Remaining documentation

avik-pal · avik-pal · commit 6ac3aba0da76 · 2024-01-15T06:31:20.000-05:00
diff --git a/.github/workflows/CI.yml b/.github/workflows/CI.yml
@@ -28,7 +28,6 @@ jobs:
         os:
           - ubuntu-latest
           - macos-latest
-          - windows-latest
     steps:
       - uses: actions/checkout@v4
       - uses: julia-actions/setup-julia@v1
diff --git a/.github/workflows/CI_Windows.yml b/.github/workflows/CI_Windows.yml
@@ -0,0 +1,55 @@
+name: CI Windows
+on:
+  pull_request:
+    branches:
+      - master
+  push:
+    branches:
+      - master
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
+jobs:
+  test:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        group:
+          - RootFinding
+          - NLLSSolvers
+          - 23TestProblems
+          - Wrappers
+          - Miscellaneous
+        version:
+          - '1.10'
+        os:
+          - windows-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: ${{ matrix.version }}
+      - uses: actions/cache@v3
+        env:
+          cache-name: cache-artifacts
+        with:
+          path: ~/.julia/artifacts
+          key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
+          restore-keys: |
+            ${{ runner.os }}-test-${{ env.cache-name }}-
+            ${{ runner.os }}-test-
+            ${{ runner.os }}-
+      - uses: julia-actions/julia-buildpkg@v1
+      - uses: julia-actions/julia-runtest@v1
+        env:
+          GROUP: ${{ matrix.group }}
+          JULIA_NUM_THREADS: 11
+      - uses: julia-actions/julia-processcoverage@v1
+        with:
+          directories: src,ext
+      - uses: codecov/codecov-action@v3
+        with:
+          file: lcov.info
diff --git a/docs/make.jl b/docs/make.jl
@@ -15,13 +15,9 @@ makedocs(; sitename = "NonlinearSolve.jl",
     authors = "Chris Rackauckas",
     modules = [NonlinearSolve, SimpleNonlinearSolve, SteadyStateDiffEq, Sundials,
         DiffEqBase, SciMLBase],
-    clean = true, doctest = false,
-    # linkcheck = true,
-    draft = true, ## FIXME: REMOVE
+    clean = true, doctest = false, linkcheck = true,
     linkcheck_ignore = ["https://twitter.com/ChrisRackauckas/status/1544743542094020615"],
-    # checkdocs = :export,
-    warnonly = true,
-    plugins = [bib],
+    checkdocs = :exports, warnonly = false, plugins = [bib],
     format = Documenter.HTML(assets = ["assets/favicon.ico", "assets/citations.css"],
         canonical = "https://docs.sciml.ai/NonlinearSolve/stable/"),
     pages)
diff --git a/docs/src/devdocs/algorithm_helpers.md b/docs/src/devdocs/algorithm_helpers.md
@@ -57,7 +57,7 @@ NonlinearSolve.LevenbergMarquardtTrustRegion
 NonlinearSolve.GenericTrustRegionScheme
 ```
 
-## Miscelleneous
+## Miscellaneous
 
 ```@docs
 SimpleNonlinearSolve.__nextfloat_tdir
diff --git a/src/abstract_types.jl b/src/abstract_types.jl
@@ -250,8 +250,7 @@ Abstract Type for the Caches created by AbstractDampingFunctions
   - `requires_normal_form_rhs(f)`: whether or not the residual is needed in normal form.
     No default.
   - `returns_norm_form_damping(f)`: whether or not the damping function returns the
-    damping factor in normal form. Defaults to `requires_normal_form_jacobian(f) ||
-    requires_normal_form_rhs(f)`.
+    damping factor in normal form. Defaults to `requires_normal_form_jacobian(f) || requires_normal_form_rhs(f)`.
   - `(cache::AbstractDampingFunctionCache)(::Nothing)`: returns the damping factor. The type
     of the damping factor returned from `solve!` is guaranteed to be the same as this.
 
@@ -315,8 +314,8 @@ Abstract Type for all Jacobian Initialization Algorithms used in NonlinearSolve.
 
 ```julia
 SciMLBase.init(prob::AbstractNonlinearProblem, alg::AbstractJacobianInitialization,
-        solver, f::F, fu, u, p; linsolve = missing, internalnorm::IN = DEFAULT_NORM,
-        kwargs...)
+    solver, f::F, fu, u, p; linsolve = missing, internalnorm::IN = DEFAULT_NORM,
+    kwargs...)
 ```
 
 Returns a [`NonlinearSolve.InitializedApproximateJacobianCache`](@ref).
@@ -366,13 +365,13 @@ Abstract Type for all Approximate Jacobian Update Rule Caches used in NonlinearS
 
 ### Interface Functions
 
-- `store_inverse_jacobian(alg)`: Return `INV`
+  - `store_inverse_jacobian(alg)`: Return `INV`
 
 ### `SciMLBase.solve!` specification
 
 ```julia
 SciMLBase.solve!(cache::AbstractApproximateJacobianUpdateRuleCache, J, fu, u, du;
-    kwargs...) --> J or J⁻¹
+    kwargs...) --> J / J⁻¹
 ```
 """
 abstract type AbstractApproximateJacobianUpdateRuleCache{INV} end
diff --git a/src/core/approximate_jacobian.jl b/src/core/approximate_jacobian.jl
@@ -1,3 +1,28 @@
+"""
+    ApproximateJacobianSolveAlgorithm{concrete_jac, name}(; linesearch = missing,
+        trustregion = missing, descent, update_rule, reinit_rule, initialization,
+        max_resets::Int = typemax(Int), max_shrink_times::Int = typemax(Int))
+    ApproximateJacobianSolveAlgorithm(; concrete_jac = nothing,
+        name::Symbol = :unknown, kwargs...)
+
+Nonlinear Solve Algorithms using an Iterative Approximation of the Jacobian. Most common
+examples include [`Broyden`](@ref)'s Method.
+
+### Keyword Arguments
+
+  - `trustregion`: Globalization using a Trust Region Method. This needs to follow the
+    [`NonlinearSolve.AbstractNonlinearSolveTrustRegionAlgorithm`](@ref) interface.
+  - `descent`: The descent method to use to compute the step. This needs to follow the
+    [`NonlinearSolve.AbstractDescentAlgorithm`](@ref) interface.
+  - `max_shrink_times`: The maximum number of times the trust region radius can be shrunk
+    before the algorithm terminates.
+  - `update_rule`: The update rule to use to update the Jacobian. This needs to follow the
+    [`NonlinearSolve.AbstractApproximateJacobianUpdateRule`](@ref) interface.
+  - `reinit_rule`: The reinitialization rule to use to reinitialize the Jacobian. This
+    needs to follow the [`NonlinearSolve.AbstractResetCondition`](@ref) interface.
+  - `initialization`: The initialization method to use to initialize the Jacobian. This
+    needs to follow the [`NonlinearSolve.AbstractJacobianInitialization`](@ref) interface.
+"""
 @concrete struct ApproximateJacobianSolveAlgorithm{concrete_jac, name} <:
                  AbstractNonlinearSolveAlgorithm{name}
     linesearch
diff --git a/src/core/generalized_first_order.jl b/src/core/generalized_first_order.jl
@@ -1,3 +1,27 @@
+"""
+    GeneralizedFirstOrderAlgorithm{concrete_jac, name}(; descent, linesearch = missing,
+        trustregion = missing, jacobian_ad = nothing, forward_ad = nothing,
+        reverse_ad = nothing, max_shrink_times::Int = typemax(Int))
+    GeneralizedFirstOrderAlgorithm(; concrete_jac = nothing, name::Symbol = :unknown,
+        kwargs...)
+
+This is a Generalization of First-Order (uses Jacobian) Nonlinear Solve Algorithms. The most
+common example of this is Newton-Raphson Method.
+
+First Order here refers to the order of differentiation, and should not be confused with the
+order of convergence.
+
+`trustregion` and `linesearch` cannot be specified together.
+
+### Keyword Arguments
+
+  - `trustregion`: Globalization using a Trust Region Method. This needs to follow the
+    [`NonlinearSolve.AbstractNonlinearSolveTrustRegionAlgorithm`](@ref) interface.
+  - `descent`: The descent method to use to compute the step. This needs to follow the
+    [`NonlinearSolve.AbstractDescentAlgorithm`](@ref) interface.
+  - `max_shrink_times`: The maximum number of times the trust region radius can be shrunk
+    before the algorithm terminates.
+"""
 @concrete struct GeneralizedFirstOrderAlgorithm{concrete_jac, name} <:
                  AbstractNonlinearSolveAlgorithm{name}
     linesearch
diff --git a/src/core/spectral_methods.jl b/src/core/spectral_methods.jl
@@ -1,6 +1,24 @@
 # For spectral methods we currently only implement DF-SANE since after reading through
 # papers, this seems to be the only one that is widely used. If we have a list of more
 # papers we can see what is the right level of abstraction to implement here
+"""
+    GeneralizedDFSane{name}(linesearch, σ_min, σ_max, σ_1)
+
+A generalized version of the DF-SANE algorithm. This algorithm is a Jacobian-Free Spectral
+Method.
+
+### Arguments
+
+  - `linesearch`: Globalization using a Line Search Method. This needs to follow the
+    [`NonlinearSolve.AbstractNonlinearSolveLineSearchAlgorithm`](@ref) interface. This
+    is not optional currently, but that restriction might be lifted in the future.
+  - `σ_min`: The minimum spectral parameter allowed. This is used to ensure that the
+    spectral parameter is not too small.
+  - `σ_max`: The maximum spectral parameter allowed. This is used to ensure that the
+    spectral parameter is not too large.
+  - `σ_1`: The initial spectral parameter. If this is not provided, then the algorithm
+    initializes it as `σ_1 = <u, u> / <u, f(u)>`.
+"""
 @concrete struct GeneralizedDFSane{name} <: AbstractNonlinearSolveAlgorithm{name}
     linesearch
     σ_min
diff --git a/src/internal/approximate_initialization.jl b/src/internal/approximate_initialization.jl
@@ -135,7 +135,7 @@ end
     TrueJacobianInitialization(structure, autodiff)
 
 Initialize the Jacobian to be the true Jacobian and maintain the structure as specified
-by `structure`. `autodiff` is used to compute the true Jacobian and if not specied we
+by `structure`. `autodiff` is used to compute the true Jacobian and if not specified we
 make a selection automatically.
 """
 @concrete struct TrueJacobianInitialization <: AbstractJacobianInitialization
@@ -162,12 +162,12 @@ A cache for Approximate Jacobian.
 
 ### Arguments
 
-  * `J`: The current Jacobian.
-  * `structure`: The structure of the Jacobian.
-  * `alg`: The initialization algorithm.
-  * `cache`: The Jacobian cache [`NonlinearSolve.JacobianCache`](@ref) (if needed).
-  * `initialized`: A boolean indicating whether the Jacobian has been initialized.
-  * `internalnorm`: The norm to be used.
+  - `J`: The current Jacobian.
+  - `structure`: The structure of the Jacobian.
+  - `alg`: The initialization algorithm.
+  - `cache`: The Jacobian cache [`NonlinearSolve.JacobianCache`](@ref) (if needed).
+  - `initialized`: A boolean indicating whether the Jacobian has been initialized.
+  - `internalnorm`: The norm to be used.
 
 ### Interface
 
diff --git a/src/internal/linear_solve.jl b/src/internal/linear_solve.jl
@@ -6,12 +6,12 @@ import LinearSolve: AbstractFactorization, DefaultAlgorithmChoice, DefaultLinear
 Construct a cache for solving linear systems of the form `A * u = b`. Following cases are
 handled:
 
-  1. `A` is Number, then we solve it with `u = b / A`
-  2. `A` is `SMatrix`, then we solve it with `u = A \\ b` (using the defaults from base
-     Julia)
-  3. `A` is `Diagonal`, then we solve it with `u = b ./ A.diag`
-  4. In all other cases, we use `alg` to solve the linear system using
-     [LinearSolve.jl](https://github.com/SciML/LinearSolve.jl).
+ 1. `A` is Number, then we solve it with `u = b / A`
+ 2. `A` is `SMatrix`, then we solve it with `u = A \\ b` (using the defaults from base
+    Julia)
+ 3. `A` is `Diagonal`, then we solve it with `u = b ./ A.diag`
+ 4. In all other cases, we use `alg` to solve the linear system using
+    [LinearSolve.jl](https://github.com/SciML/LinearSolve.jl).
 
 ### Solving the System
 
@@ -25,7 +25,7 @@ Returns the solution of the system `u` and stores the updated cache in `cache.li
 
 #### Keyword Arguments
 
-  * `reuse_A_if_factorization`: If `true`, then the factorization of `A` is reused if
+  - `reuse_A_if_factorization`: If `true`, then the factorization of `A` is reused if
     possible. This is useful when solving the same system with different `b` values.
     If the algorithm is an iterative solver, then we reset the internal linear solve cache.
 
