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| 1 | +module NonlinearSolveQuasiNewtonForwardDiffExt |
| 2 | + |
| 3 | +using CommonSolve: CommonSolve, solve |
| 4 | +using ForwardDiff: ForwardDiff, Dual |
| 5 | +using SciMLBase: SciMLBase, AbstractNonlinearProblem, IntervalNonlinearProblem, |
| 6 | + NonlinearProblem, NonlinearLeastSquaresProblem, remake |
| 7 | + |
| 8 | +using NonlinearSolveBase: NonlinearSolveBase |
| 9 | + |
| 10 | +using NonlinearSolveQuasiNewton: QuasiNewtonAlgorithm |
| 11 | + |
| 12 | +const DualNonlinearProblem = NonlinearProblem{ |
| 13 | + <:Union{Number, <:AbstractArray}, iip, |
| 14 | + <:Union{<:Dual{T, V, P}, <:AbstractArray{<:Dual{T, V, P}}} |
| 15 | +} where {iip, T, V, P} |
| 16 | +const DualNonlinearLeastSquaresProblem = NonlinearLeastSquaresProblem{ |
| 17 | + <:Union{Number, <:AbstractArray}, iip, |
| 18 | + <:Union{<:Dual{T, V, P}, <:AbstractArray{<:Dual{T, V, P}}} |
| 19 | +} where {iip, T, V, P} |
| 20 | +const DualAbstractNonlinearProblem = Union{ |
| 21 | + DualNonlinearProblem, DualNonlinearLeastSquaresProblem |
| 22 | +} |
| 23 | + |
| 24 | +function SciMLBase.__solve( |
| 25 | + prob::DualAbstractNonlinearProblem, alg::QuasiNewtonAlgorithm, args...; kwargs... |
| 26 | +) |
| 27 | + sol, partials = NonlinearSolveBase.nonlinearsolve_forwarddiff_solve( |
| 28 | + prob, alg, args...; kwargs... |
| 29 | + ) |
| 30 | + dual_soln = NonlinearSolveBase.nonlinearsolve_dual_solution(sol.u, partials, prob.p) |
| 31 | + return SciMLBase.build_solution( |
| 32 | + prob, alg, dual_soln, sol.resid; sol.retcode, sol.stats, sol.original |
| 33 | + ) |
| 34 | +end |
| 35 | + |
| 36 | +function SciMLBase.__init( |
| 37 | + prob::DualAbstractNonlinearProblem, alg::QuasiNewtonAlgorithm, args...; kwargs... |
| 38 | +) |
| 39 | + p = nodual_value(prob.p) |
| 40 | + newprob = SciMLBase.remake(prob; u0 = nodual_value(prob.u0), p) |
| 41 | + cache = init(newprob, alg, args...; kwargs...) |
| 42 | + return NonlinearSolveForwardDiffCache( |
| 43 | + cache, newprob, alg, prob.p, p, ForwardDiff.partials(prob.p) |
| 44 | + ) |
| 45 | +end |
| 46 | + |
| 47 | +end |
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