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SciML / NonlinearSolve.jl

High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.
https://docs.sciml.ai/NonlinearSolve/stable/
MIT License
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Unexpected `MaxIters` retcode #492

Closed AayushSabharwal closed 1 hour ago

AayushSabharwal commented 2 hours ago

Describe the bug 🐞

The following NonlinearProblem (which is actually just a linear system) retcodes with MaxIters despite having an almost-zero residual:

julia> rhs = (out, var"##arg#9935777206874629696", var"##arg#5772744033551999711")->begin
                 #= /Users/aayush/.julia/packages/SymbolicUtils/jf8aQ/src/code.jl:385 =#
                 #= /Users/aayush/.julia/packages/SymbolicUtils/jf8aQ/src/code.jl:386 =#
                 #= /Users/aayush/.julia/packages/SymbolicUtils/jf8aQ/src/code.jl:387 =#
                 begin
                     var"b[1]" = var"##arg#9935777206874629696"[1]
                     var"b[3]" = var"##arg#9935777206874629696"[2]
                     var"b[4]" = var"##arg#9935777206874629696"[3]
                     var"b[5]" = var"##arg#9935777206874629696"[4]
                     var"b[6]" = var"##arg#9935777206874629696"[5]
                     var"a[3, 2]" = var"##arg#5772744033551999711"[1]
                     var"a[4, 2]" = var"##arg#5772744033551999711"[2]
                     var"a[5, 2]" = var"##arg#5772744033551999711"[3]
                     var"a[6, 2]" = var"##arg#5772744033551999711"[4]
                     var"a[4, 3]" = var"##arg#5772744033551999711"[5]
                     var"a[5, 3]" = var"##arg#5772744033551999711"[6]
                     var"a[6, 3]" = var"##arg#5772744033551999711"[7]
                     var"a[5, 4]" = var"##arg#5772744033551999711"[8]
                     var"a[6, 4]" = var"##arg#5772744033551999711"[9]
                     var"a[6, 5]" = var"##arg#5772744033551999711"[10]
                     DEF = var"##arg#5772744033551999711"[11]
                     var"b[2]" = var"##arg#5772744033551999711"[12]
                     DEF = var"##arg#5772744033551999711"[13]
                     DEF = var"##arg#5772744033551999711"[14]
                     DEF = var"##arg#5772744033551999711"[15]
                     DEF = var"##arg#5772744033551999711"[16]
                     var"bh[1]" = var"##arg#5772744033551999711"[17]
                     var"bh[2]" = var"##arg#5772744033551999711"[18]
                     var"bh[3]" = var"##arg#5772744033551999711"[19]
                     var"bh[4]" = var"##arg#5772744033551999711"[20]
                     var"bh[5]" = var"##arg#5772744033551999711"[21]
                     var"bh[6]" = var"##arg#5772744033551999711"[22]
                     var"c[2]" = var"##arg#5772744033551999711"[23]
                     var"c[3]" = var"##arg#5772744033551999711"[24]
                     var"c[4]" = var"##arg#5772744033551999711"[25]
                     var"c[5]" = var"##arg#5772744033551999711"[26]
                     begin
                         #= /Users/aayush/.julia/packages/SymbolicUtils/jf8aQ/src/code.jl:430 =#
                         out[1] = (+)((+)((+)((+)((+)((+)(-1, var"b[1]"), var"b[2]"), var"b[3]"), var"b[4]"), var"b[5]"), var"b[6]")
                         out[2] = (+)((+)((+)((+)((+)(-1//2, var"b[6]"), (*)(var"b[2]", var"c[2]")), (*)(var"b[3]", var"c[3]")), (*)(var"b[4]", var"c[4]")), (*)(var"b[5]", var"c[5]"))
                         out[3] = (+)((+)((+)((+)((+)(-1//3, var"b[6]"), (*)(var"b[2]", (^)(var"c[2]", 2))), (*)(var"b[3]", (^)(var"c[3]", 2))), (*)(var"b[4]", (^)(var"c[4]", 2))), (*)(var"b[5]", (^)(var"c[5]", 2)))
                         out[4] = (+)((+)((+)((+)((+)(-1//4, var"b[6]"), (*)(var"b[2]", (^)(var"c[2]", 3))), (*)(var"b[3]", (^)(var"c[3]", 3))), (*)(var"b[4]", (^)(var"c[4]", 3))), (*)(var"b[5]", (^)(var"c[5]", 3)))
                         out[5] = (+)((+)((+)((+)((+)(-1//5, var"b[6]"), (*)(var"b[2]", (^)(var"c[2]", 4))), (*)(var"b[3]", (^)(var"c[3]", 4))), (*)(var"b[4]", (^)(var"c[4]", 4))), (*)(var"b[5]", (^)(var"c[5]", 4)))
                         #= /Users/aayush/.julia/packages/SymbolicUtils/jf8aQ/src/code.jl:432 =#
                         nothing
                     end
                 end
             end
julia> buf = [-3.9832922616275948, -4.897257424419193, 0.09342981865962026, 0.012311116055817766, -0.8184897230589248, 0.03567038175398558, 0.007904372737270881, -0.023021565778278998, -0.004547784942303123, -0.08604742939071738, 0.3222220453337315, 4.0, 14.510754334138149, -0.06388830199314302, -14.877423429110568, -2.8916646483591006, 0.7838826954260111, 3.558969354280331, 0.5437040690837686, -0.20242602909940763, -0.26057184466461175, -3.4485994161224918, 1.0, 2.0, 3.0, 2.000017523009925]
julia> idxs = [11, 13, 14, 15, 16]
julia> nlp2 = NonlinearProblem(rhs, buf[idxs], buf)
julia> sol = solve(nlp2)
retcode: MaxIters
u: 5-element Vector{Float64}:
      0.3222226846094242
 -18071.685098970098
     -0.06389073858644431
  18071.31843923952
     -2.8916722154444034
julia> sol.resid
5-element Vector{Float64}:
 -1.7355006320940447e-12
  0.0
  0.0
  0.0
  0.0

Expected behavior

It returns successfully

Environment (please complete the following information):

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Julia Version 1.11.1
Commit 8f5b7ca12ad (2024-10-16 10:53 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (arm64-apple-darwin22.4.0)
  CPU: 8 × Apple M2
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, apple-m2)
Threads: 16 default, 2 interactive, 4 GC (on 4 virtual cores)
Environment:
  JULIA_PKG_USE_CLI_GIT = true
  JULIA_PKG_SERVER = https://internal.juliahub.com
avik-pal commented 2 hours ago

with inf-norm the residual norm is 1e-12. The default convergence is around 1e-14 IIRC

ErikQQY commented 1 hour ago

Docs:

  • abstol::Number: The absolute tolerance. Defaults to real(oneunit(T)) * (eps(real(one(T))))^(4 // 5).
    • reltol::Number: The relative tolerance. Defaults to real(oneunit(T)) * (eps(real(one(T))))^(4 // 5).
julia> T = Float64
Float64

julia> real(oneunit(T)) * (eps(real(one(T))))^(4/5)
3.000213634488528e-13
AayushSabharwal commented 1 hour ago

I see, thanks!