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Capture observed dependence on unknowns in simplified nonlinear systems #2863

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Merged
merged 12 commits into from
Jul 16, 2024
Merged

Capture observed dependence on unknowns in simplified nonlinear systems #2863

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f736a78
Substitute in observed before calculating jacobian
hersle Jul 16, 2024
890d859
Added test
hersle Jul 16, 2024
15c44d5
Clean up example a bit
hersle Jul 16, 2024
b477f73
Add two TODOs
hersle Jul 16, 2024
597a56b
Format
hersle Jul 16, 2024
dbd2dc5
Clean up my own mess
hersle Jul 16, 2024
7d9d1fd
Use fixpoint_sub
hersle Jul 16, 2024
d68cc62
Add test that requires substitution of chained observeds
hersle Jul 16, 2024
d24e326
Handle case without observed equations
hersle Jul 16, 2024
a1a17a6
Do the same for the Hessian
hersle Jul 16, 2024
ce3d597
Format
hersle Jul 16, 2024
3088c80
Removed TODO
hersle Jul 16, 2024
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Substitute in observed before calculating jacobian
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@hersle
hersle committed Jul 16, 2024
commit f736a7857a883f4e46eee2ed0b6d79ee2210a63c
5 changes: 4 additions & 1 deletion src/systems/nonlinear/nonlinearsystem.jl
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Expand Up @@ -193,8 +193,11 @@ function calculate_jacobian(sys::NonlinearSystem; sparse = false, simplify = fal
return cache[1]
end

rhs = [eq.rhs for eq in equations(sys)]
# observed equations may depend on unknowns, so substitute them in first
obs = map(eq -> eq.lhs => eq.rhs, observed(sys))
rhs = map(eq -> substitute(eq.rhs, obs), equations(sys))
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This won't catch a chain of observed, it would need a fixed point sub I think

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Like in the most recent commit? Can you think of a simple example on to test?

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z ~ y, y ~ x, x^2 - 2z` should hit it, since if you just plug in z you get y.

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Not quite after structural simplification, it seems.
But I added 0 ~ x^2 + 2*z + y, z ~ y, y ~ x, which seems to do the trick.

vals = [dv for dv in unknowns(sys)]

if sparse
jac = sparsejacobian(rhs, vals, simplify = simplify)
else
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