Add some tests

Author: avik-pal

Project.toml

@@ -1,7 +1,7 @@
 name = "SimpleNonlinearSolve"
 uuid = "727e6d20-b764-4bd8-a329-72de5adea6c7"
 authors = ["SciML"]
-version = "0.1.10"
+version = "0.1.11"
 
 [deps]
 ArrayInterfaceCore = "30b0a656-2188-435a-8636-2ec0e6a096e2"

src/lbroyden.jl

@@ -1,3 +1,9 @@
+"""
+    LBroyden(threshold::Int = 27)
+
+A limited memory implementation of Broyden. This method applies the L-BFGS scheme to
+Broyden's method.
+"""
 Base.@kwdef struct LBroyden <: AbstractSimpleNonlinearSolveAlgorithm
     threshold::Int = 27
 end
@@ -57,7 +63,7 @@ end
 
         vᵀ = _rmatvec(_U, _Vᵀ, Δxₙ)
         mvec = _matvec(_U, _Vᵀ, Δfₙ)
-        Δxₙ = (Δxₙ .- mvec) ./ (sum(vᵀ .* Δfₙ) .+ eps(T))
+        Δxₙ = (Δxₙ .- mvec) ./ (sum(vᵀ .* Δfₙ) .+ convert(T, 1e-5))
 
         Vᵀ[:, mod1(i, threshold)] .= vᵀ
         U[mod1(i, threshold), :] .= Δxₙ

test/basictests.jl

@@ -78,7 +78,7 @@ using ForwardDiff
 # Immutable
 f, u0 = (u, p) -> u .* u .- p, @SVector[1.0, 1.0]
 
-for alg in (SimpleNewtonRaphson(), Broyden(), Klement(), SimpleTrustRegion(),
+for alg in (SimpleNewtonRaphson(), Broyden(), LBroyden(), Klement(), SimpleTrustRegion(),
             SimpleDFSane())
     g = function (p)
         probN = NonlinearProblem{false}(f, csu0, p)
@@ -94,7 +94,7 @@ end
 
 # Scalar
 f, u0 = (u, p) -> u * u - p, 1.0
-for alg in (SimpleNewtonRaphson(), Broyden(), Klement(), SimpleTrustRegion(),
+for alg in (SimpleNewtonRaphson(), Broyden(), LBroyden(), Klement(), SimpleTrustRegion(),
             SimpleDFSane())
     g = function (p)
         probN = NonlinearProblem{false}(f, oftype(p, u0), p)
@@ -160,7 +160,7 @@ for alg in [Bisection(), Falsi(), Ridder(), Brent()]
     @test ForwardDiff.jacobian(g, p) ≈ ForwardDiff.jacobian(t, p)
 end
 
-for alg in (SimpleNewtonRaphson(), Broyden(), Klement(), SimpleTrustRegion(),
+for alg in (SimpleNewtonRaphson(), Broyden(), LBroyden(), Klement(), SimpleTrustRegion(),
             SimpleDFSane())
     global g, p
     g = function (p)
@@ -181,6 +181,7 @@ probN = NonlinearProblem(f, u0)
 @test solve(probN, SimpleTrustRegion()).u[end] ≈ sqrt(2.0)
 @test solve(probN, SimpleTrustRegion(; autodiff = false)).u[end] ≈ sqrt(2.0)
 @test solve(probN, Broyden()).u[end] ≈ sqrt(2.0)
+@test solve(probN, LBroyden()).u[end] ≈ sqrt(2.0)
 @test solve(probN, Klement()).u[end] ≈ sqrt(2.0)
 @test solve(probN, SimpleDFSane()).u[end] ≈ sqrt(2.0)
 
@@ -199,6 +200,7 @@ for u0 in [1.0, [1, 1.0]]
     @test solve(probN, SimpleTrustRegion(; autodiff = false)).u ≈ sol
 
     @test solve(probN, Broyden()).u ≈ sol
+    @test solve(probN, LBroyden()).u ≈ sol
     @test solve(probN, Klement()).u ≈ sol
     @test solve(probN, SimpleDFSane()).u ≈ sol
 end