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Non-allocating VectorContinuousCallbacks and better typing #705

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107 changes: 69 additions & 38 deletions src/callbacks.jl
Original file line number Diff line number Diff line change
Expand Up @@ -493,7 +493,8 @@ end
if callback.interp_points!=0
addsteps!(integrator)
end
ts = range(integrator.tprev, stop=integrator.t, length=callback.interp_points)
dt = (integrator.t - integrator.tprev) / callback.interp_points
ts = integrator.tprev:dt:integrator.t
interp_index = 0
# Check if the event occured
previous_condition = @views(integrator.callback_cache.previous_condition[1:callback.len])
Expand Down Expand Up @@ -538,17 +539,17 @@ end
next_condition = get_condition(integrator, callback, abst)
@. next_sign = sign(next_condition)

event_idx = findall_events(callback.affect!,callback.affect_neg!,prev_sign,next_sign)
if length(event_idx) != 0
event_idx = findall_events!(next_sign,callback.affect!,callback.affect_neg!,prev_sign)
if sum(event_idx) != 0
event_occurred = true
interp_index = callback.interp_points
end
if callback.interp_points!=0 && !isdiscrete(integrator.alg) && length(prev_sign) != length(event_idx) # Use the interpolants for safety checking
if callback.interp_points!=0 && !isdiscrete(integrator.alg) && sum(event_idx) != length(event_idx) # Use the interpolants for safety checking
for i in 2:length(ts)
abst = ts[i]
new_sign = get_condition(integrator, callback, abst)
_event_idx = findall_events(callback.affect!,callback.affect_neg!,prev_sign,new_sign)
if length(_event_idx) != 0
copyto!(next_sign,get_condition(integrator, callback, abst))
_event_idx = findall_events!(next_sign,callback.affect!,callback.affect_neg!,prev_sign)
if sum(_event_idx) != 0
event_occurred = true
event_idx = _event_idx
interp_index = i
Expand All @@ -559,8 +560,7 @@ end
end
end

event_idx_out = convert(Array,event_idx) # No-op on arrays
event_occurred,interp_index,ts,prev_sign,prev_sign_index,event_idx_out
event_occurred,interp_index,ts,prev_sign,prev_sign_index,event_idx
end

@inline function determine_event_occurance(integrator,callback::ContinuousCallback,counter)
Expand Down Expand Up @@ -641,9 +641,25 @@ function bisection(f, tup, t_forward::Bool, rootfind::RootfindOpt, abstol, relto
end
end

## Different definition for GPUs
function findall_events(affect!,affect_neg!,prev_sign,next_sign)
findall(x-> ((prev_sign[x] < 0 && affect! !== nothing) || (prev_sign[x] > 0 && affect_neg! !== nothing)) && prev_sign[x]*next_sign[x]<=0, keys(prev_sign))
"""
findall_events!(next_sign,affect!,affect_neg!,prev_sign)

Modifies `next_sign` to be an array of booleans for if there is a sign change
in the interval between prev_sign and next_sign
"""
function findall_events!(next_sign::Union{Array,SubArray},affect!::F1,affect_neg!::F2,prev_sign::Union{Array,SubArray}) where {F1,F2}
@inbounds for i in 1:length(prev_sign)
next_sign[i] = ((prev_sign[i] < 0 && affect! !== nothing) || (prev_sign[i] > 0 && affect_neg! !== nothing)) && prev_sign[i]*next_sign[i]<=0
end
next_sign
end

function findall_events!(next_sign,affect!::F1,affect_neg!::F2,prev_sign) where {F1,F2}
hasaffect::Bool = affect! !== nothing
hasaffectneg::Bool = affect_neg! !== nothing
f = (n,p)-> ((p < 0 && hasaffect) || (p > 0 && hasaffectneg)) && p*n<=0
A = map!(f,next_sign,next_sign,prev_sign)
next_sign
end

function find_callback_time(integrator,callback::ContinuousCallback,counter)
Expand Down Expand Up @@ -706,7 +722,7 @@ function find_callback_time(integrator,callback::VectorContinuousCallback,counte
if event_occurred
if callback.condition === nothing
new_t = zero(typeof(integrator.t))
min_event_idx = event_idx[1]
min_event_idx = findfirst(isequal(1),event_idx)
else
if callback.interp_points!=0
top_t = ts[interp_index] # Top at the smallest
Expand All @@ -718,32 +734,34 @@ function find_callback_time(integrator,callback::VectorContinuousCallback,counte
if callback.rootfind != NoRootFind && !isdiscrete(integrator.alg)
min_t = nextfloat(top_t)
min_event_idx = -1
for idx in event_idx
zero_func(abst, p=nothing) = ArrayInterface.allowed_getindex(get_condition(integrator, callback, abst),idx)
if zero_func(top_t) == 0
Θ = top_t
else
if integrator.event_last_time == counter &&
integrator.vector_event_last_time == idx &&
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.")
for idx in 1:length(event_idx)
if event_idx[idx] != 0
zero_func(abst, p=nothing) = ArrayInterface.allowed_getindex(get_condition(integrator, callback, abst),idx)
if zero_func(top_t) == 0
Θ = top_t
else
if integrator.event_last_time == counter &&
integrator.vector_event_last_time == idx &&
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 = bisection(zero_func, (bottom_t, top_t), isone(integrator.tdir), callback.rootfind, callback.abstol, callback.reltol)
if integrator.tdir * Θ < integrator.tdir * min_t
integrator.last_event_error = ODE_DEFAULT_NORM(zero_func(Θ), Θ)
end
end
Θ = bisection(zero_func, (bottom_t, top_t), isone(integrator.tdir), callback.rootfind, callback.abstol, callback.reltol)
if integrator.tdir * Θ < integrator.tdir * min_t
integrator.last_event_error = ODE_DEFAULT_NORM(zero_func(Θ), Θ)
min_event_idx = idx
min_t = Θ
end
end
if integrator.tdir * Θ < integrator.tdir * min_t
min_event_idx = idx
min_t = Θ
end
end
#Θ = prevfloat(...)
# prevfloat guerentees that the new time is either 1 floating point
Expand All @@ -756,19 +774,19 @@ function find_callback_time(integrator,callback::VectorContinuousCallback,counte
new_t = min_t -integrator.tprev
elseif interp_index != callback.interp_points && !isdiscrete(integrator.alg)
new_t = ts[interp_index] - integrator.tprev
min_event_idx = event_idx[1]
min_event_idx = findfirst(isequal(1),event_idx)
else
# If no solve and no interpolants, just use endpoint
new_t = integrator.dt
min_event_idx = event_idx[1]
min_event_idx = findfirst(isequal(1),event_idx)
end
end
else
new_t = zero(typeof(integrator.t))
min_event_idx = 1
end

new_t,ArrayInterface.allowed_getindex(prev_sign,min_event_idx),event_occurred,min_event_idx
new_t,ArrayInterface.allowed_getindex(prev_sign,min_event_idx),event_occurred::Bool,min_event_idx::Int
end

function apply_callback!(integrator,callback::Union{ContinuousCallback,VectorContinuousCallback},cb_time,prev_sign,event_idx)
Expand Down Expand Up @@ -852,6 +870,19 @@ end
discrete_modified || bool, saved_in_cb || saved_in_cb2
end

max_vector_callback_length_int(cs::CallbackSet) = max_vector_callback_length_int(cs.continuous_callbacks...)
max_vector_callback_length_int() = nothing
function max_vector_callback_length_int(continuous_callbacks...)
all(cb->cb isa ContinuousCallback,continuous_callbacks) && return nothing
maxlen = -1
for cb in continuous_callbacks
if cb isa VectorContinuousCallback && cb.len > maxlen
maxlen = cb.len
end
end
maxlen
end

function max_vector_callback_length(cs::CallbackSet)
continuous_callbacks = cs.continuous_callbacks
maxlen_cb = nothing
Expand Down
9 changes: 0 additions & 9 deletions src/init.jl
Original file line number Diff line number Diff line change
Expand Up @@ -84,15 +84,6 @@ function __init__()
# make `\` work
LinearAlgebra.ldiv!(F::CUDA.CUSOLVER.CuQR, b::CUDA.CuArray) = (x = similar(b); ldiv!(x, F, b); x)
default_factorize(A::CUDA.CuArray) = qr(A)
function findall_events(affect!,affect_neg!,prev_sign::CUDA.CuArray,next_sign::CUDA.CuArray)
hasaffect::Bool = affect! !== nothing
hasaffectneg::Bool = affect_neg! !== nothing
f = (p,n)-> ((p < 0 && hasaffect) || (p > 0 && hasaffectneg)) && p*n<=0
A = map(f,prev_sign,next_sign)
out = findall(A)
CUDA.unsafe_free!(A)
out
end

ODE_DEFAULT_NORM(u::CUDA.CuArray,t) = sqrt(real(sum(abs2,u))/length(u))

Expand Down
8 changes: 4 additions & 4 deletions test/downstream/ode_event_tests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -249,6 +249,8 @@ sol2 = solve(prob,Tsit5(),callback = cb,tstops=tstop,saveat=prevfloat.(tstop))
@test count(x->x==tstop[1], sol2.t) == 2
@test count(x->x==tstop[2], sol2.t) == 2

#=
# Crashes CI for some reason
function model(du, u, p, t)
du[1] = 0.
for i in 2:(length(du)-1)
Expand Down Expand Up @@ -281,13 +283,11 @@ integrator = init(
DiscreteCallback(condition, affect!),
ContinuousCallback(condition2, affect2!, terminate!),
),
tstops = [1.],
force_dtmin=true,
progress=true
tstops = [1.]
)

sol = solve!(integrator)

=#

### https://github.com/SciML/DifferentialEquations.jl/issues/662

Expand Down