Skip to content

Reinterpret Vector of TaylorScalars as Matrix #39

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
tansongchen merged 1 commit into from
Sep 1, 2023
Merged

Reinterpret Vector of TaylorScalars as Matrix #39

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
6 changes: 4 additions & 2 deletions src/chainrules.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -31,10 +31,12 @@ function rrule(::typeof(extract_derivative), t::TaylorScalar{T, N},
end

function rrule(::typeof(*), A::AbstractMatrix{S},
t::Vector{TaylorScalar{T, N}}) where {N, S <: Number, T}
t::AbstractVector{TaylorScalar{T, N}}) where {N, S <: Number, T}
project_A = ProjectTo(A)
function gemv_pullback(x̄)
NoTangent(), @thunk(project_A(contract.(x̄, transpose(t)))), @thunk(transpose(A)*x̄)
x̂ = reinterpret(reshape, T, x̄)
t̂ = reinterpret(reshape, T, t)
NoTangent(), @thunk(project_A(transpose(x̂) * t̂)), @thunk(transpose(A)*x̄)
end
return A * t, gemv_pullback
end
Expand Down
10 changes: 5 additions & 5 deletions src/derivative.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -18,8 +18,8 @@ function derivative end
derivative(f, x, Val{order + 1}())
end

@inline function derivative(f, x::V, l::V,
order::Int64) where {V <: AbstractArray{<:Number, 1}}
@inline function derivative(f, x::AbstractVector{T}, l::AbstractVector{S},
order::Int64) where {T <: Number, S <: Number}
derivative(f, x, l, Val{order + 1}())
end

Expand All @@ -29,10 +29,10 @@ end
end

# Need to rewrite like this to help Zygote infer types
make_taylor(t0::T, t1::T, ::Val{N}) where {T, N} = TaylorScalar{T, N}(t0, t1)
make_taylor(t0::T, t1::S, ::Val{N}) where {T, S, N} = TaylorScalar{T, N}(t0, T(t1))

@inline function derivative(f, x::V, l::V,
vN::Val{N}) where {V <: AbstractArray{<:Number, 1}, N}
@inline function derivative(f, x::AbstractVector{T}, l::AbstractVector{S},
vN::Val{N}) where {T <: Number, S <: Number, N}
t = map((t0, t1) -> make_taylor(t0, t1, vN), x, l) # i.e. map(TaylorScalar{T, N}, x, l)
return extract_derivative(f(t), N)
end