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perf: improve performance of symbolic differentiation #840
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Codecov Report
@@ Coverage Diff @@
## main #840 +/- ##
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+ Coverage 68.85% 69.08% +0.22%
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Files 61 62 +1
Lines 7725 7776 +51
Branches 1454 1459 +5
==========================================
+ Hits 5319 5372 +53
+ Misses 2393 2391 -2
Partials 13 13
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Description
Related issue/PR: #
#652
This PR dramatically improves the performance of the symbolic differentiation of diagrams with large numbers of constraints and objectives. Penrose was computing a gradient for each objective and constraint separately to provide debugging information. This PR removes that code and introduces a compressed graph representation for traversing the graph during symbolic differentiation. The graph representation can and should be used in optimization and evaluation as well. Perhaps it should be the output of the compiler.
Implementation strategy and design decisions
The compressed graph representation is based on this slide in Keenan's graphics course: http://15462.courses.cs.cmu.edu/fall2021/lecture/meshes/slide_021
Checklist