I1863 idklu casadi

[martinjrobins]

Description

Adds a casadi version of the idklu solver, currently getting approx 2 x speed-up over current casadi solver with fast events, but this still needs to be properly benchmarked

As part of the above, the process function in the base solver now also returns a function that evaluates the jacobian times a vector (e.g. casadi.jtimes). This was neccessary to implement the sensitivity equations that IDA expects, but will also be useful when we add the option of using iterative solvers.

update: also fixed a discretisation bug that occurs when an input parameter is indexed, see #2008

Fixes #1863
Fixes #2008

Type of change

Please add a line in the relevant section of CHANGELOG.md to document the change (include PR #) - note reverse order of PR #s. If necessary, also add to the list of breaking changes.

• New feature (non-breaking change which adds functionality)

Key checklist:

• No style issues: $ flake8
• All tests pass: $ python run-tests.py --unit
• The documentation builds: $ cd docs and then $ make clean; make html

You can run all three at once, using $ python run-tests.py --quick.

Further checks:

• Code is commented, particularly in hard-to-understand areas
• Tests added that prove fix is effective or that feature works

[codecov]

Codecov Report

Merging #2002 (e01bb98) into develop (00b8b0c) will increase coverage by 0.00%.
The diff coverage is 100.00%.

@@           Coverage Diff            @@
##           develop    #2002   +/-   ##
========================================
  Coverage    99.35%   99.35%           
========================================
  Files          346      346           
  Lines        18939    19033   +94     
========================================
+ Hits         18816    18911   +95     
+ Misses         123      122    -1     

Impacted Files	Coverage Δ
pybamm/discretisations/discretisation.py	99.79% <100.00%> (+<0.01%)	⬆️
pybamm/expression_tree/input_parameter.py	100.00% <100.00%> (ø)
...bamm/expression_tree/operations/evaluate_python.py	98.29% <100.00%> (+0.06%)	⬆️
pybamm/solvers/base_solver.py	100.00% <100.00%> (ø)
pybamm/solvers/idaklu_solver.py	98.98% <100.00%> (+1.29%)	⬆️

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[valentinsulzer]

Thanks @martinjrobins ! I didn't look too closely at the C++ code (since I can't read it), but the tests look good