Skip to content
Closed
Show file tree
Hide file tree
Changes from all commits
Commits
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
7 changes: 5 additions & 2 deletions src/grad.jl
Original file line number Diff line number Diff line change
Expand Up @@ -92,13 +92,16 @@ function to_vec(x::T) where {T<:LinearAlgebra.AbstractTriangular}
return x_vec, x_vec->T(reshape(back(x_vec), size(x)))
end
to_vec(x::Symmetric) = vec(Matrix(x)), x_vec->Symmetric(reshape(x_vec, size(x)))
to_vec(X::Diagonal) = vec(Matrix(X)), x_vec->Diagonal(reshape(x_vec, size(X)...))
function to_vec(X::Diagonal)
diag_vec, from_diag = to_vec(X.diag)
return diag_vec, x_vec->Diagonal(from_diag(x_vec))
end

# Non-array data structures.
function to_vec(x::Tuple)
x_vecs, x_backs = zip(map(to_vec, x)...)
sz = cumsum([map(length, x_vecs)...])
return vcat(x_vecs...), function(v)
return ntuple(n->x_backs[n](v[sz[n]-length(x[n])+1:sz[n]]), length(x))
return ntuple(n->x_backs[n](v[sz[n]-length(x_vecs[n])+1:sz[n]]), length(x))
end
end
1 change: 1 addition & 0 deletions test/grad.jl
Original file line number Diff line number Diff line change
Expand Up @@ -54,6 +54,7 @@ using FDM: grad, jacobian, _jvp, _j′vp, jvp, j′vp, to_vec
test_to_vec((randn(4), randn(4, 3, 2), 1))
test_to_vec((5, randn(4, 3, 2), UpperTriangular(randn(4, 4)), 2.5))
test_to_vec(((6, 5), 3, randn(3, 2, 0, 1)))
test_to_vec((Diagonal(randn(7)),))
end
end

Expand Down