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Support complex output in derivative #583

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Merged
KristofferC merged 1 commit into from
May 5, 2022
Merged

Support complex output in derivative #583

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7 changes: 6 additions & 1 deletion src/derivative.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -70,6 +70,7 @@ Set `check` to `Val{false}()` to disable tag checking. This can lead to perturba
end

derivative(f, x::AbstractArray) = throw(DimensionMismatch("derivative(f, x) expects that x is a real number. Perhaps you meant gradient(f, x)?"))
derivative(f, x::Complex) = throw(DimensionMismatch("derivative(f, x) expects that x is a real number (does not support Wirtinger derivatives). Separate real and imaginary parts of the input."))

#####################
# result extraction #
Expand All @@ -78,9 +79,13 @@ derivative(f, x::AbstractArray) = throw(DimensionMismatch("derivative(f, x) expe
# non-mutating #
#--------------#

@inline extract_derivative(::Type{T}, y::Dual) where {T} = partials(T, y, 1)
@inline extract_derivative(::Type{T}, y::Real) where {T} = zero(y)
@inline extract_derivative(::Type{T}, y::Complex) where {T} = zero(y)
@inline extract_derivative(::Type{T}, y::Dual) where {T} = partials(T, y, 1)
@inline extract_derivative(::Type{T}, y::AbstractArray) where {T} = map(d -> extract_derivative(T,d), y)
@inline function extract_derivative(::Type{T}, y::Complex{TD}) where {T, TD <: Dual}
complex(partials(T, real(y), 1), partials(T, imag(y), 1))
end

# mutating #
#----------#
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4 changes: 4 additions & 0 deletions test/DerivativeTest.jl
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Expand Up @@ -100,4 +100,8 @@ end
@test_throws DimensionMismatch ForwardDiff.derivative(sum, fill(2pi, 3))
end

@testset "complex output" begin
@test ForwardDiff.derivative(x -> (1+im)*x, 0) == (1+im)
end

end # module