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Preserve AD wrappers in Rosenbrock stages #4101

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Preserve AD wrappers in Rosenbrock stages #4101

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4 changes: 3 additions & 1 deletion lib/OrdinaryDiffEqRosenbrock/Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -58,6 +58,7 @@ Preferences = "1.5.0"
Random = "<0.0.1, 1"
RecursiveArrayTools = "4.2.0"
Reexport = "1.2.2"
ReverseDiff = "1"
SafeTestsets = "0.1"
SciMLBase = "3.39"
StaticArrays = "1.9.18"
Expand All @@ -71,10 +72,11 @@ ODEProblemLibrary = "fdc4e326-1af4-4b90-96e7-779fcce2daa5"
OrdinaryDiffEqNonlinearSolve = "127b3ac7-2247-4354-8eb6-78cf4e7c58e8"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
SciMLTesting = "09d9d899-5365-40a9-917a-5f67fddea283"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[targets]
test = ["DiffEqDevTools", "Random", "OrdinaryDiffEqNonlinearSolve", "SafeTestsets", "StaticArrays", "Test", "ODEProblemLibrary", "Enzyme", "Pkg", "SciMLTesting"]
test = ["DiffEqDevTools", "Random", "OrdinaryDiffEqNonlinearSolve", "ReverseDiff", "SafeTestsets", "StaticArrays", "Test", "ODEProblemLibrary", "Enzyme", "Pkg", "SciMLTesting"]
8 changes: 6 additions & 2 deletions lib/OrdinaryDiffEqRosenbrock/src/OrdinaryDiffEqRosenbrock.jl
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Expand Up @@ -20,8 +20,12 @@ using FastBroadcast: FastBroadcast, @..
using RecursiveArrayTools: RecursiveArrayTools, recursivefill!
using ArrayInterface: ArrayInterface

# Map flat linear-solve results onto the state container (ArrayPartition-safe).
@inline _restructure_state(template, x) = ArrayInterface.restructure(template, x)
# Map flat linear-solve results onto the state container and restore AD storage wrappers.
@inline function _restructure_state(template, x)
restructured = ArrayInterface.restructure(template, x)
restructured_soa = ArrayInterface.aos_to_soa(restructured)
return restructured_soa isa typeof(template) ? restructured_soa : restructured
end
@inline _restructure_state(template::Number, x) = oftype(template, x)
using DiffEqBase: @def
import DifferentiationInterface as DI
Expand Down
19 changes: 19 additions & 0 deletions lib/OrdinaryDiffEqRosenbrock/test/ode_rosenbrock_tests.jl
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@@ -1,9 +1,11 @@
using OrdinaryDiffEqRosenbrock, DiffEqDevTools, Test, LinearAlgebra, LinearSolve, ADTypes
using ArrayInterface: aos_to_soa
using RecursiveArrayTools: ArrayPartition
import ODEProblemLibrary: prob_ode_linear,
prob_ode_2Dlinear,
prob_ode_bigfloatlinear, prob_ode_bigfloat2Dlinear
import LinearSolve
import ReverseDiff

if isempty(VERSION.prerelease)
using Enzyme
Expand Down Expand Up @@ -558,3 +560,20 @@ end
@test norm(sol.u[end] - ref.u[end]) < 1.0e-6
end
end

@testset "OOP Rosenbrock preserves ReverseDiff tracked states" begin
tracked_f(u, p, t) = aos_to_soa([u[2], -p[1]])

function tracked_loss(x)
prob = ODEProblem{false}(tracked_f, x[1:2], (0.0, 0.2), x[3:3])
integrator = init(
prob, Rosenbrock23(autodiff = AutoFiniteDiff());
abstol = 1.0e-10, reltol = 1.0e-10, save_everystep = false
)
sol = solve!(integrator)
return sum(sol.u[end])
end

gradient = ReverseDiff.gradient(tracked_loss, [1.0, 0.0, 9.81])
@test gradient ≈ [1.0, 1.2, -0.22]
end
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