Skip to content
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

Jump to bottom

use add!! and rename _mulsubtrans!! #274

Merged
merged 2 commits into from
Oct 6, 2020
Merged

use add!! and rename _mulsubtrans!! #274

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
5c96ffe
use add!! and rename _mulsubtrans!!
oxinabox Oct 5, 2020
4e40b49
bump version
oxinabox Oct 5, 2020
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
4 changes: 2 additions & 2 deletions Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "ChainRules"
uuid = "082447d4-558c-5d27-93f4-14fc19e9eca2"
version = "0.7.22"
version = "0.7.23"

[deps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
Expand All @@ -11,7 +11,7 @@ Requires = "ae029012-a4dd-5104-9daa-d747884805df"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"

[compat]
ChainRulesCore = "0.9.7"
ChainRulesCore = "0.9.12"
ChainRulesTestUtils = "0.4.2, 0.5"
Compat = "3"
FiniteDifferences = "0.10"
Expand Down
4 changes: 2 additions & 2 deletions src/rulesets/Base/arraymath.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -74,8 +74,8 @@ function rrule(::typeof(\), A::AbstractVecOrMat{<:Real}, B::AbstractVecOrMat{<:R
∂A = @thunk begin
B̄ = A' \ Ȳ
Ā = -B̄ * Y'
_add!(Ā, (B - A * Y) * B̄' / A')
_add!(Ā, A' \ Y * (Ȳ' - B̄'A))
Ā = add!!(Ā, (B - A * Y) * B̄' / A')
Ā = add!!(Ā, A' \ Y * (Ȳ' - B̄'A))
Ā
end
∂B = @thunk A' \ Ȳ
Expand Down
16 changes: 8 additions & 8 deletions src/rulesets/LinearAlgebra/dense.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -155,12 +155,12 @@ function frule((_, ΔA), ::typeof(pinv), A::AbstractMatrix{T}; kwargs...) where
# contract over the largest dimension
if m ≤ n
∂Y = -Y * (ΔA * Y)
_add!(∂Y, (ΔA' - Y * (A * ΔA')) * (Y' * Y)) # (I - Y A) ΔA' Y' Y
_add!(∂Y, Y * (Y' * ΔA') * (I - A * Y)) # Y Y' ΔA' (I - A Y)
∂Y = add!!(∂Y, (ΔA' - Y * (A * ΔA')) * (Y' * Y)) # (I - Y A) ΔA' Y' Y
∂Y = add!!(∂Y, Y * (Y' * ΔA') * (I - A * Y)) # Y Y' ΔA' (I - A Y)
else
∂Y = -(Y * ΔA) * Y
_add!(∂Y, (I - Y * A) * (ΔA' * Y') * Y) # (I - Y A) ΔA' Y' Y
_add!(∂Y, (Y * Y') * (ΔA' - (ΔA' * A) * Y)) # Y Y' ΔA' (I - A Y)
∂Y = add!!(∂Y, (I - Y * A) * (ΔA' * Y') * Y) # (I - Y A) ΔA' Y' Y
∂Y = add!!(∂Y, (Y * Y') * (ΔA' - (ΔA' * A) * Y)) # Y Y' ΔA' (I - A Y)
end
return Y, ∂Y
end
Expand Down Expand Up @@ -199,12 +199,12 @@ function rrule(::typeof(pinv), A::AbstractMatrix{T}; kwargs...) where {T}
# contract over the largest dimension
if m ≤ n
∂A = (Y' * -ΔY) * Y'
_add!(∂A, (Y' * Y) * (ΔY' - (ΔY' * Y) * A)) # Y' Y ΔY' (I - Y A)
_add!(∂A, (I - A * Y) * (ΔY' * Y) * Y') # (I - A Y) ΔY' Y Y'
∂A = add!!(∂A, (Y' * Y) * (ΔY' - (ΔY' * Y) * A)) # Y' Y ΔY' (I - Y A)
∂A = add!!(∂A, (I - A * Y) * (ΔY' * Y) * Y') # (I - A Y) ΔY' Y Y'
elseif m > n
∂A = Y' * (-ΔY * Y')
_add!(∂A, Y' * (Y * ΔY') * (I - Y * A)) # Y' Y ΔY' (I - Y A)
_add!(∂A, (ΔY' - A * (Y * ΔY')) * (Y * Y')) # (I - A Y) ΔY' Y Y'
∂A = add!!(∂A, Y' * (Y * ΔY') * (I - Y * A)) # Y' Y ΔY' (I - Y A)
∂A = add!!(∂A, (ΔY' - A * (Y * ΔY')) * (Y * Y')) # (I - A Y) ΔY' Y Y'
end
return (NO_FIELDS, ∂A)
end
Expand Down
14 changes: 7 additions & 7 deletions src/rulesets/LinearAlgebra/factorization.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -49,18 +49,18 @@ function svd_rev(USV::SVD, Ū, s̄, V̄)
# place functions here are significantly faster than their out-of-place, naively
# implemented counterparts, and allocate no additional memory.
Ut = U'
FUᵀŪ = _mulsubtrans!(Ut*Ū, F) # F .* (UᵀŪ - ŪᵀU)
FVᵀV̄ = _mulsubtrans!(Vt*V̄, F) # F .* (VᵀV̄ - V̄ᵀV)
ImUUᵀ = _eyesubx!(U*Ut) # I - UUᵀ
ImVVᵀ = _eyesubx!(V*Vt) # I - VVᵀ
FUᵀŪ = _mulsubtrans!!(Ut*Ū, F) # F .* (UᵀŪ - ŪᵀU)
FVᵀV̄ = _mulsubtrans!!(Vt*V̄, F) # F .* (VᵀV̄ - V̄ᵀV)
ImUUᵀ = _eyesubx!(U*Ut) # I - UUᵀ
ImVVᵀ = _eyesubx!(V*Vt) # I - VVᵀ

S = Diagonal(s)
S̄ = s̄ isa AbstractZero ? s̄ : Diagonal(s̄)

# TODO: consider using MuladdMacro here
Ā = _add!(U * FUᵀŪ * S, ImUUᵀ * (Ū / S)) * Vt
Ā = _add!(Ā, U * S̄ * Vt)
Ā = _add!(Ā, U * _add!(S * FVᵀV̄ * Vt, (S \ V̄') * ImVVᵀ))
Ā = add!!(U * FUᵀŪ * S, ImUUᵀ * (Ū / S)) * Vt
Ā = add!!(Ā, U * S̄ * Vt)
Ā = add!!(Ā, U * add!!(S * FVᵀV̄ * Vt, (S \ V̄') * ImVVᵀ))
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

i don't love that add!! is exported from ChainRulesCore (missed that in the PR that added it)

Copy link
Member Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Why?
It is part of the public API.
The whole public API is exported.
Except for debug_mode


return Ā
end
Expand Down
17 changes: 4 additions & 13 deletions src/rulesets/LinearAlgebra/utils.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@
# to any particular rule definition

# F .* (X - X'), overwrites X if possible
function _mulsubtrans!(X::AbstractMatrix{T}, F::AbstractMatrix{T}) where T<:Real
function _mulsubtrans!!(X::AbstractMatrix{T}, F::AbstractMatrix{T}) where T<:Real
k = size(X, 1)
@inbounds for j = 1:k, i = 1:j # Iterate the upper triangle
if i == j
Expand All @@ -13,9 +13,9 @@ function _mulsubtrans!(X::AbstractMatrix{T}, F::AbstractMatrix{T}) where T<:Real
end
return X
end
_mulsubtrans!(X::AbstractZero, F::AbstractZero) = X
_mulsubtrans!(X::AbstractZero, F::AbstractMatrix{<:Real}) = X
_mulsubtrans!(X::AbstractMatrix{<:Real}, F::AbstractZero) = F
_mulsubtrans!!(X::AbstractZero, F::AbstractZero) = X
_mulsubtrans!!(X::AbstractZero, F::AbstractMatrix{<:Real}) = X
_mulsubtrans!!(X::AbstractMatrix{<:Real}, F::AbstractZero) = F

# I - X, overwrites X
function _eyesubx!(X::AbstractMatrix)
Expand All @@ -26,13 +26,4 @@ function _eyesubx!(X::AbstractMatrix)
return X
end

# X + Y, overwrites X if possible
function _add!(X::AbstractVecOrMat, Y::AbstractVecOrMat)
@inbounds for i = eachindex(X, Y)
X[i] += Y[i]
end
return X
end
_add!(X, Y) = X + Y # handles all `AbstractZero` overloads

_extract_imag(x) = complex(0, imag(x))
3 changes: 1 addition & 2 deletions test/rulesets/LinearAlgebra/factorization.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -47,9 +47,8 @@ using ChainRules: level2partition, level3partition, chol_blocked_rev, chol_unblo
@testset "Helper functions" begin
X = randn(10, 10)
Y = randn(10, 10)
@test ChainRules._mulsubtrans!(copy(X), Y) ≈ Y .* (X - X')
@test ChainRules._mulsubtrans!!(copy(X), Y) ≈ Y .* (X - X')
@test ChainRules._eyesubx!(copy(X)) ≈ I - X
@test ChainRules._add!(copy(X), Y) ≈ X + Y
end
end
@testset "cholesky" begin
Expand Down