Incorrect Jacobian Size for NLLS

Author: avik-pal

src/internal/jacobian.jl

@@ -83,7 +83,9 @@ function JacobianCache(
         JacobianOperator(prob, fu, u; jvp_autodiff, vjp_autodiff)
     else
         if has_analytic_jac
-            f.jac_prototype === nothing ? undefmatrix(u) : f.jac_prototype
+            f.jac_prototype === nothing ?
+            similar(fu, promote_type(eltype(fu), eltype(u)), length(fu), length(u)) :
+            copy(f.jac_prototype)
         elseif f.jac_prototype === nothing
             init_jacobian(jac_cache; preserve_immutable = Val(true))
         else

test/core/nlls_tests.jl

@@ -94,3 +94,22 @@ end
         @test maximum(abs, sol.resid) < 1e-6
     end
 end
+
+@testitem "NLLS Analytic Jacobian" begin
+    dataIn = 1:10
+    f(x, p) = x[1] * dataIn .^ 2 .+ x[2] * dataIn .+ x[3]
+    dataOut = f([1, 2, 3], nothing) + 0.1 * randn(10, 1)
+
+    resid(x, p) = f(x, p) - dataOut
+    jac(x, p) = [dataIn .^ 2 dataIn ones(10, 1)]
+    x0 = [1, 1, 1]
+
+    prob = NonlinearLeastSquaresProblem(resid, x0)
+    sol1 = solve(prob)
+
+    nlfunc = NonlinearFunction(resid; jac)
+    prob = NonlinearLeastSquaresProblem(nlfunc, x0)
+    sol2 = solve(prob)
+
+    @test sol1.u ≈ sol2.u
+end