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fix: use Diagonal for diagonal mass matrices #3615

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Merged
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May 9, 2025
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fix: use Diagonal for diagonal mass matrices #3615

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5 changes: 5 additions & 0 deletions src/systems/diffeqs/abstractodesystem.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -284,6 +284,9 @@ function calculate_massmatrix(sys::AbstractODESystem; simplify = false)
end
M = simplify ? ModelingToolkit.simplify.(M) : M
# M should only contain concrete numbers
if isdiag(M)
M = Diagonal(M)
end
Comment on lines +287 to +289
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It should always be diagonal?

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Technically users can manually create an ODESystem with non-diagonal mass matrix, complete and codegen it.

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I see

M == I ? I : M
end

Expand Down Expand Up @@ -410,6 +413,8 @@ function DiffEqBase.ODEFunction{iip, specialize}(sys::AbstractODESystem,
SparseArrays.sparse(M)
elseif u0 === nothing || M === I
M
elseif M isa Diagonal
Diagonal(ArrayInterface.restructure(u0, diag(M)))
else
ArrayInterface.restructure(u0 .* u0', M)
end
Expand Down
10 changes: 9 additions & 1 deletion src/systems/diffeqs/sdesystem.jl
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Expand Up @@ -652,7 +652,15 @@ function DiffEqBase.SDEFunction{iip, specialize}(sys::SDESystem, dvs = unknowns(
W_prototype = nothing
end

_M = (u0 === nothing || M == I) ? M : ArrayInterface.restructure(u0 .* u0', M)
_M = if sparse && !(u0 === nothing || M === I)
SparseArrays.sparse(M)
elseif u0 === nothing || M === I
M
elseif M isa Diagonal
Diagonal(ArrayInterface.restructure(u0, diag(M)))
else
ArrayInterface.restructure(u0 .* u0', M)
end

observedfun = ObservedFunctionCache(
sys; eval_expression, eval_module, checkbounds = get(kwargs, :checkbounds, false), cse)
Expand Down
21 changes: 20 additions & 1 deletion test/mass_matrix.jl
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@@ -1,4 +1,4 @@
using OrdinaryDiffEq, ModelingToolkit, Test, LinearAlgebra
using OrdinaryDiffEq, ModelingToolkit, Test, LinearAlgebra, StaticArrays
using ModelingToolkit: t_nounits as t, D_nounits as D, MTKParameters

@variables y(t)[1:3]
Expand All @@ -12,13 +12,18 @@ eqs = [D(y[1]) ~ -k[1] * y[1] + k[3] * y[2] * y[3],
sys = complete(sys)
@test_throws ArgumentError ODESystem(eqs, y[1])
M = calculate_massmatrix(sys)
@test M isa Diagonal
@test M == [1 0 0
0 1 0
0 0 0]

prob_mm = ODEProblem(sys, [y => [1.0, 0.0, 0.0]], (0.0, 1e5),
[k => [0.04, 3e7, 1e4]])
@test prob_mm.f.mass_matrix isa Diagonal{Float64, Vector{Float64}}
sol = solve(prob_mm, Rodas5(), reltol = 1e-8, abstol = 1e-8)
prob_mm = ODEProblem(sys, SA[y => [1.0, 0.0, 0.0]], (0.0, 1e5),
[k => [0.04, 3e7, 1e4]])
@test prob_mm.f.mass_matrix isa Diagonal{Float64, SVector{3, Float64}}

function rober(du, u, p, t)
y₁, y₂, y₃ = u
Expand All @@ -43,3 +48,17 @@ eqs = [D(y[1]) ~ y[1], D(y[2]) ~ y[2], D(y[3]) ~ y[3]]
@named sys = ODESystem(eqs, t, collect(y), [k])

@test calculate_massmatrix(sys) === I

@testset "Mass matrix `isa Diagonal` for `SDEProblem`" begin
eqs = [D(y[1]) ~ -k[1] * y[1] + k[3] * y[2] * y[3],
D(y[2]) ~ k[1] * y[1] - k[3] * y[2] * y[3] - k[2] * y[2]^2,
0 ~ y[1] + y[2] + y[3] - 1]

@named sys = ODESystem(eqs, t, collect(y), [k])
@named sys = SDESystem(sys, [1, 1, 0])
sys = complete(sys)
prob = SDEProblem(sys, [y => [1.0, 0.0, 0.0]], (0.0, 1e5), [k => [0.04, 3e7, 1e4]])
@test prob.f.mass_matrix isa Diagonal{Float64, Vector{Float64}}
prob = SDEProblem(sys, SA[y => [1.0, 0.0, 0.0]], (0.0, 1e5), [k => [0.04, 3e7, 1e4]])
@test prob.f.mass_matrix isa Diagonal{Float64, SVector{3, Float64}}
end
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