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ChrisRackauckasChrisRackauckas
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Merge pull request #82 from SciML/requires
Remove Requires and split to subpackages
2 parents 45baf21 + 5ff2132 commit 7602c1f

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-280
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13 files changed

+368
-280
lines changed

‎Project.toml‎

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@@ -14,7 +14,6 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
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MonteCarloIntegration = "4886b29c-78c9-11e9-0a6e-41e1f4161f7b"
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QuadGK = "1fd47b50-473d-5c70-9696-f719f8f3bcdc"
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Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
17-
Requires = "ae029012-a4dd-5104-9daa-d747884805df"
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ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
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Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
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ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"
@@ -29,7 +28,6 @@ HCubature = "1.4"
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MonteCarloIntegration = "0.0.1, 0.0.2, 0.0.3"
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QuadGK = "2.1"
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Reexport = "0.2, 1.0"
32-
Requires = "0.5, 1.0"
3331
ReverseDiff = "1"
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Zygote = "0.4.22, 0.5, 0.6"
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ZygoteRules = "0.2"

‎lib/QuadratureCuba/LICENSE‎

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Copyright (c) 2019 Chris Rackauckas <[email protected]>
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
5+
in the Software without restriction, including without limitation the rights
6+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
7+
copies of the Software, and to permit persons to whom the Software is
8+
furnished to do so, subject to the following conditions:
9+
10+
The above copyright notice and this permission notice shall be included in all
11+
copies or substantial portions of the Software.
12+
13+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
14+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
15+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
16+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
17+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
18+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.

‎lib/QuadratureCuba/Project.toml‎

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name = "QuadratureCuba"
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uuid = "1e5cbd8a-c439-4026-92c2-98742b2c817b"
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authors = ["Chris Rackauckas <[email protected]>"]
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version = "0.1.0"
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[deps]
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Cuba = "8a292aeb-7a57-582c-b821-06e4c11590b1"
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Quadrature = "67601950-bd08-11e9-3c89-fd23fb4432d2"
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[compat]
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julia = "1.6"
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[extras]
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Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
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[targets]
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test = ["Test"]

‎lib/QuadratureCuba/src/QuadratureCuba.jl‎

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module QuadratureCuba
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using Quadrature, Cuba
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import Quadrature: transformation_if_inf, scale_x, scale_x!
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abstract type AbstractCubaAlgorithm <: DiffEqBase.AbstractQuadratureAlgorithm end
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struct CubaVegas <: AbstractCubaAlgorithm end
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struct CubaSUAVE <: AbstractCubaAlgorithm end
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struct CubaDivonne <: AbstractCubaAlgorithm end
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struct CubaCuhre <: AbstractCubaAlgorithm end
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function Quadrature.__solvebp_call(prob::QuadratureProblem, alg::AbstractCubaAlgorithm, sensealg,
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lb, ub, p, args...;
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reltol=1e-8, abstol=1e-8,
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maxiters=alg isa CubaSUAVE ? 1000000 : typemax(Int),
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kwargs...)
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prob = transformation_if_inf(prob) #intercept for infinite transformation
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p = p
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if lb isa Number && prob.batch == 0
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_x = Float64[lb]
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elseif lb isa Number
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_x = zeros(length(lb), prob.batch)
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elseif prob.batch == 0
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_x = zeros(length(lb))
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else
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_x = zeros(length(lb), prob.batch)
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end
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ub = ub
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lb = lb
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if prob.batch == 0
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if isinplace(prob)
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f = function (x, dx)
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prob.f(dx, scale_x!(_x, ub, lb, x), p)
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dx .*= prod((y) -> y[1] - y[2], zip(ub, lb))
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end
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else
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f = function (x, dx)
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dx .= prob.f(scale_x!(_x, ub, lb, x), p) .* prod((y) -> y[1] - y[2], zip(ub, lb))
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end
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end
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else
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if lb isa Number
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if isinplace(prob)
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f = function (x, dx)
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#todo check scale_x!
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prob.f(dx', scale_x!(view(_x, 1:length(x)), ub, lb, x), p)
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dx .*= prod((y) -> y[1] - y[2], zip(ub, lb))
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end
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else
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if prob.f([lb ub], p) isa Vector
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f = function (x, dx)
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dx .= prob.f(scale_x(ub, lb, x), p)' .* prod((y) -> y[1] - y[2], zip(ub, lb))
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end
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else
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f = function (x, dx)
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dx .= prob.f(scale_x(ub, lb, x), p) .* prod((y) -> y[1] - y[2], zip(ub, lb))
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end
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end
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end
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else
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if isinplace(prob)
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f = function (x, dx)
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prob.f(dx, scale_x(ub, lb, x), p)
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dx .*= prod((y) -> y[1] - y[2], zip(ub, lb))
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end
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else
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if prob.f([lb ub], p) isa Vector
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f = function (x, dx)
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dx .= prob.f(scale_x(ub, lb, x), p)' .* prod((y) -> y[1] - y[2], zip(ub, lb))
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end
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else
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f = function (x, dx)
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dx .= prob.f(scale_x(ub, lb, x), p) .* prod((y) -> y[1] - y[2], zip(ub, lb))
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end
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end
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end
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end
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end
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ndim = length(lb)
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nvec = prob.batch == 0 ? 1 : prob.batch
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if alg isa CubaVegas
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out = Cuba.vegas(f, ndim, prob.nout; rtol=reltol,
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atol=abstol, nvec=nvec,
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maxevals=maxiters, kwargs...)
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elseif alg isa CubaSUAVE
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out = Cuba.suave(f, ndim, prob.nout; rtol=reltol,
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atol=abstol, nvec=nvec,
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maxevals=maxiters, kwargs...)
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elseif alg isa CubaDivonne
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out = Cuba.divonne(f, ndim, prob.nout; rtol=reltol,
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atol=abstol, nvec=nvec,
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maxevals=maxiters, kwargs...)
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elseif alg isa CubaCuhre
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out = Cuba.cuhre(f, ndim, prob.nout; rtol=reltol,
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atol=abstol, nvec=nvec,
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maxevals=maxiters, kwargs...)
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end
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if isinplace(prob) || prob.batch != 0
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val = out.integral
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else
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if prob.nout == 1 && prob.f(lb, p) isa Number
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val = out.integral[1]
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else
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val = out.integral
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end
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end
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DiffEqBase.build_solution(prob, alg, val, out.error,
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chi=out.probability, retcode=:Success)
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end
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export CubaVegas, CubaSUAVE, CubaDivonne, CubaCuhre
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end

‎lib/QuadratureCuba/test/runtests.jl‎

Whitespace-only changes.

‎lib/QuadratureCubature/LICENSE‎

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Original file line numberDiff line numberDiff line change
@@ -0,0 +1,19 @@
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Copyright (c) 2019 Chris Rackauckas <[email protected]>
2+
3+
Permission is hereby granted, free of charge, to any person obtaining a copy
4+
of this software and associated documentation files (the "Software"), to deal
5+
in the Software without restriction, including without limitation the rights
6+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
7+
copies of the Software, and to permit persons to whom the Software is
8+
furnished to do so, subject to the following conditions:
9+
10+
The above copyright notice and this permission notice shall be included in all
11+
copies or substantial portions of the Software.
12+
13+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
14+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
15+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
16+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
17+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
18+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
19+
SOFTWARE.

‎lib/QuadratureCubature/Project.toml‎

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name = "QuadratureCubature"
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uuid = "e0ec9b62-6d54-4d46-b3b0-ad6116370d23"
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authors = ["Chris Rackauckas <[email protected]>"]
4+
version = "0.1.0"
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[deps]
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Cubature = "667455a9-e2ce-5579-9412-b964f529a492"
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Quadrature = "67601950-bd08-11e9-3c89-fd23fb4432d2"
9+
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[compat]
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julia = "1.6"
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13+
[extras]
14+
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
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[targets]
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test = ["Test"]

‎lib/QuadratureCubature/src/QuadratureCubature.jl‎

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module QuadratureCubature
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using Quadrature, Cubature
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import Quadrature: transformation_if_inf, scale_x, scale_x!
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abstract type AbstractCubatureJLAlgorithm <: DiffEqBase.AbstractQuadratureAlgorithm end
8+
struct CubatureJLh <: AbstractCubatureJLAlgorithm end
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struct CubatureJLp <: AbstractCubatureJLAlgorithm end
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function Quadrature.__solvebp_call(prob::QuadratureProblem,
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alg::AbstractCubatureJLAlgorithm,
13+
sensealg, lb, ub, p, args...;
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reltol=1e-8, abstol=1e-8,
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maxiters=typemax(Int),
16+
kwargs...)
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prob = transformation_if_inf(prob) #intercept for infinite transformation
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nout = prob.nout
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if nout == 1
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if prob.batch == 0
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if isinplace(prob)
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dx = zeros(prob.nout)
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f = (x) -> (prob.f(dx, x, p); dx[1])
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else
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f = (x) -> prob.f(x, p)[1]
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end
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if lb isa Number
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if alg isa CubatureJLh
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_val, err = Cubature.hquadrature(f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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else
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_val, err = Cubature.pquadrature(f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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end
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val = prob.f(lb, p) isa Number ? _val : [_val]
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else
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if alg isa CubatureJLh
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_val, err = Cubature.hcubature(f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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else
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_val, err = Cubature.pcubature(f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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end
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if isinplace(prob) || !isa(prob.f(lb, p), Number)
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val = [_val]
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else
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val = _val
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end
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end
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else
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if isinplace(prob)
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f = (x, dx) -> prob.f(dx', x, p)
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elseif lb isa Number
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if prob.f([lb ub], p) isa Vector
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f = (x, dx) -> (dx .= prob.f(x', p))
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else
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f = function (x, dx)
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dx[:] = prob.f(x', p)
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end
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end
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else
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if prob.f([lb ub], p) isa Vector
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f = (x, dx) -> (dx .= prob.f(x, p))
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else
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f = function (x, dx)
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dx .= prob.f(x, p)[:]
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end
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end
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end
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if lb isa Number
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if alg isa CubatureJLh
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_val, err = Cubature.hquadrature_v(f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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else
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_val, err = Cubature.pquadrature_v(f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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end
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else
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if alg isa CubatureJLh
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_val, err = Cubature.hcubature_v(f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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else
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_val, err = Cubature.pcubature_v(f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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end
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end
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val = _val isa Number ? [_val] : _val
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end
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else
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if prob.batch == 0
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if isinplace(prob)
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f = (x, dx) -> (prob.f(dx, x, p); dx)
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else
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f = (x, dx) -> (dx .= prob.f(x, p))
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end
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if lb isa Number
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if alg isa CubatureJLh
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val, err = Cubature.hquadrature(nout, f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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else
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val, err = Cubature.pquadrature(nout, f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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end
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else
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if alg isa CubatureJLh
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val, err = Cubature.hcubature(nout, f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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else
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val, err = Cubature.pcubature(nout, f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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end
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end
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else
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if isinplace(prob)
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f = (x, dx) -> prob.f(dx, x, p)
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else
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if lb isa Number
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f = (x, dx) -> (dx .= prob.f(x', p))
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else
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f = (x, dx) -> (dx .= prob.f(x, p))
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end
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end
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if lb isa Number
138+
if alg isa CubatureJLh
139+
val, err = Cubature.hquadrature_v(nout, f, lb, ub;
140+
reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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else
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val, err = Cubature.pquadrature_v(nout, f, lb, ub;
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reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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end
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else
148+
if alg isa CubatureJLh
149+
val, err = Cubature.hcubature_v(nout, f, lb, ub;
150+
reltol=reltol, abstol=abstol,
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maxevals=maxiters)
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else
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val, err = Cubature.pcubature_v(nout, f, lb, ub;
154+
reltol=reltol, abstol=abstol,
155+
maxevals=maxiters)
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end
157+
end
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end
159+
end
160+
DiffEqBase.build_solution(prob, alg, val, err, retcode=:Success)
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end
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export CubatureJLh, CubatureJLp
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end

‎lib/QuadratureCubature/test/runtests.jl‎

Whitespace-only changes.

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