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Merge pull request #189 from lxvm/interface
Migrate to SciMLBase v2
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,19 +1,19 @@ | ||
| [deps] | ||
| Cuba = "8a292aeb-7a57-582c-b821-06e4c11590b1" | ||
| Cubature = "667455a9-e2ce-5579-9412-b964f529a492" | ||
| Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f" | ||
| Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4" | ||
| FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41" | ||
| ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210" | ||
| Integrals = "de52edbc-65ea-441a-8357-d3a637375a31" | ||
| IntegralsCuba = "e00cd5f1-6337-4131-8b37-28b2fe4cd6cb" | ||
| IntegralsCubature = "c31f79ba-6e32-46d4-a52f-182a8ac42a54" | ||
| Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" | ||
|
|
||
| [compat] | ||
| Cuba = "2" | ||
| Cubature = "1" | ||
| Distributions = "0.25" | ||
| Documenter = "1" | ||
| FiniteDiff = "2" | ||
| ForwardDiff = "0.10" | ||
| Integrals = "3" | ||
| IntegralsCuba = "0.3" | ||
| IntegralsCubature = "0.2" | ||
| Zygote = "0.6" |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,119 @@ | ||
| module IntegralsCubaExt | ||
|
|
||
| using Integrals, Cuba | ||
| import Integrals: transformation_if_inf, scale_x, scale_x!, CubaVegas, AbstractCubaAlgorithm, | ||
| CubaSUAVE, CubaDivonne, CubaCuhre | ||
|
|
||
| function Integrals.__solvebp_call(prob::IntegralProblem, alg::AbstractCubaAlgorithm, | ||
| sensealg, | ||
| domain, p; | ||
| reltol = 1e-8, abstol = 1e-8, | ||
| maxiters = alg isa CubaSUAVE ? 1000000 : typemax(Int)) | ||
| @assert maxiters>=1000 "maxiters for $alg should be larger than 1000" | ||
| lb, ub = domain | ||
| mid = (lb + ub) / 2 | ||
| ndim = length(mid) | ||
| (vol = prod(map(-, ub, lb))) isa Real || | ||
| throw(ArgumentError("Cuba.jl only supports real-valued integrands")) | ||
| # we could support other types by multiplying by the jacobian determinant at the end | ||
|
|
||
| if prob.f isa BatchIntegralFunction | ||
| # nvec == 1 in Cuba will change vectors to matrices, so we won't support it when | ||
| # batching | ||
| (nvec = prob.f.max_batch) > 1 || | ||
| throw(ArgumentError("BatchIntegralFunction must take multiple batch points")) | ||
|
|
||
| if mid isa Real | ||
| _x = zeros(typeof(mid), prob.f.max_batch) | ||
| scale = x -> scale_x!(resize!(_x, length(x)), ub, lb, vec(x)) | ||
| else | ||
| _x = zeros(eltype(mid), length(mid), prob.f.max_batch) | ||
| scale = x -> scale_x!(view(_x, :, 1:size(x, 2)), ub, lb, x) | ||
| end | ||
|
|
||
| if isinplace(prob) | ||
| fsize = size(prob.f.integrand_prototype)[begin:(end - 1)] | ||
| y = similar(prob.f.integrand_prototype, fsize..., nvec) | ||
| ax = map(_ -> (:), fsize) | ||
| f = function (x, dx) | ||
| dy = @view(y[ax..., begin:(begin + size(dx, 2) - 1)]) | ||
| prob.f(dy, scale(x), p) | ||
| dx .= reshape(dy, :, size(dx, 2)) .* vol | ||
| end | ||
| else | ||
| y = mid isa Number ? prob.f(typeof(mid)[], p) : | ||
| prob.f(Matrix{typeof(mid)}(undef, length(mid), 0), p) | ||
| fsize = size(y)[begin:(end - 1)] | ||
| f = (x, dx) -> dx .= reshape(prob.f(scale(x), p), :, size(dx, 2)) .* vol | ||
| end | ||
| ncomp = prod(fsize) | ||
| else | ||
| nvec = 1 | ||
|
|
||
| if mid isa Real | ||
| scale = x -> scale_x(ub, lb, only(x)) | ||
| else | ||
| _x = zeros(eltype(mid), length(mid)) | ||
| scale = x -> scale_x!(_x, ub, lb, x) | ||
| end | ||
|
|
||
| if isinplace(prob) | ||
| y = similar(prob.f.integrand_prototype) | ||
| f = (x, dx) -> dx .= vec(prob.f(y, scale(x), p)) .* vol | ||
| else | ||
| y = prob.f(mid, p) | ||
| f = (x, dx) -> dx .= Iterators.flatten(prob.f(scale(x), p)) .* vol | ||
| end | ||
| ncomp = length(y) | ||
| end | ||
|
|
||
| if alg isa CubaVegas | ||
| out = Cuba.vegas(f, ndim, ncomp; rtol = reltol, | ||
| atol = abstol, nvec = nvec, | ||
| maxevals = maxiters, | ||
| flags = alg.flags, seed = alg.seed, minevals = alg.minevals, | ||
| nstart = alg.nstart, nincrease = alg.nincrease, | ||
| gridno = alg.gridno) | ||
| elseif alg isa CubaSUAVE | ||
| out = Cuba.suave(f, ndim, ncomp; rtol = reltol, | ||
| atol = abstol, nvec = nvec, | ||
| maxevals = maxiters, | ||
| flags = alg.flags, seed = alg.seed, minevals = alg.minevals, | ||
| nnew = alg.nnew, nmin = alg.nmin, flatness = alg.flatness) | ||
| elseif alg isa CubaDivonne | ||
| out = Cuba.divonne(f, ndim, ncomp; rtol = reltol, | ||
| atol = abstol, nvec = nvec, | ||
| maxevals = maxiters, | ||
| flags = alg.flags, seed = alg.seed, minevals = alg.minevals, | ||
| key1 = alg.key1, key2 = alg.key2, key3 = alg.key3, | ||
| maxpass = alg.maxpass, border = alg.border, | ||
| maxchisq = alg.maxchisq, mindeviation = alg.mindeviation) | ||
| elseif alg isa CubaCuhre | ||
| out = Cuba.cuhre(f, ndim, ncomp; rtol = reltol, | ||
| atol = abstol, nvec = nvec, | ||
| maxevals = maxiters, | ||
| flags = alg.flags, minevals = alg.minevals, key = alg.key) | ||
| end | ||
|
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||
| # out.integral is a Vector{Float64}, but we want to return it to the shape of the integrand | ||
| if prob.f isa BatchIntegralFunction | ||
| if y isa AbstractVector | ||
| val = out.integral[1] | ||
| else | ||
| val = reshape(out.integral, fsize) | ||
| end | ||
| else | ||
| if y isa Real | ||
| val = out.integral[1] | ||
| elseif y isa AbstractVector | ||
| val = out.integral | ||
| else | ||
| val = reshape(out.integral, size(y)) | ||
| end | ||
| end | ||
|
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| SciMLBase.build_solution(prob, alg, val, out.error, | ||
| chi = out.probability, retcode = ReturnCode.Success) | ||
| end | ||
|
|
||
| end |
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