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Fix DiffRules-based definitions for complex-valued functions #577

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merged 4 commits into from
Apr 27, 2022
Merged

Fix DiffRules-based definitions for complex-valued functions #577

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f9377d5
Fix DiffRules-based definitions for complex-valued functions
devmotion Feb 23, 2022
d31d4e2
Update tests
devmotion Feb 23, 2022
f111216
Update Project.toml
devmotion Apr 24, 2022
1043a59
Merge branch 'master' into dw/diffrules_complex
devmotion Apr 24, 2022
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "ForwardDiff"
uuid = "f6369f11-7733-5829-9624-2563aa707210"
version = "0.10.26"
version = "0.10.27"

[deps]
CommonSubexpressions = "bbf7d656-a473-5ed7-a52c-81e309532950"
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40 changes: 36 additions & 4 deletions src/dual.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -195,6 +195,38 @@ macro define_ternary_dual_op(f, xyz_body, xy_body, xz_body, yz_body, x_body, y_b
return esc(defs)
end

# Support complex-valued functions such as `hankelh1`
function dual_definition_retval(::Val{T}, val::Real, deriv::Real, partial::Partials) where {T}
return Dual{T}(val, deriv * partial)
end
function dual_definition_retval(::Val{T}, val::Real, deriv1::Real, partial1::Partials, deriv2::Real, partial2::Partials) where {T}
return Dual{T}(val, _mul_partials(partial1, partial2, deriv1, deriv2))
end
function dual_definition_retval(::Val{T}, val::Complex, deriv::Union{Real,Complex}, partial::Partials) where {T}
reval, imval = reim(val)
if deriv isa Real
p = deriv * partial
return Complex(Dual{T}(reval, p), Dual{T}(imval, zero(p)))
else
rederiv, imderiv = reim(deriv)
return Complex(Dual{T}(reval, rederiv * partial), Dual{T}(imval, imderiv * partial))
end
end
function dual_definition_retval(::Val{T}, val::Complex, deriv1::Union{Real,Complex}, partial1::Partials, deriv2::Union{Real,Complex}, partial2::Partials) where {T}
reval, imval = reim(val)
if deriv1 isa Real && deriv2 isa Real
p = _mul_partials(partial1, partial2, deriv1, deriv2)
return Complex(Dual{T}(reval, p), Dual{T}(imval, zero(p)))
else
rederiv1, imderiv1 = reim(deriv1)
rederiv2, imderiv2 = reim(deriv2)
return Complex(
Dual{T}(reval, _mul_partials(partial1, partial2, rederiv1, rederiv2)),
Dual{T}(imval, _mul_partials(partial1, partial2, imderiv1, imderiv2)),
)
end
end

function unary_dual_definition(M, f)
FD = ForwardDiff
Mf = M == :Base ? f : :($M.$f)
Expand All @@ -206,7 +238,7 @@ function unary_dual_definition(M, f)
@inline function $M.$f(d::$FD.Dual{T}) where T
x = $FD.value(d)
$work
return $FD.Dual{T}(val, deriv * $FD.partials(d))
return $FD.dual_definition_retval(Val{T}(), val, deriv, $FD.partials(d))
end
end
end
Expand Down Expand Up @@ -236,17 +268,17 @@ function binary_dual_definition(M, f)
begin
vx, vy = $FD.value(x), $FD.value(y)
$xy_work
return $FD.Dual{Txy}(val, $FD._mul_partials($FD.partials(x), $FD.partials(y), dvx, dvy))
return $FD.dual_definition_retval(Val{Txy}(), val, dvx, $FD.partials(x), dvy, $FD.partials(y))
end,
begin
vx = $FD.value(x)
$x_work
return $FD.Dual{Tx}(val, dvx * $FD.partials(x))
return $FD.dual_definition_retval(Val{Tx}(), val, dvx, $FD.partials(x))
end,
begin
vy = $FD.value(y)
$y_work
return $FD.Dual{Ty}(val, dvy * $FD.partials(y))
return $FD.dual_definition_retval(Val{Ty}(), val, dvy, $FD.partials(y))
end
)
end
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48 changes: 38 additions & 10 deletions test/DualTest.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -440,7 +440,7 @@ for N in (0,3), M in (0,4), V in (Int, Float32)

if V != Int
for (M, f, arity) in DiffRules.diffrules(filter_modules = nothing)
if f in (:hankelh1, :hankelh1x, :hankelh2, :hankelh2x, :/, :rem2pi)
if f in (:/, :rem2pi)
continue # Skip these rules
elseif !(isdefined(@__MODULE__, M) && isdefined(getfield(@__MODULE__, M), f))
continue # Skip rules for methods not defined in the current scope
Expand All @@ -457,9 +457,20 @@ for N in (0,3), M in (0,4), V in (Int, Float32)
end
@eval begin
x = rand() + $modifier
dx = $M.$f(Dual{TestTag()}(x, one(x)))
@test value(dx) == $M.$f(x)
@test partials(dx, 1) == $deriv
dx = @inferred $M.$f(Dual{TestTag()}(x, one(x)))
actualval = $M.$f(x)
@assert actualval isa Real || actualval isa Complex
if actualval isa Real
@test dx isa Dual{TestTag()}
@test value(dx) == actualval
@test partials(dx, 1) == $deriv
else
@test dx isa Complex{<:Dual{TestTag()}}
@test value(real(dx)) == real(actualval)
@test value(imag(dx)) == imag(actualval)
@test partials(real(dx), 1) == real($deriv)
@test partials(imag(dx), 1) == imag($deriv)
end
end
elseif arity == 2
derivs = DiffRules.diffrule(M, f, :x, :y)
Expand All @@ -472,14 +483,31 @@ for N in (0,3), M in (0,4), V in (Int, Float32)
end
@eval begin
x, y = $x, $y
dx = $M.$f(Dual{TestTag()}(x, one(x)), y)
dy = $M.$f(x, Dual{TestTag()}(y, one(y)))
dx = @inferred $M.$f(Dual{TestTag()}(x, one(x)), y)
dy = @inferred $M.$f(x, Dual{TestTag()}(y, one(y)))
actualdx = $(derivs[1])
actualdy = $(derivs[2])
@test value(dx) == $M.$f(x, y)
@test value(dy) == value(dx)
@test partials(dx, 1) ≈ actualdx nans=true
@test partials(dy, 1) ≈ actualdy nans=true
actualval = $M.$f(x, y)
@assert actualval isa Real || actualval isa Complex
if actualval isa Real
@test dx isa Dual{TestTag()}
@test dy isa Dual{TestTag()}
@test value(dx) == actualval
@test value(dy) == actualval
@test partials(dx, 1) ≈ actualdx nans=true
@test partials(dy, 1) ≈ actualdy nans=true
else
@test dx isa Complex{<:Dual{TestTag()}}
@test dy isa Complex{<:Dual{TestTag()}}
@test real(value(dx)) == real(actualval)
@test real(value(dy)) == real(actualval)
@test imag(value(dx)) == imag(actualval)
@test imag(value(dy)) == imag(actualval)
@test partials(real(dx), 1) ≈ real(actualdx) nans=true
@test partials(real(dy), 1) ≈ real(actualdy) nans=true
@test partials(imag(dx), 1) ≈ imag(actualdx) nans=true
@test partials(imag(dy), 1) ≈ imag(actualdy) nans=true
end
end
end
end
Expand Down