Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Complex Partials, Real to Complex Jacobian #584

Open
wants to merge 2 commits into
base: master
Choose a base branch
from
Open

Complex Partials, Real to Complex Jacobian #584

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
262d3bc
add complex partial arithmetic, retrieving partials of complex wrappi…
SBuercklin May 5, 2022
e3c4906
add complex eltypes to Partials tests, verify R -> C Jacobian works
SBuercklin May 5, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 5 additions & 0 deletions src/dual.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -112,6 +112,9 @@ end
end
end

@inline partials(z::Complex{TD}) where {TD <: Dual} = real(z).partials + im*imag(z).partials
@inline Base.@propagate_inbounds partials(z::Complex{TD}, i) where {TD} = real(z).partials[i] + im*imag(z).partials[i]


@inline npartials(::Dual{T,V,N}) where {T,V,N} = N
@inline npartials(::Type{Dual{T,V,N}}) where {T,V,N} = N
Expand All @@ -123,6 +126,8 @@ end
@inline valtype(::Type{V}) where {V} = V
@inline valtype(::Dual{T,V,N}) where {T,V,N} = V
@inline valtype(::Type{Dual{T,V,N}}) where {T,V,N} = V
@inline valtype(::Complex{Dual{T,V,N}}) where {T,V,N} = complex(V)
@inline valtype(::Type{Complex{Dual{T,V,N}}}) where {T,V,N} = complex(V)

@inline tagtype(::V) where {V} = Nothing
@inline tagtype(::Type{V}) where {V} = Nothing
Expand Down
16 changes: 8 additions & 8 deletions src/partials.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -81,7 +81,7 @@ Base.convert(::Type{Partials{N,V}}, partials::Partials{N,V}) where {N,V} = parti
@inline Base.:+(a::Partials{N}, b::Partials{N}) where {N} = Partials(add_tuples(a.values, b.values))
@inline Base.:-(a::Partials{N}, b::Partials{N}) where {N} = Partials(sub_tuples(a.values, b.values))
@inline Base.:-(partials::Partials) = Partials(minus_tuple(partials.values))
@inline Base.:*(x::Real, partials::Partials) = partials*x
@inline Base.:*(x::Union{Real, Complex}, partials::Partials) = partials*x

@inline function _div_partials(a::Partials, b::Partials, aval, bval)
return _mul_partials(a, b, inv(bval), -(aval / (bval*bval)))
Expand All @@ -91,12 +91,12 @@ end
#----------------------#

if NANSAFE_MODE_ENABLED
@inline function Base.:*(partials::Partials, x::Real)
@inline function Base.:*(partials::Partials, x::Union{Real, Complex})
x = ifelse(!isfinite(x) && iszero(partials), one(x), x)
return Partials(scale_tuple(partials.values, x))
end

@inline function Base.:/(partials::Partials, x::Real)
@inline function Base.:/(partials::Partials, x::Union{Real, Complex})
x = ifelse(x == zero(x) && iszero(partials), one(x), x)
return Partials(div_tuple_by_scalar(partials.values, x))
end
Expand All @@ -107,11 +107,11 @@ if NANSAFE_MODE_ENABLED
return Partials(mul_tuples(a.values, b.values, x_a, x_b))
end
else
@inline function Base.:*(partials::Partials, x::Real)
@inline function Base.:*(partials::Partials, x::Union{Real, Complex})
return Partials(scale_tuple(partials.values, x))
end

@inline function Base.:/(partials::Partials, x::Real)
@inline function Base.:/(partials::Partials, x::Union{Real, Complex})
return Partials(div_tuple_by_scalar(partials.values, x))
end

Expand All @@ -132,10 +132,10 @@ end
@inline Base.:-(a::Partials{N,A}, b::Partials{0,B}) where {N,A,B} = convert(Partials{N,promote_type(A,B)}, a)
@inline Base.:-(partials::Partials{0,V}) where {V} = partials

@inline Base.:*(partials::Partials{0,V}, x::Real) where {V} = Partials{0,promote_type(V,typeof(x))}(tuple())
@inline Base.:*(x::Real, partials::Partials{0,V}) where {V} = Partials{0,promote_type(V,typeof(x))}(tuple())
@inline Base.:*(partials::Partials{0,V}, x::Union{Real, Complex}) where {V} = Partials{0,promote_type(V,typeof(x))}(tuple())
@inline Base.:*(x::Union{Real, Complex}, partials::Partials{0,V}) where {V} = Partials{0,promote_type(V,typeof(x))}(tuple())

@inline Base.:/(partials::Partials{0,V}, x::Real) where {V} = Partials{0,promote_type(V,typeof(x))}(tuple())
@inline Base.:/(partials::Partials{0,V}, x::Union{Real, Complex}) where {V} = Partials{0,promote_type(V,typeof(x))}(tuple())

@inline _mul_partials(a::Partials{0,A}, b::Partials{0,B}, afactor, bfactor) where {A,B} = Partials{0,promote_type(A,B)}(tuple())
@inline _mul_partials(a::Partials{0,A}, b::Partials{N,B}, afactor, bfactor) where {N,A,B} = bfactor * b
Expand Down
37 changes: 37 additions & 0 deletions test/JacobianTest.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -242,4 +242,41 @@ end
@inferred ForwardDiff.jacobian(g!, [1.0], [0.0])
end

##########################################
# test specialized R^n -> C^m #
##########################################

g(x) = [
x[1]^2 + im*x[2],
im*x[1]^2 - x[2],
x[1] * x[2] * im
]

x_in = randn(2)

J = [
2*x_in[1] im;
2*im*x_in[1] -1;
x_in[2]*im x_in[1]*im
]

@testset "Real -> Complex Jacobian, No Chunking" begin
@test ForwardDiff.jacobian(g, x_in) == J

J_out = zeros(complex(eltype(x_in)), (3, 2))
ForwardDiff.jacobian!(J_out, g, x_in)
@test J_out == J
end

for c in 1:2
@testset "Chunked Real -> Complex Jacobian, Chunk = $c" begin
cfg = ForwardDiff.JacobianConfig(g, x_in, ForwardDiff.Chunk(c))
@test ForwardDiff.jacobian(g, x_in, cfg) == J

J_out = zeros(complex(eltype(x_in)), (3, 2))
ForwardDiff.jacobian!(J_out, g, x_in, cfg)
@test J_out == J
end
end

end # module
2 changes: 1 addition & 1 deletion test/PartialsTest.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@ using ForwardDiff: Partials

samerng() = MersenneTwister(1)

for N in (0, 3), T in (Int, Float32, Float64)
for N in (0, 3), T in (Int, Float32, Float64, ComplexF32, ComplexF64)
println(" ...testing Partials{$N,$T}")

VALUES = (rand(T,N)...,)
Expand Down