Zygote ext

Project.toml

@@ -1,7 +1,7 @@
 name = "SparseDiffTools"
 uuid = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
 authors = ["Pankaj Mishra <[email protected]>", "Chris Rackauckas <[email protected]>"]
-version = "2.00.0"
+version = "2.0.0"
 
 [deps]
 Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
@@ -12,16 +12,24 @@ FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 Graphs = "86223c79-3864-5bf0-83f7-82e725a168b6"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"
 SciMLOperators = "c0aeaf25-5076-4817-a8d5-81caf7dfa961"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
+StaticArrayInterface = "0d7ed370-da01-4f52-bd93-41d350b8b718"
 Tricks = "410a4b4d-49e4-4fbc-ab6d-cb71b17b3775"
 VertexSafeGraphs = "19fa3120-7c27-5ec5-8db8-b0b0aa330d6f"
 
+[weakdeps]
+Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
+
+[extensions]
+SparseDiffToolsZygote = "Zygote"
+
 [compat]
 Adapt = "3.0"
-ArrayInterface = "6, 7"
+ArrayInterface = "7"
 Compat = "4"
 DataStructures = "0.18"
 FiniteDiff = "2.8.1"
@@ -30,8 +38,10 @@ Graphs = "1"
 Requires = "1"
 SciMLOperators = "0.1.19, 0.2"
 StaticArrays = "1"
+StaticArrayInterface = "1.3"
 Tricks = "0.1.6"
 VertexSafeGraphs = "0.2"
+Zygote = "0.6"
 julia = "1.6"
 
 [extras]

src/differentiation/jaches_products_zygote.jl → ext/SparseDiffToolsZygote.jl

@@ -1,4 +1,24 @@
-function numback_hesvec!(dy, f, x, v, cache1 = similar(v), cache2 = similar(v))
+module SparseDiffToolsZygote
+
+if isdefined(Base, :get_extension)
+    import Zygote
+    using LinearAlgebra
+    using SparseDiffTools: SparseDiffTools, DeivVecTag, FwdModeAutoDiffVecProd, VecJac
+    using ForwardDiff: ForwardDiff, Dual, partials
+    using SciMLOperators: FunctionOperator
+    using Tricks: static_hasmethod
+else
+    import ..Zygote
+    using ..LinearAlgebra
+    using ..SparseDiffTools: SparseDiffTools, DeivVecTag, FwdModeAutoDiffVecProd, VecJac
+    using ..ForwardDiff: ForwardDiff, Dual, partials
+    using ..SciMLOperators: FunctionOperator
+    using ..Tricks: static_hasmethod
+end
+
+### Jac, Hes products
+
+function SparseDiffTools.numback_hesvec!(dy, f, x, v, cache1 = similar(v), cache2 = similar(v))
     g = let f = f
         (dx, x) -> dx .= first(Zygote.gradient(f, x))
     end
@@ -12,7 +32,7 @@ function numback_hesvec!(dy, f, x, v, cache1 = similar(v), cache2 = similar(v))
     @. dy = (cache1 - cache2) / (2ϵ)
 end
 
-function numback_hesvec(f, x, v)
+function SparseDiffTools.numback_hesvec(f, x, v)
     g = x -> first(Zygote.gradient(f, x))
     T = eltype(x)
     # Should it be min? max? mean?
@@ -24,7 +44,7 @@ function numback_hesvec(f, x, v)
     (gxp - gxm) / (2ϵ)
 end
 
-function autoback_hesvec!(dy, f, x, v,
+function SparseDiffTools.autoback_hesvec!(dy, f, x, v,
                           cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag, eltype(x))),
                                         eltype(x), 1
                                         }.(x,
@@ -42,16 +62,16 @@ function autoback_hesvec!(dy, f, x, v,
     dy .= partials.(cache2, 1)
 end
 
-function autoback_hesvec(f, x, v)
+function SparseDiffTools.autoback_hesvec(f, x, v)
     g = x -> first(Zygote.gradient(f, x))
     y = Dual{typeof(ForwardDiff.Tag(DeivVecTag, eltype(x))), eltype(x), 1
              }.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x)))))
     ForwardDiff.partials.(g(y), 1)
 end
 
-### Operator Forms
+# Operator Forms
 
-function ZygoteHesVec(f, u::AbstractArray, p = nothing, t = nothing; autodiff = true)
+function SparseDiffTools.ZygoteHesVec(f, u::AbstractArray, p = nothing, t = nothing; autodiff = true)
 
     if autodiff
         cache1 = Dual{
@@ -65,8 +85,8 @@ function ZygoteHesVec(f, u::AbstractArray, p = nothing, t = nothing; autodiff =
 
     cache = (cache1, cache2,)
 
-    vecprod  = autodiff ? autoback_hesvec  : numback_hesvec 
-    vecprod! = autodiff ? autoback_hesvec! : numback_hesvec!
+    vecprod  = autodiff ? SparseDiffTools.autoback_hesvec  : SparseDiffTools.numback_hesvec 
+    vecprod! = autodiff ? SparseDiffTools.autoback_hesvec! : SparseDiffTools.numback_hesvec!
 
     outofplace = static_hasmethod(f, typeof((u,)))
     isinplace  = static_hasmethod(f, typeof((u,)))
@@ -82,4 +102,21 @@ function ZygoteHesVec(f, u::AbstractArray, p = nothing, t = nothing; autodiff =
                      p = p, t = t, islinear = true,
                     )
 end
-#
+
+## VecJac products
+
+function SparseDiffTools.auto_vecjac!(du, f, x, v, cache1 = nothing, cache2 = nothing)
+    !hasmethod(f, (typeof(x),)) && error("For inplace function use autodiff = false")
+    du .= reshape(SparseDiffTools.auto_vecjac(f, x, v), size(du))
+end
+
+function SparseDiffTools.auto_vecjac(f, x, v)
+    vv, back = Zygote.pullback(f, x)
+    return vec(back(reshape(v, size(vv)))[1])
+end
+
+function SparseDiffTools.ZygoteVecJac(args...; autodiff = true, kwargs...)
+    VecJac(args...; autodiff = autodiff, kwargs...)
+end
+
+end # module

src/SparseDiffTools.jl

@@ -5,7 +5,6 @@ using FiniteDiff
 using ForwardDiff
 using Graphs
 using Graphs: SimpleGraph
-using Requires
 using VertexSafeGraphs
 using Adapt
 
@@ -21,7 +20,7 @@ using ArrayInterface: matrix_colors
 
 using SciMLOperators
 import SciMLOperators: update_coefficients, update_coefficients!
-using Tricks: static_hasmethod
+using Tricks: Tricks, static_hasmethod
 
 abstract type AbstractAutoDiffVecProd end
 
@@ -69,16 +68,31 @@ Base.@pure __parameterless_type(T) = Base.typename(T).wrapper
 parameterless_type(x) = parameterless_type(typeof(x))
 parameterless_type(x::Type) = __parameterless_type(x)
 
-function __init__()
-    @require Zygote="e88e6eb3-aa80-5325-afca-941959d7151f" begin
-        export numback_hesvec, numback_hesvec!,
-               autoback_hesvec, autoback_hesvec!,
-               auto_vecjac, auto_vecjac!,
-               ZygoteVecJac, ZygoteHesVec
+import Requires
+import Reexport
 
-        include("differentiation/vecjac_products_zygote.jl")
-        include("differentiation/jaches_products_zygote.jl")
+function numback_hesvec end
+function numback_hesvec! end
+function autoback_hesvec end
+function autoback_hesvec! end
+function auto_vecjac end
+function auto_vecjac! end
+function ZygoteVecJac end
+function ZygoteHesVec end
+
+@static if !isdefined(Base, :get_extension)
+    function __init__()
+        Requires.@require Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" begin
+            include("../ext/SparseDiffToolsZygote.jl")
+            Reexport.@reexport using .SparseDiffToolsZygote
+        end
     end
 end
 
+export
+       numback_hesvec, numback_hesvec!,
+       autoback_hesvec, autoback_hesvec!,
+       auto_vecjac, auto_vecjac!,
+       ZygoteVecJac, ZygoteHesVec
+
 end # module