Merge pull request #601 from jClugstor/test_fixes

Fix complex test, add _alg_autodiff method for Composite algs

Author: ChrisRackauckas

src/alg_utils.jl

@@ -23,6 +23,7 @@ _alg_autodiff(::StochasticDiffEqNewtonAlgorithm{T, AD}) where {T, AD} = Val{AD}(
 _alg_autodiff(::StochasticDiffEqNewtonAdaptiveAlgorithm{T, AD}) where {T, AD} = Val{AD}()
 _alg_autodiff(::StochasticDiffEqJumpNewtonAdaptiveAlgorithm{T, AD}) where {T, AD} = Val{AD}()
 _alg_autodiff(::StochasticDiffEqJumpNewtonDiffusionAdaptiveAlgorithm{T, AD}) where {T, AD} = Val{AD}()
+_alg_autodiff(alg::StochasticCompositeAlgorithm) = _alg_autodiff(alg.algs[end])
 
 function OrdinaryDiffEqCore.alg_autodiff(alg::Union{StochasticDiffEqAlgorithm, StochasticDiffEqRODEAlgorithm})
     ad = _alg_autodiff(alg)

test/complex_tests.jl

@@ -39,6 +39,6 @@ end
 
   # currently broken
   for alg in implicit_autodiff
-    @test_throws ArgumentError solve(prob, alg)
+    @test_throws StochasticDiffEq.OrdinaryDiffEqDifferentiation.FirstAutodiffJacError solve(prob, alg)
   end
 end