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non-vector support in color differentiation #63

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Sep 20, 2019
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non-vector support in color differentiation #63

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19 changes: 12 additions & 7 deletions src/differentiation/compute_jacobian_ad.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -31,13 +31,13 @@ function ForwardColorJacCache(f,x,_chunksize = nothing;
end

p = adapt.(typeof(x),generate_chunked_partials(x,colorvec,chunksize))
t = Dual{typeof(f)}.(x,first(p))
t = reshape(Dual{typeof(f)}.(vec(x),first(p)),size(x)...)

if dx === nothing
fx = similar(t)
_dx = similar(x)
else
fx = Dual{typeof(f)}.(dx,first(p))
fx = reshape(Dual{typeof(f)}.(vec(dx),first(p)),size(x)...)
_dx = dx
end

Expand Down Expand Up @@ -109,17 +109,22 @@ function forwarddiff_color_jacobian!(J::AbstractMatrix{<:Number},
cols_index = nothing
end

vecx = vec(x)
vect = vec(t)
vecfx= vec(fx)
vecdx= vec(dx)

ncols=size(J,2)

for i in eachindex(p)
partial_i = p[i]
t .= Dual{typeof(f)}.(x, partial_i)
vect .= Dual{typeof(f)}.(vecx, partial_i)
f(fx,t)
if !(sparsity isa Nothing)
for j in 1:chunksize
dx .= partials.(fx, j)
if ArrayInterface.fast_scalar_indexing(dx)
DiffEqDiffTools._colorediteration!(J,sparsity,rows_index,cols_index,dx,colorvec,color_i,ncols)
DiffEqDiffTools._colorediteration!(J,sparsity,rows_index,cols_index,vecdx,colorvec,color_i,ncols)
else
#=
J.nzval[rows_index] .+= (colorvec[cols_index] .== color_i) .* dx[rows_index]
Expand All @@ -128,9 +133,9 @@ function forwarddiff_color_jacobian!(J::AbstractMatrix{<:Number},
+= means requires a zero'd out start
=#
if J isa SparseMatrixCSC
@. setindex!((J.nzval,),getindex((J.nzval,),rows_index) + (getindex((colorvec,),cols_index) == color_i) * getindex((dx,),rows_index),rows_index)
@. setindex!((J.nzval,),getindex((J.nzval,),rows_index) + (getindex((colorvec,),cols_index) == color_i) * getindex((vecdx,),rows_index),rows_index)
else
@. setindex!((J,),getindex((J,),rows_index, cols_index) + (getindex((colorvec,),cols_index) == color_i) * getindex((dx,),rows_index),rows_index, cols_index)
@. setindex!((J,),getindex((J,),rows_index, cols_index) + (getindex((colorvec,),cols_index) == color_i) * getindex((vecdx,),rows_index),rows_index, cols_index)
end
end
color_i += 1
Expand All @@ -140,7 +145,7 @@ function forwarddiff_color_jacobian!(J::AbstractMatrix{<:Number},
for j in 1:chunksize
col_index = (i-1)*chunksize + j
(col_index > maximum(colorvec)) && return
J[:, col_index] .= partials.(fx, j)
J[:, col_index] .= partials.(vecfx, j)
end
end
end
Expand Down