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Fix allocation in auto_jacvec! #176

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Merged
merged 2 commits into from
Jan 8, 2022
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Fix allocation in auto_jacvec! #176

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5b0e1e1
Fix allocation in auto_jacvec!
YingboMa Jan 8, 2022
b61db54
other Tuple -> tuple
ChrisRackauckas Jan 8, 2022
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28 changes: 14 additions & 14 deletions src/differentiation/jaches_products.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -6,10 +6,10 @@ function auto_jacvec!(
f,
x,
v,
cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
cache2 = similar(cache1),
)
cache1 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x)))))
cache1 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x)))))
f(cache2, cache1)
vecdy = _vec(dy)
vecdy .= partials.(_vec(cache2), 1)
Expand All @@ -20,7 +20,7 @@ _vec(v::AbstractVector) = v

function auto_jacvec(f, x, v)
vv = reshape(v, axes(x))
y = ForwardDiff.Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(vv)))
y = ForwardDiff.Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(vv)))
vec(partials.(vec(f(y)), 1))
end

Expand Down Expand Up @@ -127,12 +127,12 @@ function autonum_hesvec!(
f,
x,
v,
cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
)
cache = FiniteDiff.GradientCache(v[1], cache1, Val{:central})
g = (dx, x) -> FiniteDiff.finite_difference_gradient!(dx, f, x, cache)
cache1 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x)))))
cache1 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x)))))
g(cache2, cache1)
dy .= partials.(cache2, 1)
end
Expand Down Expand Up @@ -169,16 +169,16 @@ function auto_hesvecgrad!(
g,
x,
v,
cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
cache3 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
cache3 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
)
cache2 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x)))))
cache2 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x)))))
g(cache3, cache2)
dy .= partials.(cache3, 1)
end

function auto_hesvecgrad(g, x, v)
y = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x)))))
y = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x)))))
partials.(g(y), 1)
end

Expand All @@ -194,8 +194,8 @@ end

function JacVec(f, x::AbstractArray; autodiff = true)
if autodiff
cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(x)))
cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(x)))
cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(x)))
cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(x)))
else
cache1 = similar(x)
cache2 = similar(x)
Expand Down Expand Up @@ -263,8 +263,8 @@ end

function HesVecGrad(g, x::AbstractArray; autodiff = false)
if autodiff
cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(x)))
cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(x)))
cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(x)))
cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(x)))
else
cache1 = similar(x)
cache2 = similar(x)
Expand Down