43 / dt dtC51 = C51 / dt dtC52 = C52 / dt dtC53 = C53 / dt dtC54 = C54 / dt dtC61 = C61 / dt dtC62 = C62 / dt dtC63 = C63 / dt dtC64 = C64 / dt dtC65 = C65 / dt dtC71 = C71 / dt dtC72 = C72 / dt dtC73 = C73 / dt dtC74 = C74 / dt dtC75 = C75 / dt dtC76 = C76 / dt dtC81 = C81 / dt dtC82 = C82 / dt dtC83 = C83 / dt dtC84 = C84 / dt dtC85 = C85 / dt dtC86 = C86 / dt dtC87 = C87 / dt dtd1 = dt * d1 dtd2 = dt * d2 dtd3 = dt * d3 dtd4 = dt * d4 dtd5 = dt * d5 dtgamma = dt * γ # Starting W = J - I * inv(dtgamma) du = f(uprev, p, t) # Step 1 linsolve_tmp = du + dtd1 * dT k1 = linear_solve(W, -linsolve_tmp) u = uprev + a21 * k1 du = f(u, p, t + c2 * dt) # Step 2 linsolve_tmp = du + dtd2 * dT + dtC21 * k1 k2 = linear_solve(W, -linsolve_tmp) u = uprev + a31 * k1 + a32 * k2 du = f(u, p, t + c3 * dt) # Step 3 linsolve_tmp = du + dtd3 * dT + (dtC31 * k1 + dtC32 * k2) k3 = linear_solve(W, -linsolve_tmp) u = uprev + a41 * k1 + a42 * k2 + a43 * k3 du = f(u, p, t + c4 * dt) # Step 4 linsolve_tmp = du + dtd4 * dT + (dtC41 * k1 + dtC42 * k2 + dtC43 * k3) k4 = linear_solve(W, -linsolve_tmp) u = uprev + a51 * k1 + a52 * k2 + a53 * k3 + a54 * k4 du = f(u, p, t + c5 * dt) # Step 5 linsolve_tmp = du + dtd5 * dT + (dtC52 * k2 + dtC54 * k4 + dtC51 * k1 + dtC53 * k3) k5 = linear_solve(W, -linsolve_tmp) u = uprev + a61 * k1 + a62 * k2 + a63 * k3 + a64 * k4 + a65 * k5 du = f(u, p, t + dt) # Step 6 linsolve_tmp = du + (dtC61 * k1 + dtC62 * k2 + dtC63 * k3 + dtC64 * k4 + dtC65 * k5) k6 = linear_solve(W, -linsolve_tmp) u = u + k6 du = f(u, p, t + dt) # Step 7 linsolve_tmp = du + (dtC71 * k1 + dtC72 * k2 + dtC73 * k3 + dtC74 * k4 + dtC75 * k5 + dtC76 * k6) k7 = linear_solve(W, -linsolve_tmp) u = u + k7 du = f(u, p, t + dt) # Step 8 linsolve_tmp = du + (dtC81 * k1 + dtC82 * k2 + dtC83 * k3 + dtC84 * k4 + dtC85 * k5 + dtC86 * k6 + dtC87 * k7) k8 = linear_solve(W, -linsolve_tmp) u = u + k8 tmp = k8 ./ (abstol .+ max.(abs.(uprev), abs.(u)) * reltol) EEst = DiffEqBase.ODE_DEFAULT_NORM(tmp, t) if iszero(EEst) q = inv(qmax) else q11 = EEst^beta1 q = q11 / (qold^beta2) end if EEst > 1 dt = dt / min(inv(qmin), q11 / gamma) else # EEst <= 1 q = max(inv(qmax), min(inv(qmin), q / gamma)) qold = max(EEst, qoldinit) dtnew = dt / q #dtnew dtnew = min(abs(dtnew), abs(tf - t - dt)) @inbounds begin # Necessary for interpolation @unpack h21, h22, h23, h24, h25, h26, h27, h28, h31, h32, h33, h34, h35, h36, h37, h38, h41, h42, h43, h44, h45, h46, h47, h48 = integ.tab integ.k1 = h21 * k1 + h22 * k2 + h23 * k3 + h24 * k4 + h25 * k5 + h26 * k6 + h27 * k7 + h28 * k8 integ.k2 = h31 * k1 + h32 * k2 + h33 * k3 + h34 * k4 + h35 * k5 + h36 * k6 + h37 * k7 + h38 * k8 integ.k3 = h41 * k1 + h42 * k2 + h43 * k3 + h44 * k4 + h45 * k5 + h46 * k6 + h47 * k7 + h48 * k8 end integ.dt = dt integ.dtnew = dtnew integ.qold = qold integ.tprev = t integ.u = u if (tf - t - dt) < convert(T, 1.0f-14) integ.t = tf else if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0 integ.t = integ.tstops[integ.tstops_idx] integ.u = integ(integ.t) dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end end end end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
4972
@inline function step!(integ::GPURB23I{false, S, T}, ts, us) where {T, S} dt = integ.dt t = integ.t p = integ.p tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u d = integ.d integ.tprev = t saved_in_cb = false adv_integ = true ## Check if tstops are within the range of time-series if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && (integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0) integ.t = integ.tstops[integ.tstops_idx] ## Set correct dt dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end γ = dt * d dto2 = dt / 2 dto6 = dt / 6 Jf, _ = build_J_W(integ.alg, f, γ, dt) J = Jf(uprev, p, t) Tgrad = build_tgrad(integ.alg, f) dT = Tgrad(uprev, p, t) mass_matrix = integ.f.mass_matrix W = mass_matrix - γ * J W_fact = W # F = lu(W) F₀ = f(uprev, p, t) k1 = linear_solve(W_fact, F₀ + γ * dT) F₁ = f(uprev + dto2 * k1, p, t + dto2) if mass_matrix === I k2 = linear_solve(W_fact, (F₁ - k1)) + k1 else k2 = linear_solve(W_fact, (F₁ - mass_matrix * k1)) + k1 end integ.u = uprev + dt * k2 @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k2 end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end #############################Adaptive Version##################################### @inline function step!(integ::GPUARB23I{false, S, T}, ts, us) where {S, T} beta1, beta2, qmax, qmin, gamma, qoldinit, _ = build_adaptive_controller_cache(integ.alg, T) dt = integ.dtnew t = integ.t p = integ.p tf = integ.tf tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u d = integ.d qold = integ.qold abstol = integ.abstol reltol = integ.reltol if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end EEst = convert(T, Inf) mass_matrix = integ.f.mass_matrix while EEst > convert(T, 1.0) dt < convert(T, 1.0f-14) && error("dt<dtmin") γ = dt * d dto2 = dt / 2 dto6 = dt / 6 Jf, _ = build_J_W(integ.alg, f, γ, dt) J = Jf(uprev, p, t) Tgrad = build_tgrad(integ.alg, f) dT = Tgrad(uprev, p, t) W = mass_matrix - γ * J W_fact = W # F = lu(W) F₀ = f(uprev, p, t) k1 = linear_solve(W_fact, F₀ + γ * dT) F₁ = f(uprev + dto2 * k1, p, t + dto2) if mass_matrix === I k2 = linear_solve(W_fact, F₁ - k1) + k1 else k2 = linear_solve(W_fact, F₁ - mass_matrix * k1) + k1 end u = uprev + dt * k2 e32 = T(6) + sqrt(T(2)) F₂ = f(u, p, t + dt) if mass_matrix === I k3 = linear_solve(W_fact, F₂ - e32 * (k2 - F₁) - 2 * (k1 - F₀) + dt * dT) else k3 = linear_solve(W_fact, F₂ - mass_matrix * (e32 * k2 + 2 * k1) + e32 * F₁ + 2 * F₀ + dt * dT) end tmp = dto6 * (k1 - 2 * k2 + k3) tmp = tmp ./ (abstol .+ max.(abs.(uprev), abs.(u)) * reltol) EEst = DiffEqBase.ODE_DEFAULT_NORM(tmp, t) if iszero(EEst) q = inv(qmax) else q11 = EEst^beta1 q = q11 / (qold^beta2) end if EEst > 1 dt = dt / min(inv(qmin), q11 / gamma) else # EEst <= 1 q = max(inv(qmax), min(inv(qmin), q / gamma)) qold = max(EEst, qoldinit) dtnew = dt / q #dtnew dtnew = min(abs(dtnew), abs(tf - t - dt)) @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k2 end integ.dt = dt integ.dtnew = dtnew integ.qold = qold integ.tprev = t integ.u = u if (tf - t - dt) < convert(T, 1.0f-14) integ.t = tf else if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0 integ.t = integ.tstops[integ.tstops_idx] integ.u = integ(integ.t) dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end end end end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
3540
struct SIESMEConstantCache{T, T2} α1::T α2::T γ1::T λ1::T λ2::T λ3::T µ1::T µ2::T µ3::T µ0::T2 µbar0::T2 λ0::T λbar0::T ν1::T ν2::T β2::T β3::T δ2::T δ3::T end function SIEAConstantCache(::Type{T}, ::Type{T2}) where {T, T2} α1 = convert(T, 1 / 2) α2 = convert(T, 1 / 2) γ1 = convert(T, 1 / 2) λ1 = convert(T, 1 / 4) λ2 = convert(T, -1 / 4) λ3 = convert(T, 1 / 4) µ1 = convert(T, 1 / 4) µ2 = convert(T, 1 / 4) µ3 = convert(T, -1 / 4) µ0 = convert(T2, 1 / 1) µbar0 = convert(T2, 1 / 1) λ0 = convert(T, 1 / 1) λbar0 = convert(T, 1 / 1) ν1 = convert(T, 1 / 1) ν2 = convert(T, 0) β2 = convert(T, 1 / 1) β3 = convert(T, 0) δ2 = convert(T, -1 / 1) δ3 = convert(T, 0) SIESMEConstantCache(α1, α2, γ1, λ1, λ2, λ3, µ1, µ2, µ3, µ0, µbar0, λ0, λbar0, ν1, ν2, β2, β3, δ2, δ3) end @kernel function siea_kernel(@Const(probs), _us, _ts, dt, saveat, ::Val{save_everystep}) where {save_everystep} i = @index(Global, Linear) # get the actual problem for this thread prob = @inbounds probs[i] Random.seed!(prob.seed) # get the input/output arrays for this thread ts = @inbounds view(_ts, :, i) us = @inbounds view(_us, :, i) _saveat = get(prob.kwargs, :saveat, nothing) saveat = _saveat === nothing ? saveat : _saveat f = prob.f g = prob.g u0 = prob.u0 tspan = prob.tspan p = prob.p is_diagonal_noise = SciMLBase.is_diagonal_noise(prob) cur_t = 0 if saveat !== nothing cur_t = 1 if tspan[1] == saveat[1] cur_t += 1 @inbounds us[1] = u0 end else @inbounds ts[1] = tspan[1] @inbounds us[1] = u0 end @inbounds ts[1] = prob.tspan[1] @inbounds us[1] = prob.u0 sqdt = sqrt(dt) u = copy(u0) t = copy(tspan[1]) n = length(tspan[1]:dt:tspan[2]) cache = SIEAConstantCache(eltype(u0), typeof(t)) @unpack α1, α2, γ1, λ1, λ2, λ3, µ1, µ2, µ3, µ0, µbar0, λ0, λbar0, ν1, ν2, β2, β3, δ2, δ3 = cache for j in 2:n uprev = u # compute stage values k0 = f(uprev, p, t) g0 = g(uprev, p, t) if is_diagonal_noise dW = sqdt * randn(typeof(u0)) W2 = (dW) .^ 2 / sqdt W3 = ν2 * (dW) .^ 3 / dt k1 = f(uprev + λ0 * k0 * dt + ν1 * g0 .* dW + g0 .* W3, p, t + µ0 * dt) g1 = g(uprev + λbar0 * k0 * dt + β2 * g0 * sqdt + β3 * g0 .* W2, p, t + µbar0 * dt) g2 = g(uprev + λbar0 * k0 * dt + δ2 * g0 * sqdt + δ3 * g0 .* W2, p, t + µbar0 * dt) u = uprev + (α1 * k0 + α2 * k1) * dt u += γ1 * g0 .* dW + (λ1 .* dW .+ λ2 * sqdt + λ3 .* W2) .* g1 + (µ1 .* dW .+ µ2 * sqdt + µ3 .* W2) .* g2 end t += dt if saveat === nothing && save_everystep @inbounds us[j] = u @inbounds ts[j] = t elseif saveat !== nothing while cur_t <= length(saveat) && saveat[cur_t] <= t savet = saveat[cur_t] Θ = (savet - (t - dt)) / dt # Linear Interpolation @inbounds us[cur_t] = uprev + (u - uprev) * Θ @inbounds ts[cur_t] = savet cur_t += 1 end end end if saveat === nothing && !save_everystep @inbounds us[2] = u @inbounds ts[2] = t end end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
5286
@inline function step!(integ::GPUT5I{false, S, T}, ts, us) where {T, S} c1, c2, c3, c4, c5, c6 = integ.cs dt = integ.dt t = integ.t p = integ.p a21, a31, a32, a41, a42, a43, a51, a52, a53, a54, a61, a62, a63, a64, a65, a71, a72, a73, a74, a75, a76 = integ.as tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u integ.tprev = t saved_in_cb = false adv_integ = true ## Check if tstops are within the range of time-series if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && (integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0) integ.t = integ.tstops[integ.tstops_idx] ## Set correct dt dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k7 end tmp = uprev + dt * a21 * k1 k2 = f(tmp, p, t + c1 * dt) tmp = uprev + dt * (a31 * k1 + a32 * k2) k3 = f(tmp, p, t + c2 * dt) tmp = uprev + dt * (a41 * k1 + a42 * k2 + a43 * k3) k4 = f(tmp, p, t + c3 * dt) tmp = uprev + dt * (a51 * k1 + a52 * k2 + a53 * k3 + a54 * k4) k5 = f(tmp, p, t + c4 * dt) tmp = uprev + dt * (a61 * k1 + a62 * k2 + a63 * k3 + a64 * k4 + a65 * k5) k6 = f(tmp, p, t + dt) integ.u = uprev + dt * ((a71 * k1 + a72 * k2 + a73 * k3 + a74 * k4) + a75 * k5 + a76 * k6) k7 = f(integ.u, p, t + dt) @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k2 integ.k3 = k3 integ.k4 = k4 integ.k5 = k5 integ.k6 = k6 integ.k7 = k7 end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end #############################Adaptive Version##################################### @inline function step!(integ::GPUAT5I{false, S, T}, ts, us) where {S, T} beta1, beta2, qmax, qmin, gamma, qoldinit, _ = build_adaptive_controller_cache(integ.alg, T) c1, c2, c3, c4, c5, c6 = integ.cs dt = integ.dtnew t = integ.t p = integ.p tf = integ.tf a21, a31, a32, a41, a42, a43, a51, a52, a53, a54, a61, a62, a63, a64, a65, a71, a72, a73, a74, a75, a76 = integ.as btilde1, btilde2, btilde3, btilde4, btilde5, btilde6, btilde7 = integ.btildes tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u qold = integ.qold abstol = integ.abstol reltol = integ.reltol if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k7 end EEst = convert(T, Inf) while EEst > convert(T, 1.0) dt < convert(T, 1.0f-14) && error("dt<dtmin") tmp = uprev + dt * a21 * k1 k2 = f(tmp, p, t + c1 * dt) tmp = uprev + dt * (a31 * k1 + a32 * k2) k3 = f(tmp, p, t + c2 * dt) tmp = uprev + dt * (a41 * k1 + a42 * k2 + a43 * k3) k4 = f(tmp, p, t + c3 * dt) tmp = uprev + dt * (a51 * k1 + a52 * k2 + a53 * k3 + a54 * k4) k5 = f(tmp, p, t + c4 * dt) tmp = uprev + dt * (a61 * k1 + a62 * k2 + a63 * k3 + a64 * k4 + a65 * k5) k6 = f(tmp, p, t + dt) u = uprev + dt * (a71 * k1 + a72 * k2 + a73 * k3 + a74 * k4 + a75 * k5 + a76 * k6) k7 = f(u, p, t + dt) tmp = dt * (btilde1 * k1 + btilde2 * k2 + btilde3 * k3 + btilde4 * k4 + btilde5 * k5 + btilde6 * k6 + btilde7 * k7) tmp = tmp ./ (abstol .+ max.(abs.(uprev), abs.(u)) * reltol) EEst = DiffEqBase.ODE_DEFAULT_NORM(tmp, t) if iszero(EEst) q = inv(qmax) else q11 = EEst^beta1 q = q11 / (qold^beta2) end if EEst > 1 dt = dt / min(inv(qmin), q11 / gamma) else # EEst <= 1 q = max(inv(qmax), min(inv(qmin), q / gamma)) qold = max(EEst, qoldinit) dtnew = dt / q #dtnew dtnew = min(abs(dtnew), abs(tf - t - dt)) @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k2 integ.k3 = k3 integ.k4 = k4 integ.k5 = k5 integ.k6 = k6 integ.k7 = k7 end integ.dt = dt integ.dtnew = dtnew integ.qold = qold integ.tprev = t integ.u = u if (tf - t - dt) < convert(T, 1.0f-14) integ.t = tf else if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0 integ.t = integ.tstops[integ.tstops_idx] integ.u = integ(integ.t) dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end end end end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
6725
@inline function step!(integ::GPUV7I{false, S, T}, ts, us) where {T, S} @unpack dt = integ t = integ.t p = integ.p @unpack c2, c3, c4, c5, c6, c7, c8, a021, a031, a032, a041, a043, a051, a053, a054, a061, a063, a064, a065, a071, a073, a074, a075, a076, a081, a083, a084, a085, a086, a087, a091, a093, a094, a095, a096, a097, a098, a101, a103, a104, a105, a106, a107, b1, b4, b5, b6, b7, b8, b9 = integ.tab tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u integ.tprev = t saved_in_cb = false adv_integ = true ## Check if tstops are within the range of time-series if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && (integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0) integ.t = integ.tstops[integ.tstops_idx] dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end k1 = f(uprev, p, t) a = dt * a021 k2 = f(uprev + a * k1, p, t + c2 * dt) k3 = f(uprev + dt * (a031 * k1 + a032 * k2), p, t + c3 * dt) k4 = f(uprev + dt * (a041 * k1 + a043 * k3), p, t + c4 * dt) k5 = f(uprev + dt * (a051 * k1 + a053 * k3 + a054 * k4), p, t + c5 * dt) k6 = f(uprev + dt * (a061 * k1 + a063 * k3 + a064 * k4 + a065 * k5), p, t + c6 * dt) k7 = f(uprev + dt * (a071 * k1 + a073 * k3 + a074 * k4 + a075 * k5 + a076 * k6), p, t + c7 * dt) k8 = f(uprev + dt * (a081 * k1 + a083 * k3 + a084 * k4 + a085 * k5 + a086 * k6 + a087 * k7), p, t + c8 * dt) g9 = uprev + dt * (a091 * k1 + a093 * k3 + a094 * k4 + a095 * k5 + a096 * k6 + a097 * k7 + a098 * k8) g10 = uprev + dt * (a101 * k1 + a103 * k3 + a104 * k4 + a105 * k5 + a106 * k6 + a107 * k7) k9 = f(g9, p, t + dt) k10 = f(g10, p, t + dt) integ.u = uprev + dt * (b1 * k1 + b4 * k4 + b5 * k5 + b6 * k6 + b7 * k7 + b8 * k8 + b9 * k9) @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k2 integ.k3 = k3 integ.k4 = k4 integ.k5 = k5 integ.k6 = k6 integ.k7 = k7 integ.k8 = k8 integ.k9 = k9 integ.k10 = k10 end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end #############################Adaptive Version##################################### @inline function step!(integ::GPUAV7I{false, S, T}, ts, us) where {S, T} beta1, beta2, qmax, qmin, gamma, qoldinit, _ = build_adaptive_controller_cache(integ.alg, T) dt = integ.dtnew t = integ.t p = integ.p tf = integ.tf @unpack c2, c3, c4, c5, c6, c7, c8, a021, a031, a032, a041, a043, a051, a053, a054, a061, a063, a064, a065, a071, a073, a074, a075, a076, a081, a083, a084, a085, a086, a087, a091, a093, a094, a095, a096, a097, a098, a101, a103, a104, a105, a106, a107, b1, b4, b5, b6, b7, b8, b9, btilde1, btilde4, btilde5, btilde6, btilde7, btilde8, btilde9, btilde10, extra, interp = integ.tab tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u qold = integ.qold abstol = integ.abstol reltol = integ.reltol if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end EEst = convert(T, Inf) while EEst > convert(T, 1.0) dt < convert(T, 1.0f-14) && error("dt<dtmin") k1 = f(uprev, p, t) a = dt * a021 k2 = f(uprev + a * k1, p, t + c2 * dt) k3 = f(uprev + dt * (a031 * k1 + a032 * k2), p, t + c3 * dt) k4 = f(uprev + dt * (a041 * k1 + a043 * k3), p, t + c4 * dt) k5 = f(uprev + dt * (a051 * k1 + a053 * k3 + a054 * k4), p, t + c5 * dt) k6 = f(uprev + dt * (a061 * k1 + a063 * k3 + a064 * k4 + a065 * k5), p, t + c6 * dt) k7 = f(uprev + dt * (a071 * k1 + a073 * k3 + a074 * k4 + a075 * k5 + a076 * k6), p, t + c7 * dt) k8 = f(uprev + dt * (a081 * k1 + a083 * k3 + a084 * k4 + a085 * k5 + a086 * k6 + a087 * k7), p, t + c8 * dt) g9 = uprev + dt * (a091 * k1 + a093 * k3 + a094 * k4 + a095 * k5 + a096 * k6 + a097 * k7 + a098 * k8) g10 = uprev + dt * (a101 * k1 + a103 * k3 + a104 * k4 + a105 * k5 + a106 * k6 + a107 * k7) k9 = f(g9, p, t + dt) k10 = f(g10, p, t + dt) u = uprev + dt * (b1 * k1 + b4 * k4 + b5 * k5 + b6 * k6 + b7 * k7 + b8 * k8 + b9 * k9) tmp = dt * (btilde1 * k1 + btilde4 * k4 + btilde5 * k5 + btilde6 * k6 + btilde7 * k7 + btilde8 * k8 + btilde9 * k9 + btilde10 * k10) tmp = tmp ./ (abstol .+ max.(abs.(uprev), abs.(u)) * reltol) EEst = DiffEqBase.ODE_DEFAULT_NORM(tmp, t) if iszero(EEst) q = inv(qmax) else q11 = EEst^beta1 q = q11 / (qold^beta2) end if EEst > 1 dt = dt / min(inv(qmin), q11 / gamma) else # EEst <= 1 q = max(inv(qmax), min(inv(qmin), q / gamma)) qold = max(EEst, qoldinit) dtnew = dt / q #dtnew dtnew = min(abs(dtnew), abs(tf - t - dt)) @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k2 integ.k3 = k3 integ.k4 = k4 integ.k5 = k5 integ.k6 = k6 integ.k7 = k7 integ.k8 = k8 integ.k9 = k9 integ.k10 = k10 end integ.dt = dt integ.dtnew = dtnew integ.qold = qold integ.tprev = t integ.u = u if (tf - t - dt) < convert(T, 1.0f-14) integ.t = tf else if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0 integ.t = integ.tstops[integ.tstops_idx] integ.u = integ(integ.t) dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end end end end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
9949
@inline function step!(integ::GPUV9I{false, S, T}, ts, us) where {T, S} @unpack dt = integ t = integ.t p = integ.p @unpack c1, c2, c3, c4, c5, c6, c7, c8, c9, c10, c11, c12, c13, a0201, a0301, a0302, a0401, a0403, a0501, a0503, a0504, a0601, a0604, a0605, a0701, a0704, a0705, a0706, a0801, a0806, a0807, a0901, a0906, a0907, a0908, a1001, a1006, a1007, a1008, a1009, a1101, a1106, a1107, a1108, a1109, a1110, a1201, a1206, a1207, a1208, a1209, a1210, a1211, a1301, a1306, a1307, a1308, a1309, a1310, a1311, a1312, a1401, a1406, a1407, a1408, a1409, a1410, a1411, a1412, a1413, a1501, a1506, a1507, a1508, a1509, a1510, a1511, a1512, a1513, a1514, a1601, a1606, a1607, a1608, a1609, a1610, a1611, a1612, a1613, b1, b8, b9, b10, b11, b12, b13, b14, b15, btilde1, btilde8, btilde9, btilde10, btilde11, btilde12, btilde13, btilde14, btilde15, btilde16 = integ.tab tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u integ.tprev = t saved_in_cb = false adv_integ = true ## Check if tstops are within the range of time-series if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && (integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0) integ.t = integ.tstops[integ.tstops_idx] ## Set correct dt dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end k1 = f(uprev, p, t) a = dt * a0201 k2 = f(uprev + a * k1, p, t + c1 * dt) k3 = f(uprev + dt * (a0301 * k1 + a0302 * k2), p, t + c2 * dt) k4 = f(uprev + dt * (a0401 * k1 + a0403 * k3), p, t + c3 * dt) k5 = f(uprev + dt * (a0501 * k1 + a0503 * k3 + a0504 * k4), p, t + c4 * dt) k6 = f(uprev + dt * (a0601 * k1 + a0604 * k4 + a0605 * k5), p, t + c5 * dt) k7 = f(uprev + dt * (a0701 * k1 + a0704 * k4 + a0705 * k5 + a0706 * k6), p, t + c6 * dt) k8 = f(uprev + dt * (a0801 * k1 + a0806 * k6 + a0807 * k7), p, t + c7 * dt) k9 = f(uprev + dt * (a0901 * k1 + a0906 * k6 + a0907 * k7 + a0908 * k8), p, t + c8 * dt) k10 = f(uprev + dt * (a1001 * k1 + a1006 * k6 + a1007 * k7 + a1008 * k8 + a1009 * k9), p, t + c9 * dt) k11 = f(uprev + dt * (a1101 * k1 + a1106 * k6 + a1107 * k7 + a1108 * k8 + a1109 * k9 + a1110 * k10), p, t + c10 * dt) k12 = f(uprev + dt * (a1201 * k1 + a1206 * k6 + a1207 * k7 + a1208 * k8 + a1209 * k9 + a1210 * k10 + a1211 * k11), p, t + c11 * dt) k13 = f(uprev + dt * (a1301 * k1 + a1306 * k6 + a1307 * k7 + a1308 * k8 + a1309 * k9 + a1310 * k10 + a1311 * k11 + a1312 * k12), p, t + c12 * dt) k14 = f(uprev + dt * (a1401 * k1 + a1406 * k6 + a1407 * k7 + a1408 * k8 + a1409 * k9 + a1410 * k10 + a1411 * k11 + a1412 * k12 + a1413 * k13), p, t + c13 * dt) g15 = uprev + dt * (a1501 * k1 + a1506 * k6 + a1507 * k7 + a1508 * k8 + a1509 * k9 + a1510 * k10 + a1511 * k11 + a1512 * k12 + a1513 * k13 + a1514 * k14) g16 = uprev + dt * (a1601 * k1 + a1606 * k6 + a1607 * k7 + a1608 * k8 + a1609 * k9 + a1610 * k10 + a1611 * k11 + a1612 * k12 + a1613 * k13) k15 = f(g15, p, t + dt) k16 = f(g16, p, t + dt) integ.u = uprev + dt * (b1 * k1 + b8 * k8 + b9 * k9 + b10 * k10 + b11 * k11 + b12 * k12 + b13 * k13 + b14 * k14 + b15 * k15) @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k8 integ.k3 = k9 integ.k4 = k10 integ.k5 = k11 integ.k6 = k12 integ.k7 = k13 integ.k8 = k14 integ.k9 = k15 integ.k10 = k16 end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end #############################Adaptive Version##################################### @inline function step!(integ::GPUAV9I{false, S, T}, ts, us) where {S, T} beta1, beta2, qmax, qmin, gamma, qoldinit, _ = build_adaptive_controller_cache(integ.alg, T) dt = integ.dtnew t = integ.t p = integ.p tf = integ.tf @unpack c1, c2, c3, c4, c5, c6, c7, c8, c9, c10, c11, c12, c13, a0201, a0301, a0302, a0401, a0403, a0501, a0503, a0504, a0601, a0604, a0605, a0701, a0704, a0705, a0706, a0801, a0806, a0807, a0901, a0906, a0907, a0908, a1001, a1006, a1007, a1008, a1009, a1101, a1106, a1107, a1108, a1109, a1110, a1201, a1206, a1207, a1208, a1209, a1210, a1211, a1301, a1306, a1307, a1308, a1309, a1310, a1311, a1312, a1401, a1406, a1407, a1408, a1409, a1410, a1411, a1412, a1413, a1501, a1506, a1507, a1508, a1509, a1510, a1511, a1512, a1513, a1514, a1601, a1606, a1607, a1608, a1609, a1610, a1611, a1612, a1613, b1, b8, b9, b10, b11, b12, b13, b14, b15, btilde1, btilde8, btilde9, btilde10, btilde11, btilde12, btilde13, btilde14, btilde15, btilde16 = integ.tab tmp = integ.tmp f = integ.f integ.uprev = integ.u uprev = integ.u qold = integ.qold abstol = integ.abstol reltol = integ.reltol if integ.u_modified k1 = f(uprev, p, t) integ.u_modified = false else @inbounds k1 = integ.k1 end EEst = convert(T, Inf) while EEst > convert(T, 1.0) dt < convert(T, 1.0f-14) && error("dt<dtmin") k1 = f(uprev, p, t) a = dt * a0201 k2 = f(uprev + a * k1, p, t + c1 * dt) k3 = f(uprev + dt * (a0301 * k1 + a0302 * k2), p, t + c2 * dt) k4 = f(uprev + dt * (a0401 * k1 + a0403 * k3), p, t + c3 * dt) k5 = f(uprev + dt * (a0501 * k1 + a0503 * k3 + a0504 * k4), p, t + c4 * dt) k6 = f(uprev + dt * (a0601 * k1 + a0604 * k4 + a0605 * k5), p, t + c5 * dt) k7 = f(uprev + dt * (a0701 * k1 + a0704 * k4 + a0705 * k5 + a0706 * k6), p, t + c6 * dt) k8 = f(uprev + dt * (a0801 * k1 + a0806 * k6 + a0807 * k7), p, t + c7 * dt) k9 = f(uprev + dt * (a0901 * k1 + a0906 * k6 + a0907 * k7 + a0908 * k8), p, t + c8 * dt) k10 = f(uprev + dt * (a1001 * k1 + a1006 * k6 + a1007 * k7 + a1008 * k8 + a1009 * k9), p, t + c9 * dt) k11 = f(uprev + dt * (a1101 * k1 + a1106 * k6 + a1107 * k7 + a1108 * k8 + a1109 * k9 + a1110 * k10), p, t + c10 * dt) k12 = f(uprev + dt * (a1201 * k1 + a1206 * k6 + a1207 * k7 + a1208 * k8 + a1209 * k9 + a1210 * k10 + a1211 * k11), p, t + c11 * dt) k13 = f(uprev + dt * (a1301 * k1 + a1306 * k6 + a1307 * k7 + a1308 * k8 + a1309 * k9 + a1310 * k10 + a1311 * k11 + a1312 * k12), p, t + c12 * dt) k14 = f(uprev + dt * (a1401 * k1 + a1406 * k6 + a1407 * k7 + a1408 * k8 + a1409 * k9 + a1410 * k10 + a1411 * k11 + a1412 * k12 + a1413 * k13), p, t + c13 * dt) g15 = uprev + dt * (a1501 * k1 + a1506 * k6 + a1507 * k7 + a1508 * k8 + a1509 * k9 + a1510 * k10 + a1511 * k11 + a1512 * k12 + a1513 * k13 + a1514 * k14) g16 = uprev + dt * (a1601 * k1 + a1606 * k6 + a1607 * k7 + a1608 * k8 + a1609 * k9 + a1610 * k10 + a1611 * k11 + a1612 * k12 + a1613 * k13) k15 = f(g15, p, t + dt) k16 = f(g16, p, t + dt) u = uprev + dt * (b1 * k1 + b8 * k8 + b9 * k9 + b10 * k10 + b11 * k11 + b12 * k12 + b13 * k13 + b14 * k14 + b15 * k15) tmp = dt * (btilde1 * k1 + btilde8 * k8 + btilde9 * k9 + btilde10 * k10 + btilde11 * k11 + btilde12 * k12 + btilde13 * k13 + btilde14 * k14 + btilde15 * k15 + btilde16 * k16) tmp = tmp ./ (abstol .+ max.(abs.(uprev), abs.(u)) * reltol) EEst = DiffEqBase.ODE_DEFAULT_NORM(tmp, t) if iszero(EEst) q = inv(qmax) else q11 = EEst^beta1 q = q11 / (qold^beta2) end if EEst > 1 dt = dt / min(inv(qmin), q11 / gamma) else # EEst <= 1 q = max(inv(qmax), min(inv(qmin), q / gamma)) qold = max(EEst, qoldinit) dtnew = dt / q #dtnew dtnew = min(abs(dtnew), abs(tf - t - dt)) @inbounds begin # Necessary for interpolation integ.k1 = k1 integ.k2 = k8 integ.k3 = k9 integ.k4 = k10 integ.k5 = k11 integ.k6 = k12 integ.k7 = k13 integ.k8 = k14 integ.k9 = k15 integ.k10 = k16 end integ.dt = dt integ.dtnew = dtnew integ.qold = qold integ.tprev = t integ.u = u if (tf - t - dt) < convert(T, 1e-14) integ.t = tf else if integ.tstops !== nothing && integ.tstops_idx <= length(integ.tstops) && integ.tstops[integ.tstops_idx] - integ.t - integ.dt - 100 * eps(T) < 0 integ.t = integ.tstops[integ.tstops_idx] integ.u = integ(integ.t) dt = integ.t - integ.tprev integ.tstops_idx += 1 else ##Advance the integrator integ.t += dt end end end end _, saved_in_cb = handle_callbacks!(integ, ts, us) return saved_in_cb end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
4141
import SciMLBase: @add_kwonly, AbstractODEProblem, AbstractODEFunction, FunctionWrapperSpecialize, StandardODEProblem, prepare_initial_state, promote_tspan, warn_paramtype struct ImmutableODEProblem{uType, tType, isinplace, P, F, K, PT} <: AbstractODEProblem{uType, tType, isinplace} """The ODE is `du = f(u,p,t)` for out-of-place and f(du,u,p,t) for in-place.""" f::F """The initial condition is `u(tspan[1]) = u0`.""" u0::uType """The solution `u(t)` will be computed for `tspan[1] ≤ t ≤ tspan[2]`.""" tspan::tType """Constant parameters to be supplied as the second argument of `f`.""" p::P """A callback to be applied to every solver which uses the problem.""" kwargs::K """An internal argument for storing traits about the solving process.""" problem_type::PT @add_kwonly function ImmutableODEProblem{iip}(f::AbstractODEFunction{iip}, u0, tspan, p = NullParameters(), problem_type = StandardODEProblem(); kwargs...) where {iip} _u0 = prepare_initial_state(u0) _tspan = promote_tspan(tspan) warn_paramtype(p) new{typeof(_u0), typeof(_tspan), isinplace(f), typeof(p), typeof(f), typeof(kwargs), typeof(problem_type)}(f, _u0, _tspan, p, kwargs, problem_type) end """ ImmutableODEProblem{isinplace}(f,u0,tspan,p=NullParameters(),callback=CallbackSet()) Define an ODE problem with the specified function. `isinplace` optionally sets whether the function is inplace or not. This is determined automatically, but not inferred. """ function ImmutableODEProblem{iip}(f, u0, tspan, p = NullParameters(); kwargs...) where {iip} _u0 = prepare_initial_state(u0) _tspan = promote_tspan(tspan) _f = ODEFunction{iip, DEFAULT_SPECIALIZATION}(f) ImmutableODEProblem(_f, _u0, _tspan, p; kwargs...) end @add_kwonly function ImmutableODEProblem{iip, recompile}(f, u0, tspan, p = NullParameters(); kwargs...) where {iip, recompile} ImmutableODEProblem{iip}(ODEFunction{iip, recompile}(f), u0, tspan, p; kwargs...) end function ImmutableODEProblem{iip, FunctionWrapperSpecialize}(f, u0, tspan, p = NullParameters(); kwargs...) where {iip} _u0 = prepare_initial_state(u0) _tspan = promote_tspan(tspan) if !(f isa FunctionWrappersWrappers.FunctionWrappersWrapper) if iip ff = ODEFunction{iip, FunctionWrapperSpecialize}(wrapfun_iip(f, (_u0, _u0, p, _tspan[1]))) else ff = ODEFunction{iip, FunctionWrapperSpecialize}(wrapfun_oop(f, (_u0, p, _tspan[1]))) end end ImmutableODEProblem{iip}(ff, _u0, _tspan, p; kwargs...) end end """ ImmutableODEProblem(f::ODEFunction,u0,tspan,p=NullParameters(),callback=CallbackSet()) Define an ODE problem from an [`ODEFunction`](@ref). """ function ImmutableODEProblem(f::AbstractODEFunction, u0, tspan, args...; kwargs...) ImmutableODEProblem{isinplace(f)}(f, u0, tspan, args...; kwargs...) end function ImmutableODEProblem(f, u0, tspan, p = NullParameters(); kwargs...) iip = isinplace(f, 4) _u0 = prepare_initial_state(u0) _tspan = promote_tspan(tspan) _f = ODEFunction{iip, DEFAULT_SPECIALIZATION}(f) ImmutableODEProblem(_f, _u0, _tspan, p; kwargs...) end staticarray_itize(x) = x staticarray_itize(x::Vector) = SVector{length(x)}(x) staticarray_itize(x::SizedVector) = SVector{length(x)}(x) staticarray_itize(x::Matrix) = SMatrix{size(x)...}(x) staticarray_itize(x::SizedMatrix) = SMatrix{size(x)...}(x) function Base.convert(::Type{ImmutableODEProblem}, prob::T) where {T <: ODEProblem} ImmutableODEProblem(prob.f, staticarray_itize(prob.u0), prob.tspan, staticarray_itize(prob.p), prob.problem_type; prob.kwargs...) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
4628
struct Kvaerno3Tableau{T, T2} γ::T2 a31::T a32::T a41::T a42::T a43::T btilde1::T btilde2::T btilde3::T btilde4::T c3::T2 α31::T2 α32::T2 α41::T2 α42::T2 end function Kvaerno3Tableau(T, T2) γ = convert(T2, 0.4358665215) a31 = convert(T, 0.490563388419108) a32 = convert(T, 0.073570090080892) a41 = convert(T, 0.308809969973036) a42 = convert(T, 1.490563388254106) a43 = -convert(T, 1.235239879727145) # bhat1 = convert(T,0.490563388419108) # bhat2 = convert(T,0.073570090080892) # bhat3 = convert(T,0.4358665215) # bhat4 = convert(T,0.0) btilde1 = convert(T, 0.181753418446072) # bhat1-a41 btilde2 = convert(T, -1.416993298173214) # bhat2-a42 btilde3 = convert(T, 1.671106401227145) # bhat3-a43 btilde4 = convert(T, -γ) # bhat4-γ c3 = convert(T2, 1) c2 = 2γ θ = c3 / c2 α31 = ((1 + (-4θ + 3θ^2)) + (6θ * (1 - θ) / c2) * γ) α32 = ((-2θ + 3θ^2) + (6θ * (1 - θ) / c2) * γ) α41 = convert(T2, 0.0) α42 = convert(T2, 0.0) Kvaerno3Tableau(γ, a31, a32, a41, a42, a43, btilde1, btilde2, btilde3, btilde4, c3, α31, α32, α41, α42) end struct Kvaerno5Tableau{T, T2} γ::T2 a31::T a32::T a41::T a42::T a43::T a51::T a52::T a53::T a54::T a61::T a63::T a64::T a65::T a71::T a73::T a74::T a75::T a76::T btilde1::T btilde3::T btilde4::T btilde5::T btilde6::T btilde7::T c3::T2 c4::T2 c5::T2 c6::T2 α31::T2 α32::T2 α41::T2 α42::T2 α43::T2 α51::T2 α52::T2 α53::T2 α61::T2 α62::T2 α63::T2 end #= # Kvaerno5 # Predict z3 from Hermite z2 and z1 c2 = 2γ θ = c3/c2 dt = c2 ((1 + (-4θ + 3θ^2)) + (6θ*(1-θ)/c2)*γ) ((-2θ + 3θ^2) + (6θ*(1-θ)/c2)*γ) # Predict others from z1 and z3 since it covers [0,1.23] dt = c3 since interval is [c1,c3] and c1 = 0 θ = c4/c3, c5/c3, c6/c3, c7/c3 z = dt*k z₁ + Θ*(-4dt*z₁ - 2dt*z₃ - 6y₀ + Θ*(3dt*z₁ + 3z₃ + 6y₀ - 6y₁ ) + 6y₁)/dt (1 + (-4θ + 3θ^2))*z₁ + (-2θ + 3θ^2)*z₃ + (6θ*(1-θ)/dt)*(y₁-y₀) y₀ = uprev y₁ = uprev + a31*z₁ + a32*z₂ + γ*z₃ y₁-y₀ = a31*z₁ + a32*z₂ + γ*z₃ (1 + (-4θ + 3θ^2) + a31*(6θ*(1-θ)/dt))*z₁ + (-2θ + 3θ^2 + γ*(6θ*(1-θ)/dt))*z₃ + (6θ*(1-θ)/dt)*a32*z₂ dt = c3 θ = c4/c3 (1 + (-4θ + 3θ^2) + a31*(6θ*(1-θ)/dt)) (6θ*(1-θ)/dt)*a32 (-2θ + 3θ^2 + γ*(6θ*(1-θ)/dt)) θ = c5/c3 (1 + (-4θ + 3θ^2) + a31*(6θ*(1-θ)/dt)) (6θ*(1-θ)/dt)*a32 (-2θ + 3θ^2 + γ*(6θ*(1-θ)/dt)) θ = c6/c3 (1 + (-4θ + 3θ^2) + a31*(6θ*(1-θ)/dt)) (6θ*(1-θ)/dt)*a32 (-2θ + 3θ^2 + γ*(6θ*(1-θ)/dt)) =# function Kvaerno5Tableau(T, T2) γ = convert(T2, 0.26) a31 = convert(T, 0.13) a32 = convert(T, 0.84033320996790809) a41 = convert(T, 0.22371961478320505) a42 = convert(T, 0.47675532319799699) a43 = -convert(T, 0.06470895363112615) a51 = convert(T, 0.16648564323248321) a52 = convert(T, 0.10450018841591720) a53 = convert(T, 0.03631482272098715) a54 = -convert(T, 0.13090704451073998) a61 = convert(T, 0.13855640231268224) a63 = -convert(T, 0.04245337201752043) a64 = convert(T, 0.02446657898003141) a65 = convert(T, 0.61943039072480676) a71 = convert(T, 0.13659751177640291) a73 = -convert(T, 0.05496908796538376) a74 = -convert(T, 0.04118626728321046) a75 = convert(T, 0.62993304899016403) a76 = convert(T, 0.06962479448202728) btilde1 = convert(T, 0.00195889053627933) # a61-a71 btilde3 = convert(T, 0.01251571594786333) # a63-a73 btilde4 = convert(T, 0.06565284626324187) # a64-a74 btilde5 = -convert(T, 0.01050265826535727) # a65-a75 btilde6 = convert(T, 0.19037520551797272) # γ-a76 btilde7 = -γ α21 = convert(T, 2) # c2/γ α31 = convert(T2, -1.366025403784441) α32 = convert(T2, 2.3660254037844357) α41 = convert(T2, -0.19650552613122207) α42 = convert(T2, 0.8113579546496623) α43 = convert(T2, 0.38514757148155954) α51 = convert(T2, 0.10375304369958693) α52 = convert(T2, 0.937994698066431) α53 = convert(T2, -0.04174774176601781) α61 = convert(T2, -0.17281112873898072) α62 = convert(T2, 0.6235784481025847) α63 = convert(T2, 0.5492326806363959) c3 = convert(T, 1.230333209967908) c4 = convert(T, 0.895765984350076) c5 = convert(T, 0.436393609858648) c6 = convert(T, 1) Kvaerno5Tableau(γ, a31, a32, a41, a42, a43, a51, a52, a53, a54, a61, a63, a64, a65, a71, a73, a74, a75, a76, btilde1, btilde3, btilde4, btilde5, btilde6, btilde7, c3, c4, c5, c6, α31, α32, α41, α42, α43, α51, α52, α53, α61, α62, α63) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
7093
struct Rodas4Tableau{T, T2} a21::T a31::T a32::T a41::T a42::T a43::T a51::T a52::T a53::T a54::T C21::T C31::T C32::T C41::T C42::T C43::T C51::T C52::T C53::T C54::T C61::T C62::T C63::T C64::T C65::T γ::T c2::T2 c3::T2 c4::T2 d1::T d2::T d3::T d4::T h21::T h22::T h23::T h24::T h25::T h31::T h32::T h33::T h34::T h35::T end function Rodas4Tableau(T::Type{T1}, T2::Type{T1}) where {T1} γ = convert(T, 0.25) #BET2P=0.0317D0 #BET3P=0.0635D0 #BET4P=0.3438D0 a21 = convert(T, 1.544000000000000) a31 = convert(T, 0.9466785280815826) a32 = convert(T, 0.2557011698983284) a41 = convert(T, 3.314825187068521) a42 = convert(T, 2.896124015972201) a43 = convert(T, 0.9986419139977817) a51 = convert(T, 1.221224509226641) a52 = convert(T, 6.019134481288629) a53 = convert(T, 12.53708332932087) a54 = -convert(T, 0.6878860361058950) C21 = -convert(T, 5.668800000000000) C31 = -convert(T, 2.430093356833875) C32 = -convert(T, 0.2063599157091915) C41 = -convert(T, 0.1073529058151375) C42 = -convert(T, 9.594562251023355) C43 = -convert(T, 20.47028614809616) C51 = convert(T, 7.496443313967647) C52 = -convert(T, 10.24680431464352) C53 = -convert(T, 33.99990352819905) C54 = convert(T, 11.70890893206160) C61 = convert(T, 8.083246795921522) C62 = -convert(T, 7.981132988064893) C63 = -convert(T, 31.52159432874371) C64 = convert(T, 16.31930543123136) C65 = -convert(T, 6.058818238834054) c2 = convert(T2, 0.386) c3 = convert(T2, 0.21) c4 = convert(T2, 0.63) d1 = convert(T, 0.2500000000000000) d2 = -convert(T, 0.1043000000000000) d3 = convert(T, 0.1035000000000000) d4 = -convert(T, 0.03620000000000023) h21 = convert(T, 10.12623508344586) h22 = -convert(T, 7.487995877610167) h23 = -convert(T, 34.80091861555747) h24 = -convert(T, 7.992771707568823) h25 = convert(T, 1.025137723295662) h31 = -convert(T, 0.6762803392801253) h32 = convert(T, 6.087714651680015) h33 = convert(T, 16.43084320892478) h34 = convert(T, 24.76722511418386) h35 = -convert(T, 6.594389125716872) Rodas4Tableau(a21, a31, a32, a41, a42, a43, a51, a52, a53, a54, C21, C31, C32, C41, C42, C43, C51, C52, C53, C54, C61, C62, C63, C64, C65, γ, c2, c3, c4, d1, d2, d3, d4, h21, h22, h23, h24, h25, h31, h32, h33, h34, h35) end struct Rodas5PTableau{T, T2} a21::T a31::T a32::T a41::T a42::T a43::T a51::T a52::T a53::T a54::T a61::T a62::T a63::T a64::T a65::T C21::T C31::T C32::T C41::T C42::T C43::T C51::T C52::T C53::T C54::T C61::T C62::T C63::T C64::T C65::T C71::T C72::T C73::T C74::T C75::T C76::T C81::T C82::T C83::T C84::T C85::T C86::T C87::T γ::T2 d1::T d2::T d3::T d4::T d5::T c2::T2 c3::T2 c4::T2 c5::T2 h21::T h22::T h23::T h24::T h25::T h26::T h27::T h28::T h31::T h32::T h33::T h34::T h35::T h36::T h37::T h38::T h41::T h42::T h43::T h44::T h45::T h46::T h47::T h48::T end function Rodas5PTableau(T, T2) γ = convert(T2, 0.21193756319429014) a21 = convert(T, 3.0) a31 = convert(T, 2.849394379747939) a32 = convert(T, 0.45842242204463923) a41 = convert(T, -6.954028509809101) a42 = convert(T, 2.489845061869568) a43 = convert(T, -10.358996098473584) a51 = convert(T, 2.8029986275628964) a52 = convert(T, 0.5072464736228206) a53 = convert(T, -0.3988312541770524) a54 = convert(T, -0.04721187230404641) a61 = convert(T, -7.502846399306121) a62 = convert(T, 2.561846144803919) a63 = convert(T, -11.627539656261098) a64 = convert(T, -0.18268767659942256) a65 = convert(T, 0.030198172008377946) C21 = convert(T, -14.155112264123755) C31 = convert(T, -17.97296035885952) C32 = convert(T, -2.859693295451294) C41 = convert(T, 147.12150275711716) C42 = convert(T, -1.41221402718213) C43 = convert(T, 71.68940251302358) C51 = convert(T, 165.43517024871676) C52 = convert(T, -0.4592823456491126) C53 = convert(T, 42.90938336958603) C54 = convert(T, -5.961986721573306) C61 = convert(T, 24.854864614690072) C62 = convert(T, -3.0009227002832186) C63 = convert(T, 47.4931110020768) C64 = convert(T, 5.5814197821558125) C65 = convert(T, -0.6610691825249471) C71 = convert(T, 30.91273214028599) C72 = convert(T, -3.1208243349937974) C73 = convert(T, 77.79954646070892) C74 = convert(T, 34.28646028294783) C75 = convert(T, -19.097331116725623) C76 = convert(T, -28.087943162872662) C81 = convert(T, 37.80277123390563) C82 = convert(T, -3.2571969029072276) C83 = convert(T, 112.26918849496327) C84 = convert(T, 66.9347231244047) C85 = convert(T, -40.06618937091002) C86 = convert(T, -54.66780262877968) C87 = convert(T, -9.48861652309627) c2 = convert(T2, 0.6358126895828704) c3 = convert(T2, 0.4095798393397535) c4 = convert(T2, 0.9769306725060716) c5 = convert(T2, 0.4288403609558664) d1 = convert(T, 0.21193756319429014) d2 = convert(T, -0.42387512638858027) d3 = convert(T, -0.3384627126235924) d4 = convert(T, 1.8046452872882734) d5 = convert(T, 2.325825639765069) h21 = convert(T, 25.948786856663858) h22 = convert(T, -2.5579724845846235) h23 = convert(T, 10.433815404888879) h24 = convert(T, -2.3679251022685204) h25 = convert(T, 0.524948541321073) h26 = convert(T, 1.1241088310450404) h27 = convert(T, 0.4272876194431874) h28 = convert(T, -0.17202221070155493) h31 = convert(T, -9.91568850695171) h32 = convert(T, -0.9689944594115154) h33 = convert(T, 3.0438037242978453) h34 = convert(T, -24.495224566215796) h35 = convert(T, 20.176138334709044) h36 = convert(T, 15.98066361424651) h37 = convert(T, -6.789040303419874) h38 = convert(T, -6.710236069923372) h41 = convert(T, 11.419903575922262) h42 = convert(T, 2.8879645146136994) h43 = convert(T, 72.92137995996029) h44 = convert(T, 80.12511834622643) h45 = convert(T, -52.072871366152654) h46 = convert(T, -59.78993625266729) h47 = convert(T, -0.15582684282751913) h48 = convert(T, 4.883087185713722) Rodas5PTableau(a21, a31, a32, a41, a42, a43, a51, a52, a53, a54, a61, a62, a63, a64, a65, C21, C31, C32, C41, C42, C43, C51, C52, C53, C54, C61, C62, C63, C64, C65, C71, C72, C73, C74, C75, C76, C81, C82, C83, C84, C85, C86, C87, γ, d1, d2, d3, d4, d5, c2, c3, c4, c5, h21, h22, h23, h24, h25, h26, h27, h28, h31, h32, h33, h34, h35, h36, h37, h38, h41, h42, h43, h44, h45, h46, h47, h48) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
38674
## Vern7 struct Vern7ExtraStages{T, T2} c11::T2 a1101::T a1104::T a1105::T a1106::T a1107::T a1108::T a1109::T c12::T2 a1201::T a1204::T a1205::T a1206::T a1207::T a1208::T a1209::T a1211::T c13::T2 a1301::T a1304::T a1305::T a1306::T a1307::T a1308::T a1309::T a1311::T a1312::T c14::T2 a1401::T a1404::T a1405::T a1406::T a1407::T a1408::T a1409::T a1411::T a1412::T a1413::T c15::T2 a1501::T a1504::T a1505::T a1506::T a1507::T a1508::T a1509::T a1511::T a1512::T a1513::T c16::T2 a1601::T a1604::T a1605::T a1606::T a1607::T a1608::T a1609::T a1611::T a1612::T a1613::T end function Vern7ExtraStages(T::Type{T1}, T2::Type{T1}) where {T1} c11 = convert(T2, 1) a1101 = convert(T, 0.04715561848627222) a1104 = convert(T, 0.25750564298434153) a1105 = convert(T, 0.2621665397741262) a1106 = convert(T, 0.15216092656738558) a1107 = convert(T, 0.49399691700324844) a1108 = convert(T, -0.29430311714032503) a1109 = convert(T, 0.0813174723249511) c12 = convert(T2, 0.29) a1201 = convert(T, 0.0523222769159969) a1204 = convert(T, 0.22495861826705715) a1205 = convert(T, 0.017443709248776376) a1206 = convert(T, -0.007669379876829393) a1207 = convert(T, 0.03435896044073285) a1208 = convert(T, -0.0410209723009395) a1209 = convert(T, 0.025651133005205617) a1211 = convert(T, -0.0160443457) c13 = convert(T2, 0.125) a1301 = convert(T, 0.053053341257859085) a1304 = convert(T, 0.12195301011401886) a1305 = convert(T, 0.017746840737602496) a1306 = convert(T, -0.0005928372667681495) a1307 = convert(T, 0.008381833970853752) a1308 = convert(T, -0.01293369259698612) a1309 = convert(T, 0.009412056815253861) a1311 = convert(T, -0.005353253107275676) a1312 = convert(T, -0.06666729992455811) c14 = convert(T2, 0.25) a1401 = convert(T, 0.03887903257436304) a1404 = convert(T, -0.0024403203308301317) a1405 = convert(T, -0.0013928917214672623) a1406 = convert(T, -0.00047446291558680135) a1407 = convert(T, 0.00039207932413159514) a1408 = convert(T, -0.00040554733285128004) a1409 = convert(T, 0.00019897093147716726) a1411 = convert(T, -0.00010278198793179169) a1412 = convert(T, 0.03385661513870267) a1413 = convert(T, 0.1814893063199928) c15 = convert(T2, 0.53) a1501 = convert(T, 0.05723681204690013) a1504 = convert(T, 0.22265948066761182) a1505 = convert(T, 0.12344864200186899) a1506 = convert(T, 0.04006332526666491) a1507 = convert(T, -0.05269894848581452) a1508 = convert(T, 0.04765971214244523) a1509 = convert(T, -0.02138895885042213) a1511 = convert(T, 0.015193891064036402) a1512 = convert(T, 0.12060546716289655) a1513 = convert(T, -0.022779423016187374) c16 = convert(T2, 0.79) a1601 = convert(T, 0.051372038802756814) a1604 = convert(T, 0.5414214473439406) a1605 = convert(T, 0.350399806692184) a1606 = convert(T, 0.14193112269692182) a1607 = convert(T, 0.10527377478429423) a1608 = convert(T, -0.031081847805874016) a1609 = convert(T, -0.007401883149519145) a1611 = convert(T, -0.006377932504865363) a1612 = convert(T, -0.17325495908361865) a1613 = convert(T, -0.18228156777622026) Vern7ExtraStages(c11, a1101, a1104, a1105, a1106, a1107, a1108, a1109, c12, a1201, a1204, a1205, a1206, a1207, a1208, a1209, a1211, c13, a1301, a1304, a1305, a1306, a1307, a1308, a1309, a1311, a1312, c14, a1401, a1404, a1405, a1406, a1407, a1408, a1409, a1411, a1412, a1413, c15, a1501, a1504, a1505, a1506, a1507, a1508, a1509, a1511, a1512, a1513, c16, a1601, a1604, a1605, a1606, a1607, a1608, a1609, a1611, a1612, a1613) end struct Vern7InterpolationCoefficients{T} r011::T r012::T r013::T r014::T r015::T r016::T r017::T r042::T r043::T r044::T r045::T r046::T r047::T r052::T r053::T r054::T r055::T r056::T r057::T r062::T r063::T r064::T r065::T r066::T r067::T r072::T r073::T r074::T r075::T r076::T r077::T r082::T r083::T r084::T r085::T r086::T r087::T r092::T r093::T r094::T r095::T r096::T r097::T r112::T r113::T r114::T r115::T r116::T r117::T r122::T r123::T r124::T r125::T r126::T r127::T r132::T r133::T r134::T r135::T r136::T r137::T r142::T r143::T r144::T r145::T r146::T r147::T r152::T r153::T r154::T r155::T r156::T r157::T r162::T r163::T r164::T r165::T r166::T r167::T end function Vern7InterpolationCoefficients(::Type{T}) where {T} r011 = convert(T, 1) r012 = convert(T, -8.413387198332767) r013 = convert(T, 33.675508884490895) r014 = convert(T, -70.80159089484886) r015 = convert(T, 80.64695108301298) r016 = convert(T, -47.19413969837522) r017 = convert(T, 11.133813442539243) r042 = convert(T, 8.754921980674396) r043 = convert(T, -88.4596828699771) r044 = convert(T, 346.9017638429916) r045 = convert(T, -629.2580030059837) r046 = convert(T, 529.6773755604193) r047 = convert(T, -167.35886986514018) r052 = convert(T, 8.913387586637922) r053 = convert(T, -90.06081846893218) r054 = convert(T, 353.1807459217058) r055 = convert(T, -640.6476819744374) r056 = convert(T, 539.2646279047156) r057 = convert(T, -170.38809442991547) r062 = convert(T, 5.1733120298478) r063 = convert(T, -52.271115900055385) r064 = convert(T, 204.9853867374073) r065 = convert(T, -371.8306118563603) r066 = convert(T, 312.9880934374529) r067 = convert(T, -98.89290352172495) r072 = convert(T, 16.79537744079696) r073 = convert(T, -169.70040000059728) r074 = convert(T, 665.4937727009246) r075 = convert(T, -1207.1638892336007) r076 = convert(T, 1016.1291515818546) r077 = convert(T, -321.06001557237494) r082 = convert(T, -10.005997536098665) r083 = convert(T, 101.1005433052275) r084 = convert(T, -396.47391512378437) r085 = convert(T, 719.1787707014183) r086 = convert(T, -605.3681033918824) r087 = convert(T, 191.27439892797935) r092 = convert(T, 2.764708833638599) r093 = convert(T, -27.934602637390462) r094 = convert(T, 109.54779186137893) r095 = convert(T, -198.7128113064482) r096 = convert(T, 167.26633571640318) r097 = convert(T, -52.85010499525706) r112 = convert(T, -2.1696320280163506) r113 = convert(T, 22.016696037569876) r114 = convert(T, -86.90152427798948) r115 = convert(T, 159.22388973861476) r116 = convert(T, -135.9618306534588) r117 = convert(T, 43.792401183280006) r122 = convert(T, -4.890070188793804) r123 = convert(T, 22.75407737425176) r124 = convert(T, -30.78034218537731) r125 = convert(T, -2.797194317207249) r126 = convert(T, 31.369456637508403) r127 = convert(T, -15.655927320381801) r132 = convert(T, 10.862170929551967) r133 = convert(T, -50.542971417827104) r134 = convert(T, 68.37148040407511) r135 = convert(T, 6.213326521632409) r136 = convert(T, -69.68006323194157) r137 = convert(T, 34.776056794509195) r142 = convert(T, -11.37286691922923) r143 = convert(T, 130.79058078246717) r144 = convert(T, -488.65113677785604) r145 = convert(T, 832.2148793276441) r146 = convert(T, -664.7743368554426) r147 = convert(T, 201.79288044241662) r152 = convert(T, -5.919778732715007) r153 = convert(T, 63.27679965889219) r154 = convert(T, -265.432682088738) r155 = convert(T, 520.1009254140611) r156 = convert(T, -467.412109533902) r157 = convert(T, 155.3868452824017) r162 = convert(T, -10.492146197961823) r163 = convert(T, 105.35538525188011) r164 = convert(T, -409.43975011988937) r165 = convert(T, 732.831448907654) r166 = convert(T, -606.3044574733512) r167 = convert(T, 188.0495196316683) Vern7InterpolationCoefficients(r011, r012, r013, r014, r015, r016, r017, r042, r043, r044, r045, r046, r047, r052, r053, r054, r055, r056, r057, r062, r063, r064, r065, r066, r067, r072, r073, r074, r075, r076, r077, r082, r083, r084, r085, r086, r087, r092, r093, r094, r095, r096, r097, r112, r113, r114, r115, r116, r117, r122, r123, r124, r125, r126, r127, r132, r133, r134, r135, r136, r137, r142, r143, r144, r145, r146, r147, r152, r153, r154, r155, r156, r157, r162, r163, r164, r165, r166, r167) end struct Vern7Tableau{T, T2} c2::T2 c3::T2 c4::T2 c5::T2 c6::T2 c7::T2 c8::T2 a021::T a031::T a032::T a041::T a043::T a051::T a053::T a054::T a061::T a063::T a064::T a065::T a071::T a073::T a074::T a075::T a076::T a081::T a083::T a084::T a085::T a086::T a087::T a091::T a093::T a094::T a095::T a096::T a097::T a098::T a101::T a103::T a104::T a105::T a106::T a107::T b1::T b4::T b5::T b6::T b7::T b8::T b9::T btilde1::T btilde4::T btilde5::T btilde6::T btilde7::T btilde8::T btilde9::T btilde10::T extra::Vern7ExtraStages{T, T2} interp::Vern7InterpolationCoefficients{T} end function Vern7Tableau(T::Type{T1}, T2::Type{T1}) where {T1} c2 = convert(T2, 0.005) c3 = convert(T2, 0.10888888888888888) c4 = convert(T2, 0.16333333333333333) c5 = convert(T2, 0.4555) c6 = convert(T2, 0.6095094489978381) c7 = convert(T2, 0.884) c8 = convert(T2, 0.925) a021 = convert(T, 0.005) a031 = convert(T, -1.07679012345679) a032 = convert(T, 1.185679012345679) a041 = convert(T, 0.04083333333333333) a043 = convert(T, 0.1225) a051 = convert(T, 0.6389139236255726) a053 = convert(T, -2.455672638223657) a054 = convert(T, 2.272258714598084) a061 = convert(T, -2.6615773750187572) a063 = convert(T, 10.804513886456137) a064 = convert(T, -8.3539146573962) a065 = convert(T, 0.820487594956657) a071 = convert(T, 6.067741434696772) a073 = convert(T, -24.711273635911088) a074 = convert(T, 20.427517930788895) a075 = convert(T, -1.9061579788166472) a076 = convert(T, 1.006172249242068) a081 = convert(T, 12.054670076253203) a083 = convert(T, -49.75478495046899) a084 = convert(T, 41.142888638604674) a085 = convert(T, -4.461760149974004) a086 = convert(T, 2.042334822239175) a087 = convert(T, -0.09834843665406107) a091 = convert(T, 10.138146522881808) a093 = convert(T, -42.6411360317175) a094 = convert(T, 35.76384003992257) a095 = convert(T, -4.3480228403929075) a096 = convert(T, 2.0098622683770357) a097 = convert(T, 0.3487490460338272) a098 = convert(T, -0.27143900510483127) a101 = convert(T, -45.030072034298676) a103 = convert(T, 187.3272437654589) a104 = convert(T, -154.02882369350186) a105 = convert(T, 18.56465306347536) a106 = convert(T, -7.141809679295079) a107 = convert(T, 1.3088085781613787) b1 = convert(T, 0.04715561848627222) b4 = convert(T, 0.25750564298434153) b5 = convert(T, 0.26216653977412624) b6 = convert(T, 0.15216092656738558) b7 = convert(T, 0.4939969170032485) b8 = convert(T, -0.29430311714032503) b9 = convert(T, 0.08131747232495111) # bhat1 = convert(T,0.044608606606341174) # bhat4 = convert(T,0.26716403785713727) # bhat5 = convert(T,0.22010183001772932) # bhat6 = convert(T,0.2188431703143157) # bhat7 = convert(T,0.22898717054112028) # bhat10 = convert(T,0.02029518466335628) btilde1 = convert(T, 0.002547011879931045) btilde4 = convert(T, -0.00965839487279575) btilde5 = convert(T, 0.04206470975639691) btilde6 = convert(T, -0.0666822437469301) btilde7 = convert(T, 0.2650097464621281) btilde8 = convert(T, -0.29430311714032503) btilde9 = convert(T, 0.08131747232495111) btilde10 = convert(T, -0.02029518466335628) extra = Vern7ExtraStages(T, T2) interp = Vern7InterpolationCoefficients(T) Vern7Tableau(c2, c3, c4, c5, c6, c7, c8, a021, a031, a032, a041, a043, a051, a053, a054, a061, a063, a064, a065, a071, a073, a074, a075, a076, a081, a083, a084, a085, a086, a087, a091, a093, a094, a095, a096, a097, a098, a101, a103, a104, a105, a106, a107, b1, b4, b5, b6, b7, b8, b9, btilde1, btilde4, btilde5, btilde6, btilde7, btilde8, btilde9, btilde10, extra, interp) end ## Vern9 ## Vern9 struct Vern9ExtraStages{T, T2} c17::T2 a1701::T a1708::T a1709::T a1710::T a1711::T a1712::T a1713::T a1714::T a1715::T c18::T2 a1801::T a1808::T a1809::T a1810::T a1811::T a1812::T a1813::T a1814::T a1815::T a1817::T c19::T2 a1901::T a1908::T a1909::T a1910::T a1911::T a1912::T a1913::T a1914::T a1915::T a1917::T a1918::T c20::T2 a2001::T a2008::T a2009::T a2010::T a2011::T a2012::T a2013::T a2014::T a2015::T a2017::T a2018::T a2019::T c21::T2 a2101::T a2108::T a2109::T a2110::T a2111::T a2112::T a2113::T a2114::T a2115::T a2117::T a2118::T a2119::T a2120::T c22::T2 a2201::T a2208::T a2209::T a2210::T a2211::T a2212::T a2213::T a2214::T a2215::T a2217::T a2218::T a2219::T a2220::T a2221::T c23::T2 a2301::T a2308::T a2309::T a2310::T a2311::T a2312::T a2313::T a2314::T a2315::T a2317::T a2318::T a2319::T a2320::T a2321::T c24::T2 a2401::T a2408::T a2409::T a2410::T a2411::T a2412::T a2413::T a2414::T a2415::T a2417::T a2418::T a2419::T a2420::T a2421::T c25::T2 a2501::T a2508::T a2509::T a2510::T a2511::T a2512::T a2513::T a2514::T a2515::T a2517::T a2518::T a2519::T a2520::T a2521::T c26::T2 a2601::T a2608::T a2609::T a2610::T a2611::T a2612::T a2613::T a2614::T a2615::T a2617::T a2618::T a2619::T a2620::T a2621::T end function Vern9ExtraStages(T::Type{T1}, T2::Type{T1}) where {T1} # FIVE ADDITIONAL STAGES FOR INTERPOLANT OF ORDER 8 c17 = convert(T2, 1) a1701 = convert(T, 0.014611976858423152) a1708 = convert(T, -0.3915211862331339) a1709 = convert(T, 0.23109325002895065) a1710 = convert(T, 0.12747667699928525) a1711 = convert(T, 0.2246434176204158) a1712 = convert(T, 0.5684352689748513) a1713 = convert(T, 0.058258715572158275) a1714 = convert(T, 0.13643174034822156) a1715 = convert(T, 0.030570139830827976) c18 = convert(T2, 0.7404185470631561) a1801 = convert(T, 0.015499736681895594) a1808 = convert(T, 0.3355153219059635) a1809 = convert(T, 0.20036139441918607) a1810 = convert(T, 0.12520606592835493) a1811 = convert(T, 0.22986763931842066) a1812 = convert(T, -0.20202506534761813) a1813 = convert(T, 0.05917103230665457) a1814 = convert(T, -0.026518347830476387) a1815 = convert(T, -0.023840946021309713) a1817 = convert(T, 0.027181715702085017) c19 = convert(T2, 0.888) a1901 = convert(T, 0.013024539431143383) a1908 = convert(T, -0.7452850902413112) a1909 = convert(T, 0.2643867896429301) a1910 = convert(T, 0.1313961758372754) a1911 = convert(T, 0.21672538151229273) a1912 = convert(T, 0.8734117564076053) a1913 = convert(T, 0.011859056439357767) a1914 = convert(T, 0.05876002941689551) a1915 = convert(T, 0.003266518630202088) a1917 = convert(T, -0.00895930864841793) a1918 = convert(T, 0.06941415157202692) c20 = convert(T2, 0.696) a2001 = convert(T, 0.013970899969259426) a2008 = convert(T, -0.46657653359576745) a2009 = convert(T, 0.24163727872162571) a2010 = convert(T, 0.12903633413456747) a2011 = convert(T, 0.22167006717351054) a2012 = convert(T, 0.6257275123364645) a2013 = convert(T, 0.04355312415679284) a2014 = convert(T, 0.10119624916672908) a2015 = convert(T, 0.01808582254679721) a2017 = convert(T, -0.020798755876891697) a2018 = convert(T, -0.09022232517086219) a2019 = convert(T, -0.12127967356222542) c21 = convert(T2, 0.487) a2101 = convert(T, 0.016046388883181127) a2108 = convert(T, 0.09517712399458336) a2109 = convert(T, 0.13591872646553177) a2110 = convert(T, 0.1237765280959854) a2111 = convert(T, 0.2335656264102966) a2112 = convert(T, -0.09051508172625873) a2113 = convert(T, -0.02537574270006131) a2114 = convert(T, -0.13596316968871622) a2115 = convert(T, -0.04679214284145113) a2117 = convert(T, 0.05177958859391748) a2118 = convert(T, 0.09672595677476774) a2119 = convert(T, 0.14773126903407427) a2120 = convert(T, -0.11507507129585039) # FIVE ADDITIONAL STAGES FOR INTERPOLANT OF ORDER 9 c22 = convert(T2, 0.025) a2201 = convert(T, 0.018029186238936207) a2208 = convert(T, 0.06983601042028874) a2209 = convert(T, -0.025412476607916634) a2210 = convert(T, 0.008487827035463275) a2211 = convert(T, -0.002427525516089802) a2212 = convert(T, -0.10478397528938199) a2213 = convert(T, -0.014731477952480419) a2214 = convert(T, -0.03916338390816177) a2215 = convert(T, -0.010056573432939595) a2217 = convert(T, 0.011025103922048344) a2218 = convert(T, 0.005092830749095398) a2219 = convert(T, 0.04759715599420645) a2220 = convert(T, 0.03386307003288383) a2221 = convert(T, 0.02764422831404798) c23 = convert(T2, 0.15) a2301 = convert(T, 0.01677431640522778) a2308 = convert(T, 0.6220437408820475) a2309 = convert(T, -0.2060859809768842) a2310 = convert(T, 0.11563949897660589) a2311 = convert(T, 0.026641017933783588) a2312 = convert(T, -0.937681079341877) a2313 = convert(T, -0.13678064667021603) a2314 = convert(T, -0.3678480995268297) a2315 = convert(T, -0.09547871314402478) a2317 = convert(T, 0.10134920184223697) a2318 = convert(T, -0.08911323084568594) a2319 = convert(T, 0.46641409889747604) a2320 = convert(T, 0.450273629235458) a2321 = convert(T, 0.18385224633268188) c24 = convert(T2, 0.32) a2401 = convert(T, 0.010711497314914442) a2408 = convert(T, -0.07094336118221108) a2409 = convert(T, 0.10021649003400916) a2410 = convert(T, 0.13834539804680251) a2411 = convert(T, 0.17963306335781634) a2412 = convert(T, 0.09048246545576182) a2413 = convert(T, -0.005460662294523339) a2414 = convert(T, -0.030004579051196197) a2415 = convert(T, -0.011451920269627991) a2417 = convert(T, 0.010033946861093851) a2418 = convert(T, -0.09506485282809046) a2419 = convert(T, 0.04853358804093592) a2420 = convert(T, 0.08013325919783924) a2421 = convert(T, -0.1251643326835242) c25 = convert(T2, 0.78) a2501 = convert(T, 0.014101720888692213) a2508 = convert(T, -0.3713379753704491) a2509 = convert(T, 0.22312655481171803) a2510 = convert(T, 0.12870053459181202) a2511 = convert(T, 0.22246006596754947) a2512 = convert(T, 0.5382853042550702) a2513 = convert(T, 0.05417202616988763) a2514 = convert(T, 0.1256968791308744) a2515 = convert(T, 0.027844927890020542) a2517 = convert(T, -0.0307740924620506) a2518 = convert(T, 0.008569805293689777) a2519 = convert(T, -0.15351746905870445) a2520 = convert(T, -0.021799570305481963) a2521 = convert(T, 0.014471288197371868) c26 = convert(T2, 0.96) a2601 = convert(T, 0.014246004117356466) a2608 = convert(T, -0.3767107393295407) a2609 = convert(T, 0.22523997807304214) a2610 = convert(T, 0.128360307629253) a2611 = convert(T, 0.22302387052616926) a2612 = convert(T, 0.5463127827750747) a2613 = convert(T, 0.0552619079137578) a2614 = convert(T, 0.12856135087499826) a2615 = convert(T, 0.028572506812964065) a2617 = convert(T, -0.02398761886357109) a2618 = convert(T, 0.055562244589105095) a2619 = convert(T, -0.017406756507628386) a2620 = convert(T, -0.03815462365996979) a2621 = convert(T, 0.011118785048989178) Vern9ExtraStages(c17, a1701, a1708, a1709, a1710, a1711, a1712, a1713, a1714, a1715, c18, a1801, a1808, a1809, a1810, a1811, a1812, a1813, a1814, a1815, a1817, c19, a1901, a1908, a1909, a1910, a1911, a1912, a1913, a1914, a1915, a1917, a1918, c20, a2001, a2008, a2009, a2010, a2011, a2012, a2013, a2014, a2015, a2017, a2018, a2019, c21, a2101, a2108, a2109, a2110, a2111, a2112, a2113, a2114, a2115, a2117, a2118, a2119, a2120, c22, a2201, a2208, a2209, a2210, a2211, a2212, a2213, a2214, a2215, a2217, a2218, a2219, a2220, a2221, c23, a2301, a2308, a2309, a2310, a2311, a2312, a2313, a2314, a2315, a2317, a2318, a2319, a2320, a2321, c24, a2401, a2408, a2409, a2410, a2411, a2412, a2413, a2414, a2415, a2417, a2418, a2419, a2420, a2421, c25, a2501, a2508, a2509, a2510, a2511, a2512, a2513, a2514, a2515, a2517, a2518, a2519, a2520, a2521, c26, a2601, a2608, a2609, a2610, a2611, a2612, a2613, a2614, a2615, a2617, a2618, a2619, a2620, a2621) end struct Vern9InterpolationCoefficients{T} r011::T r012::T r013::T r014::T r015::T r016::T r017::T r018::T r019::T r082::T r083::T r084::T r085::T r086::T r087::T r088::T r089::T r092::T r093::T r094::T r095::T r096::T r097::T r098::T r099::T r102::T r103::T r104::T r105::T r106::T r107::T r108::T r109::T r112::T r113::T r114::T r115::T r116::T r117::T r118::T r119::T r122::T r123::T r124::T r125::T r126::T r127::T r128::T r129::T r132::T r133::T r134::T r135::T r136::T r137::T r138::T r139::T r142::T r143::T r144::T r145::T r146::T r147::T r148::T r149::T r152::T r153::T r154::T r155::T r156::T r157::T r158::T r159::T r172::T r173::T r174::T r175::T r176::T r177::T r178::T r179::T r182::T r183::T r184::T r185::T r186::T r187::T r188::T r189::T r192::T r193::T r194::T r195::T r196::T r197::T r198::T r199::T r202::T r203::T r204::T r205::T r206::T r207::T r208::T r209::T r212::T r213::T r214::T r215::T r216::T r217::T r218::T r219::T r222::T r223::T r224::T r225::T r226::T r227::T r228::T r229::T r232::T r233::T r234::T r235::T r236::T r237::T r238::T r239::T r242::T r243::T r244::T r245::T r246::T r247::T r248::T r249::T r252::T r253::T r254::T r255::T r256::T r257::T r258::T r259::T r262::T r263::T r264::T r265::T r266::T r267::T r268::T r269::T end function Vern9InterpolationCoefficients(::Type{T}) where {T} r011 = convert(T, 1) r012 = convert(T, -28.330488700617398) r013 = convert(T, 257.6535452078578) r014 = convert(T, -1152.1544557434572) r015 = convert(T, 2909.390878345409) r016 = convert(T, -4355.005172868188) r017 = convert(T, 3834.083497036262) r018 = convert(T, -1835.419052683407) r019 = convert(T, 368.7958613829998) r082 = convert(T, 2.649656243770091) r083 = convert(T, -96.30312807816006) r084 = convert(T, 869.3095462492796) r085 = convert(T, -3395.688567551074) r086 = convert(T, 6796.933987158715) r087 = convert(T, -7340.848417712072) r088 = convert(T, 4082.8488969923656) r089 = convert(T, -919.2934944890586) r092 = convert(T, -1.5639451819287329) r093 = convert(T, 56.8423973927286) r094 = convert(T, -513.1052300304285) r095 = convert(T, 2004.2867021103232) r096 = convert(T, -4011.8533059139295) r097 = convert(T, 4332.895839278586) r098 = convert(T, -2409.8793479371448) r099 = convert(T, 542.6079835318221) r102 = convert(T, -0.8627103334967224) r103 = convert(T, 31.355653751851733) r104 = convert(T, -283.0413682227354) r105 = convert(T, 1105.613463426007) r106 = convert(T, -2213.0362006784526) r107 = convert(T, 2390.1310977541207) r108 = convert(T, -1329.3482661468738) r109 = convert(T, 299.31580712657853) r112 = convert(T, -1.5202953379012147) r113 = convert(T, 55.25592121120227) r114 = convert(T, -498.7844190970741) r115 = convert(T, 1948.346888525776) r116 = convert(T, -3899.8821364075516) r117 = convert(T, 4211.964345158858) r118 = convert(T, -2342.619408856117) r119 = convert(T, 527.4637482204279) r122 = convert(T, -3.8469388441255234) r123 = convert(T, 139.81898409868404) r124 = convert(T, -1262.1186876216004) r125 = convert(T, 4930.075848057311) r126 = convert(T, -9868.21948606954) r127 = convert(T, 10657.908924348867) r128 = convert(T, -5927.738759872814) r129 = convert(T, 1334.688551172191) r132 = convert(T, -0.39427130612001415) r133 = convert(T, 14.329994760676497) r134 = convert(T, -129.35406659945582) r135 = convert(T, 505.28160770025175) r136 = convert(T, -1011.3900801394333) r137 = convert(T, 1092.3250517818917) r138 = convert(T, -607.531701930281) r139 = convert(T, 136.79172444804232) r142 = convert(T, -0.9233145622082102) r143 = convert(T, 33.55834582309799) r144 = convert(T, -302.9246397549736) r145 = convert(T, 1183.2813069678675) r146 = convert(T, -2368.4989867901113) r147 = convert(T, 2558.034559755808) r148 = convert(T, -1422.7331755778803) r149 = convert(T, 320.3423358787482) r152 = convert(T, -0.20688628029300538) r153 = convert(T, 7.519388975651663) r154 = convert(T, -67.87605708082904) r155 = convert(T, 265.136799698415) r156 = convert(T, -530.7074807559026) r157 = convert(T, 573.176549564149) r158 = convert(T, -318.7905688834869) r159 = convert(T, 71.77882490212657) r172 = convert(T, -0.44724419067440996) r173 = convert(T, 16.44684676010504) r174 = convert(T, -154.40861059212955) r175 = convert(T, 641.8986298540249) r176 = convert(T, -1391.9392256879823) r177 = convert(T, 1643.890568302952) r178 = convert(T, -1004.0652972233179) r179 = convert(T, 248.6243327770223) r182 = convert(T, -0.1507876007899798) r183 = convert(T, 5.527328824824632) r184 = convert(T, -51.33833743084619) r185 = convert(T, 209.60220027032804) r186 = convert(T, -442.7692650421826) r187 = convert(T, 505.0579312588053) r188 = convert(T, -295.63364106156195) r189 = convert(T, 69.70457078142275) r192 = convert(T, -0.6413652207435296) r193 = convert(T, 23.510132486246846) r194 = convert(T, -218.36426832469724) r195 = convert(T, 891.5292818535365) r196 = convert(T, -1883.290177206008) r197 = convert(T, 2148.2309544883997) r198 = convert(T, -1257.4584015217124) r199 = convert(T, 296.4838434449778) r202 = convert(T, 1.8107293134448457) r203 = convert(T, -66.37479657295337) r204 = convert(T, 616.4952025401107) r205 = convert(T, -2517.0030307773227) r206 = convert(T, 5316.984175781034) r207 = convert(T, -6064.976140789574) r208 = convert(T, 3550.1095388883914) r209 = convert(T, -837.0456783831302) r212 = convert(T, 0.05176008760353718) r213 = convert(T, -1.8973378625803488) r214 = convert(T, 17.622648207936294) r215 = convert(T, -71.94907400242467) r216 = convert(T, 151.9871383765666) r217 = convert(T, -173.36864987478606) r218 = convert(T, 101.4806461521468) r219 = convert(T, -23.927131084462175) r222 = convert(T, 31.321782556688) r223 = convert(T, -355.6570858339106) r224 = convert(T, 1752.6852824895159) r225 = convert(T, -4708.092293138363) r226 = convert(T, 7370.900776193489) r227 = convert(T, -6716.504964764566) r228 = convert(T, 3303.940398161186) r229 = convert(T, -678.5938956640391) r232 = convert(T, -2.7196073341859246) r233 = convert(T, 86.64045615858264) r234 = convert(T, -454.1926030939031) r235 = convert(T, 1014.7492211005434) r236 = convert(T, -1133.583456714544) r237 = convert(T, 610.4671827718666) r238 = convert(T, -109.02334994495438) r239 = convert(T, -12.337842943405471) r242 = convert(T, 3.1772148014329233) r243 = convert(T, -113.8098697715143) r244 = convert(T, 978.0935981825675) r245 = convert(T, -3575.1293776236703) r246 = convert(T, 6764.3615198384505) r247 = convert(T, -6987.161043852012) r248 = convert(T, 3751.9057627895713) r249 = convert(T, -821.4378043648254) r252 = convert(T, 0.877284308346553) r253 = convert(T, -31.51810423988375) r254 = convert(T, 273.1229151353221) r255 = convert(T, -993.2198643101782) r256 = convert(T, 1787.888078312664) r257 = convert(T, -1677.394835799641) r258 = convert(T, 781.3579535062688) r259 = convert(T, -141.11342691289855) r262 = convert(T, 1.7194275817987157) r263 = convert(T, -62.89867309250732) r264 = convert(T, 580.333550787398) r265 = convert(T, -2348.110620506761) r266 = convert(T, 4921.119298612906) r267 = convert(T, -5597.912448707917) r268 = convert(T, 3288.5977751496216) r269 = convert(T, -782.8483098245397) Vern9InterpolationCoefficients(r011, r012, r013, r014, r015, r016, r017, r018, r019, r082, r083, r084, r085, r086, r087, r088, r089, r092, r093, r094, r095, r096, r097, r098, r099, r102, r103, r104, r105, r106, r107, r108, r109, r112, r113, r114, r115, r116, r117, r118, r119, r122, r123, r124, r125, r126, r127, r128, r129, r132, r133, r134, r135, r136, r137, r138, r139, r142, r143, r144, r145, r146, r147, r148, r149, r152, r153, r154, r155, r156, r157, r158, r159, r172, r173, r174, r175, r176, r177, r178, r179, r182, r183, r184, r185, r186, r187, r188, r189, r192, r193, r194, r195, r196, r197, r198, r199, r202, r203, r204, r205, r206, r207, r208, r209, r212, r213, r214, r215, r216, r217, r218, r219, r222, r223, r224, r225, r226, r227, r228, r229, r232, r233, r234, r235, r236, r237, r238, r239, r242, r243, r244, r245, r246, r247, r248, r249, r252, r253, r254, r255, r256, r257, r258, r259, r262, r263, r264, r265, r266, r267, r268, r269) end """ From Verner's Webiste """ struct Vern9Tableau{T, T2} c1::T2 c2::T2 c3::T2 c4::T2 c5::T2 c6::T2 c7::T2 c8::T2 c9::T2 c10::T2 c11::T2 c12::T2 c13::T2 a0201::T a0301::T a0302::T a0401::T a0403::T a0501::T a0503::T a0504::T a0601::T a0604::T a0605::T a0701::T a0704::T a0705::T a0706::T a0801::T a0806::T a0807::T a0901::T a0906::T a0907::T a0908::T a1001::T a1006::T a1007::T a1008::T a1009::T a1101::T a1106::T a1107::T a1108::T a1109::T a1110::T a1201::T a1206::T a1207::T a1208::T a1209::T a1210::T a1211::T a1301::T a1306::T a1307::T a1308::T a1309::T a1310::T a1311::T a1312::T a1401::T a1406::T a1407::T a1408::T a1409::T a1410::T a1411::T a1412::T a1413::T a1501::T a1506::T a1507::T a1508::T a1509::T a1510::T a1511::T a1512::T a1513::T a1514::T a1601::T a1606::T a1607::T a1608::T a1609::T a1610::T a1611::T a1612::T a1613::T b1::T b8::T b9::T b10::T b11::T b12::T b13::T b14::T b15::T btilde1::T btilde8::T btilde9::T btilde10::T btilde11::T btilde12::T btilde13::T btilde14::T btilde15::T btilde16::T extra::Vern9ExtraStages{T, T2} interp::Vern9InterpolationCoefficients{T} end function Vern9Tableau(T::Type{T1}, T2::Type{T1}) where {T1} c1 = convert(T2, 0.03462) c2 = convert(T2, 0.09702435063878045) c3 = convert(T2, 0.14553652595817068) c4 = convert(T2, 0.561) c5 = convert(T2, 0.22900791159048503) c6 = convert(T2, 0.544992088409515) c7 = convert(T2, 0.645) c8 = convert(T2, 0.48375) c9 = convert(T2, 0.06757) c10 = convert(T2, 0.25) c11 = convert(T2, 0.6590650618730999) c12 = convert(T2, 0.8206) c13 = convert(T2, 0.9012) a0201 = convert(T, 0.03462) a0301 = convert(T, -0.03893354388572875) a0302 = convert(T, 0.13595789452450918) a0401 = convert(T, 0.03638413148954267) a0403 = convert(T, 0.10915239446862801) a0501 = convert(T, 2.0257639143939694) a0503 = convert(T, -7.638023836496291) a0504 = convert(T, 6.173259922102322) a0601 = convert(T, 0.05112275589406061) a0604 = convert(T, 0.17708237945550218) a0605 = convert(T, 0.0008027762409222536) a0701 = convert(T, 0.13160063579752163) a0704 = convert(T, -0.2957276252669636) a0705 = convert(T, 0.08781378035642955) a0706 = convert(T, 0.6213052975225274) a0801 = convert(T, 0.07166666666666667) a0806 = convert(T, 0.33055335789153195) a0807 = convert(T, 0.2427799754418014) a0901 = convert(T, 0.071806640625) a0906 = convert(T, 0.3294380283228177) a0907 = convert(T, 0.1165190029271823) a0908 = convert(T, -0.034013671875) a1001 = convert(T, 0.04836757646340646) a1006 = convert(T, 0.03928989925676164) a1007 = convert(T, 0.10547409458903446) a1008 = convert(T, -0.021438652846483126) a1009 = convert(T, -0.10412291746271944) a1101 = convert(T, -0.026645614872014785) a1106 = convert(T, 0.03333333333333333) a1107 = convert(T, -0.1631072244872467) a1108 = convert(T, 0.03396081684127761) a1109 = convert(T, 0.1572319413814626) a1110 = convert(T, 0.21522674780318796) a1201 = convert(T, 0.03689009248708622) a1206 = convert(T, -0.1465181576725543) a1207 = convert(T, 0.2242577768172024) a1208 = convert(T, 0.02294405717066073) a1209 = convert(T, -0.0035850052905728597) a1210 = convert(T, 0.08669223316444385) a1211 = convert(T, 0.43838406519683376) a1301 = convert(T, -0.4866012215113341) a1306 = convert(T, -6.304602650282853) a1307 = convert(T, -0.2812456182894729) a1308 = convert(T, -2.679019236219849) a1309 = convert(T, 0.5188156639241577) a1310 = convert(T, 1.3653531876033418) a1311 = convert(T, 5.8850910885039465) a1312 = convert(T, 2.8028087862720628) a1401 = convert(T, 0.4185367457753472) a1406 = convert(T, 6.724547581906459) a1407 = convert(T, -0.42544428016461133) a1408 = convert(T, 3.3432791530012653) a1409 = convert(T, 0.6170816631175374) a1410 = convert(T, -0.9299661239399329) a1411 = convert(T, -6.099948804751011) a1412 = convert(T, -3.002206187889399) a1413 = convert(T, 0.2553202529443446) a1501 = convert(T, -0.7793740861228848) a1506 = convert(T, -13.937342538107776) a1507 = convert(T, 1.2520488533793563) a1508 = convert(T, -14.691500408016868) a1509 = convert(T, -0.494705058533141) a1510 = convert(T, 2.2429749091462368) a1511 = convert(T, 13.367893803828643) a1512 = convert(T, 14.396650486650687) a1513 = convert(T, -0.79758133317768) a1514 = convert(T, 0.4409353709534278) a1601 = convert(T, 2.0580513374668867) a1606 = convert(T, 22.357937727968032) a1607 = convert(T, 0.9094981099755646) a1608 = convert(T, 35.89110098240264) a1609 = convert(T, -3.442515027624454) a1610 = convert(T, -4.865481358036369) a1611 = convert(T, -18.909803813543427) a1612 = convert(T, -34.26354448030452) a1613 = convert(T, 1.2647565216956427) b1 = convert(T, 0.014611976858423152) b8 = convert(T, -0.3915211862331339) b9 = convert(T, 0.23109325002895065) b10 = convert(T, 0.12747667699928525) b11 = convert(T, 0.2246434176204158) b12 = convert(T, 0.5684352689748513) b13 = convert(T, 0.058258715572158275) b14 = convert(T, 0.13643174034822156) b15 = convert(T, 0.030570139830827976) # bhat1 =convert(T,0.01996996514886773) # bhat8 =convert(T,2.19149930494933) # bhat9 =convert(T,0.08857071848208438) # bhat10 =convert(T,0.11405602348659656) # bhat11 =convert(T,0.2533163805345107) # bhat12 =convert(T,-2.056564386240941) # bhat13 =convert(T,0.340809679901312) # bhat16 =convert(T,0.04834231373823958) btilde1 = convert(T, -0.005357988290444578) btilde8 = convert(T, -2.583020491182464) btilde9 = convert(T, 0.14252253154686625) btilde10 = convert(T, 0.013420653512688676) btilde11 = convert(T, -0.02867296291409493) btilde12 = convert(T, 2.624999655215792) btilde13 = convert(T, -0.2825509643291537) btilde14 = convert(T, 0.13643174034822156) btilde15 = convert(T, 0.030570139830827976) btilde16 = convert(T, -0.04834231373823958) extra = Vern9ExtraStages(T, T2) interp = Vern9InterpolationCoefficients(T) Vern9Tableau(c1, c2, c3, c4, c5, c6, c7, c8, c9, c10, c11, c12, c13, a0201, a0301, a0302, a0401, a0403, a0501, a0503, a0504, a0601, a0604, a0605, a0701, a0704, a0705, a0706, a0801, a0806, a0807, a0901, a0906, a0907, a0908, a1001, a1006, a1007, a1008, a1009, a1101, a1106, a1107, a1108, a1109, a1110, a1201, a1206, a1207, a1208, a1209, a1210, a1211, a1301, a1306, a1307, a1308, a1309, a1310, a1311, a1312, a1401, a1406, a1407, a1408, a1409, a1410, a1411, a1412, a1413, a1501, a1506, a1507, a1508, a1509, a1510, a1511, a1512, a1513, a1514, a1601, a1606, a1607, a1608, a1609, a1610, a1611, a1612, a1613, b1, b8, b9, b10, b11, b12, b13, b14, b15, btilde1, btilde8, btilde9, btilde10, btilde11, btilde12, btilde13, btilde14, btilde15, btilde16, extra, interp) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1721
using Distributed addprocs(2) @everywhere using DiffEqGPU, OrdinaryDiffEq, Test, Random @everywhere include("utils.jl") @everywhere begin function lorenz_distributed(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end u0 = Float32[1.0; 0.0; 0.0] tspan = (0.0f0, 100.0f0) p = (10.0f0, 28.0f0, 8 / 3.0f0) Random.seed!(1) pre_p_distributed = [rand(Float32, 3) for i in 1:10] function prob_func_distributed(prob, i, repeat) remake(prob, p = pre_p_distributed[i] .* p) end end prob = ODEProblem(lorenz_distributed, u0, tspan, p) monteprob = EnsembleProblem(prob, prob_func = prob_func_distributed) #Performance check with nvvp # CUDAnative.CUDAdrv.@profile @time sol = solve(monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 10, saveat = 1.0f0) @test length(filter(x -> x.u != sol.u[1].u, sol.u)) != 0 # 0 element array @time sol = solve(monteprob, ROCK4(), EnsembleGPUArray(backend), trajectories = 10, saveat = 1.0f0) @time sol2 = solve(monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 10, batch_size = 5, saveat = 1.0f0) @test length(filter(x -> x.u != sol.u[1].u, sol.u)) != 0 # 0 element array @test length(filter(x -> x.u != sol2.u[6].u, sol.u)) != 0 # 0 element array @test all(all(sol[i].prob.p .== pre_p_distributed[i] .* p) for i in 1:10) @test all(all(sol2[i].prob.p .== pre_p_distributed[i] .* p) for i in 1:10) #To set 1 GPU per device: #= using Distributed addprocs(numgpus) import CUDAdrv, CUDAnative let gpuworkers = asyncmap(collect(zip(workers(), CUDAdrv.devices()))) do (p, d) remotecall_wait(CUDAnative.device!, p, d) p end =#
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
8517
using DiffEqGPU, OrdinaryDiffEq, Test include("utils.jl") function lorenz(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end u0 = Float32[1.0; 0.0; 0.0] tspan = (0.0f0, 100.0f0) p = (10.0f0, 28.0f0, 8 / 3.0f0) prob = ODEProblem(lorenz, u0, tspan, p) const pre_p = [rand(Float32, 3) for i in 1:10] prob_func = (prob, i, repeat) -> remake(prob, p = pre_p[i] .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func) @info "Explicit Methods" #Performance check with nvvp # CUDAnative.CUDAdrv.@profile @time sol = solve(monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 10, saveat = 1.0f0) @test length(filter(x -> x.u != sol.u[1].u, sol.u)) != 0 # 0 element array @time sol = solve(monteprob, ROCK4(), EnsembleGPUArray(backend), trajectories = 10, saveat = 1.0f0) @time sol2 = solve(monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 10, batch_size = 5, saveat = 1.0f0) @test length(filter(x -> x.u != sol.u[1].u, sol.u)) != 0 # 0 element array @test length(filter(x -> x.u != sol2.u[6].u, sol.u)) != 0 # 0 element array @test all(all(sol[i].prob.p .== pre_p[i] .* p) for i in 1:10) @test all(all(sol2[i].prob.p .== pre_p[i] .* p) for i in 1:10) @time solve(monteprob, Tsit5(), EnsembleCPUArray(), trajectories = 10, saveat = 1.0f0) @time solve(monteprob, Tsit5(), EnsembleThreads(), trajectories = 10, saveat = 1.0f0) @time solve(monteprob, Tsit5(), EnsembleSerial(), trajectories = 10, saveat = 1.0f0) #= solve(monteprob,TRBDF2(),EnsembleCPUArray(),dt=0.1,trajectories=2,saveat=1.0f0) solve(monteprob,TRBDF2(),EnsembleGPUArray(backend),dt=0.1,trajectories=2,saveat=1.0f0) @test_broken solve(monteprob,TRBDF2(),EnsembleGPUArray(backend),dt=0.1,trajectories=2,saveat=1.0f0) =# @info "Implicit Methods" function lorenz_jac(J, u, p, t) σ = p[1] ρ = p[2] β = p[3] x = u[1] y = u[2] z = u[3] J[1, 1] = -σ J[2, 1] = ρ - z J[3, 1] = y J[1, 2] = σ J[2, 2] = -1 J[3, 2] = x J[1, 3] = 0 J[2, 3] = -x J[3, 3] = -β end function lorenz_tgrad(J, u, p, t) nothing end func = ODEFunction(lorenz, jac = lorenz_jac, tgrad = lorenz_tgrad) prob_jac = ODEProblem(func, u0, tspan, p) monteprob_jac = EnsembleProblem(prob_jac, prob_func = prob_func) @time solve(monteprob_jac, Rodas5(), EnsembleCPUArray(), dt = 0.1, trajectories = 10, saveat = 1.0f0) @time solve(monteprob_jac, TRBDF2(), EnsembleCPUArray(), dt = 0.1, trajectories = 10, saveat = 1.0f0) if GROUP == "CUDA" @time solve(monteprob_jac, Rodas5(), EnsembleGPUArray(backend), dt = 0.1, trajectories = 10, saveat = 1.0f0) @time solve(monteprob_jac, TRBDF2(), EnsembleGPUArray(backend), dt = 0.1, trajectories = 10, saveat = 1.0f0) end @info "Callbacks" condition = function (u, t, integrator) @inbounds u[1] > 5 end affect! = function (integrator) @inbounds integrator.u[1] = -4 end # test discrete discrete_callback = DiscreteCallback(condition, affect!, save_positions = (false, false)) callback_prob = ODEProblem(lorenz, u0, tspan, p, callback = discrete_callback) callback_monteprob = EnsembleProblem(callback_prob, prob_func = prob_func) @time solve(callback_monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 10, saveat = 1.0f0) c_condition = function (u, t, integrator) @inbounds u[1] - 3 end c_affect! = function (integrator) @inbounds integrator.u[1] += 20 end # test continuous continuous_callback = ContinuousCallback(c_condition, c_affect!, save_positions = (false, false)) callback_prob = ODEProblem(lorenz, u0, tspan, p, callback = continuous_callback) callback_monteprob = EnsembleProblem(callback_prob, prob_func = prob_func) solve(callback_monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 2, saveat = 1.0f0) # test callback set callback_set = CallbackSet(discrete_callback, continuous_callback) callback_prob = ODEProblem(lorenz, u0, tspan, p, callback = callback_set) callback_monteprob = EnsembleProblem(callback_prob, prob_func = prob_func) solve(callback_monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 2, saveat = 1.0f0) # test merge callback_prob = ODEProblem(lorenz, u0, tspan, p, callback = discrete_callback) callback_monteprob = EnsembleProblem(callback_prob, prob_func = prob_func) solve(callback_monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 2, saveat = 1.0f0, callback = continuous_callback) @info "ROBER" #= using OrdinaryDiffEq, LinearAlgebra, ParameterizedFunctions LinearAlgebra.BLAS.set_num_threads(1) rober = @ode_def begin dy₁ = -k₁*y₁+k₃*y₂*y₃ dy₂ = k₁*y₁-k₂*y₂^2-k₃*y₂*y₃ dy₃ = k₂*y₂^2 end k₁ k₂ k₃ =# function rober_f(internal_var___du, internal_var___u, internal_var___p, t) @inbounds begin internal_var___du[1] = -(internal_var___p[1]) * internal_var___u[1] + internal_var___p[3] * internal_var___u[2] * internal_var___u[3] internal_var___du[2] = (internal_var___p[1] * internal_var___u[1] - internal_var___p[2] * internal_var___u[2]^2) - internal_var___p[3] * internal_var___u[2] * internal_var___u[3] internal_var___du[3] = internal_var___p[2] * internal_var___u[2]^2 end nothing end function rober_jac(internal_var___J, internal_var___u, internal_var___p, t) @inbounds begin internal_var___J[1, 1] = -(internal_var___p[1]) internal_var___J[1, 2] = internal_var___p[3] * internal_var___u[3] internal_var___J[1, 3] = internal_var___p[3] * internal_var___u[2] internal_var___J[2, 1] = internal_var___p[1] * 1 internal_var___J[2, 2] = -2 * internal_var___p[2] * internal_var___u[2] - internal_var___p[3] * internal_var___u[3] internal_var___J[2, 3] = -(internal_var___p[3]) * internal_var___u[2] internal_var___J[3, 1] = 0 * 1 internal_var___J[3, 2] = 2 * internal_var___p[2] * internal_var___u[2] internal_var___J[3, 3] = 0 * 1 end nothing end function rober_tgrad(J, u, p, t) nothing end rober_prob = ODEProblem(ODEFunction(rober_f, jac = rober_jac, tgrad = rober_tgrad), Float32[1.0, 0.0, 0.0], (0.0f0, 1.0f5), (0.04f0, 3.0f7, 1.0f4)) sol = solve(rober_prob, Rodas5(), abstol = 1.0f-8, reltol = 1.0f-8) sol = solve(rober_prob, TRBDF2(), abstol = 1.0f-4, reltol = 1.0f-1) rober_monteprob = EnsembleProblem(rober_prob, prob_func = prob_func) if GROUP == "CUDA" @time sol = solve(rober_monteprob, Rodas5(), EnsembleGPUArray(backend), trajectories = 10, saveat = 1.0f0, abstol = 1.0f-8, reltol = 1.0f-8) @time sol = solve(rober_monteprob, TRBDF2(), EnsembleGPUArray(backend), trajectories = 10, saveat = 1.0f0, abstol = 1.0f-4, reltol = 1.0f-1) end @time sol = solve(rober_monteprob, TRBDF2(), EnsembleThreads(), trajectories = 10, abstol = 1e-4, reltol = 1e-1, saveat = 1.0f0) @info "Struct parameters" struct LorenzParameters σ::Float32 ρ::Float32 β::Float32 end function lorenzp(du, u, p::LorenzParameters, t) du[1] = p.σ * (u[2] - u[1]) du[2] = u[1] * (p.ρ - u[3]) - u[2] du[3] = u[1] * u[2] - p.β * u[3] end u0 = Float32[1.0; 0.0; 0.0] tspan = (0.0f0, 100.0f0) p = LorenzParameters(10.0f0, 28.0f0, 8 / 3.0f0) prob = ODEProblem(lorenzp, u0, tspan, p) function param_prob_func(prob, i, repeat) p = LorenzParameters(pre_p[i][1] .* 10.0f0, pre_p[i][2] .* 28.0f0, pre_p[i][3] .* 8 / 3.0f0) remake(prob; p) end monteprob = EnsembleProblem(prob, prob_func = param_prob_func) @time sol = solve(monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 10, saveat = 1.0f0) @test length(filter(x -> x.u != sol.u[1].u, sol.u)) != 0 # 0 element array @info "Different time-spans" saveats = 1.0f0:1.0f0:10.0f0 prob = ODEProblem(lorenz, u0, tspan, p) monteprob = EnsembleProblem(prob_jac, prob_func = (prob, i, repeat) -> remake(prob; tspan = (0.0f0, saveats[i]))) sol = solve(monteprob, Tsit5(), EnsembleGPUArray(backend, 0.0), trajectories = 10, adaptive = false, dt = 0.01f0, save_everystep = false) if GROUP == "CUDA" sol = solve(monteprob, Rosenbrock23(), EnsembleGPUArray(backend, 0.0), trajectories = 10, adaptive = false, dt = 0.01f0, save_everystep = false) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1072
using OrdinaryDiffEq, DiffEqGPU, ForwardDiff, Test include("utils.jl") function lorenz(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end u0 = [ForwardDiff.Dual(1.0f0, (1.0, 0.0, 0.0)), ForwardDiff.Dual(0.0f0, (0.0, 1.0, 0.0)), ForwardDiff.Dual(0.0f0, (0.0, 0.0, 1.0))] tspan = (0.0f0, 100.0f0) p = (10.0f0, 28.0f0, 8 / 3.0f0) prob = ODEProblem{true, SciMLBase.FullSpecialize}(lorenz, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = rand(Float32, 3) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func) @time sol = solve(monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 10_000, saveat = 1.0f0) #= u0 = [1f0u"m";0u"m";0u"m"] tspan = (0.0f0u"s",100.0f0u"s") p = (10.0f0,28.0f0,8/3f0) prob = ODEProblem(lorenz,u0,tspan,p) prob_func = (prob,i,repeat) -> remake(prob,p=rand(Float32,3).*p) monteprob = EnsembleProblem(prob, prob_func = prob_func) @test_broken sol = solve(monteprob,Tsit5(),EnsembleGPUArray(),trajectories=10_000,saveat=1.0f0u"s") =#
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1174
using DiffEqGPU, OrdinaryDiffEq, StaticArrays include("utils.jl") function lorenz(u, p, t) du1 = p[1] * (u[2] - u[1]) du2 = u[1] * (p[2] - u[3]) - u[2] du3 = u[1] * u[2] - p[3] * u[3] SA[du1, du2, du3] end function lorenz_jac(u, p, t) σ = p[1] ρ = p[2] β = p[3] x = u[1] y = u[2] z = u[3] SA[-σ σ 0 ρ-z -1 -x y x -β] end function lorenz_tgrad(u, p, t) SA[0.0, 0.0, 0.0] end func = ODEFunction(lorenz, jac = lorenz_jac, tgrad = lorenz_tgrad) u0 = SA[1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 100.0f0) p = SA[10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem(func, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = rand(Float32, 3) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) @time sol = solve(monteprob, Tsit5(), EnsembleGPUArray(backend), trajectories = 10_000, saveat = 1.0f0) if GROUP == "CUDA" @time sol = solve(monteprob, Rosenbrock23(), EnsembleGPUArray(backend), trajectories = 10_000, saveat = 1.0f0) @time sol = solve(monteprob, TRBDF2(), EnsembleGPUArray(backend), trajectories = 10_000, saveat = 1.0f0) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
829
using DiffEqGPU, StochasticDiffEq, Test include("utils.jl") function lorenz(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end function multiplicative_noise(du, u, p, t) du[1] = 0.1 * u[1] du[2] = 0.1 * u[2] du[3] = 0.1 * u[3] end u0 = Float32[1.0; 0.0; 0.0] tspan = (0.0f0, 10.0f0) p = (10.0f0, 28.0f0, 8 / 3.0f0) prob = SDEProblem(lorenz, multiplicative_noise, u0, tspan, p) const pre_p = [rand(Float32, 3) for i in 1:10] prob_func = (prob, i, repeat) -> remake(prob, p = pre_p[i] .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func) @info "Explicit Methods" #Performance check with nvvp # CUDAnative.CUDAdrv.@profile @time sol = solve(monteprob, SOSRI(), EnsembleGPUArray(backend), trajectories = 10, saveat = 1.0f0)
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
2033
using DiffEqGPU, StaticArrays, Adapt, OrdinaryDiffEq include("utils.jl") @info "Testing lower level API for EnsembleGPUKernel" trajectories = 10_000 function lorenz(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end function lorenz_jac(u, p, t) σ = p[1] ρ = p[2] β = p[3] x = u[1] y = u[2] z = u[3] J11 = -σ J21 = ρ - z J31 = y J12 = σ J22 = -1 J32 = x J13 = 0 J23 = -x J33 = -β return SMatrix{3, 3}(J11, J21, J31, J12, J22, J32, J13, J23, J33) end function lorenz_tgrad(u, p, t) return SVector{3, eltype(u)}(0.0, 0.0, 0.0) end u0 = @SVector [1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 10.0f0) p = @SVector [10.0f0, 28.0f0, 8 / 3.0f0] func = ODEFunction(lorenz, jac = lorenz_jac, tgrad = lorenz_tgrad) prob = ODEProblem{false}(func, u0, tspan, p) ## Building different problems for different parameters batch = 1:trajectories probs = map(batch) do i DiffEqGPU.make_prob_compatible(remake(prob, p = (@SVector rand(Float32, 3)) .* p)) end ## Move the arrays to the GPU gpu_probs = adapt(backend, probs) ## Finally use the lower API for faster solves! (Fixed time-stepping) algs = (GPUTsit5(), GPUVern7(), GPUVern9(), GPURosenbrock23(), GPURodas4()) for alg in algs @info alg DiffEqGPU.vectorized_solve(gpu_probs, prob, alg; save_everystep = false, dt = 0.1f0) DiffEqGPU.vectorized_asolve(gpu_probs, prob, alg; save_everystep = false, dt = 0.1f0) end @info "Testing lower level API for EnsembleGPUArray" @time sol = DiffEqGPU.vectorized_map_solve(probs, Tsit5(), EnsembleGPUArray(backend, 0.0), batch, false, dt = 0.001f0, save_everystep = false, dense = false) ## Adaptive time-stepping (Notice the boolean argument) @time sol = DiffEqGPU.vectorized_map_solve(probs, Tsit5(), EnsembleGPUArray(backend, 0.0), batch, true, dt = 0.001f0, save_everystep = false, dense = false)
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1177
# ode checks using OrdinaryDiffEq, DiffEqGPU, Test include("utils.jl") seed = 100 using Random; Random.seed!(seed); ra = rand(100) function f!(du, u, p, t) du[1] = 1.01 * u[1] end prob = ODEProblem(f!, [0.5], (0.0, 1.0)) function output_func(sol, i) last(sol), false end function prob_func(prob, i, repeat) remake(prob, u0 = ra[i] * prob.u0) end function reduction(u, batch, I) u .+ sum(batch), false end # no reduction prob1 = EnsembleProblem(prob, prob_func = prob_func, output_func = output_func) sim1 = @time solve(prob1, Tsit5(), trajectories = 100, batch_size = 20) # reduction and EnsembleThreads() prob2 = EnsembleProblem(prob, prob_func = prob_func, output_func = output_func, reduction = reduction, u_init = Vector{eltype(prob.u0)}([0.0])) sim2 = @time solve(prob2, Tsit5(), trajectories = 100, batch_size = 20) # EnsembleCPUArray() and EnsembleGPUArray() sim3 = @time solve(prob2, Tsit5(), EnsembleCPUArray(), trajectories = 100, batch_size = 20) sim4 = @time solve(prob2, Tsit5(), EnsembleGPUArray(backend), trajectories = 100, batch_size = 20) @info sim2[1] @test sum(sim1.u) ≈ sim2.u @test sim2.u ≈ sim3.u @test sim2.u ≈ sim4.u
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
850
using OrdinaryDiffEq, Flux, DiffEqGPU, Test include("utils.jl") function modelf(du, u, p, t) du[1] = 1.01 * u[1] * p[1] * p[2] end function model() prob = ODEProblem(modelf, u0, (0.0, 1.0), pa) function prob_func(prob, i, repeat) remake(prob, u0 = 0.5 .+ i / 100 .* prob.u0) end ensemble_prob = EnsembleProblem(prob, prob_func = prob_func) solve(ensemble_prob, Tsit5(), EnsembleGPUArray(backend), saveat = 0.1, trajectories = 10) end # loss function loss() = sum(abs2, 1.0 .- Array(model())) data = Iterators.repeated((), 10) cb = function () # callback function to observe training @show loss() end pa = [1.0, 2.0] u0 = [3.0] opt = ADAM(0.1) println("Starting to train") l1 = loss() for epoch in 1:10 Flux.train!(loss, Flux.params([pa]), data, opt; cb = cb) end l2 = loss() @test 3l2 < l1
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
3366
# Pkg.test runs with --check_bounds=1, forcing all bounds checks. # This is incompatible with GPUifyLoops. # TODO: Is this needed any longer? if Base.JLOptions().check_bounds == 1 cmd = Cmd(filter(arg -> !startswith(arg, "--check-bounds"), Base.julia_cmd().exec)) code = """ $(Base.load_path_setup_code(false)) cd($(repr(@__DIR__))) include($(repr(@__FILE__))) """ run(`$cmd --eval $code`) exit() end @assert Base.JLOptions().check_bounds == 0 const SUPPORTS_LUFACT = Set(["CUDA", "AMDGPU"]) const SUPPORTS_DOUBLE_PRECISION = Set(["CUDA", "AMDGPU"]) const GROUP = get(ENV, "GROUP", "CUDA") using SafeTestsets, Test @time @safetestset "GPU Kernelized Stiff ODE Mass Matrix" begin include("gpu_kernel_de/stiff_ode/gpu_ode_mass_matrix.jl") end @time @testset "GPU Kernelized Non Stiff ODE Regression" begin include("gpu_kernel_de/gpu_ode_regression.jl") end @time @safetestset "GPU Kernelized Non Stiff ODE DiscreteCallback" begin include("gpu_kernel_de/gpu_ode_discrete_callbacks.jl") end @time @testset "GPU Kernelized Stiff ODE Regression" begin include("gpu_kernel_de/stiff_ode/gpu_ode_regression.jl") end @time @safetestset "GPU Kernelized Stiff ODE DiscreteCallback" begin include("gpu_kernel_de/stiff_ode/gpu_ode_discrete_callbacks.jl") end @time @safetestset "GPU Kernelized ForwardDiff tests" begin include("gpu_kernel_de/forward_diff.jl") end @time @safetestset "GPU Kernelized FiniteDiff tests" begin include("gpu_kernel_de/finite_diff.jl") end @time @safetestset "GPU Kernelized Auto-Conversion tests" begin include("gpu_kernel_de/conversions.jl") end if GROUP in SUPPORTS_LUFACT @time @safetestset "EnsembleGPUArray" begin include("ensemblegpuarray.jl") end @time @safetestset "EnsembleGPUArray OOP" begin include("ensemblegpuarray_oop.jl") end end # EnsembleGPUArray kernels has Int64 arguments, causing them to fail with Metal and oneAPI if GROUP in SUPPORTS_DOUBLE_PRECISION @time @safetestset "EnsembleGPUArray SDE" begin include("ensemblegpuarray_sde.jl") end @time @safetestset "EnsembleGPUArray Input Types" begin include("ensemblegpuarray_inputtypes.jl") end @time @safetestset "Reduction" begin include("reduction.jl") end @time @safetestset "Reverse Mode AD" begin include("reverse_ad_tests.jl") end # Not safe because distributed doesn't play nicely with modules. @time @testset "Distributed Multi-GPU" begin include("distributed_multi_gpu.jl") end @time @testset "Lower level API" begin include("lower_level_api.jl") end end # Callbacks currently error on v1.10 if GROUP == "CUDA" && VERSION <= v"1.9" # Causes dynamic function invocation @time @testset "GPU Kernelized Non Stiff ODE ContinuousCallback" begin include("gpu_kernel_de/gpu_ode_continuous_callbacks.jl") end @time @testset "GPU Kernelized Stiff ODE ContinuousCallback" begin include("gpu_kernel_de/stiff_ode/gpu_ode_continuous_callbacks.jl") end # device Random not implemented yet @time @testset "GPU Kernelized SDE Regression" begin include("gpu_kernel_de/gpu_sde_regression.jl") end @time @testset "GPU Kernelized SDE Convergence" begin include("gpu_kernel_de/gpu_sde_convergence.jl") end end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
401
const GROUP = get(ENV, "GROUP", "CUDA") const backend = if GROUP == "CUDA" using CUDA CUDA.CUDABackend() elseif GROUP == "AMDGPU" using AMDGPU AMDGPU.ROCBackend() elseif GROUP == "oneAPI" using oneAPI oneAPI.oneAPIBackend() elseif GROUP == "Metal" using Metal Metal.MetalBackend() end import GPUArraysCore GPUArraysCore.allowscalar(false) @info "Testing on " backend
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1697
using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra, Test include("../utils.jl") function lorenz(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end u0 = [1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 10.0f0) p = [10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem{false}(lorenz, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = (@SVector rand(Float32, 3)) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) ## Don't test the problems in which GPUs don't support FP64 completely yet ## Creating StepRangeLen causes some param types to be FP64 inferred by `float` function if ENV["GROUP"] ∉ ("Metal", "oneAPI") @test solve(monteprob, GPUTsit5(), EnsembleGPUKernel(backend), trajectories = 10_000, saveat = 1:10)[1].t == Float32.(1:10) @test solve(monteprob, GPUTsit5(), EnsembleGPUKernel(backend), trajectories = 10_000, saveat = 1:0.1:10)[1].t == 1.0f0:0.1f0:10.0f0 @test solve(monteprob, GPUTsit5(), EnsembleGPUKernel(backend), trajectories = 10_000, saveat = 1:(1.0f0):10)[1].t == 1:1.0f0:10 @test solve(monteprob, GPUTsit5(), EnsembleGPUKernel(backend), trajectories = 10_000, saveat = 1.0)[1].t == 0.0f0:1.0f0:10.0f0 end @test solve(monteprob, GPUTsit5(), EnsembleGPUKernel(backend), trajectories = 10_000, saveat = [1.0f0, 5.0f0, 10.0f0])[1].t == [1.0f0, 5.0f0, 10.0f0] @test solve(monteprob, GPUTsit5(), EnsembleGPUKernel(backend), trajectories = 10_000, saveat = [1.0, 5.0, 10.0])[1].t == [1.0f0, 5.0f0, 10.0f0]
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1051
using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra include("../utils.jl") using ForwardDiff function f(u, p, t) du1 = -p[1] * u[1] * u[1] return SVector{1}(du1) end u0 = @SVector [10.0f0] p = @SVector [1.0f0] tspan = (0.0f0, 10.0f0) prob = ODEProblem{false}(f, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) osol = solve(prob, Rodas5P(), dt = 0.01f0, save_everystep = false) for alg in (GPURosenbrock23(autodiff = false), GPURodas4(autodiff = false), GPURodas5P(autodiff = false), GPUKvaerno3(autodiff = false), GPUKvaerno5(autodiff = false)) @info alg sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 2, save_everystep = false, adaptive = true, dt = 0.01f0) @test norm(sol[1].u - osol.u) < 2e-4 # massive threads sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 10_000, save_everystep = false, adaptive = true, dt = 0.01f0) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1483
using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra include("../utils.jl") using ForwardDiff function lorenz(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end u0 = @SVector [ForwardDiff.Dual(1.0f0, (1.0f0, 0.0f0, 0.0f0, 0.0f0, 0.0f0, 0.0f0)); ForwardDiff.Dual(0.0f0, (0.0f0, 1.0f0, 0.0f0, 0.0f0, 0.0f0, 0.0f0)); ForwardDiff.Dual(0.0f0, (0.0f0, 0.0f0, 1.0f0, 0.0f0, 0.0f0, 0.0f0))] p = @SVector [ ForwardDiff.Dual(10.0f0, (0.0f0, 0.0f0, 0.0f0, 1.0f0, 0.0f0, 0.0f0)), ForwardDiff.Dual(28.0f0, (0.0f0, 0.0f0, 0.0f0, 0.0f0, 1.0f0, 0.0f0)), ForwardDiff.Dual(8 / 3.0f0, (0.0f0, 0.0f0, 0.0f0, 0.0f0, 0.0f0, 1.0f0)), ] tspan = (0.0f0, 10.0f0) prob = ODEProblem{false}(lorenz, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) for alg in (GPUTsit5(), GPUVern7(), GPUVern9(), GPURosenbrock23(autodiff = false), GPURodas4(autodiff = false), GPURodas5P(autodiff = false), GPUKvaerno3(autodiff = false), GPUKvaerno5(autodiff = false)) @info alg sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 2, save_everystep = false, adaptive = false, dt = 0.01f0) asol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 2, adaptive = true, dt = 0.01f0) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
4402
using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra @info "Callbacks" include("../utils.jl") function f(u, p, t) du1 = u[2] du2 = -p[1] return SVector{2}(du1, du2) end u0 = @SVector[45.0f0, 0.0f0] tspan = (0.0f0, 15.0f0) p = @SVector [10.0f0] prob = ODEProblem{false}(f, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = prob.p) monteprob = EnsembleProblem(prob, safetycopy = false) function affect!(integrator) integrator.u += @SVector[0.0f0, -2.0f0] .* integrator.u end function condition(u, t, integrator) u[1] end algs = [GPUTsit5(), GPUVern7()] diffeq_algs = [Tsit5(), Vern7()] for (alg, diffeq_alg) in zip(algs, diffeq_algs) @info typeof(alg) cb = ContinuousCallback(condition, affect!; save_positions = (false, false)) @info "Unadaptive version" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true) @test norm(bench_sol.u - sol[1].u) < 7e-4 @info "Callback: CallbackSets" cb = CallbackSet(cb, cb) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true) @test norm(bench_sol.u - sol[1].u) < 7e-4 @info "saveat and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0]) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0]) @test norm(bench_sol.u - sol[1].u) < 2e-3 @info "save_everystep and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true, save_everystep = false) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true, save_everystep = false) @test norm(bench_sol.u - sol[1].u) < 7e-4 @info "Adaptive version" cb = ContinuousCallback(condition, affect!; save_positions = (false, false)) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f0, callback = cb, merge_callbacks = true) bench_sol = solve(prob, diffeq_alg, adaptive = true, save_everystep = false, dt = 0.1f0, callback = cb, merge_callbacks = true) @test norm(bench_sol.u - sol[1].u) < 2e-3 @info "Callback: CallbackSets" cb = CallbackSet(cb, cb) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f0, callback = cb, merge_callbacks = true) bench_sol = solve(prob, diffeq_alg, adaptive = true, dt = 0.1f0, save_everystep = false, callback = cb, merge_callbacks = true) @test norm(bench_sol.u - sol[1].u) < 2e-3 @info "saveat and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0], reltol = 1.0f-6, abstol = 1.0f-6) bench_sol = solve(prob, diffeq_alg, adaptive = true, save_everystep = false, dt = 0.1f0, callback = cb, merge_callbacks = true, tstops = [24.0f0, 40.0f0], saveat = [0.0f0, 9.1f0], reltol = 1.0f-6, abstol = 1.0f-6) @test norm(bench_sol.u - sol[1].u) < 8e-4 @info "Unadaptive and Adaptive comparison" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0]) asol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0]) @test norm(asol[1].u - sol[1].u) < 7e-4 end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
6768
using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra @info "Callbacks" include("../utils.jl") function f(u, p, t) du1 = -u[1] return SVector{1}(du1) end u0 = @SVector [10.0f0] prob = ODEProblem{false}(f, u0, (0.0f0, 10.0f0)) prob_func = (prob, i, repeat) -> remake(prob, p = prob.p) monteprob = EnsembleProblem(prob, safetycopy = false) algs = [GPUTsit5(), GPUVern7(), GPUVern9()] for alg in algs @info typeof(alg) condition(u, t, integrator) = t == 2.40f0 affect!(integrator) = integrator.u += @SVector[10.0f0] cb = DiscreteCallback(condition, affect!; save_positions = (false, false)) @info "Unadaptive version" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0]) bench_sol = solve(prob, Vern9(), adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0]) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 2e-3 @test norm(bench_sol.u - sol[1].u) < 5e-3 #Test the truncation error due to floating point math, encountered when adjusting t for tstops local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.01f0, callback = cb, merge_callbacks = true, tstops = [4.0f0]) bench_sol = solve(prob, Vern9(), adaptive = false, dt = 0.01f0, callback = cb, merge_callbacks = true, tstops = [4.0f0]) @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 2e-6 @test norm(bench_sol.u - sol[1].u) < 3e-5 @info "Callback: CallbackSets" condition_1(u, t, integrator) = t == 2.40f0 condition_2(u, t, integrator) = t == 4.0f0 cb_1 = DiscreteCallback(condition_1, affect!; save_positions = (false, false)) cb_2 = DiscreteCallback(condition_2, affect!; save_positions = (false, false)) cb = CallbackSet(cb_1, cb_2) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0]) bench_sol = solve(prob, Vern9(), adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0]) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 2e-3 @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 3e-3 @test norm(bench_sol.u - sol[1].u) < 7e-3 @info "saveat and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 6.0f0]) bench_sol = solve(prob, Vern9(), adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 6.0f0]) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 1e-3 @test norm(bench_sol(6.0f0) - sol[1](6.0f0)) < 3e-3 @test norm(bench_sol.u - sol[1].u) < 3e-3 @info "save_everystep and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], save_everystep = false) bench_sol = solve(prob, Vern9(), adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], save_everystep = false) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 3e-5 @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 5e-5 @test norm(bench_sol.u - sol[1].u) < 2e-4 @info "Adaptive version" cb = DiscreteCallback(condition, affect!; save_positions = (false, false)) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [4.0f0]) bench_sol = solve(prob, Vern9(), adaptive = true, save_everystep = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [4.0f0]) @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 5e-5 @test norm(bench_sol.u - sol[1].u) < 2e-4 @info "Callback: CallbackSets" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0]) bench_sol = solve(prob, Vern9(), adaptive = true, dt = 1.0f0, save_everystep = false, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0]) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 6e-4 @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 1e-3 @test norm(bench_sol.u - sol[1].u) < 3e-3 @info "saveat and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 6.0f0], reltol = 1.0f-7, abstol = 1.0f-7) bench_sol = solve(prob, Vern9(), adaptive = true, save_everystep = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 6.0f0], reltol = 1.0f-7, abstol = 1.0f-7) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 7e-3 @test norm(bench_sol(6.0f0) - sol[1](6.0f0)) < 2e-2 @test norm(bench_sol.u - sol[1].u) < 2e-2 @info "Unadaptive and Adaptive comparison" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 4.0f0]) asol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 4.0f0]) @test norm(asol[1](2.40f0) - sol[1](2.40f0)) < 3e-3 @test norm(asol[1](4.0f0) - sol[1](4.0f0)) < 5e-3 @test norm(asol[1].u - sol[1].u) < 5e-3 @info "Terminate callback" cb = DiscreteCallback(condition, affect!; save_positions = (false, false)) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0]) bench_sol = solve(prob, Vern9(), adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0]) @test norm(bench_sol.t - sol[1].t) < 2e-3 @test norm(bench_sol.u - sol[1].u) < 5e-3 end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
4127
using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra include("../utils.jl") function lorenz(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end u0 = @SVector [1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 10.0f0) p = @SVector [10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem{false}(lorenz, u0, tspan, p) algs = (GPUTsit5(), GPUVern7(), GPUVern9()) for alg in algs prob_func = (prob, i, repeat) -> remake(prob, p = p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) @info typeof(alg) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 10, adaptive = false, dt = 0.01f0) asol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 10, adaptive = true, dt = 0.1f-1, abstol = 1.0f-7, reltol = 1.0f-7) @test sol.converged == true @test asol.converged == true ## Regression test bench_sol = solve(prob, Vern9(), adaptive = false, dt = 0.01f0) bench_asol = solve(prob, Vern9(), dt = 0.1f-1, save_everystep = false, abstol = 1.0f-7, reltol = 1.0f-7) @test norm(bench_sol.u[end] - sol[1].u[end]) < 5e-3 @test norm(bench_asol.u - asol[1].u) < 8e-4 ### solve parameters saveat = [2.0f0, 4.0f0] local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.01f0, saveat = saveat) asol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f-1, abstol = 1.0f-7, reltol = 1.0f-7, saveat = saveat) bench_sol = solve(prob, Vern9(), adaptive = false, dt = 0.01f0, saveat = saveat) bench_asol = solve(prob, Vern9(), dt = 0.1f-1, save_everystep = false, abstol = 1.0f-7, reltol = 1.0f-7, saveat = saveat) @test norm(asol[1].u[end] - sol[1].u[end]) < 5e-3 @test norm(bench_sol.u - sol[1].u) < 2e-4 @test norm(bench_asol.u - asol[1].u) < 2e-4 @test length(sol[1].u) == length(saveat) @test length(asol[1].u) == length(saveat) saveat = collect(0.0f0:0.1f0:10.0f0) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.01f0, saveat = saveat) asol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f-1, abstol = 1.0f-7, reltol = 1.0f-7, saveat = saveat) bench_sol = solve(prob, Vern9(), adaptive = false, dt = 0.01f0, saveat = saveat) bench_asol = solve(prob, Vern9(), dt = 0.1f-1, save_everystep = false, abstol = 1.0f-7, reltol = 1.0f-7, saveat = saveat) @test norm(asol[1].u[end] - sol[1].u[end]) < 6e-3 @test norm(bench_sol.u - sol[1].u) < 2e-3 @test norm(bench_asol.u - asol[1].u) < 4e-3 @test length(sol[1].u) == length(saveat) @test length(asol[1].u) == length(saveat) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.01f0, save_everystep = false) bench_sol = solve(prob, Vern9(), adaptive = false, dt = 0.01f0, save_everystep = false) @test norm(bench_sol.u - sol[1].u) < 5e-3 @test length(sol[1].u) == length(bench_sol.u) ### Huge number of threads local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 10_000, adaptive = false, dt = 0.01f0, save_everystep = false) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 10_000, adaptive = true, dt = 0.01f0, save_everystep = false) ## With random parameters prob_func = (prob, i, repeat) -> remake(prob, p = (@SVector rand(Float32, 3)) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 10, adaptive = false, dt = 0.1f0) asol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 10, adaptive = true, dt = 0.1f-1, abstol = 1.0f-7, reltol = 1.0f-7) end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1064
using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra, Statistics using DiffEqDevTools include("../utils.jl") u₀ = SA[0.1f0] f(u, p, t) = SA[p[1] * u[1]] g(u, p, t) = SA[p[2] * u[1]] tspan = (0.0f0, 1.0f0) p = SA[1.5f0, 0.01f0] prob = SDEProblem(f, g, u₀, tspan, p; seed = 1234) dts = 1 .// 2 .^ (5:-1:2) ensemble_prob = EnsembleProblem(prob; output_func = (sol, i) -> (sol[end], false)) @info "EM" dts = 1 .// 2 .^ (12:-1:8) sim = test_convergence(Float32.(dts), ensemble_prob, GPUEM(), EnsembleGPUKernel(backend, 0.0), save_everystep = false, trajectories = Int(1e5), weak_timeseries_errors = false, expected_value = SA[u₀ * exp((p[1]))]) @show sim.𝒪est[:weak_final] @test abs(sim.𝒪est[:weak_final] - 1.0) < 0.1 @info "GPUSIEA" dts = 1 .// 2 .^ (6:-1:4) sim = test_convergence(Float32.(dts), ensemble_prob, GPUSIEA(), EnsembleGPUKernel(backend, 0.0), save_everystep = false, trajectories = Int(5e4), expected_value = SA[u₀ * exp((p[1]))]) @show sim.𝒪est[:weak_final] @test abs(sim.𝒪est[:weak_final] - 2.1) < 0.4
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
2828
using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra, Statistics include("../utils.jl") @info "Convergence Test" algs = [GPUEM(), GPUSIEA()] for alg in algs @info alg # dX_t = u*dt + udW_t f(u, p, t) = u g(u, p, t) = u u0 = @SVector [0.5f0] tspan = (0.0f0, 1.0f0) prob = SDEProblem(f, g, u0, tspan; seed = 123) monteprob = EnsembleProblem(prob) dt = Float32(1 // 2^(8)) ## solve using off-loading on CPU sol = solve(monteprob, alg, EnsembleGPUKernel(backend), dt = dt, trajectories = 1000, adaptive = false) sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), dt = dt, trajectories = 1000, adaptive = false) sol_array = Array(sol) us = reshape(mean(sol_array, dims = 3), size(sol_array, 2)) us_exact = 0.5f0 * exp.(sol[1].t) @test norm(us - us_exact, Inf) < 6e-2 @info "Diagonal Noise" function lorenz(u, p, t) du1 = 10.0(u[2] - u[1]) du2 = u[1] * (28.0 - u[3]) - u[2] du3 = u[1] * u[2] - (8 / 3) * u[3] return SVector{3}(du1, du2, du3) end function σ_lorenz(u, p, t) return SVector{3}(3.0f0, 3.0f0, 3.0f0) end u0 = @SVector [1.0f0, 0.0f0, 0.0f0] tspan = (0.0f0, 10.0f0) prob = SDEProblem(lorenz, σ_lorenz, u0, tspan) monteprob = EnsembleProblem(prob) dt = Float32(1 // 2^(8)) sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), dt = dt, trajectories = 10, adaptive = false) @test sol.converged == true sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), dt = dt, trajectories = 10, adaptive = false, save_everystep = false) @test sol.converged == true @test length(sol[1].u) == 2 saveat = [0.3f0, 0.5f0] sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), dt = dt, trajectories = 10, adaptive = false, saveat = saveat) end @info "Non-Diagonal Noise" function f(u, p, t) return 1.01 .* u end function g(u, p, t) du1_1 = 0.3u[1] du1_2 = 0.6u[1] du1_3 = 0.9u[1] du1_4 = 0.12u[1] du2_1 = 1.2u[2] du2_2 = 0.2u[2] du2_3 = 0.3u[2] du2_4 = 1.8u[2] return SMatrix{2, 4}(du1_1, du1_2, du1_3, du1_4, du2_1, du2_2, du2_3, du2_4) end u0 = @SVector ones(Float32, 2) dt = Float32(1 // 2^(8)) noise_rate_prototype = @SMatrix zeros(Float32, 2, 4) prob = SDEProblem(f, g, u0, (0.0f0, 1.0f0), noise_rate_prototype = noise_rate_prototype) monteprob = EnsembleProblem(prob) sol = solve(monteprob, GPUEM(), EnsembleGPUKernel(backend, 0.0), dt = dt, trajectories = 10, adaptive = false) @test sol.converged == true sol = solve(monteprob, GPUEM(), EnsembleGPUKernel(backend, 0.0), dt = dt, trajectories = 10, adaptive = false, save_everystep = false) @test sol.converged == true @test length(sol[1].u) == 2
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
4630
using DiffEqGPU, StaticArrays, OrdinaryDiffEq, LinearAlgebra include("../../utils.jl") function f(u, p, t) du1 = u[2] du2 = -p[1] return SVector{2}(du1, du2) end function f_jac(u, p, t) J11 = 0.0 J21 = 0.0 J12 = 1.0 J22 = 0.0 return SMatrix{2, 2, eltype(u)}(J11, J21, J12, J22) end function f_tgrad(u, p, t) return SVector{2, eltype(u)}(0.0, 0.0) end u0 = @SVector[45.0f0, 0.0f0] tspan = (0.0f0, 16.5f0) p = @SVector [10.0f0] func = ODEFunction(f, jac = f_jac, tgrad = f_tgrad) prob = ODEProblem{false}(func, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = prob.p) monteprob = EnsembleProblem(prob, safetycopy = false) function affect!(integrator) integrator.u += @SVector[0.0f0, -2.0f0] .* integrator.u end function condition(u, t, integrator) u[1] end algs = [GPURosenbrock23(), GPURodas4()] for alg in algs @info typeof(alg) cb = ContinuousCallback(condition, affect!; save_positions = (false, false)) @info "Unadaptive version" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true) bench_sol = solve(prob, Rosenbrock23(), adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true) @test norm(bench_sol.u - sol[1].u) < 8e-4 @info "Callback: CallbackSets" cb = CallbackSet(cb, cb) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true) bench_sol = solve(prob, Rosenbrock23(), adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true) @test norm(bench_sol.u - sol[1].u) < 8e-4 @info "saveat and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0]) bench_sol = solve(prob, Rosenbrock23(), adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0]) @test norm(bench_sol.u - sol[1].u) < 5e-4 @info "save_everystep and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true, save_everystep = false) bench_sol = solve(prob, Rosenbrock23(), adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true, save_everystep = false) @test norm(bench_sol.u - sol[1].u) < 6e-4 @info "Adaptive version" cb = ContinuousCallback(condition, affect!; save_positions = (false, false)) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f0, callback = cb, merge_callbacks = true) bench_sol = solve(prob, Rosenbrock23(), adaptive = true, save_everystep = false, dt = 0.1f0, callback = cb, merge_callbacks = true) @test norm(bench_sol.u - sol[1].u) < 2e-3 @info "Callback: CallbackSets" cb = CallbackSet(cb, cb) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f0, callback = cb, merge_callbacks = true) bench_sol = solve(prob, Rosenbrock23(), adaptive = true, dt = 0.1f0, save_everystep = false, callback = cb, merge_callbacks = true) @test norm(bench_sol.u - sol[1].u) < 2e-3 @info "saveat and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0], reltol = 1.0f-6, abstol = 1.0f-6) bench_sol = solve(prob, Rosenbrock23(), adaptive = true, save_everystep = false, dt = 0.1f0, callback = cb, merge_callbacks = true, tstops = [24.0f0, 40.0f0], saveat = [0.0f0, 9.1f0], reltol = 1.0f-6, abstol = 1.0f-6) @test norm(bench_sol.u - sol[1].u) < 6e-4 @info "Unadaptive and Adaptive comparison" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.1f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0]) asol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f0, callback = cb, merge_callbacks = true, saveat = [0.0f0, 9.1f0]) @test norm(asol[1].u - sol[1].u) < 7e-4 end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
6406
using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra @info "Callbacks" include("../../utils.jl") function f(u, p, t) du1 = -u[1] return SVector{1}(du1) end function f_jac(u, p, t) return SMatrix{1, 1, eltype(u)}(-1) end function f_tgrad(u, p, t) return SVector{1, eltype(u)}(0.0) end func = ODEFunction(f, jac = f_jac, tgrad = f_tgrad) u0 = @SVector [10.0f0] prob = ODEProblem{false}(func, u0, (0.0f0, 10.0f0)) prob_func = (prob, i, repeat) -> remake(prob, p = prob.p) monteprob = EnsembleProblem(prob, safetycopy = false) algs = [GPURosenbrock23(), GPURodas4()] diffeq_algs = [Rosenbrock23(), Rodas4()] for (alg, diffeq_alg) in zip(algs, diffeq_algs) @info typeof(alg) condition(u, t, integrator) = t == 2.40f0 affect!(integrator) = integrator.u += @SVector[10.0f0] cb = DiscreteCallback(condition, affect!; save_positions = (false, false)) @info "Unadaptive version" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0]) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0]) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 2e-3 @test norm(bench_sol.u - sol[1].u) < 5e-3 #Test the truncation error due to floating point math, encountered when adjusting t for tstops local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.01f0, callback = cb, merge_callbacks = true, tstops = [4.0f0]) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 0.01f0, callback = cb, merge_callbacks = true, tstops = [4.0f0]) @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 2e-6 @test norm(bench_sol.u - sol[1].u) < 3e-5 @info "Callback: CallbackSets" condition_1(u, t, integrator) = t == 2.40f0 condition_2(u, t, integrator) = t == 4.0f0 cb_1 = DiscreteCallback(condition_1, affect!; save_positions = (false, false)) cb_2 = DiscreteCallback(condition_2, affect!; save_positions = (false, false)) cb = CallbackSet(cb_1, cb_2) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0]) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0]) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 2e-3 @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 3e-3 @test norm(bench_sol.u - sol[1].u) < 7e-3 @info "saveat and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 6.0f0]) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 6.0f0]) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 1e-3 @test norm(bench_sol(6.0f0) - sol[1](6.0f0)) < 3e-3 @test norm(bench_sol.u - sol[1].u) < 3e-3 @info "save_everystep and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], save_everystep = false) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], save_everystep = false) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 3e-5 @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 5e-5 @test norm(bench_sol.u - sol[1].u) < 2e-4 @info "Adaptive version" cb = DiscreteCallback(condition, affect!; save_positions = (false, false)) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [4.0f0]) bench_sol = solve(prob, diffeq_alg, adaptive = true, save_everystep = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [4.0f0]) @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 5e-5 @test norm(bench_sol.u - sol[1].u) < 2e-4 @info "Callback: CallbackSets" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0]) bench_sol = solve(prob, diffeq_alg, adaptive = true, dt = 1.0f0, save_everystep = false, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0]) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 6e-4 @test norm(bench_sol(4.0f0) - sol[1](4.0f0)) < 1e-3 @test norm(bench_sol.u - sol[1].u) < 3e-3 @info "saveat and callbacks" local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 6.0f0], reltol = 1.0f-7, abstol = 1.0f-7) bench_sol = solve(prob, diffeq_alg, adaptive = true, save_everystep = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0, 4.0f0], saveat = [0.0f0, 6.0f0], reltol = 1.0f-7, abstol = 1.0f-7) @test norm(bench_sol(2.40f0) - sol[1](2.40f0)) < 7e-3 @test norm(bench_sol(6.0f0) - sol[1](6.0f0)) < 2e-2 @test norm(bench_sol.u - sol[1].u) < 2e-2 @info "Terminate callback" cb = DiscreteCallback(condition, affect!; save_positions = (false, false)) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0]) bench_sol = solve(prob, diffeq_alg, adaptive = false, dt = 1.0f0, callback = cb, merge_callbacks = true, tstops = [2.40f0]) @test norm(bench_sol.t - sol[1].t) < 2e-3 @test norm(bench_sol.u - sol[1].u) < 5e-3 end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
1102
using DiffEqGPU, StaticArrays, OrdinaryDiffEq, LinearAlgebra include("../../utils.jl") function rober(u, p, t) y₁, y₂, y₃ = u k₁, k₂, k₃ = p return @SVector [ -k₁ * y₁ + k₃ * y₂ * y₃, k₁ * y₁ - k₂ * y₂^2 - k₃ * y₂ * y₃, y₁ + y₂ + y₃ - 1] end function rober_jac(u, p, t) y₁, y₂, y₃ = u k₁, k₂, k₃ = p return @SMatrix[(k₁*-1) (y₃*k₃) (k₃*y₂) k₁ (y₂ * k₂ * -2+y₃ * k₃ * -1) (k₃*y₂*-1) 0 (y₂*2*k₂) (0)] end M = @SMatrix [1.0f0 0.0f0 0.0f0 0.0f0 1.0f0 0.0f0 0.0f0 0.0f0 0.0f0] ff = ODEFunction(rober, mass_matrix = M) prob = ODEProblem(ff, @SVector([1.0f0, 0.0f0, 0.0f0]), (0.0f0, 1.0f5), (0.04f0, 3.0f7, 1.0f4)) monteprob = EnsembleProblem(prob, safetycopy = false) alg = GPURosenbrock23() bench_sol = solve(prob, Rosenbrock23(), dt = 0.1, abstol = 1.0f-5, reltol = 1.0f-5) sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, dt = 0.1f0, adaptive = true, abstol = 1.0f-5, reltol = 1.0f-5) @test norm(bench_sol.u[1] - sol[1].u[1]) < 8e-4 @test norm(bench_sol.u[end] - sol[1].u[end]) < 8e-4
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
code
4801
using DiffEqGPU, StaticArrays, OrdinaryDiffEq, LinearAlgebra include("../../utils.jl") function f(u, p, t) du1 = -p[1] * u[1] return SVector{1}(du1) end function f_jac(u, p, t) return @SMatrix [-1.0f0] end function f_tgrad(u, p, t) return SVector{1, eltype(u)}(0.0) end u0 = @SVector [10.0f0] tspan = (0.0f0, 10.0f0) p = @SVector [1.0f0] func = ODEFunction(f, jac = f_jac, tgrad = f_tgrad) prob = ODEProblem{false}(func, u0, tspan, p) function f_large(u::AbstractArray{T}, p, t) where {T} return T(1.01) * u end large_u0 = @SVector rand(Float32, 15) large_prob = ODEProblem(f_large, large_u0, (0.0f0, 10.0f0)) algs = (GPURosenbrock23(), GPURodas4(), GPURodas5P(), GPUKvaerno3(), GPUKvaerno5()) for alg in algs prob_func = (prob, i, repeat) -> remake(prob, p = p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) @info typeof(alg) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 10, adaptive = false, dt = 0.01f0) asol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 10, adaptive = true, dt = 0.1f-1) @test sol.converged == true @test asol.converged == true ## Regression test bench_sol = solve(prob, Rosenbrock23(), adaptive = false, dt = 0.01f0) bench_asol = solve(prob, Rosenbrock23(), dt = 0.1f-1, save_everystep = false, abstol = 1.0f-7, reltol = 1.0f-7) @test norm(bench_sol.u[end] - sol[1].u[end]) < 5e-3 @test norm(bench_asol.u - asol[1].u) < 6e-3 ### solve parameters saveat = [2.0f0, 4.0f0] local sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 2, adaptive = false, dt = 0.01f0, saveat = saveat) asol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 2, adaptive = true, dt = 0.1f-1, abstol = 1.0f-7, reltol = 1.0f-7, saveat = saveat) bench_sol = solve(prob, Rosenbrock23(), adaptive = false, dt = 0.01f0, saveat = saveat) bench_asol = solve(prob, Rosenbrock23(), dt = 0.1f-1, save_everystep = false, abstol = 1.0f-7, reltol = 1.0f-7, saveat = saveat) @test norm(asol[1].u[end] - sol[1].u[end]) < 4e-2 @test norm(bench_sol.u - sol[1].u) < 2e-4 #Use to fail for 2e-4 @test norm(bench_asol.u - asol[1].u) < 2e-3 @test length(sol[1].u) == length(saveat) @test length(asol[1].u) == length(saveat) saveat = collect(0.0f0:0.1f0:10.0f0) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.01f0, saveat = saveat) asol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = true, dt = 0.1f-1, abstol = 1.0f-7, reltol = 1.0f-7, saveat = saveat) bench_sol = solve(prob, Rosenbrock23(), adaptive = false, dt = 0.01f0, saveat = saveat) bench_asol = solve(prob, Rosenbrock23(), dt = 0.1f-1, save_everystep = false, abstol = 1.0f-7, reltol = 1.0f-7, saveat = saveat) #Fails also OrdinaryDiffEq.jl # @test norm(asol[1].u[end] - sol[1].u[end]) < 6e-3 @test norm(bench_sol.u - sol[1].u) < 2e-3 @test norm(bench_asol.u - asol[1].u) < 3e-2 @test length(sol[1].u) == length(saveat) @test length(asol[1].u) == length(saveat) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend), trajectories = 2, adaptive = false, dt = 0.01f0, save_everystep = false) bench_sol = solve(prob, Rosenbrock23(), adaptive = false, dt = 0.01f0, save_everystep = false) @test norm(bench_sol.u - sol[1].u) < 5e-3 @test length(sol[1].u) == length(bench_sol.u) ### Huge number of threads local sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 10_000, adaptive = false, dt = 0.01f0, save_everystep = false) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 10_000, adaptive = true, dt = 0.01f0, save_everystep = false) ## With random parameters prob_func = (prob, i, repeat) -> remake(prob, p = (@SVector rand(Float32, 1)) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 10, adaptive = false, dt = 0.1f0) asol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 10, adaptive = true, dt = 0.1f-1, abstol = 1.0f-7, reltol = 1.0f-7) ## large no. of dimensions if GROUP == "CUDA" monteprob = EnsembleProblem(large_prob, safetycopy = false) local sol = solve(monteprob, alg, EnsembleGPUKernel(backend, 0.0), trajectories = 2, adaptive = true, dt = 0.1f0) end end
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
docs
5174
# DiffEqGPU [![Join the chat at https://julialang.zulipchat.com #sciml-bridged](https://img.shields.io/static/v1?label=Zulip&message=chat&color=9558b2&labelColor=389826)](https://julialang.zulipchat.com/#narrow/stream/279055-sciml-bridged) [![Global Docs](https://img.shields.io/badge/docs-SciML-blue.svg)](https://docs.sciml.ai/DiffEqGPU/stable/) [![Build status](https://badge.buildkite.com/409ab4d885030062681a444328868d2e8ad117cadc0a7e1424.svg)](https://buildkite.com/julialang/diffeqgpu-dot-jl) [![codecov](https://codecov.io/gh/SciML/DiffEqGPU.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/SciML/DiffEqGPU.jl) [![ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://img.shields.io/badge/ColPrac-Contributor%27s%20Guide-blueviolet)](https://github.com/SciML/ColPrac) [![SciML Code Style](https://img.shields.io/static/v1?label=code%20style&message=SciML&color=9558b2&labelColor=389826)](https://github.com/SciML/SciMLStyle) This library is a component package of the DifferentialEquations.jl ecosystem. It includes functionality for making use of GPUs in the differential equation solvers. ## The two ways to accelerate ODE solvers with GPUs There are two very different ways that one can accelerate an ODE solution with GPUs. There is one case where `u` is very big and `f` is very expensive but very structured, and you use GPUs to accelerate the computation of said `f`. The other use case is where `u` is very small but you want to solve the ODE `f` over many different initial conditions (`u0`) or parameters `p`. In that case, you can use GPUs to parallelize over different parameters and initial conditions. In other words: | Type of Problem | SciML Solution | |:----------------------------------------- |:-------------------------------------------------------------------------------------------------------- | | Accelerate a big ODE | Use [CUDA.jl's](https://cuda.juliagpu.org/stable/) CuArray as `u0` | | Solve the same ODE with many `u0` and `p` | Use [DiffEqGPU.jl's](https://docs.sciml.ai/DiffEqGPU/stable/) `EnsembleGPUArray` and `EnsembleGPUKernel` | ## Supported GPUs SciML's GPU support extends to a wide array of hardware, including: | GPU Manufacturer | GPU Kernel Language | Julia Support Package | Backend Type | |:---------------- |:------------------- |:-------------------------------------------------- |:------------------------ | | NVIDIA | CUDA | [CUDA.jl](https://github.com/JuliaGPU/CUDA.jl) | `CUDA.CUDABackend()` | | AMD | ROCm | [AMDGPU.jl](https://github.com/JuliaGPU/AMDGPU.jl) | `AMDGPU.ROCBackend()` | | Intel | OneAPI | [OneAPI.jl](https://github.com/JuliaGPU/oneAPI.jl) | `oneAPI.oneAPIBackend()` | | Apple (M-Series) | Metal | [Metal.jl](https://github.com/JuliaGPU/Metal.jl) | `Metal.MetalBackend()` | For this tutorial we will demonstrate the CUDA backend for NVIDIA GPUs, though any of the other GPUs can be used by simply swapping out the `backend` choice. ## Example of Within-Method GPU Parallelism ```julia using OrdinaryDiffEq, CUDA, LinearAlgebra u0 = cu(rand(1000)) A = cu(randn(1000, 1000)) f(du, u, p, t) = mul!(du, A, u) prob = ODEProblem(f, u0, (0.0f0, 1.0f0)) # Float32 is better on GPUs! sol = solve(prob, Tsit5()) ``` ## Example of Parameter-Parallelism with GPU Ensemble Methods ```julia using DiffEqGPU, CUDA, OrdinaryDiffEq, StaticArrays function lorenz(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end u0 = @SVector [1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 10.0f0) p = @SVector [10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem{false}(lorenz, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = (@SVector rand(Float32, 3)) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) @time sol = solve(monteprob, GPUTsit5(), EnsembleGPUKernel(CUDA.CUDABackend()), trajectories = 10_000, adaptive = false, dt = 0.1f0) ``` ## Benchmarks Curious about our claims? See [https://github.com/utkarsh530/GPUODEBenchmarks](https://github.com/utkarsh530/GPUODEBenchmarks) for comparsion of our GPU solvers against CPUs and GPUs implementation in C++, JAX and PyTorch. ## Citation If you are using `DiffEqGPU.jl` in your work, consider citing our paper: ``` @article{utkarsh2024automated, title={Automated translation and accelerated solving of differential equations on multiple GPU platforms}, author={Utkarsh, Utkarsh and Churavy, Valentin and Ma, Yingbo and Besard, Tim and Srisuma, Prakitr and Gymnich, Tim and Gerlach, Adam R and Edelman, Alan and Barbastathis, George and Braatz, Richard D and others}, journal={Computer Methods in Applied Mechanics and Engineering}, volume={419}, pages={116591}, year={2024}, publisher={Elsevier} } ```
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# Getting Started with GPU-Accelerated Differential Equations in Julia ## The two ways to accelerate ODE solvers with GPUs There are two very different ways that one can accelerate an ODE solution with GPUs. There is one case where `u` is very big and `f` is very expensive but very structured, and you use GPUs to accelerate the computation of said `f`. The other use case is where `u` is very small, but you want to solve the ODE `f` over many different initial conditions (`u0`) or parameters `p`. In that case, you can use GPUs to parallelize over different parameters and initial conditions. In other words: | Type of Problem | SciML Solution | |:----------------------------------------- |:-------------------------------------------------------------------------------------------------------- | | Accelerate a big ODE | Use [CUDA.jl's](https://cuda.juliagpu.org/stable/) CuArray as `u0` | | Solve the same ODE with many `u0` and `p` | Use [DiffEqGPU.jl's](https://docs.sciml.ai/DiffEqGPU/stable/) `EnsembleGPUArray` and `EnsembleGPUKernel` | ## Supported GPUs SciML's GPU support extends to a wide array of hardware, including: | GPU Manufacturer | GPU Kernel Language | Julia Support Package | Backend Type | |:---------------- |:------------------- |:-------------------------------------------------- |:------------------------ | | NVIDIA | CUDA | [CUDA.jl](https://github.com/JuliaGPU/CUDA.jl) | `CUDA.CUDABackend()` | | AMD | ROCm | [AMDGPU.jl](https://github.com/JuliaGPU/AMDGPU.jl) | `AMDGPU.ROCBackend()` | | Intel | OneAPI | [OneAPI.jl](https://github.com/JuliaGPU/oneAPI.jl) | `oneAPI.oneAPIBackend()` | | Apple (M-Series) | Metal | [Metal.jl](https://github.com/JuliaGPU/Metal.jl) | `Metal.MetalBackend()` | For this tutorial we will demonstrate the CUDA backend for NVIDIA GPUs, though any of the other GPUs can be used by simply swapping out the `backend` choice. ## Simple Example of Within-Method GPU Parallelism The following is a quick and dirty example of doing within-method GPU parallelism. Let's say we had a simple but large ODE with many linear algebra or map/broadcast operations: ```@example basic using OrdinaryDiffEq, LinearAlgebra u0 = rand(1000) A = randn(1000, 1000) f(du, u, p, t) = mul!(du, A, u) prob = ODEProblem(f, u0, (0.0, 1.0)) sol = solve(prob, Tsit5()) ``` Translating this to a GPU-based solve of the ODE simply requires moving the arrays for the initial condition, parameters, and caches to the GPU. This looks like: ```@example basic using OrdinaryDiffEq, CUDA, LinearAlgebra u0 = cu(rand(1000)) A = cu(randn(1000, 1000)) f(du, u, p, t) = mul!(du, A, u) prob = ODEProblem(f, u0, (0.0f0, 1.0f0)) # Float32 is better on GPUs! sol = solve(prob, Tsit5()) ``` Notice that the solution values `sol[i]` are CUDA-based arrays, which can be moved back to the CPU using `Array(sol[i])`. More details on effective use of within-method GPU parallelism can be found in [the within-method GPU parallelism tutorial](@ref withingpu). ## Example of Parameter-Parallelism with GPU Ensemble Methods On the other side of the spectrum, what if we want to solve tons of small ODEs? For this use case, we would use the ensemble methods to solve the same ODE many times with different parameters. This looks like: ```@example basic using DiffEqGPU, OrdinaryDiffEq, StaticArrays, CUDA function lorenz(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end u0 = @SVector [1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 10.0f0) p = @SVector [10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem{false}(lorenz, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = (@SVector rand(Float32, 3)) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) sol = solve(monteprob, GPUTsit5(), EnsembleGPUKernel(CUDA.CUDABackend()), trajectories = 10_000) ``` To dig more into this example, see the [ensemble GPU solving tutorial](@ref lorenz).
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# DiffEqGPU: Massively Data-Parallel GPU Solving of ODEs This library is a component package of the DifferentialEquations.jl ecosystem. It includes functionality for making use of GPUs in the differential equation solvers. ## Installation To install DiffEqGPU.jl, use the Julia package manager: ```julia using Pkg Pkg.add("DiffEqGPU") ``` This will also install all the dependencies, including the [CUDA.jl](https://cuda.juliagpu.org/stable/), which will also install all the required versions of CUDA and CuDNN required by these libraries. Note that the same requirements of CUDA.jl apply to DiffEqGPU, such as requiring a GPU with CUDA v11 compatibility. For more information on these requirements, see [the requirements of CUDA.jl](https://cuda.juliagpu.org/stable/installation/overview/). ## Contributing - Please refer to the [SciML ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://github.com/SciML/ColPrac/blob/master/README.md) for guidance on PRs, issues, and other matters relating to contributing to SciML. - There are a few community forums: + the #diffeq-bridged channel in the [Julia Slack](https://julialang.org/slack/) + [JuliaDiffEq](https://gitter.im/JuliaDiffEq/Lobby) on Gitter + on the [Julia Discourse forums](https://discourse.julialang.org) + see also [SciML Community page](https://sciml.ai/community/) ## Reproducibility ```@raw html <details><summary>The documentation of this SciML package was built using these direct dependencies,</summary> ``` ```@example using Pkg # hide Pkg.status() # hide ``` ```@raw html </details> ``` ```@raw html <details><summary>and using this machine and Julia version.</summary> ``` ```@example using InteractiveUtils # hide versioninfo() # hide ``` ```@raw html </details> ``` ```@raw html <details><summary>A more complete overview of all dependencies and their versions is also provided.</summary> ``` ```@example using Pkg # hide Pkg.status(; mode = PKGMODE_MANIFEST) # hide ``` ```@raw html </details> ``` ```@eval using TOML using Markdown version = TOML.parse(read("../../Project.toml", String))["version"] name = TOML.parse(read("../../Project.toml", String))["name"] link_manifest = "https://github.com/SciML/" * name * ".jl/tree/gh-pages/v" * version * "/assets/Manifest.toml" link_project = "https://github.com/SciML/" * name * ".jl/tree/gh-pages/v" * version * "/assets/Project.toml" Markdown.parse("""You can also download the [manifest]($link_manifest) file and the [project]($link_project) file. """) ```
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# Using GPU-accelerated Ensembles with Automatic Differentiation `EnsembleGPUArray` comes with derivative overloads for reverse mode automatic differentiation, and thus can be thrown into deep learning training loops. The following is an example of this use: ```@example ad using OrdinaryDiffEq, SciMLSensitivity, Flux, DiffEqGPU, CUDA, Test CUDA.allowscalar(false) function modelf(du, u, p, t) du[1] = 1.01 * u[1] * p[1] * p[2] end function model() prob = ODEProblem(modelf, u0, (0.0, 1.0), pa) function prob_func(prob, i, repeat) remake(prob, u0 = 0.5 .+ i / 100 .* prob.u0) end ensemble_prob = EnsembleProblem(prob, prob_func = prob_func) solve(ensemble_prob, Tsit5(), EnsembleGPUArray(CUDA.CUDABackend()), saveat = 0.1, trajectories = 10) end # loss function loss() = sum(abs2, 1.0 .- Array(model())) data = Iterators.repeated((), 10) cb = function () # callback function to observe training @show loss() end pa = [1.0, 2.0] u0 = [3.0] opt = ADAM(0.1) println("Starting to train") l1 = loss() Flux.train!(loss, Flux.params([pa]), data, opt; cb = cb) ``` Forward-mode automatic differentiation works as well, as demonstrated by its capability to recompile for Dual number arithmetic: ```@example ad using OrdinaryDiffEq, DiffEqGPU, ForwardDiff, Test function lorenz(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end u0 = [ForwardDiff.Dual(1.0f0, (1.0, 0.0, 0.0)), ForwardDiff.Dual(0.0f0, (0.0, 1.0, 0.0)), ForwardDiff.Dual(0.0f0, (0.0, 0.0, 1.0))] tspan = (0.0f0, 100.0f0) p = (10.0f0, 28.0f0, 8 / 3.0f0) prob = ODEProblem{true, SciMLBase.FullSpecialize}(lorenz, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = rand(Float32, 3) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func) @time sol = solve(monteprob, Tsit5(), EnsembleGPUArray(CUDA.CUDABackend()), trajectories = 10_000, saveat = 1.0f0) ```
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# GPU-Acceleration of a Stiff Nonlinear Partial Differential Equation The following is a demonstration of a GPU-accelerated implicit solve of a stiff nonlinear partial differential equation (the Brusselator model): ```@example bruss using OrdinaryDiffEq, CUDA, LinearAlgebra const N = 32 const xyd_brusselator = range(0, stop = 1, length = N) brusselator_f(x, y, t) = (((x - 0.3)^2 + (y - 0.6)^2) <= 0.1^2) * (t >= 1.1) * 5.0 limit(a, N) = a == N + 1 ? 1 : a == 0 ? N : a kernel_u! = let N = N, xyd = xyd_brusselator, dx = step(xyd_brusselator) @inline function (du, u, A, B, α, II, I, t) i, j = Tuple(I) x = xyd[I[1]] y = xyd[I[2]] ip1 = limit(i + 1, N) im1 = limit(i - 1, N) jp1 = limit(j + 1, N) jm1 = limit(j - 1, N) du[II[i, j, 1]] = α * (u[II[im1, j, 1]] + u[II[ip1, j, 1]] + u[II[i, jp1, 1]] + u[II[i, jm1, 1]] - 4u[II[i, j, 1]]) + B + u[II[i, j, 1]]^2 * u[II[i, j, 2]] - (A + 1) * u[II[i, j, 1]] + brusselator_f(x, y, t) end end kernel_v! = let N = N, xyd = xyd_brusselator, dx = step(xyd_brusselator) @inline function (du, u, A, B, α, II, I, t) i, j = Tuple(I) ip1 = limit(i + 1, N) im1 = limit(i - 1, N) jp1 = limit(j + 1, N) jm1 = limit(j - 1, N) du[II[i, j, 2]] = α * (u[II[im1, j, 2]] + u[II[ip1, j, 2]] + u[II[i, jp1, 2]] + u[II[i, jm1, 2]] - 4u[II[i, j, 2]]) + A * u[II[i, j, 1]] - u[II[i, j, 1]]^2 * u[II[i, j, 2]] end end brusselator_2d = let N = N, xyd = xyd_brusselator, dx = step(xyd_brusselator) function (du, u, p, t) @inbounds begin ii1 = N^2 ii2 = ii1 + N^2 ii3 = ii2 + 2(N^2) A = p[1] B = p[2] α = p[3] / dx^2 II = LinearIndices((N, N, 2)) kernel_u!.(Ref(du), Ref(u), A, B, α, Ref(II), CartesianIndices((N, N)), t) kernel_v!.(Ref(du), Ref(u), A, B, α, Ref(II), CartesianIndices((N, N)), t) return nothing end end end p = (3.4, 1.0, 10.0, step(xyd_brusselator)) function init_brusselator_2d(xyd) N = length(xyd) u = zeros(N, N, 2) for I in CartesianIndices((N, N)) x = xyd[I[1]] y = xyd[I[2]] u[I, 1] = 22 * (y * (1 - y))^(3 / 2) u[I, 2] = 27 * (x * (1 - x))^(3 / 2) end u end u0 = init_brusselator_2d(xyd_brusselator) prob_ode_brusselator_2d = ODEProblem(brusselator_2d, u0, (0.0, 11.5), p) du = similar(u0) brusselator_2d(du, u0, p, 0.0) du[34] # 802.9807693762164 du[1058] # 985.3120721709204 du[2000] # -403.5817880634729 du[end] # 1431.1460373522068 du[521] # -323.1677459142322 du2 = similar(u0) brusselator_2d(du2, u0, p, 1.3) du2[34] # 802.9807693762164 du2[1058] # 985.3120721709204 du2[2000] # -403.5817880634729 du2[end] # 1431.1460373522068 du2[521] # -318.1677459142322 prob_ode_brusselator_2d_cuda = ODEProblem(brusselator_2d, CuArray(u0), (0.0f0, 11.5f0), p, tstops = [1.1f0]) solve(prob_ode_brusselator_2d_cuda, Rosenbrock23(), save_everystep = false); ```
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# GPU-Accelerated Stochastic Partial Differential Equations ```@raw html <meta http-equiv="Refresh" content="0; url='https://docs.sciml.ai/Overview/stable/showcase/gpu_spde/'" /> ```
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# Batched Reductions for Lowering Peak Memory Requirements Just as in the regular form of the [DifferentialEquations.jl ensemble interface](https://docs.sciml.ai/DiffEqDocs/stable/features/ensemble/), a `reduction` function can be given to reduce between batches. Here we show an example of running 20 ODEs at a time, grabbing its value at the end, and reducing by summing all the values. This then allows for only saving the sum of the previous batches, boosting the trajectory count to an amount that is higher than would fit in memory, and only saving the summed values. ```@example reductions using OrdinaryDiffEq, DiffEqGPU, CUDA seed = 100 using Random; Random.seed!(seed); ra = rand(100) function f!(du, u, p, t) du[1] = 1.01 * u[1] end prob = ODEProblem(f!, [0.5], (0.0, 1.0)) function output_func(sol, i) last(sol), false end function prob_func(prob, i, repeat) remake(prob, u0 = ra[i] * prob.u0) end function reduction(u, batch, I) u .+ sum(batch), false end prob2 = EnsembleProblem(prob, prob_func = prob_func, output_func = output_func, reduction = reduction, u_init = Vector{eltype(prob.u0)}([0.0])) sim4 = solve(prob2, Tsit5(), EnsembleGPUArray(CUDA.CUDABackend()), trajectories = 100, batch_size = 20) ```
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# GPU Parallel Solving of Stochastic Differential Equations One major application of DiffEqGPU is for computing ensemble statistics of SDE solutions using `EnsembleGPUArray`. The following demonstrates using this technique to generate large ensembles of solutions for a diagonal noise SDE with a high order adaptive method: ```@example sde using DiffEqGPU, CUDA, StochasticDiffEq function lorenz(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end function multiplicative_noise(du, u, p, t) du[1] = 0.1 * u[1] du[2] = 0.1 * u[2] du[3] = 0.1 * u[3] end CUDA.allowscalar(false) u0 = Float32[1.0; 0.0; 0.0] tspan = (0.0f0, 10.0f0) p = (10.0f0, 28.0f0, 8 / 3.0f0) prob = SDEProblem(lorenz, multiplicative_noise, u0, tspan, p) const pre_p = [rand(Float32, 3) for i in 1:10_000] prob_func = (prob, i, repeat) -> remake(prob, p = pre_p[i] .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func) sol = solve(monteprob, SOSRI(), EnsembleGPUArray(CUDA.CUDABackend()), trajectories = 10_000, saveat = 1.0f0) ```
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# Compute Backends (GPU Choices) DiffEqGPU.jl supports a multitude of different GPU devices. These must be chosen during the construction of the `EnsembleGPUArray` and `EnsembleGPUKernel` construction and correpond to the compute backends of [KernelAbstractions.jl](https://github.com/JuliaGPU/KernelAbstractions.jl). The choices for backends are: - `CUDA.CUDABackend()`: For NVIDIA GPUs via code generation for CUDA kernels. - `AMDGPU.ROCBackend()`: For AMD GPUs via code generation for ROCm kernels. - `oneAPI.oneAPIBackend()`: For Intel GPUs via code generation for OneAPI kernels. - `Metal.MetalBackend()`: For Apple Silicon (M-Series such as M1 or M2) via code generation for Metal kernels. This is used for example like `EnsembleGPUKernel(oneAPI.oneAPIBackend())` to enable the computations for Intel GPUs. The choice of backend is mandatory and requires the installation of the respective package. Thus for example, using the OneAPI backend requires that the user has successfully installed [oneAPI.jl](https://github.com/JuliaGPU/oneAPI.jl) and has an Intel GPU.
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# Choosing the Ensemble: EnsembleGPUArray vs EnsembleGPUKernel The short answer for how to choose an ensemble method is that, if `EnsembleGPUKernel` works on your problem, you should use it. A more complex discussion is the following: - `EnsembleGPUKernel` is more asynchronous and has lower kernel call counts than `EnsembleGPUArray`. This should amount to lower overhead in any case where the algorithms are the same. - `EnsembleGPUKernel` is restrictive on the types of ODE solvers that have been implemented for it. If the most efficient method is not in the list of GPU kernel methods, it may be more efficient to use `EnsembleGPUArray` with the better method. - `EnsembleGPUKernel` requires equations to be written in out-of-place form, along with a few other restrictions, and thus in some cases can be less automatic than `EnsembleGPUArray` depending on how the code was originally written.
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# EnsembleGPUArray ## API ```@docs EnsembleGPUArray EnsembleCPUArray ```
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# EnsembleGPUKernel ## [API](@id egk_doc) ```@docs EnsembleGPUKernel ``` ### [Specialized Solvers](@id specialsolvers) ```@docs GPUTsit5 GPUVern7 GPUVern9 GPUEM GPUSIEA GPURosenbrock23 GPURodas4 GPURodas5P GPUKvaerno3 GPUKvaerno5 ``` ## Lower Level API ```@docs DiffEqGPU.vectorized_solve DiffEqGPU.vectorized_asolve DiffEqGPU.vectorized_map_solve ```
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# Choosing Optimal Numbers of Trajectories There is a balance between two things for choosing the number of trajectories: - The number of trajectories needs to be high enough that the work per kernel is sufficient to overcome the kernel call cost. - More trajectories means that every trajectory will need more time steps, since the adaptivity syncs all solves. From our testing, the balance is found at around 10,000 trajectories being optimal for EnsembleGPUArray, since it has higher kernel call costs because every internal operation of the ODE solver requires a kernel call. Thus, for larger sets of trajectories, use a batch size of 10,000. Of course, benchmark for yourself on your own setup, as all GPUs are different. On the other hand, EnsembleGPUKernel fuses the entire GPU solve into a single kernel, greatly reducing the kernel call cost. This means longer or more expensive ODE solves will require even less of a percentage of time kernel launching, making the cutoff much smaller. We see some cases with around 100 ODEs being viable with EnsembleGPUKernel. Again, this is highly dependent on the ODE and the chosen GPU and thus one will need to benchmark to get accurate numbers for their system, this is merely a ballpark estimate.
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# [Massively Data-Parallel ODE Solving the Lorenz Equation](@id lorenz) For example, the following solves the Lorenz equation with 10,000 separate random parameters on the GPU. To start, we create a normal [`EnsembleProblem` as per DifferentialEquations.jl](https://docs.sciml.ai/DiffEqDocs/stable/features/ensemble/). Here's a perfectly good multithreaded CPU parallelized Lorenz solve over randomized parameters: ```@example lorenz using DiffEqGPU, OrdinaryDiffEq, CUDA function lorenz(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end u0 = Float32[1.0; 0.0; 0.0] tspan = (0.0f0, 100.0f0) p = [10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem(lorenz, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = rand(Float32, 3) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) sol = solve(monteprob, Tsit5(), EnsembleThreads(), trajectories = 10_000, saveat = 1.0f0); ``` Changing this to being GPU-parallelized is as simple as changing the ensemble method to `EnsembleGPUArray`: ```@example lorenz sol = solve(monteprob, Tsit5(), EnsembleGPUArray(CUDA.CUDABackend()), trajectories = 10_000, saveat = 1.0f0); ``` and voilà, the method is re-compiled to parallelize the solves over a GPU! While `EnsembleGPUArray` has a bit of overhead due to its form of GPU code construction, `EnsembleGPUKernel` is a more restrictive GPU-itizing algorithm that achieves a much lower overhead in kernel launching costs. However, it requires this problem to be written in out-of-place form and use [special solvers](@ref specialsolvers). This looks like: ```@example lorenz using DiffEqGPU, OrdinaryDiffEq, StaticArrays, CUDA function lorenz2(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end u0 = @SVector [1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 10.0f0) p = @SVector [10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem{false}(lorenz2, u0, tspan, p) prob_func = (prob, i, repeat) -> remake(prob, p = (@SVector rand(Float32, 3)) .* p) monteprob = EnsembleProblem(prob, prob_func = prob_func, safetycopy = false) sol = solve(monteprob, GPUTsit5(), EnsembleGPUKernel(CUDA.CUDABackend()), trajectories = 10_000, saveat = 1.0f0) ``` Note that this form is also compatible with `EnsembleThreads()`, and `EnsembleGPUArray()`, so `EnsembleGPUKernel()` simply supports a subset of possible problem types. For more information on the limitations of `EnsembleGPUKernel()`, see [its docstring](@ref egk_doc). ## Using Stiff ODE Solvers with EnsembleGPUArray DiffEqGPU also supports more advanced features than shown above. Other tutorials dive into [handling events or callbacks](@ref events) and [multi-GPU parallelism](@ref multigpu). But the simplest thing to show is that the generality of solvers allows for other types of equations. For example, one can handle stiff ODEs with `EnsembleGPUArray` simply by using a stiff ODE solver. Note that, as explained in the docstring, analytical derivatives (Jacobian and time gradient) must be supplied. For the Lorenz equation, this looks like: ```@example lorenz function lorenz_jac(J, u, p, t) σ = p[1] ρ = p[2] β = p[3] x = u[1] y = u[2] z = u[3] J[1, 1] = -σ J[2, 1] = ρ - z J[3, 1] = y J[1, 2] = σ J[2, 2] = -1 J[3, 2] = x J[1, 3] = 0 J[2, 3] = -x J[3, 3] = -β end function lorenz_tgrad(J, u, p, t) nothing end u0 = Float32[1.0; 0.0; 0.0] tspan = (0.0f0, 100.0f0) p = [10.0f0, 28.0f0, 8 / 3.0f0] func = ODEFunction(lorenz, jac = lorenz_jac, tgrad = lorenz_tgrad) prob_jac = ODEProblem(func, u0, tspan, p) monteprob_jac = EnsembleProblem(prob_jac, prob_func = prob_func) solve(monteprob_jac, Rodas5(), EnsembleGPUArray(CUDA.CUDABackend()), trajectories = 10_000, saveat = 1.0f0) ```
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
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3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
docs
3543
# [Using the Lower Level API for Decreased Overhead with GPU acclerated Ensembles](@id lowerlevel) `EnsembleGPUKernel` is designed to match the SciML ensemble interface in order to allow for directly converting CPU code to GPU code without any code changes. However, this hiding of the GPU aspects decreases the overall performance as it always transfers the problem to the GPU and the result back to the CPU for the user. These overheads can be removed by directly using the lower level API elements of EnsembleGPUKernel. The example below provides a way to generate solves using the lower level API with lower overheads: ```@example lower_level using DiffEqGPU, OrdinaryDiffEq, StaticArrays, CUDA, DiffEqBase trajectories = 10_000 function lorenz(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end u0 = @SVector [1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 10.0f0) p = @SVector [10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem{false}(lorenz, u0, tspan, p) ## Building different problems for different parameters probs = map(1:trajectories) do i DiffEqGPU.make_prob_compatible(remake(prob, p = (@SVector rand(Float32, 3)) .* p)) end ## Move the arrays to the GPU probs = cu(probs) ## Finally use the lower API for faster solves! (Fixed time-stepping) # Run once for compilation @time CUDA.@sync ts, us = DiffEqGPU.vectorized_solve(probs, prob, GPUTsit5(); save_everystep = false, dt = 0.1f0) @time CUDA.@sync ts, us = DiffEqGPU.vectorized_solve(probs, prob, GPUTsit5(); save_everystep = false, dt = 0.1f0) ## Adaptive time-stepping # Run once for compilation @time CUDA.@sync ts, us = DiffEqGPU.vectorized_asolve(probs, prob, GPUTsit5(); save_everystep = false, dt = 0.1f0) @time CUDA.@sync ts, us = DiffEqGPU.vectorized_asolve(probs, prob, GPUTsit5(); save_everystep = false, dt = 0.1f0) ``` Note that the core is the function `DiffEqGPU.vectorized_solve` which is the solver for the CUDA-based `probs` which uses the manually converted problems, and returns `us` which is a vector of CuArrays for the solution. Similarily, there exists a lower-level API for `EnsembleGPUArray` as well, primarily for benchmarking purposes. The solution returned for state (`sol.u`) is a matrix having columns as different parameter-parallel solutions for the ensemble problem. An example is shown below: ```@example lower_level using DiffEqGPU, OrdinaryDiffEq, StaticArrays, CUDA, DiffEqBase trajectories = 10_000 function lorenz(u, p, t) σ = p[1] ρ = p[2] β = p[3] du1 = σ * (u[2] - u[1]) du2 = u[1] * (ρ - u[3]) - u[2] du3 = u[1] * u[2] - β * u[3] return SVector{3}(du1, du2, du3) end u0 = @SVector [1.0f0; 0.0f0; 0.0f0] tspan = (0.0f0, 10.0f0) p = @SVector [10.0f0, 28.0f0, 8 / 3.0f0] prob = ODEProblem{false}(lorenz, u0, tspan, p) ## Building different problems for different parameters batch = 1:trajectories probs = map(batch) do i remake(prob, p = (@SVector rand(Float32, 3)) .* p) end ## Finally use the lower API for faster solves! (Fixed time-stepping) @time CUDA.@sync sol = DiffEqGPU.vectorized_map_solve(probs, Tsit5(), EnsembleGPUArray(0.0), batch, false, dt = 0.001f0, save_everystep = false, dense = false) ## Adaptive time-stepping (Notice the boolean argument) @time CUDA.@sync sol = DiffEqGPU.vectorized_map_solve(probs, Tsit5(), EnsembleGPUArray(0.0), batch, true, dt = 0.001f0, save_everystep = false, dense = false) ```
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
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# [Setting Up Multi-GPU Parallel Parameter Sweeps](@id multigpu) !!! note This tutorial assumes one already has familiarity with EnsembleGPUArray and EnsembleGPUKernel. Please see [the Lorenz equation tutorial](@ref lorenz) before reading this tutorial! In this tutorial, we will show how to increase the number of trajectories that can be computed in parallel by setting up and using a multi-GPU solve. For this, we will set up one Julia process for each GPU and let the internal `pmap` system of `EnsembleGPUArray` parallelize the system across all of our GPUs. Let's dig in. ## Setting Up a Multi-GPU Julia Environment To set up a multi-GPU environment, first set up processes such that each process has a different GPU. For example: ```julia # Setup processes with different CUDA devices using Distributed numgpus = 1 addprocs(numgpus) import CUDA let gpuworkers = asyncmap(collect(zip(workers(), CUDA.devices()))) do (p, d) remotecall_wait(CUDA.device!, p, d) p end end ``` Then set up the calls to work with distributed processes: ```julia @everywhere using DiffEqGPU, CUDA, OrdinaryDiffEq, Test, Random @everywhere begin function lorenz_distributed(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end CUDA.allowscalar(false) u0 = Float32[1.0; 0.0; 0.0] tspan = (0.0f0, 100.0f0) p = [10.0f0, 28.0f0, 8 / 3.0f0] Random.seed!(1) function prob_func_distributed(prob, i, repeat) remake(prob, p = rand(3) .* p) end end ``` Now each batch will run on separate GPUs. Thus, we need to use the `batch_size` keyword argument from the Ensemble interface to ensure there are multiple batches. Let's solve 40,000 trajectories, batching 10,000 trajectories at a time: ```julia prob = ODEProblem(lorenz_distributed, u0, tspan, p) monteprob = EnsembleProblem(prob, prob_func = prob_func_distributed) @time sol2 = solve(monteprob, Tsit5(), EnsembleGPUArray(CUDA.CUDABackend()), trajectories = 40_000, batch_size = 10_000, saveat = 1.0f0) ``` This will `pmap` over the batches, and thus if you have 4 processes each with a GPU, each batch of 10,000 trajectories will be run simultaneously. If you have two processes with two GPUs, this will do two sets of 10,000 at a time. ## Example Multi-GPU Script In this example, we know we have a 2-GPU system (1 eGPU), and we split the work across the two by directly defining the devices on the two worker processes: ```julia using DiffEqGPU, CUDA, OrdinaryDiffEq, Test CUDA.device!(0) using Distributed addprocs(2) @everywhere using DiffEqGPU, CUDA, OrdinaryDiffEq, Test, Random @everywhere begin function lorenz_distributed(du, u, p, t) du[1] = p[1] * (u[2] - u[1]) du[2] = u[1] * (p[2] - u[3]) - u[2] du[3] = u[1] * u[2] - p[3] * u[3] end CUDA.allowscalar(false) u0 = Float32[1.0; 0.0; 0.0] tspan = (0.0f0, 100.0f0) p = [10.0f0, 28.0f0, 8 / 3.0f0] Random.seed!(1) pre_p_distributed = [rand(Float32, 3) for i in 1:100_000] function prob_func_distributed(prob, i, repeat) remake(prob, p = pre_p_distributed[i] .* p) end end @sync begin @spawnat 2 begin CUDA.allowscalar(false) CUDA.device!(0) end @spawnat 3 begin CUDA.allowscalar(false) CUDA.device!(1) end end CUDA.allowscalar(false) prob = ODEProblem(lorenz_distributed, u0, tspan, p) monteprob = EnsembleProblem(prob, prob_func = prob_func_distributed) @time sol = solve(monteprob, Tsit5(), EnsembleGPUArray(CUDA.CUDABackend()), trajectories = 100_000, batch_size = 50_000, saveat = 1.0f0) ```
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
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# [Massively Parallel ODE Solving with Event Handling and Callbacks](@id events) ```@example parallel_callbacks using DiffEqGPU, StaticArrays, OrdinaryDiffEq, CUDA function f(u, p, t) du1 = -u[1] return SVector{1}(du1) end u0 = @SVector [10.0f0] prob = ODEProblem{false}(f, u0, (0.0f0, 10.0f0)) prob_func = (prob, i, repeat) -> remake(prob, p = prob.p) monteprob = EnsembleProblem(prob, safetycopy = false) condition(u, t, integrator) = t == 4.0f0 affect!(integrator) = integrator.u += @SVector[10.0f0] gpu_cb = DiscreteCallback(condition, affect!; save_positions = (false, false)) sol = solve(monteprob, GPUTsit5(), EnsembleGPUKernel(CUDA.CUDABackend()), trajectories = 10, adaptive = false, dt = 0.01f0, callback = gpu_cb, merge_callbacks = true, tstops = [4.0f0]) ```
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
[ "MIT" ]
3.4.1
7a714b856fe00d6194774bc38e387375f06963fe
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# [Using the EnsembleGPUKernel SDE solvers for the expectation of SDEs ](@id sdeweakconv) Solving the `SDEProblem` using weak methods on multiple trajectories helps to generate the expectation of the stochastic process. With the lower overhead of `EnsembleGPUKernel` API, these calculations can be done in parallel on GPU, potentially being faster. The example below provides a way to calculate the expectation time-series of a linear SDE: ```@example kernel_sde using DiffEqGPU, OrdinaryDiffEq, StaticArrays, LinearAlgebra, Statistics num_trajectories = 10_000 # Defining the Problem # dX = pudt + qudW u₀ = SA[0.1f0] f(u, p, t) = SA[p[1] * u[1]] g(u, p, t) = SA[p[2] * u[1]] tspan = (0.0f0, 1.0f0) p = SA[1.5f0, 0.01f0] prob = SDEProblem(f, g, u₀, tspan, p; seed = 1234) monteprob = EnsembleProblem(prob) sol = solve(monteprob, GPUEM(), EnsembleGPUKernel(0.0), dt = Float32(1 // 2^8), trajectories = num_trajectories, adaptive = false) sol_array = Array(sol) ts = sol[1].t us_calc = reshape(mean(sol_array, dims = 3), size(sol_array, 2)) us_expect = u₀ .* exp.(p[1] * ts) using Plots plot(ts, us_expect, lw = 5, xaxis = "Time (t)", yaxis = "y(t)", label = "True Expected value") plot!(ts, us_calc, lw = 3, ls = :dash, label = "Caculated Expected value") ```
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
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3.4.1
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# [Within-Method GPU Parallelism of Ordinary Differential Equation Solves](@id withingpu) Within-Method GPU Parallelism for ODE solvers is a method for accelerating large ODE solves with regularity, i.e., only using array-based “vectorized” operations like linear algebra, maps, and broadcast statements. In these cases, the solve can be GPU accelerated simply by placing the initial condition array on the GPU. As a quick example: ```@example within_gpu using OrdinaryDiffEq, CUDA, LinearAlgebra function f(du, u, p, t) mul!(du, A, u) end A = cu(-rand(3, 3)) u0 = cu([1.0; 0.0; 0.0]) tspan = (0.0f0, 100.0f0) prob = ODEProblem(f, u0, tspan) sol = solve(prob, Tsit5()) sol = solve(prob, Rosenbrock23()) ``` Notice that both stiff and non-stiff ODE solvers were used here. !!! note Time span was changed to `Float32` types, as GPUs generally have very slow `Float64` operations, usually around 1/32 of the speed of `Float32`. `cu(x)` on an array automatically changes an `Array{Float64}` to a `CuArray{Float32}`. If this is not intended, use the `CuArray` constructor directly. For more information on GPU `Float64` performance issues, search around Google for [discussions like this](https://www.techpowerup.com/forums/threads/nerfed-fp64-performance-in-consumer-gpu-cards.272732/). !!! warn `Float32` precision is sometimes not enough precision to accurately solve a stiff ODE. Make sure that the precision is necessary by investigating the condition number of the Jacobian. If this value is well-above `1e8`, use `Float32` with caution! ## Restrictions of CuArrays Note that all the rules of [CUDA.jl](https://cuda.juliagpu.org/stable/) apply when `CuArrays` are being used in the solver. While for most of the `AbstractArray` interface they act similarly to `Array`s, such as having valid broadcasting operations (`x .* y`) defined, they will work on GPUs. For more information on the rules and restrictions of `CuArrays`, see [this page from the CUDA.jl documentation](https://cuda.juliagpu.org/stable/usage/array/).
DiffEqGPU
https://github.com/SciML/DiffEqGPU.jl.git
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using Wilsonloop using Documenter DocMeta.setdocmeta!(Wilsonloop, :DocTestSetup, :(using Wilsonloop); recursive=true) makedocs(; modules=[Wilsonloop], authors="cometscome <[email protected]> and contributors", repo="https://github.com/cometscome/Wilsonloop.jl/blob/{commit}{path}#{line}", sitename="Wilsonloop.jl", format=Documenter.HTML(; prettyurls=get(ENV, "CI", "false") == "true", canonical="https://cometscome.github.io/Wilsonloop.jl", assets=String[], ), pages=[ "Home" => "index.md", ], ) deploydocs(; repo="github.com/cometscome/Wilsonloop.jl", devbranch="main", )
Wilsonloop
https://github.com/akio-tomiya/Wilsonloop.jl.git
[ "MIT" ]
0.1.5
e5757caef58785c978da4bc16bf234f166c058a4
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module Wilsonloop export make_staple, Wilsonline, make_staple_and_loop, derive_U, make_Cμ, make_plaq_staple, make_plaq, loops_staple_prime, get_position, derive_Udag, make_loops_fromname, make_chair, get_rightlinks, get_leftlinks, get_direction, loops_plaq, loops_rect, check_plaqset, isdag using LaTeXStrings using LinearAlgebra import Base import Base.:(==) abstract type Gaugelink{Dim} end struct GLink{Dim} <: Gaugelink{Dim} direction::Int8 position::NTuple{Dim,Int64} isdag::Bool function GLink{Dim}(direction, position, isdag = false) where {Dim} return new{Dim}(direction, position, isdag) end end struct Adjoint_GLink{Dim} <: Gaugelink{Dim} parent::GLink{Dim} end function LinearAlgebra.adjoint(glink::Adjoint_GLink{Dim}) where {Dim} return GLink{Dim}(glink.direction, glink.position, true)#, glink.parent end function LinearAlgebra.adjoint(glink::GLink{Dim}) where {Dim} return GLink{Dim}(glink.direction, glink.position, !(glink.isdag)) # return Adjoint_GLink{Dim}(glink) end function get_direction(glink::GLink) return glink.direction end function get_position(glink::GLink) return glink.position end function isdag(glink::GLink) return glink.isdag end function set_position(glink::GLink{Dim}, position) where {Dim} return GLink{Dim}(glink.direction, position, glink.isdag) end mutable struct Wilsonline{Dim} glinks::Vector{GLink{Dim}} #glinks::Array{Union{GLink{Dim},Adjoint_GLink{Dim}},1} Wilsonline(; Dim = 4) = new{Dim}([]) Wilsonline(glinks; Dim = 4) = new{Dim}(glinks) function Wilsonline(segments_in::Array{Tuple{T,T},1}; Dim = 4) where {T<:Integer} segments = make_links(segments_in) numline = length(segments) glinks = Array{GLink{Dim},1}(undef, numline) #glinks = Array{Union{GLink{Dim},Adjoint_GLink{Dim}},1}(undef,numline) position = zeros(Int64, Dim) for (i, segment) in enumerate(segments) dimension = segment[1] hoppingdirection = segment[2] if hoppingdirection == 1 glinks[i] = GLink{Dim}(dimension, Tuple(position)) position[dimension] += 1 elseif hoppingdirection == -1 position[dimension] += -1 glinks[i] = GLink{Dim}(dimension, Tuple(position))' else error( "hoppingdirection in segment should be 1 or -1. But now $hoppingdirection", ) end end return new{Dim}(glinks) end end function ==(x::GLink{Dim}, y::GLink{Dim}) where {Dim} if x.isdag != y.isdag return false end if x.direction == y.direction && x.position == y.position return true else return false end end function ==(x::Wilsonline{Dim}, y::Wilsonline{Dim}) where {Dim} flag = true if length(x) != length(y) return false end for i = 1:length(x) if x[i] != y[i] return false end end return true end struct DwDU{Dim} parent::Wilsonline{Dim} insertindex::Int64 position::NTuple{Dim,Int64} leftlinks::Wilsonline{Dim} rightlinks::Wilsonline{Dim} μ::Int8 end function get_leftlinks(dw::DwDU) return dw.leftlinks end function get_rightlinks(dw::DwDU) return dw.rightlinks end function get_position(dw::DwDU) return dw.position end function Base.push!(w::Wilsonline, link) push!(w.glinks, link) end function Base.append!(w::Wilsonline, a::Wilsonline) append!(w.glinks, a.glinks) end function Base.length(w::Wilsonline) return length(w.glinks) end function Base.getindex(w::Wilsonline, i) return w.glinks[i] end function Base.lastindex(w::Wilsonline) return length(w) end function LinearAlgebra.adjoint(w::Wilsonline{Dim}) where {Dim} wa = Wilsonline(; Dim = Dim) numlinks = length(w) for i = numlinks:-1:1 push!(wa, w[i]') end return wa end function LinearAlgebra.adjoint(ws::Array{<:Wilsonline{Dim},1}) where {Dim} num = length(ws) wad = Array{eltype(ws),1}(undef, num) for i = 1:num wad[i] = ws[i]' end return wad end function Base.show(io::IO, ws::Array{<:Wilsonline{Dim},1}) where {Dim} for i = 1:length(ws) if i == 1 st = "st" elseif i == 2 st = "nd" elseif i == 3 st = "rd" else st = "th" end println(io, "$i-$st loop") show(io, ws[i]) #display(io,ws[i]) end end function Base.display(ws::Array{<:Wilsonline{Dim},1}) where {Dim} for i = 1:length(ws) if i == 1 st = "st" elseif i == 2 st = "nd" elseif i == 3 st = "rd" else st = "th" end println("$i-$st loop") display(ws[i]) end end function get_printstring_direction(glink::Gaugelink{Dim}) where {Dim} nstring = "n" position = get_position(glink) for μ = 1:Dim m = position[μ] if m != 0 if abs(m) == 1 if m > 0 nstring = nstring * "+e_{$(μ)}" else nstring = nstring * "-e_{$(μ)}" end else if m > 0 nstring = nstring * "+$(m)e_{$(μ)}" else nstring = nstring * "-$(abs(m))e_{$(μ)}" end end end end return nstring end function get_printstring(glink::Gaugelink{Dim}) where {Dim} direction = get_direction(glink) dagornot = ifelse(glink.isdag, "^{\\dagger}","") #dagornot = ifelse(typeof(glink) <: GLink, "", "^{\\dagger}") nstring = get_printstring_direction(glink) return "U$(dagornot)_{$(direction)}($(nstring))" end function Base.show(io::IO, glink::Gaugelink{Dim}) where {Dim} outputstring = get_printstring(glink) show(io, latexstring(outputstring)) return latexstring(outputstring) end function Base.show(io::IO, w::Wilsonline{Dim}) where {Dim} outputstring = "" for (i, glink) in enumerate(w.glinks) outputstring = outputstring * get_printstring(glink) end show(io, latexstring(outputstring)) println("\t") #println(io,outputstring) #return latexstring(outputstring) end function make_staple(w::Wilsonline{Dim}, μ) where {Dim} dwdUs = derive_U(w, μ) numstaples = length(dwdUs) staple = Array{typeof(w),1}(undef, numstaples) for i = 1:numstaples wi = Wilsonline(Dim = Dim) append!(wi, get_rightlinks(dwdUs[i])) append!(wi, get_leftlinks(dwdUs[i])) staple[i] = wi end return staple end function make_Cμ(w::Wilsonline{Dim}, μ) where {Dim} V1 = make_staple(w, μ) V2 = make_staple(w', μ) C = eltype(V1)[] for i = 1:length(V1) push!(C, V1[i]') end for i = 1:length(V2) push!(C, V2[i]') end return C end function make_staple_and_loop(w::Wilsonline{Dim}, μ) where {Dim} C = make_staple(w, μ) append!(C, make_staple(w', μ)) numstaple = length(C) CUdag = Array{typeof(w),1}(undef, numstaple) Udag = GLink{Dim}(μ, (0, 0, 0, 0))' for i = 1:numstaple CUdag[i] = deepcopy(C[i])' push!(CUdag[i], Udag) #CUdag[i] = CUdag[i]' end return CUdag end function check_link(w, μ) numlinks = length(w) linkindices = Int64[] for i = 1:numlinks link = w[i] if link.isdag == false #typeof(link) <: GLink if link.direction == μ append!(linkindices, i) end end end return linkindices end function check_link_dag(w, μ) numlinks = length(w) linkindices = Int64[] for i = 1:numlinks link = w[i] if link.isdag #if typeof(link) <: Adjoint_GLink if get_direction(link) == μ append!(linkindices, i) end end end return linkindices end """ like U U U U -> U U otimes U """ function derive_U(w::Wilsonline{Dim}, μ) where {Dim} numlinks = length(w) linkindices = check_link(w, μ) numstaples = length(linkindices) dwdU = Array{DwDU{Dim},1}(undef, numstaples) for (i, ith) in enumerate(linkindices) #wi =Wilsonline(Dim=Dim) rightlinks = Wilsonline(Dim = Dim) leftlinks = Wilsonline(Dim = Dim) origin = w[ith].position position = zero(collect(origin)) position[w[ith].direction] += 1 for j = ith+1:numlinks link = w[j] if link.isdag == false #if typeof(link) <: GLink link_rev = set_position(link, Tuple(position)) position[get_direction(link)] += 1 else position[get_direction(link)] += -1 link_rev = set_position(link, Tuple(position)) end push!(rightlinks, link_rev) #push!(rightlinks,link) end for j = 1:ith-1 link = w[j] position = collect(get_position(link)) .- origin link_rev = set_position(link, Tuple(position)) push!(leftlinks, link_rev) #push!(leftlinks,link) end dwdU[i] = DwDU{Dim}(w, ith, origin, leftlinks, rightlinks, μ) #println("μ = ",μ) #display(wi) end return dwdU end """ like U U U U -> U U otimes U """ function derive_Udag(w::Wilsonline{Dim}, μ) where {Dim} #error("not yet") numlinks = length(w) linkindices = check_link_dag(w, μ) numstaples = length(linkindices) dwdUdag = Array{DwDU{Dim},1}(undef, numstaples) for (i, ith) in enumerate(linkindices) #wi =Wilsonline(Dim=Dim) rightlinks = Wilsonline(Dim = Dim) leftlinks = Wilsonline(Dim = Dim) origin = get_position(w[ith]) #.position position = zero(collect(origin)) #position[w[ith].direction] += 1 for j = ith+1:numlinks link = w[j] push!(rightlinks, link) end for j = 1:ith-1 link = w[j] push!(leftlinks, link) end dwdUdag[i] = DwDU{Dim}(w, ith, origin, leftlinks, rightlinks, μ) #println("μ = ",μ) #display(wi) end return dwdUdag end function Base.display(dwdU::DwDU{Dim}) where {Dim} outputstring = "" if length(dwdU.leftlinks.glinks) == 0 outputstring = outputstring * "I " else for glink in dwdU.leftlinks.glinks outputstring = outputstring * get_printstring(glink) end end outputstring = outputstring * " \\otimes " if length(dwdU.rightlinks.glinks) == 0 outputstring = outputstring * "I " else for glink in dwdU.rightlinks.glinks outputstring = outputstring * get_printstring(glink) end end nstring = get_printstring_direction(dwdU.parent.glinks[dwdU.insertindex]) outputstring = outputstring * "\\delta_{m,$(nstring)}" println(outputstring) return outputstring end function Base.show(io::IO, dwdU::Array{DwDU{Dim},1}) where {Dim} for i = 1:length(dwdU) if i == 1 st = "st" elseif i == 2 st = "nd" elseif i == 3 st = "rd" else st = "th" end println("$i-$st loop") show(dwdU[i]) end end function Base.show(io::IO, dwdU::DwDU{Dim}) where {Dim} outputstring = "" if length(dwdU.leftlinks.glinks) == 0 outputstring = outputstring * "I " else for glink in dwdU.leftlinks.glinks outputstring = outputstring * get_printstring(glink) end end outputstring = outputstring * " \\otimes " if length(dwdU.rightlinks.glinks) == 0 outputstring = outputstring * "I " else for glink in dwdU.rightlinks.glinks outputstring = outputstring * get_printstring(glink) end end nstring = get_printstring_direction(dwdU.parent.glinks[dwdU.insertindex]) outputstring = outputstring * "\\delta_{m,$(nstring)}" show(io, latexstring(outputstring)) println("\t") #println(outputstring) return outputstring end function make_links(segments::Array{Tuple{T,T},1}) where {T<:Integer} links = Tuple{Int8,Int8}[] for segment in segments s = sign(segment[2]) if segment[2] == 0 push!(links, (segment[1], 0)) else #@assert segment[2] != 0 for i = 1:abs(segment[2]) push!(links, (segment[1], s * 1)) end end end return links end function make_plaq(μ, ν; Dim = 4) return Wilsonline([(μ, 1), (ν, 1), (μ, -1), (ν, -1)], Dim = Dim) end function make_plaq(; Dim = 4) loops = Wilsonline{Dim}[] for μ = 1:Dim #for ν=1:4 for ν = μ:Dim if ν == μ continue end plaq = make_plaq(μ, ν, Dim = Dim) push!(loops, plaq) end end return loops end function construct_plaq() loops_plaq = Dict{Tuple{Int8,Int8,Int8},Any}() for Dim = 1:4 for μ = 1:Dim for ν = μ:Dim if μ == ν continue end loops_plaq[(Dim, μ, ν)] = make_plaq(μ, ν, Dim = Dim) end end end return loops_plaq end function make_rect(; Dim = 4) loops = Wilsonline{Dim}[] for μ = 1:Dim for ν = μ:Dim if ν == μ continue end #loop = make_links([(μ,1),(ν,2),(μ,-1),(ν,-2)]) loop1 = Wilsonline([(μ, 1), (ν, 2), (μ, -1), (ν, -2)], Dim = Dim) #loop1 = Wilson_loop([(μ,1),(ν,2),(μ,-1),(ν,-2)]) #loop1 = Wilson_loop(loop,Tuple(origin)) push!(loops, loop1) loop1 = Wilsonline([(μ, 2), (ν, 1), (μ, -2), (ν, -1)], Dim = Dim) #loop1 = Wilson_loop([(μ,2),(ν,1),(μ,-2),(ν,-1)]) push!(loops, loop1) end end return loops end function construct_rect() loops_rect = Dict{Tuple{Int8,Int8,Int8,Int8},Any}() for Dim = 1:4 for μ = 1:Dim for ν = μ:Dim if μ == ν continue end loops_rect[(Dim, μ, ν, 1)] = Wilsonline([(μ, 1), (ν, 2), (μ, -1), (ν, -2)], Dim = Dim) loops_rect[(Dim, μ, ν, 2)] = Wilsonline([(μ, 2), (ν, 1), (μ, -2), (ν, -1)], Dim = Dim) end end end return loops_rect end function make_cloverloops(μ, ν; Dim = 4) loops = Wilsonline{Dim}[] loop_righttop = Wilsonline([(μ, 1), (ν, 1), (μ, -1), (ν, -1)]) loop_lefttop = Wilsonline([(ν, 1), (μ, -1), (ν, -1), (μ, 1)]) loop_rightbottom = Wilsonline([(ν, -1), (μ, 1), (ν, 1), (μ, -1)]) loop_leftbottom = Wilsonline([(μ, -1), (ν, -1), (μ, 1), (ν, 1)]) push!(loops, loop_righttop) push!(loops, loop_lefttop) push!(loops, loop_rightbottom) push!(loops, loop_leftbottom) return loops end function make_polyakov(μ, Lμ; Dim = 4) loops = Wilsonline{Dim}[] loop1 = Wilsonline([(μ, Lμ)], Dim = Dim) push!(loops, loop1) return loops end function make_polyakov_xyz(Lμ; Dim = 4) loops = Wilsonline{Dim}[] for μ = 1:3 loop1 = Wilsonline([(μ, Lμ)], Dim = Dim) push!(loops, loop1) end return loops end function make_loopforactions(couplinglist, L) Dim = length(L) loops = Array{Array{Wilsonline{Dim},1},1}(undef, length(couplinglist)) for (i, name) in enumerate(couplinglist) if name == "plaquette" loops[i] = make_plaq(Dim = Dim) elseif name == "rectangular" loops[i] = make_rect(Dim = Dim) elseif name == "chair" loops[i] = make_chair(Dim = Dim) elseif name == "polyakov_t" μ = Dim loops[i] = make_polyakov(μ, L[μ], Dim = Dim) elseif name == "polyakov_z" @assert Dim > 3 "Dimension should be Dim > 3 but now Dim = $Dim" μ = 3 loops[i] = make_polyakov(μ, L[μ], Dim = Dim) elseif name == "polyakov_y" @assert Dim > 2 "Dimension should be Dim > 2 but now Dim = $Dim" μ = 2 loops[i] = make_polyakov(μ, L[μ], Dim = Dim) elseif name == "polyakov_x" μ = 1 loops[i] = make_polyakov(μ, L[μ], Dim = Dim) else error("$name is not supported!") end end return loops end function make_loops_fromname(name; Dim = 4, L = nothing) if L != nothing @assert Dim == length(L) end if name == "plaquette" loops = make_plaq(Dim = Dim) elseif name == "rectangular" loops = make_rect(Dim = Dim) elseif name == "chair" loops = make_chair(Dim = Dim) elseif name == "polyakov_t" @assert L != nothing "system size should be given to obtain polyakov loops. please do like make_loops(\"polyakov_t\";Dim=4,L=[4,4,4,4])" μ = Dim loops = make_polyakov(μ, L[μ], Dim = Dim) elseif name == "polyakov_z" @assert L != nothing "system size should be given to obtain polyakov loops. please do like make_loops(\"polyakov_z\";Dim=4,L=[4,4,4,4])" @assert Dim > 3 "Dimension should be Dim > 3 but now Dim = $Dim" μ = 3 loops = make_polyakov(μ, L[μ], Dim = Dim) elseif name == "polyakov_y" @assert L != nothing "system size should be given to obtain polyakov loops. please do like make_loops(\"polyakov_y\";Dim=4,L=[4,4,4,4])" @assert Dim > 2 "Dimension should be Dim > 2 but now Dim = $Dim" μ = 2 loops = make_polyakov(μ, L[μ], Dim = Dim) elseif name == "polyakov_x" @assert L != nothing "system size should be given to obtain polyakov loops. please do like make_loops(\"polyakov_x\";Dim=4,L=[4,4,4,4])" μ = 1 loops = make_polyakov(μ, L[μ], Dim = Dim) else error("$name is not supported!") end return loops end function make_chair(; Dim = 4) @assert Dim == 4 "only Dim = 4 is supported now" #loopset = [] loopset = Wilsonline{Dim}[] set1 = (1, 2, 3) set2 = (1, 2, 4) set3 = (2, 3, 4) set4 = (1, 3, 4) for set in (set1, set2, set3, set4) mu, nu, rho = set origin = zeros(Int8, 4) loop = [(mu, 1), (nu, 1), (rho, 1), (mu, -1), (rho, -1), (nu, -1)] loop1 = Wilsonline(loop, Dim = Dim) push!(loopset, loop1) mu, rho, nu = set loop = [(mu, 1), (nu, 1), (rho, 1), (mu, -1), (rho, -1), (nu, -1)] loop1 = Wilsonline(loop, Dim = Dim) push!(loopset, loop1) nu, rho, mu = set loop = [(mu, 1), (nu, 1), (rho, 1), (mu, -1), (rho, -1), (nu, -1)] loop1 = Wilsonline(loop, Dim = Dim) push!(loopset, loop1) nu, mu, rho = set loop = [(mu, 1), (nu, 1), (rho, 1), (mu, -1), (rho, -1), (nu, -1)] loop1 = Wilsonline(loop, Dim = Dim) push!(loopset, loop1) rho, mu, nu = set loop = [(mu, 1), (nu, 1), (rho, 1), (mu, -1), (rho, -1), (nu, -1)] loop1 = Wilsonline(loop, Dim = Dim) push!(loopset, loop1) rho, nu, mu = set loop = [(mu, 1), (nu, 1), (rho, 1), (mu, -1), (rho, -1), (nu, -1)] loop1 = Wilsonline(loop, Dim = Dim) push!(loopset, loop1) end return loopset end function make_plaq_staple(μ; Dim = 4) loops = Wilsonline{Dim}[] plaqs = make_plaq(Dim = Dim) numplaq = length(plaqs) for i = 1:numplaq plaq = plaqs[i] staples = make_staple(plaq, μ) for j = 1:length(staples) push!(loops, staples[j]) end plaqdag = plaqs[i]' staples = make_staple(plaqdag, μ) for j = 1:length(staples) push!(loops, staples[j]) end end return loops end function construct_staple_prime() loops_staple_prime = Dict{Tuple{Int8,Int8},Any}() for Dim = 1:4 for μ = 1:Dim loops_staple_prime[(Dim, μ)] = make_plaq_staple(μ, Dim = Dim)' end end return loops_staple_prime end function construct_staple() loops_staple = Dict{Tuple{Int8,Int8},Any}() for Dim = 1:4 for μ = 1:Dim loops_staple[(Dim, μ)] = make_plaq_staple(μ, Dim = Dim) end end return loops_staple end const loops_staple_prime = construct_staple_prime() const loops_staple = construct_staple() const loops_plaq = construct_plaq() const loops_rect = construct_rect() function check_plaqset(wi::Wilsonline{Dim}) where {Dim} flag = false for μ = 1:Dim for ν = μ:Dim if μ == ν continue end loop = loops_plaq[(Dim, μ, ν)] if loop == wi #println("match!") flag = true break end end if flag continue end end return flag end function check_plaqset(w::Vector{Wilsonline{Dim}}) where {Dim} flag = false for wi in w flag = check_plaqset(wi) if flag != true return false end end return flag end function check_rectset(wi::Wilsonline{Dim}) where {Dim} flag = false direction = (0, 0) for μ = 1:Dim for ν = μ:Dim if μ == ν continue end loop = loops_rect[(Dim, μ, ν, 1)] if loop == wi #println("match!") direction = (μ, ν) flag = true break end loop = loops_rect[(Dim, μ, ν, 2)] if loop == wi #println("match!") direction = (μ, ν) flag = true break end end if flag continue end end return flag, direction end function check_rectset(w::Vector{Wilsonline{Dim}}) where {Dim} flag = false direction = (0, 0) for wi in w flag, direction = check_rectset(wi) if flag != true return false, direction end end return flag, direction end end
Wilsonloop
https://github.com/akio-tomiya/Wilsonloop.jl.git
[ "MIT" ]
0.1.5
e5757caef58785c978da4bc16bf234f166c058a4
code
3085
using Wilsonloop using Test function test() println("plaq") plaq = make_plaq() display(plaq) for μ=1:4 println("μ = $μ") staples = make_plaq_staple(μ) display(staples) end show(loops_staple_prime[(4,4)]) #return loop = [(1,+1)] println(loop) w = Wilsonline(loop) loop2 = [(1,-1)] w2 = Wilsonline(loop2) V1 = derive_U(w,1) V2 = derive_U(w2,1) show(V1) println("d") show(V2) println("d") loop = [(1,+1),(2,+1),(1,-1),(2,-1)] println(loop) w = Wilsonline(loop) println("P: ") show(w) println("P^+: ") show(w') println("staple") for μ=1:4 println("μ = $μ") V1 = make_staple(w,μ) V2 = make_staple(w',μ) show(V1) show(V2) end println("derive w") for μ=1:4 dU = derive_U(w,μ) for i=1:length(dU) show(dU[i]) end end println("-------------------------------------------------------") println("C and dC/dU") for μ=1:4 C = make_Cμ(w,μ) #= V1 = make_staple(w,μ) V2 = make_staple(w',μ) C = eltype(V1)[] for i=1:length(V1) push!(C,V1[i]') end for i=1:length(V2) push!(C,V2[i]') end =# println("-------------------------------------------") println("μ = $μ") for i=1:length(C) println("---------------------------------------") println("C[$i]: ") show(C[i]) for ν=1:4 println("-----------------------------") println("ν = $ν") dCdU = derive_U(C[i],ν) println("dC_{$μ}/dU_{$ν}: ") for j=1:length(dCdU) show(dCdU[j]) end end end end println("-------------------------------------------------------") println("C and dC/dUdag") for μ=1:4 C = make_Cμ(w,μ) #= V1 = make_staple(w,μ) V2 = make_staple(w',μ) C = eltype(V1)[] for i=1:length(V1) push!(C,V1[i]') end for i=1:length(V2) push!(C,V2[i]') end =# println("-------------------------------------------") println("μ = $μ") for i=1:length(C) println("---------------------------------------") println("C[$i]: ") show(C[i]) for ν=1:4 println("-----------------------------") println("ν = $ν") dCdU = derive_Udag(C[i],ν) println("dC_{$μ}/dUdag_{$ν}: ") for j=1:length(dCdU) show(dCdU[j]) end end end end #= w = Wilsonline(loop) println("P: ") display(w) println("P^+: ") display(w') println("staple") make_staples(w) =# end @testset "Wilsonloop.jl" begin test() @test true # Write your tests here. end
Wilsonloop
https://github.com/akio-tomiya/Wilsonloop.jl.git
[ "MIT" ]
0.1.5
e5757caef58785c978da4bc16bf234f166c058a4
docs
9420
# Wilsonloop.jl [![CI](https://github.com/akio-tomiya/Wilsonloop.jl/actions/workflows/CI.yml/badge.svg)](https://github.com/akio-tomiya/Wilsonloop.jl/actions/workflows/CI.yml) # Abstract In Lattice Quantum Chromo-Dynamics (QCD), the gauge action is constructed by gauge invariant objects, Wilson loops, in discretized spacetime. Wilsonloop.jl helps us to treat with the Wilson loops and generic Wilson lines in any Nc and dimensions. This is a package for lattice QCD codes. <img src="LQCDjl_block.png" width=300> This package will be used in [LatticeQCD.jl](https://github.com/akio-tomiya/LatticeQCD.jl). # What this package can do - From a symbolic definition of Wilson lines, this returns SU(Nc)-valued Wilson lines as objects - Constructing all staples from given symbolic Wilson lines - Constructing derivatives of given symbolic Wilson lines (auto-grad for SU(Nc) variables) # How to install ```julia add Wilsonloop ``` # Notation warning In Julia, adjoint represents *hermitian conjugate*, and we follow this terminology. For example ``Adjoint_GLink`` means hermitian conjugate of a gauge link, not the link in the adjoint representation. Please do not confuse with a link in the adjoint representation in conventional lattice QCD context. We do not support links in adjoint representation. # Basic idea This package defines ```Wilsonline{Dim}``` type. ```julia mutable struct Wilsonline{Dim} glinks::Array{GLink{Dim},1} end ``` This is a array of ```GLink{Dim}```. The ```GLink{Dim}``` is defined as ```julia abstract type Gaugelink{Dim} end struct GLink{Dim} <: Gaugelink{Dim} direction::Int8 position::NTuple{Dim,Int64} isdag::Bool end ``` ```GLink{Dim}``` has a direction of a bond on the lattice and relative position $U_{\mu}(n)$. The direction and position are obtained by ```get_direction(a)``` and ```get_position(a)```, respectively. For example if we want to have 2nd link of the Wilson loop ```w```, just do ```get_position(w[2])```. # How to use ## Plaquette and its staple We can easily generate a plaquette. ```julia println("plaq") plaq = make_plaq() display(plaq) ``` The output is ``` plaq 1-st loop L"$U_{1}(n)U_{2}(n+e_{1})U^{\dagger}_{1}(n+e_{2})U^{\dagger}_{2}(n)$" 2-nd loop L"$U_{1}(n)U_{3}(n+e_{1})U^{\dagger}_{1}(n+e_{3})U^{\dagger}_{3}(n)$" 3-rd loop L"$U_{1}(n)U_{4}(n+e_{1})U^{\dagger}_{1}(n+e_{4})U^{\dagger}_{4}(n)$" 4-th loop L"$U_{2}(n)U_{3}(n+e_{2})U^{\dagger}_{2}(n+e_{3})U^{\dagger}_{3}(n)$" 5-th loop L"$U_{2}(n)U_{4}(n+e_{2})U^{\dagger}_{2}(n+e_{4})U^{\dagger}_{4}(n)$" 6-th loop L"$U_{3}(n)U_{4}(n+e_{3})U^{\dagger}_{3}(n+e_{4})U^{\dagger}_{4}(n)$" ``` If we want to consider 2D system, we can do ```make_plaq(Dim=2)```. The staple of the plaquette is given as ```julia for μ=1:4 println("μ = $μ") staples = make_plaq_staple(μ) display(staples) end ``` The output is ``` μ = 1 1-st loop L"$U_{2}(n+e_{1})U^{\dagger}_{1}(n+e_{2})U^{\dagger}_{2}(n)$" 2-nd loop L"$U^{\dagger}_{2}(n+e_{1}-e_{2})U^{\dagger}_{1}(n-e_{2})U_{2}(n-e_{2})$" 3-rd loop L"$U_{3}(n+e_{1})U^{\dagger}_{1}(n+e_{3})U^{\dagger}_{3}(n)$" 4-th loop L"$U^{\dagger}_{3}(n+e_{1}-e_{3})U^{\dagger}_{1}(n-e_{3})U_{3}(n-e_{3})$" 5-th loop L"$U_{4}(n+e_{1})U^{\dagger}_{1}(n+e_{4})U^{\dagger}_{4}(n)$" 6-th loop L"$U^{\dagger}_{4}(n+e_{1}-e_{4})U^{\dagger}_{1}(n-e_{4})U_{4}(n-e_{4})$" μ = 2 1-st loop L"$U^{\dagger}_{1}(n-e_{1}+e_{2})U^{\dagger}_{2}(n-e_{1})U_{1}(n-e_{1})$" 2-nd loop L"$U_{1}(n+e_{2})U^{\dagger}_{2}(n+e_{1})U^{\dagger}_{1}(n)$" 3-rd loop L"$U_{3}(n+e_{2})U^{\dagger}_{2}(n+e_{3})U^{\dagger}_{3}(n)$" 4-th loop L"$U^{\dagger}_{3}(n+e_{2}-e_{3})U^{\dagger}_{2}(n-e_{3})U_{3}(n-e_{3})$" 5-th loop L"$U_{4}(n+e_{2})U^{\dagger}_{2}(n+e_{4})U^{\dagger}_{4}(n)$" 6-th loop L"$U^{\dagger}_{4}(n+e_{2}-e_{4})U^{\dagger}_{2}(n-e_{4})U_{4}(n-e_{4})$" μ = 3 1-st loop L"$U^{\dagger}_{1}(n-e_{1}+e_{3})U^{\dagger}_{3}(n-e_{1})U_{1}(n-e_{1})$" 2-nd loop L"$U_{1}(n+e_{3})U^{\dagger}_{3}(n+e_{1})U^{\dagger}_{1}(n)$" 3-rd loop L"$U^{\dagger}_{2}(n-e_{2}+e_{3})U^{\dagger}_{3}(n-e_{2})U_{2}(n-e_{2})$" 4-th loop L"$U_{2}(n+e_{3})U^{\dagger}_{3}(n+e_{2})U^{\dagger}_{2}(n)$" 5-th loop L"$U_{4}(n+e_{3})U^{\dagger}_{3}(n+e_{4})U^{\dagger}_{4}(n)$" 6-th loop L"$U^{\dagger}_{4}(n+e_{3}-e_{4})U^{\dagger}_{3}(n-e_{4})U_{4}(n-e_{4})$" μ = 4 1-st loop L"$U^{\dagger}_{1}(n-e_{1}+e_{4})U^{\dagger}_{4}(n-e_{1})U_{1}(n-e_{1})$" 2-nd loop L"$U_{1}(n+e_{4})U^{\dagger}_{4}(n+e_{1})U^{\dagger}_{1}(n)$" 3-rd loop L"$U^{\dagger}_{2}(n-e_{2}+e_{4})U^{\dagger}_{4}(n-e_{2})U_{2}(n-e_{2})$" 4-th loop L"$U_{2}(n+e_{4})U^{\dagger}_{4}(n+e_{2})U^{\dagger}_{2}(n)$" 5-th loop L"$U^{\dagger}_{3}(n-e_{3}+e_{4})U^{\dagger}_{4}(n-e_{3})U_{3}(n-e_{3})$" 6-th loop L"$U_{3}(n+e_{4})U^{\dagger}_{4}(n+e_{3})U^{\dagger}_{3}(n)$" 1-st loop L"$U^{\dagger}_{1}(n-e_{1})U_{4}(n-e_{1})U_{1}(n-e_{1}+e_{4})$" 2-nd loop L"$U_{1}(n)U_{4}(n+e_{1})U^{\dagger}_{1}(n+e_{4})$" 3-rd loop L"$U^{\dagger}_{2}(n-e_{2})U_{4}(n-e_{2})U_{2}(n-e_{2}+e_{4})$" 4-th loop L"$U_{2}(n)U_{4}(n+e_{2})U^{\dagger}_{2}(n+e_{4})$" 5-th loop L"$U^{\dagger}_{3}(n-e_{3})U_{4}(n-e_{3})U_{3}(n-e_{3}+e_{4})$" 6-th loop L"$U_{3}(n)U_{4}(n+e_{3})U^{\dagger}_{3}(n+e_{4})$" ``` ## Input loops The arbitrary Wilson loop is constructed as ```julia loop = [(1,+1),(2,+1),(1,-1),(2,-1)] println(loop) w = Wilsonline(loop) println("P: ") show(w) ``` Its adjoint is calculated as ```julia println("P^+: ") show(w') ``` Its staple is calculated as ```julia println("staple") for μ=1:4 println("μ = $μ") V1 = make_staple(w,μ) V2 = make_staple(w',μ) show(V1) show(V2) end ``` ## Derivatives The derivative of the lines $dw/dU_{\mu}$ is calculated as ```julia println("derive w") for μ=1:4 dU = derive_U(w,μ) for i=1:length(dU) show(dU[i]) end end ``` Note that the derivative is a rank-4 tensor. The output is ``` L"$I \otimes U_{2}(n+e_{1})U^{\dagger}_{1}(n+e_{2})U^{\dagger}_{2}(n)\delta_{m,n}$" L"$U_{1}(n-e_{1}) \otimes U^{\dagger}_{1}(n-e_{1}+e_{2})U^{\dagger}_{2}(n-e_{1})\delta_{m,n+e_{1}}$" ``` The derivatives are usually used for making the smearing of the gauge fields (Stout smearing can be used in Gaugefields.jl). # Examples ## Long lines and its staple ```julia mu = 1 nu = 2 rho = 3 loops = [(mu,2),(nu,1),(rho,3),(mu,-2),(rho,-3),(nu,-1)] w = Wilsonline(loops) ``` ``` L"$U_{1}(n)U_{1}(n+e_{1})U_{2}(n+2e_{1})U_{3}(n+2e_{1}+e_{2})U_{3}(n+2e_{1}+e_{2}+e_{3})U_{3}(n+2e_{1}+e_{2}+2e_{3})U^{\dagger}_{1}(n+e_{1}+e_{2}+3e_{3})U^{\dagger}_{1}(n+e_{2}+3e_{3})U^{\dagger}_{3}(n+e_{2}+2e_{3})U^{\dagger}_{3}(n+e_{2}+e_{3})U^{\dagger}_{3}(n+e_{2})U^{\dagger}_{2}(n)$" ``` Its staple: ```julia staple = make_staple(w,mu) ``` ``` 1-st loop L"$U_{1}(n+e_{1})U_{2}(n+2e_{1})U_{3}(n+2e_{1}+e_{2})U_{3}(n+2e_{1}+e_{2}+e_{3})U_{3}(n+2e_{1}+e_{2}+2e_{3})U^{\dagger}_{1}(n+e_{1}+e_{2}+3e_{3})U^{\dagger}_{1}(n+e_{2}+3e_{3})U^{\dagger}_{3}(n+e_{2}+2e_{3})U^{\dagger}_{3}(n+e_{2}+e_{3})U^{\dagger}_{3}(n+e_{2})U^{\dagger}_{2}(n)$" 2-nd loop L"$U_{2}(n+e_{1})U_{3}(n+e_{1}+e_{2})U_{3}(n+e_{1}+e_{2}+e_{3})U_{3}(n+e_{1}+e_{2}+2e_{3})U^{\dagger}_{1}(n+e_{2}+3e_{3})U^{\dagger}_{1}(n-e_{1}+e_{2}+3e_{3})U^{\dagger}_{3}(n-e_{1}+e_{2}+2e_{3})U^{\dagger}_{3}(n-e_{1}+e_{2}+e_{3})U^{\dagger}_{3}(n-e_{1}+e_{2})U^{\dagger}_{2}(n-e_{1})U_{1}(n-e_{1})$" ``` ## Derivative of Wilson line The derivative of the staple ```julia dev = derive_U(staple[1],nu) ``` ``` L"$U_{1}(n-e_{1}) \otimes U_{3}(n+e_{2})U_{3}(n+e_{2}+e_{3})U_{3}(n+e_{2}+2e_{3})U^{\dagger}_{1}(n-e_{1}+e_{2}+3e_{3})U^{\dagger}_{1}(n-2e_{1}+e_{2}+3e_{3})U^{\dagger}_{3}(n-2e_{1}+e_{2}+2e_{3})U^{\dagger}_{3}(n-2e_{1}+e_{2}+e_{3})U^{\dagger}_{3}(n-2e_{1}+e_{2})U^{\dagger}_{2}(n-2e_{1})\delta_{m,n+2e_{1}}$" ``` The derivative of the Wilson loops with respect to a link is a rank-4 tensor ([ref](https://arxiv.org/abs/2103.11965)), which is expressed as <img src="https://latex.codecogs.com/svg.image?\frac{\partial&space;V}{\partial&space;U}&space;=&space;\sum_{i}&space;A_i&space;\otimes&space;B_i" title="\frac{\partial V}{\partial U} = \sum_{i} A_i \otimes B_i" /> , where A and B are matrices. We can get the A and B matrices, expressed by ```Wilsonline{Dim}``` type : ```julia devl = get_leftlinks(dev[1]) devr = get_rightlinks(dev[1]) ``` ## The derivative of the action The action is usually expressed as <img src="https://latex.codecogs.com/svg.image?S&space;=&space;\sum_{n}&space;{\rm&space;Tr}&space;U(n)V(n)" title="S = \sum_{n} {\rm Tr} U(n)V(n)" /> The derivative of the action is <img src="https://latex.codecogs.com/svg.image?\frac{\partial&space;S}{\partial&space;U_{\mu}(m)}&space;=&space;\sum_{n}&space;\frac{\partial&space;{\rm&space;Tr}U_{\mu}(n)V(n)&space;}{\partial&space;U_{\mu}(m)}&space;=&space;&space;V(m)" title="\frac{\partial S}{\partial U_{\mu}(m)} = \sum_{n} \frac{\partial {\rm Tr}U_{\mu}(n)V(n) }{\partial U_{\mu}(m)} = V(m)" /> Therefore, the staple V is important to get the derivative. Note that we define the derivative as <img src="https://latex.codecogs.com/svg.image?\left[&space;\frac{\partial&space;S}{\partial&space;U_{\mu}(m)}&space;\right]_{ij}&space;\equiv&space;\frac{\partial&space;S}{\partial&space;[U_{\mu}(m)]_{ji}&space;}&space;" title="\left[ \frac{\partial S}{\partial U_{\mu}(m)} \right]_{ij} \equiv \frac{\partial S}{\partial [U_{\mu}(m)]_{ji} } " />
Wilsonloop
https://github.com/akio-tomiya/Wilsonloop.jl.git
[ "MIT" ]
0.1.5
e5757caef58785c978da4bc16bf234f166c058a4
docs
188
```@meta CurrentModule = Wilsonloop ``` # Wilsonloop Documentation for [Wilsonloop](https://github.com/cometscome/Wilsonloop.jl). ```@index ``` ```@autodocs Modules = [Wilsonloop] ```
Wilsonloop
https://github.com/akio-tomiya/Wilsonloop.jl.git
[ "MIT" ]
0.1.1
e819b0d814ad86f0b6edbd52278fe6f5660c7fec
code
2450
""" Created in April, 2022 by [chifi - an open source software dynasty.](https://github.com/orgs/ChifiSource) by team [odd-data](https://github.com/orgs/ChifiSource/teams/odd-data) This software is MIT-licensed. ### IPy.jl IPy.jl is a consistent cell format amongst three different cell file-types. The package combines .ipynb, .jl, and .jl pluto files together into one easy to use module. """ module IPyCells import Base: string, read, getindex using JSON using Random __precompile__() """ ### abstract type AbstractCell An abstracted cell type, primarily used for the IPy.Cell constructor. ##### Consistencies - id::String - source::String - outputs::Any - n::Int64 """ abstract type AbstractCell end """ ## Cell(::Any, ::String, ::Any, ::Dict, ::Integer) <: AbstractCell The cell type is just a Julian equivalent to the JSON data that is read in for Jupyter cells. ### fields - id::String - outputs::Any - Output of the cell - type::String - Cell type (code/md) - source::String - The content of the cell - n::Integer - The execution position of the cell. ### Constructors - Cell(n::Int64, type::String, content::String, outputs::Any = "") Constructs cells from a dictionary of cell-data. """ mutable struct Cell{T} <: AbstractCell id::String type::String source::String outputs::Any n::Int64 function Cell(n::Int64, type::String, content::String, outputs::Any = ""; id::String = "") if id == "" Random.seed!(rand(1:100000)) id = randstring(10)::String end new{Symbol(type)}(id, type, content, outputs, n)::Cell{<:Any} end end """ ## string(cell::Cell{<:Any}) -> ::String Converts a cell to a `String`, used by `IPy.save` to write different cell types. ### example ```julia cells = read_plto("myfile.jl") ``` """ function string(cell::Cell{<:Any}) if cell.source != "" return(*(cell.source, "\n#==output[$(cell.type)]\n$(string(cell.outputs))\n==#\n#==|||==#\n"))::String end ""::String end function string(cell::Cell{:markdown}) "\"\"\"$(cell.source)\"\"\"\n#==|||==#\n"::String end function string(cell::Cell{:doc}) "\"\"\"\n$(cell.source)\n\"\"\"" end function getindex(v::Vector{Cell{<:Any}}, s::String) v[findall(c -> c.id == s, v)[1]] end include("IPyRW.jl") export ipynbjl end # module
IPyCells
https://github.com/ChifiSource/IPyCells.jl.git
[ "MIT" ]
0.1.1
e819b0d814ad86f0b6edbd52278fe6f5660c7fec
code
6341
function plto_cell_lines(uri::String) cellpos = Dict() first = 0 ccount = 0 for (count, line) in enumerate(readlines(uri)) if occursin("# ╔═╡", line) if first == 0 first = count else ccount += 1 push!(cellpos, ccount => first:count - 1) first = count end end end return(cellpos) end """ ## read_plto(path::String) -> ::Vector{<:AbstractCell} Reads a pluto file into IPy cells. ### example ```julia cells = read_plto("myfile.jl") ``` """ function read_plto(uri::String) cells::Vector{Cell} = [] cellpos = plto_cell_lines(uri) x = readlines(uri) [begin unprocessed_uuid = x[cell[1]] text_data = x[cell[2:end]] Cell(n, "code", string(text_data)) end for (n, cell) in enumerate(values(cellpos))] end """ ## read_jlcells(path::String) -> ::Vector{<:AbstractCell} Reads in an `IPy.save` saved Julia file. ### example ```julia cells = read_jlcells("myfile.jl") ``` """ function jlcells(str::String) lines = split(str, "#==|||==#") [begin if contains(s, "#==output") outpfirst = findfirst("#==output", s) ctypeend = findnext("]", s, maximum(outpfirst))[1] celltype = s[maximum(outpfirst) + 2:ctypeend - 1] outpend = findnext("==#", s, outpfirst[1]) outp = "" if ~(isnothing(outpend)) outp = s[ctypeend + 2:outpend[1] - 1] end inp = s[1:outpfirst[1] - 2] Cell(n, string(celltype), string(inp), string(outp)) elseif contains(s, "\"\"\"") rp = replace(s, "\n" => "") if contains(rp[1:3], "\"\"\"") && contains(rp[length(rp) - 4:length(rp)], "\"\"\"") inp = replace(s, "\"\"\"" => "") Cell(n, "markdown", string(inp)) else Cell(n, "code", string(s)) end else Cell(n, "code", string(s)) end end for (n, s) in enumerate(lines)]::AbstractVector end read_jlcells(path::String) = jlcells(read(path, String)) """ ## read_jl(path::String) -> ::Vector{<:AbstractCell} Reads in a Vector of cells from a Julia file. If the file is found to contain IPy style output, this function will promptly redirect to `read_jlcells`. If the file is found to contain `Pluto` output, it will be redirected to `read_plto`. ### example ```julia cells = read_jl("myfile.jl") ``` """ function read_jl(uri::String) readin = read(uri, String) if contains(readin, "═╡") return(read_plto(uri)) end if contains(readin, "#==output[") && contains(readin, "#==|||==#") return(read_jlcells(uri)) end lines = split(readin, "\n\n") [Cell(n, "code", string(s)) for (n, s) in enumerate(lines)]::AbstractVector end """ ## save(cells::Vector{<:AbstractCell}, path::String) -> _ Saves cells as Julia file. ### example ```julia cells = read_jl("myfile.jl") save(cells, "myfile.jl") ``` """ function save(cells::Vector{<:AbstractCell}, path::String) open(path, "w") do file output::String = join([string(cell) for cell in cells]) write(file, output) end end """ ## save_ipynb(cells::Vector{<:AbstractCell}, path::String) -> _ Saves cells as IPython notebook file. **Note that as of right now, this currently breaks the IJulia reading of the file -- this will (hopefully) be fixed in future IPy releases**. ### example ```julia cells = read_jl("myfile.jl") save(cells, "myfile.jl") ``` """ function save_ipynb(cells::Vector{<:AbstractCell}, path::String) newd = Dict{String, Any}("nbformat_minor" => 4, "nbformat" => 4) newcells = Dict{String, Any}() metadata = Dict{String, Any}() lang_info = Dict{String, Any}("file_extension" => ".jl", "mimetype" => "application/julia", "name" => "julia", "version" => string(VERSION)) kern_spec = Dict{String, Any}("name" => "julia-$(split(string(VERSION), ".")[1:2])", "display_name" => "Julia $(string(VERSION))", "language" => "julia") push!(metadata, "language_info" => lang_info, "kernelspec" => kern_spec) ncells = Dict([begin cell.n = e outp = Dict{String, Any}("output_type" => "execute_result", "data" => Dict{String, Any}("text/plain" => Any["$(cell.outputs)"]), "metadata" => Dict{String, Any}(), "execution_count" => cell.n) cell.n => Dict(cell.n => Dict{String, Any}("execution_count" => cell.n, "metadata" => Dict{String, Any}(), "source" => Any[cell.source], "cell_type" => cell.type, "outputs" => outp)) end for (e, cell) in enumerate(cells)]) push!(newd, "metadata" => metadata, "cells" => ncells) open(path, "w") do io JSON.print(io, newd) end newd end """ ## read_ipynb(f::String) -> ::Vector{Cell} Reads an IPython notebook into a vector of cells. ### example ``` cells = read_ipynb("helloworld.ipynb") ``` """ function read_ipynb(f::String) file::String = read(f, String) j::Dict = JSON.parse(file) [begin outputs = "" ctype = cell["cell_type"] source = string(join(cell["source"])) if "outputs" in keys(cell) #== if length(cell["outputs"][1]["data"]) > 0 println(cell["outputs"][1]["data"]) outputs = join([v for v in values(cell["outputs"][1]["data"])]) end ==# end Cell(n, ctype, source, outputs) end for (n, cell) in enumerate(j["cells"])]::AbstractVector end """ ## ipynbjl(ipynb_path::String, output_path::String) Reads notebook at **ipynb_path** and then outputs as .jl Julia file to **output_path**. ### example ``` ipynbjl("helloworld.ipynb", "helloworld.jl") ``` """ function ipyjl(ipynb_path::String, output_path::String) cells = read_ipynb(ipynb_path) output = save(cells, output_path) end """ ### sep(::Any) -> ::String --- Separates and parses lines of individual cell content via an array of strings. Returns string of concetenated text. Basically, the goal of sep is to ignore n exit code inside of the document. ### example ``` ``` """ function sep(content::Any) total = string() if length(content) == 0 return("") end for line in content total = total * string(line) end total end
IPyCells
https://github.com/ChifiSource/IPyCells.jl.git
[ "MIT" ]
0.1.1
e819b0d814ad86f0b6edbd52278fe6f5660c7fec
code
198
# 1 # Comment example # 2 println("Hello world!") # 3 function this(is::Int64) multiple = "lines" end # 0 cellmd0 = """# This should be a multi-line string (Markdown)""" # 4 println("yay") # 0
IPyCells
https://github.com/ChifiSource/IPyCells.jl.git