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WIP vector_mode_dual_eval -> vector_mode_dual_eval! #528

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Merged
merged 5 commits into from
Jul 28, 2021
Merged

WIP vector_mode_dual_eval -> vector_mode_dual_eval! #528

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c4c8ab8
vector_mode_dual_eval -> vector_mode_dual_eval!
dlfivefifty Jul 1, 2021
d1e9447
Merge branch 'master' into patch-4
dlfivefifty Jul 28, 2021
e1ec820
more vector_mode_dual_eval!
dlfivefifty Jul 28, 2021
5e61fcd
Change arg order
dlfivefifty Jul 28, 2021
010756b
change again
dlfivefifty Jul 28, 2021
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4 changes: 2 additions & 2 deletions src/apiutils.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -31,13 +31,13 @@ end

@inline static_dual_eval(::Type{T}, f, x::StaticArray) where T = f(dualize(T, x))

function vector_mode_dual_eval(f::F, x, cfg::Union{JacobianConfig,GradientConfig}) where {F}
function vector_mode_dual_eval!(f::F, cfg::Union{JacobianConfig,GradientConfig}, x) where {F}
xdual = cfg.duals
seed!(xdual, x, cfg.seeds)
return f(xdual)
end

function vector_mode_dual_eval(f!::F, y, x, cfg::JacobianConfig) where {F}
function vector_mode_dual_eval!(f!::F, cfg::JacobianConfig, y, x) where {F}
ydual, xdual = cfg.duals
seed!(xdual, x, cfg.seeds)
seed!(ydual, y)
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4 changes: 2 additions & 2 deletions src/gradient.jl
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Expand Up @@ -103,14 +103,14 @@ const GRAD_ERROR = DimensionMismatch("gradient(f, x) expects that f(x) is a real
###############

function vector_mode_gradient(f::F, x, cfg::GradientConfig{T}) where {T, F}
ydual = vector_mode_dual_eval(f, x, cfg)
ydual = vector_mode_dual_eval!(f, cfg, x)
ydual isa Real || throw(GRAD_ERROR)
result = similar(x, valtype(ydual))
return extract_gradient!(T, result, ydual)
end

function vector_mode_gradient!(result, f::F, x, cfg::GradientConfig{T}) where {T, F}
ydual = vector_mode_dual_eval(f, x, cfg)
ydual = vector_mode_dual_eval!(f, cfg, x)
result = extract_gradient!(T, result, ydual)
return result
end
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8 changes: 4 additions & 4 deletions src/jacobian.jl
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Expand Up @@ -144,7 +144,7 @@ reshape_jacobian(result::DiffResult, ydual, xdual) = reshape_jacobian(DiffResult
###############

function vector_mode_jacobian(f::F, x, cfg::JacobianConfig{T,V,N}) where {F,T,V,N}
ydual = vector_mode_dual_eval(f, x, cfg)
ydual = vector_mode_dual_eval!(f, cfg, x)
ydual isa AbstractArray || throw(JACOBIAN_ERROR)
result = similar(ydual, valtype(eltype(ydual)), length(ydual), N)
extract_jacobian!(T, result, ydual, N)
Expand All @@ -153,7 +153,7 @@ function vector_mode_jacobian(f::F, x, cfg::JacobianConfig{T,V,N}) where {F,T,V,
end

function vector_mode_jacobian(f!::F, y, x, cfg::JacobianConfig{T,V,N}) where {F,T,V,N}
ydual = vector_mode_dual_eval(f!, y, x, cfg)
ydual = vector_mode_dual_eval!(f!, cfg, y, x)
map!(d -> value(T,d), y, ydual)
result = similar(y, length(y), N)
extract_jacobian!(T, result, ydual, N)
Expand All @@ -162,14 +162,14 @@ function vector_mode_jacobian(f!::F, y, x, cfg::JacobianConfig{T,V,N}) where {F,
end

function vector_mode_jacobian!(result, f::F, x, cfg::JacobianConfig{T,V,N}) where {F,T,V,N}
ydual = vector_mode_dual_eval(f, x, cfg)
ydual = vector_mode_dual_eval!(f, cfg, x)
extract_jacobian!(T, result, ydual, N)
extract_value!(T, result, ydual)
return result
end

function vector_mode_jacobian!(result, f!::F, y, x, cfg::JacobianConfig{T,V,N}) where {F,T,V,N}
ydual = vector_mode_dual_eval(f!, y, x, cfg)
ydual = vector_mode_dual_eval!(f!, cfg, y, x)
map!(d -> value(T,d), y, ydual)
extract_jacobian!(T, result, ydual, N)
extract_value!(T, result, y, ydual)
Expand Down