Variable Step ODE Solver ProgressMeter

[delta-pi-1701]

Can variable step ode solvers be linked with ProgressMeter.jl to get a somewhat equivalent of Matlab's odeprint
Sundials progress monitoring, any such stuffs?

[timholy]

ProgressMeter only works when you know how many iterations it's going to take; if that's not true, then you'll have to have some other way of displaying progress.

Optim.jl optionally lets you set show_trace to monitor convergence; that might be a good example to follow.

I'm going to close this, since there really isn't anything that needs to change in ProgressMeter.

[tomasaschan]

Actually, for a lot of cases, ODE progress reporting would be quite trivial if ProgressMeter supported floating-point steps (and not just unit steps from 1 to n iterations, as today), since one often knows the start and end time of the iterval one integrates over.

It would have to be coupled with some effort in ODE.jl (specifically, something like SciML/ODE.jl#27 would be needed, so we could do things between integration steps) but one could envision something like

tspan = [0,10]
p = Progress(;from=tspan[1], to=tspan[10])
for t, y in ode(f, y0, [0, 10])
    setprogress!(p, t)
end

where ProgressMeter re-scales itself to e.g. 0-100%, and a call to setprogress! rescales t accordingly and updates the progress display to whatever it needs to be. We could also use increment!(p, dt) (and, trivially, increment!(p) = increment!(p, 1) for unit steps).

Doing this probably means quite a re-write of ProgressMeter, so I don't expect it will be done anytime soon unless @timholy finds a use case for it himself, but I'm sure a PR with this functionality would be well received 😄

[timholy]

Good point. Yes, I'd be happy to consider a pull request.

[delta-pi-1701]

Was able to get things going with Sundials and ProgressMeter. Needed the sleep, as my test function was a very simple one for ProgressMeter to show any response.
Sundials Issue #40.
For the time being things are quite ok.

function testfunc(len)
    p = ProgressMeter.Progress(len,0.01)
    for k = 2:len
        flag = Sundials.CVode(cvode_mem, tout[k], y, t, Sundials.CV_NORMAL)
        yres[k,:] = y
        sleep(0.0001)
        ProgressMeter.next!(p)
    end
end

println("Testing original interface...")
testfunc(length(tout))

Thanks @timholy for the progressmeter