Comments (11)
ChrisRackauckas
commented on June 11, 2024
Try ]add [email protected]. The latest release may have had a bug?
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NicolasLegouy
commented on June 11, 2024
I get the same bug.
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ChrisRackauckas
commented on June 11, 2024
@kanav99 could you take a look at this one?
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kanav99
commented on June 11, 2024
Yes I will check this out at once
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kanav99
commented on June 11, 2024
@NicolasLegouy I changed your function and it works now I think, can you try too?
function f(dx,x) # in-place
global fcalls += 1
for i in 2:length(x)-1
dx[i] = 0 # changed line
for j = i-1:i+1
dx[i] += 2x[i]*x[j]
end
end
dx[1] = -2x[1] + x[2]
dx[end] = x[end-1] - 2x[end]
#nothing
dx
endalso
@time FiniteDiff.finite_difference_jacobian!(jac, f, input, colorvec=colors) #Does not workfrom sparsedifftools.jl.
ChrisRackauckas
commented on June 11, 2024
Was it just that explicit zeroing was needed?
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kanav99
commented on June 11, 2024
I think so.
With explicit zeroing, difference between the two jacobians was
Explored path: SparsityDetection.Path(Bool[], 1)
0.906845 seconds (3.92 M allocations: 201.378 MiB, 4.81% gc time)
jac =
[1 , 1] = -2.0
[2 , 1] = 0.397597
[1 , 2] = 1.0
[2 , 2] = 2.49012
[3 , 2] = 0.946422
[2 , 3] = 0.397597
[3 , 3] = 2.52617
[4 , 3] = 0.235731
[3 , 4] = 0.946422
[4 , 4] = 1.72453
[5 , 4] = 0.306642
[4 , 5] = 0.235731
[5 , 5] = 1.23027
[6 , 5] = 0.381259
[5 , 6] = 0.306642
[6 , 6] = 2.12979
[7 , 6] = 1.06063
[6 , 7] = 0.381259
[7 , 7] = 4.43299
[8 , 7] = 1.93046
[7 , 8] = 1.06063
[8 , 8] = 5.88211
[9 , 8] = 0.960544
[8 , 9] = 1.93046
[9 , 9] = 5.45547
[10, 9] = 1.0
[9 , 10] = 0.960544
[10, 10] = -2.0
1.421464 seconds (6.55 M allocations: 308.905 MiB, 6.20% gc time)
jac =
[1 , 1] = -2.0
[2 , 1] = 0.397597
[1 , 2] = 1.0
[2 , 2] = 2.49012
[3 , 2] = 0.946422
[2 , 3] = 0.397597
[3 , 3] = 2.52617
[4 , 3] = 0.235731
[3 , 4] = 0.946422
[4 , 4] = 1.72453
[5 , 4] = 0.306642
[4 , 5] = 0.235731
[5 , 5] = 1.23027
[6 , 5] = 0.381259
[5 , 6] = 0.306642
[6 , 6] = 2.12979
[7 , 6] = 1.06063
[6 , 7] = 0.381259
[7 , 7] = 4.43299
[8 , 7] = 1.93046
[7 , 8] = 1.06063
[8 , 8] = 5.88211
[9 , 8] = 0.960544
[8 , 9] = 1.93046
[9 , 9] = 5.45547
[10, 9] = 1.0
[9 , 10] = 0.960544
[10, 10] = -2.0
jac .- jac1 =
[1 , 1] = -2.92319e-9
[2 , 1] = 1.98521e-9
[2 , 2] = -3.17342e-8
[3 , 2] = -2.00617e-9
[2 , 3] = 1.16866e-9
[3 , 3] = -2.85374e-8
[4 , 3] = 3.83272e-10
[3 , 4] = 4.34155e-9
[4 , 4] = -3.20952e-8
[5 , 4] = -3.09079e-10
[4 , 5] = 3.83272e-10
[5 , 5] = -2.85287e-8
[6 , 5] = 4.84518e-10
[5 , 6] = 1.13424e-9
[6 , 6] = -3.14964e-8
[7 , 6] = 1.79061e-9
[6 , 7] = -1.57888e-9
[7 , 7] = -2.66053e-8
[8 , 7] = 2.62397e-8
[7 , 8] = 1.79061e-9
[8 , 8] = -9.20157e-9
[9 , 8] = -1.71485e-8
[8 , 9] = 1.79793e-8
[9 , 9] = -4.14528e-8
[9 , 10] = 1.70303e-8
[10, 10] = -2.92319e-9
without -
Explored path: SparsityDetection.Path(Bool[], 1)
0.887397 seconds (3.92 M allocations: 201.211 MiB, 4.47% gc time)
jac =
[1 , 1] = -2.0
[2 , 1] = 1.04234
[1 , 2] = 1.0
[2 , 2] = 3.49751e7
[3 , 2] = 0.932773
[2 , 3] = 1.04234
[3 , 3] = 3.07857e7
[4 , 3] = 1.8549
[3 , 4] = 0.932773
[4 , 4] = 4.61985e7
[5 , 4] = 0.0755714
[4 , 5] = 1.8549
[5 , 5] = 2.53576e6
[6 , 5] = 0.869497
[5 , 6] = 0.0755714
[6 , 6] = 2.86973e7
[7 , 6] = 1.97536
[6 , 7] = 0.869497
[7 , 7] = 4.91986e7
[8 , 7] = 1.11953
[7 , 8] = 1.97536
[8 , 8] = 3.75652e7
[9 , 8] = 1.62704
[8 , 9] = 1.11953
[9 , 9] = 5.36995e7
[10, 9] = 1.0
[9 , 10] = 1.62704
[10, 10] = -2.0
1.467007 seconds (6.43 M allocations: 302.901 MiB, 13.38% gc time)
jac =
[1 , 1] = -2.0
[2 , 1] = 1.04234
[1 , 2] = 1.0
[2 , 2] = 4.38564
[3 , 2] = 0.932773
[2 , 3] = 1.04234
[3 , 3] = 4.76279
[4 , 3] = 1.8549
[3 , 4] = 0.932773
[4 , 4] = 4.71815
[5 , 4] = 0.0755714
[4 , 5] = 1.8549
[5 , 5] = 2.87554
[6 , 5] = 0.869497
[5 , 6] = 0.0755714
[6 , 6] = 3.78993
[7 , 6] = 1.97536
[6 , 7] = 0.869497
[7 , 7] = 5.93975
[8 , 7] = 1.11953
[7 , 8] = 1.97536
[8 , 8] = 5.84146
[9 , 8] = 1.62704
[8 , 9] = 1.11953
[9 , 9] = 6.36431
[10, 9] = 1.0
[9 , 10] = 1.62704
[10, 10] = -2.0
jac .- jac1 =
[1 , 1] = 3.23007e-9
[2 , 1] = 1.10373e-8
[2 , 2] = -3.49751e7
[3 , 2] = -1.07887e-8
[2 , 3] = -4.50717e-9
[3 , 3] = -3.07857e7
[4 , 3] = 8.59434e-9
[3 , 4] = -5.51638e-9
[4 , 4] = -4.61985e7
[5 , 4] = -9.88048e-11
[4 , 5] = -6.11676e-9
[5 , 5] = -2.53576e6
[6 , 5] = -1.13723e-8
[5 , 6] = 3.33252e-10
[6 , 6] = -2.86973e7
[7 , 6] = -1.09474e-8
[6 , 7] = -1.065e-8
[7 , 7] = -4.91986e7
[8 , 7] = 2.47997e-9
[7 , 8] = 6.4964e-9
[8 , 8] = -3.75652e7
[9 , 8] = -5.8593e-9
[8 , 9] = -4.56148e-9
[9 , 9] = -5.36995e7
[10, 9] = 5.64277e-9
[9 , 10] = -1.50162e-8
[10, 10] = 3.23007e-9
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ChrisRackauckas
commented on June 11, 2024
If we add an option to zero before each application of f, how much of a cost is that?
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kanav99
commented on June 11, 2024
That would be 4N additional broadcast calls, I think that's quiet a lot
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NicolasLegouy
commented on June 11, 2024
It works! Thank you for your prompt reply.
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ChrisRackauckas
commented on June 11, 2024
Let's close this, but remember that it could be an issue.
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