diff --git a/docs/_rst/source/basic_api.rst b/docs/_rst/source/basic_api.rst index 96115abd..49deb0e6 100644 --- a/docs/_rst/source/basic_api.rst +++ b/docs/_rst/source/basic_api.rst @@ -8,15 +8,22 @@ Use ``ForwardDiff.derivative`` to differentiate functions of the form ``f(::Real .. function:: ForwardDiff.derivative!(out, f, x) - Compute :math:`f'(x)`, storing the output in ``out``. If ``x`` is a ``Tuple``, - then ``f`` will be called as ``f(x...)`` and the derivatives with respect to - each element in `x` will be stored in the respective element of ``out`` (which - should also be a ``Tuple``). + Compute :math:`f'(x)`, storing the output in ``out``. + +.. function:: ForwardDiff.derivative!(out, f!, y, x, cfg = ForwardDiff.DerivativeConfig(f!, y, x)) + + Compute and return :math:`f'(x)`, storing the output in ```out``. This form assumes that + :math:`f'(x)` can be called as ``f!(y, x)`` such that the value result is stored in + ``y``. .. function:: ForwardDiff.derivative(f, x) - Compute and return :math:`f'(x)`. If ``x`` is a ``Tuple``, ``f`` will be - called as ``f(x...)``, and a ``Tuple`` of derivatives will be returned. + Compute and return :math:`f'(x)`. + +.. function:: ForwardDiff.derivative(f!, y, x, cfg = ForwardDiff.DerivativeConfig(f!, y, x)) + + Compute and return :math:`f'(x)`. This form assumes that :math:`f'(x)` can be called as + ``f!(y, x)`` such that the value result is stored in ``y``. Gradients of :math:`f(x) : \mathbb{R}^{n_1} \times \dots \times \mathbb{R}^{n_k} \to \mathbb{R}` ------------------------------------------------------------------------------------------------ diff --git a/docs/_sources/basic_api.txt b/docs/_sources/basic_api.txt index 96115abd..49deb0e6 100644 --- a/docs/_sources/basic_api.txt +++ b/docs/_sources/basic_api.txt @@ -8,15 +8,22 @@ Use ``ForwardDiff.derivative`` to differentiate functions of the form ``f(::Real .. function:: ForwardDiff.derivative!(out, f, x) - Compute :math:`f'(x)`, storing the output in ``out``. If ``x`` is a ``Tuple``, - then ``f`` will be called as ``f(x...)`` and the derivatives with respect to - each element in `x` will be stored in the respective element of ``out`` (which - should also be a ``Tuple``). + Compute :math:`f'(x)`, storing the output in ``out``. + +.. function:: ForwardDiff.derivative!(out, f!, y, x, cfg = ForwardDiff.DerivativeConfig(f!, y, x)) + + Compute and return :math:`f'(x)`, storing the output in ```out``. This form assumes that + :math:`f'(x)` can be called as ``f!(y, x)`` such that the value result is stored in + ``y``. .. function:: ForwardDiff.derivative(f, x) - Compute and return :math:`f'(x)`. If ``x`` is a ``Tuple``, ``f`` will be - called as ``f(x...)``, and a ``Tuple`` of derivatives will be returned. + Compute and return :math:`f'(x)`. + +.. function:: ForwardDiff.derivative(f!, y, x, cfg = ForwardDiff.DerivativeConfig(f!, y, x)) + + Compute and return :math:`f'(x)`. This form assumes that :math:`f'(x)` can be called as + ``f!(y, x)`` such that the value result is stored in ``y``. Gradients of :math:`f(x) : \mathbb{R}^{n_1} \times \dots \times \mathbb{R}^{n_k} \to \mathbb{R}` ------------------------------------------------------------------------------------------------ diff --git a/docs/basic_api.html b/docs/basic_api.html index 862d63fb..1bb1f5f6 100644 --- a/docs/basic_api.html +++ b/docs/basic_api.html @@ -152,17 +152,28 @@

Derivatives of \(f(x) : \mathbb{R} \to \mathbb{R}^{n_1} \
ForwardDiff.derivative!(out, f, x)
-

Compute \(f'(x)\), storing the output in out. If x is a Tuple, -then f will be called as f(x...) and the derivatives with respect to -each element in x will be stored in the respective element of out (which -should also be a Tuple).

+

Compute \(f'(x)\), storing the output in out.

+
+ +
+
+ForwardDiff.derivative!(out, f!, y, x, cfg = ForwardDiff.DerivativeConfig(f!, y, x))
+

Compute and return \(f'(x)\), storing the output in `out. This form assumes that +\(f'(x)\) can be called as f!(y, x) such that the value result is stored in +y.

ForwardDiff.derivative(f, x)ΒΆ
-

Compute and return \(f'(x)\). If x is a Tuple, f will be -called as f(x...), and a Tuple of derivatives will be returned.

+

Compute and return \(f'(x)\).

+
+ +
+
+ForwardDiff.derivative(f!, y, x, cfg = ForwardDiff.DerivativeConfig(f!, y, x))
+

Compute and return \(f'(x)\). This form assumes that \(f'(x)\) can be called as +f!(y, x) such that the value result is stored in y.

diff --git a/docs/genindex.html b/docs/genindex.html index 28e76d10..9eba06cb 100644 --- a/docs/genindex.html +++ b/docs/genindex.html @@ -145,7 +145,7 @@

F

-
ForwardDiff.derivative() (built-in function) +
ForwardDiff.derivative() (built-in function), [1]
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Usage Guide","Basic ForwardDiff API","How to Contribute","How ForwardDiff Works","ForwardDiff.jl","Installation and Version Requirements","Limitations of ForwardDiff","Upgrading from Older Versions of ForwardDiff"],titleterms:{"function":[0,2,7],"new":2,"public":4,"return":0,abstractconfig:1,access:0,adding:2,advanc:0,api:[1,3,7],basic:1,calculu:2,chunk:[0,7],configur:0,contribut:2,creat:7,deriv:1,differenti:7,dual:3,enabl:7,fix:0,forwarddiff:[1,2,3,4,6,7],from:7,gradient:1,guid:0,hessian:[0,1],higher:7,how:[2,3],implement:[2,3],inf:0,installat:5,issu:0,jacobian:1,limit:6,lower:[0,7],manual:2,multithread:7,nan:0,number:3,older:7,optimiz:2,order:[0,7],requir:5,result:[0,7],retriev:7,set:7,simd:0,size:[0,7],type:1,unari:2,unexport:7,upgrade:7,usage:0,valu:0,vector:0,version:[5,7],via:2,work:3}}) \ No newline at end of file diff --git a/src/config.jl b/src/config.jl index da477d05..4055be4b 100644 --- a/src/config.jl +++ b/src/config.jl @@ -44,6 +44,22 @@ Base.eltype(cfg::AbstractConfig) = eltype(typeof(cfg)) @inline chunksize(::AbstractConfig{T,N}) where {T,N} = N +#################### +# DerivativeConfig # +#################### + +struct DerivativeConfig{T,D} <: AbstractConfig{T,1} + duals::D +end + +function DerivativeConfig(::F, + y::AbstractArray{Y}, + x::X, + ::T = Tag(F, X)) where {F,X<:Real,Y<:Real,T} + duals = similar(y, Dual{T,Y,1}) + return DerivativeConfig{T,typeof(duals)}(duals) +end + ################## # GradientConfig # ################## diff --git a/src/derivative.jl b/src/derivative.jl index 9c04171a..2131eacf 100644 --- a/src/derivative.jl +++ b/src/derivative.jl @@ -2,14 +2,38 @@ # API methods # ############### +const AllowedDerivativeConfig{F,H} = Union{DerivativeConfig{Tag{F,H}}, DerivativeConfig{Tag{Void,H}}} + +derivative(f!, y, x, cfg::DerivativeConfig) = throw(ConfigHismatchError(f, cfg)) +derivative!(out, f!, y, x, cfg::DerivativeConfig) = throw(ConfigHismatchError(f, cfg)) + @inline function derivative(f::F, x::R) where {F,R<:Real} T = typeof(Tag(F, R)) return extract_derivative(f(Dual{T}(x, one(x)))) end +@inline function derivative(f!::F, y, x::R, cfg::AllowedDerivativeConfig{F,H} = DerivativeConfig(f!, y, x)) where {F,R<:Real,H} + ydual = cfg.duals + seed!(ydual, y) + f!(ydual, Dual{Tag{F,H}}(x, one(x))) + map!(value, y, ydual) + return extract_derivative(ydual) +end + @inline function derivative!(out, f::F, x::R) where {F,R<:Real} - T = typeof(Tag(F, typeof(x))) - extract_derivative!(out, f(Dual{T}(x, one(x)))) + T = typeof(Tag(F, R)) + ydual = f(Dual{T}(x, one(x))) + extract_value!(out, ydual) + extract_derivative!(out, ydual) + return out +end + +@inline function derivative!(out, f!::F, y, x::R, cfg::AllowedDerivativeConfig{F,H} = DerivativeConfig(f!, y, x)) where {F,R<:Real,H} + ydual = cfg.duals + seed!(ydual, y) + f!(ydual, Dual{Tag{F,H}}(x, one(x))) + extract_value!(out, y, ydual) + extract_derivative!(out, ydual) return out end @@ -28,9 +52,4 @@ end #----------# extract_derivative!(out::AbstractArray, y::AbstractArray) = map!(extract_derivative, out, y) - -function extract_derivative!(out::DiffResult, y) - DiffBase.value!(value, out, y) - DiffBase.derivative!(extract_derivative, out, y) - return out -end +extract_derivative!(out::DiffResult, y) = DiffBase.derivative!(extract_derivative, out, y) diff --git a/test/DerivativeTest.jl b/test/DerivativeTest.jl index 85300ba3..691d4915 100644 --- a/test/DerivativeTest.jl +++ b/test/DerivativeTest.jl @@ -45,4 +45,46 @@ for f in DiffBase.NUMBER_TO_ARRAY_FUNCS @test isapprox(DiffBase.derivative(out), d) end +for f! in DiffBase.INPLACE_NUMBER_TO_ARRAY_FUNCS + println(" ...testing $f!") + m, n = 3, 2 + y = zeros(m, n) + f = x -> (tmp = similar(y, promote_type(eltype(y), typeof(x)), m, n); f!(tmp, x); tmp) + v = f(x) + cfg = ForwardDiff.DerivativeConfig(f!, y, x) + d = ForwardDiff.derivative(f, x) + + fill!(y, 0.0) + @test isapprox(ForwardDiff.derivative(f!, y, x), d) + @test isapprox(v, y) + + fill!(y, 0.0) + @test isapprox(ForwardDiff.derivative(f!, y, x, cfg), d) + @test isapprox(v, y) + + out = similar(v) + fill!(y, 0.0) + ForwardDiff.derivative!(out, f!, y, x) + @test isapprox(out, d) + @test isapprox(v, y) + + out = similar(v) + fill!(y, 0.0) + ForwardDiff.derivative!(out, f!, y, x, cfg) + @test isapprox(out, d) + @test isapprox(v, y) + + out = DiffBase.DiffResult(similar(v), similar(d)) + ForwardDiff.derivative!(out, f!, y, x) + @test isapprox(v, y) + @test isapprox(DiffBase.value(out), v) + @test isapprox(DiffBase.derivative(out), d) + + out = DiffBase.DiffResult(similar(v), similar(d)) + ForwardDiff.derivative!(out, f!, y, x, cfg) + @test isapprox(v, y) + @test isapprox(DiffBase.value(out), v) + @test isapprox(DiffBase.derivative(out), d) +end + end # module