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Fix complex test, add _alg_autodiff method for Composite algs #601

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merged 2 commits into from
Mar 31, 2025
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Fix complex test, add _alg_autodiff method for Composite algs #601

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b971c26
change from argument error to FirstAutodiffJacError
jClugstor Feb 18, 2025
c3441c8
add _alg_autodiff method for composite alg consistent with ODiffEq
jClugstor Feb 18, 2025
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1 change: 1 addition & 0 deletions src/alg_utils.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -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)
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2 changes: 1 addition & 1 deletion test/complex_tests.jl
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Expand Up @@ -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
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