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dual.jl
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dual.jl
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########
# Dual #
########
"""
ForwardDiff.can_dual(V::Type)
Determines whether the type V is allowed as the scalar type in a
Dual. By default, only `<:Real` types are allowed.
"""
can_dual(::Type{<:Real}) = true
can_dual(::Type) = false
struct Dual{T,V,N} <: Real
value::V
partials::Partials{N,V}
function Dual{T, V, N}(value::V, partials::Partials{N, V}) where {T, V, N}
can_dual(V) || throw_cannot_dual(V)
new{T, V, N}(value, partials)
end
end
##########
# Traits #
##########
Base.ArithmeticStyle(::Type{<:Dual{T,V}}) where {T,V} = Base.ArithmeticStyle(V)
##############
# Exceptions #
##############
struct DualMismatchError{A,B} <: Exception
a::A
b::B
end
Base.showerror(io::IO, e::DualMismatchError{A,B}) where {A,B} =
print(io, "Cannot determine ordering of Dual tags $(e.a) and $(e.b)")
@noinline function throw_cannot_dual(V::Type)
throw(ArgumentError("Cannot create a dual over scalar type $V." *
" If the type behaves as a scalar, define ForwardDiff.can_dual(::Type{$V}) = true."))
end
"""
ForwardDiff.≺(a, b)::Bool
Determines the order in which tagged `Dual` objects are composed. If true, then `Dual{b}`
objects will appear outside `Dual{a}` objects.
This is important when working with nested differentiation: currently, only the outermost
tag can be extracted, so it should be used in the _innermost_ function.
"""
≺(a,b) = throw(DualMismatchError(a,b))
################
# Constructors #
################
@inline Dual{T}(value::V, partials::Partials{N,V}) where {T,N,V} = Dual{T,V,N}(value, partials)
@inline function Dual{T}(value::A, partials::Partials{N,B}) where {T,N,A,B}
C = promote_type(A, B)
return Dual{T}(convert(C, value), convert(Partials{N,C}, partials))
end
@inline Dual{T}(value, partials::Tuple) where {T} = Dual{T}(value, Partials(partials))
@inline Dual{T}(value, partials::Tuple{}) where {T} = Dual{T}(value, Partials{0,typeof(value)}(partials))
@inline Dual{T}(value) where {T} = Dual{T}(value, ())
@inline Dual{T}(x::Dual{T}) where {T} = Dual{T}(x, ())
@inline Dual{T}(value, partial1, partials...) where {T} = Dual{T}(value, tuple(partial1, partials...))
@inline Dual{T}(value::V, ::Chunk{N}, p::Val{i}) where {T,V,N,i} = Dual{T}(value, single_seed(Partials{N,V}, p))
@inline Dual(args...) = Dual{Nothing}(args...)
# we define these special cases so that the "constructor <--> convert" pun holds for `Dual`
@inline Dual{T,V,N}(x::Dual{T,V,N}) where {T,V,N} = x
@inline Dual{T,V,N}(x) where {T,V,N} = convert(Dual{T,V,N}, x)
@inline Dual{T,V,N}(x::Number) where {T,V,N} = convert(Dual{T,V,N}, x)
@inline Dual{T,V}(x) where {T,V} = convert(Dual{T,V}, x)
# Fix method ambiguity issue by adapting the definition in Base to `Dual`s
Dual{T,V,N}(x::Base.TwicePrecision) where {T,V,N} =
(Dual{T,V,N}(x.hi) + Dual{T,V,N}(x.lo))::Dual{T,V,N}
##############################
# Utility/Accessor Functions #
##############################
@inline value(x) = x
@inline value(d::Dual) = d.value
@inline value(::Type{T}, x) where T = x
@inline value(::Type{T}, d::Dual{T}) where T = value(d)
@inline function value(::Type{T}, d::Dual{S}) where {T,S}
if S ≺ T
d
else
throw(DualMismatchError(T,S))
end
end
@inline partials(x) = Partials{0,typeof(x)}(tuple())
@inline partials(d::Dual) = d.partials
@inline partials(x, i...) = zero(x)
@inline Base.@propagate_inbounds partials(d::Dual, i) = d.partials[i]
@inline Base.@propagate_inbounds partials(d::Dual, i, j) = partials(d, i).partials[j]
@inline Base.@propagate_inbounds partials(d::Dual, i, j, k...) = partials(partials(d, i, j), k...)
@inline Base.@propagate_inbounds partials(::Type{T}, x, i...) where T = partials(x, i...)
@inline Base.@propagate_inbounds partials(::Type{T}, d::Dual{T}, i...) where T = partials(d, i...)
@inline function partials(::Type{T}, d::Dual{S}, i...) where {T,S}
if S ≺ T
zero(d)
else
throw(DualMismatchError(T,S))
end
end
@inline npartials(::Dual{T,V,N}) where {T,V,N} = N
@inline npartials(::Type{Dual{T,V,N}}) where {T,V,N} = N
@inline order(::Type{V}) where {V} = 0
@inline order(::Type{Dual{T,V,N}}) where {T,V,N} = 1 + order(V)
@inline valtype(::V) where {V} = V
@inline valtype(::Type{V}) where {V} = V
@inline valtype(::Dual{T,V,N}) where {T,V,N} = V
@inline valtype(::Type{Dual{T,V,N}}) where {T,V,N} = V
@inline tagtype(::V) where {V} = Nothing
@inline tagtype(::Type{V}) where {V} = Nothing
@inline tagtype(::Dual{T,V,N}) where {T,V,N} = T
@inline tagtype(::Type{Dual{T,V,N}}) where {T,V,N} = T
####################################
# N-ary Operation Definition Tools #
####################################
macro define_binary_dual_op(f, xy_body, x_body, y_body)
FD = ForwardDiff
defs = quote
@inline $(f)(x::$FD.Dual{Txy}, y::$FD.Dual{Txy}) where {Txy} = $xy_body
@inline $(f)(x::$FD.Dual{Tx}, y::$FD.Dual{Ty}) where {Tx,Ty} = Ty ≺ Tx ? $x_body : $y_body
end
for R in AMBIGUOUS_TYPES
expr = quote
@inline $(f)(x::$FD.Dual{Tx}, y::$R) where {Tx} = $x_body
@inline $(f)(x::$R, y::$FD.Dual{Ty}) where {Ty} = $y_body
end
append!(defs.args, expr.args)
end
return esc(defs)
end
macro define_ternary_dual_op(f, xyz_body, xy_body, xz_body, yz_body, x_body, y_body, z_body)
FD = ForwardDiff
defs = quote
@inline $(f)(x::$FD.Dual{Txyz}, y::$FD.Dual{Txyz}, z::$FD.Dual{Txyz}) where {Txyz} = $xyz_body
@inline $(f)(x::$FD.Dual{Txy}, y::$FD.Dual{Txy}, z::$FD.Dual{Tz}) where {Txy,Tz} = Tz ≺ Txy ? $xy_body : $z_body
@inline $(f)(x::$FD.Dual{Txz}, y::$FD.Dual{Ty}, z::$FD.Dual{Txz}) where {Txz,Ty} = Ty ≺ Txz ? $xz_body : $y_body
@inline $(f)(x::$FD.Dual{Tx}, y::$FD.Dual{Tyz}, z::$FD.Dual{Tyz}) where {Tx,Tyz} = Tyz ≺ Tx ? $x_body : $yz_body
@inline function $(f)(x::$FD.Dual{Tx}, y::$FD.Dual{Ty}, z::$FD.Dual{Tz}) where {Tx,Ty,Tz}
if Tz ≺ Tx && Ty ≺ Tx
$x_body
elseif Tz ≺ Ty
$y_body
else
$z_body
end
end
end
for R in AMBIGUOUS_TYPES
expr = quote
@inline $(f)(x::$FD.Dual{Txy}, y::$FD.Dual{Txy}, z::$R) where {Txy} = $xy_body
@inline $(f)(x::$FD.Dual{Tx}, y::$FD.Dual{Ty}, z::$R) where {Tx, Ty} = Ty ≺ Tx ? $x_body : $y_body
@inline $(f)(x::$FD.Dual{Txz}, y::$R, z::$FD.Dual{Txz}) where {Txz} = $xz_body
@inline $(f)(x::$FD.Dual{Tx}, y::$R, z::$FD.Dual{Tz}) where {Tx,Tz} = Tz ≺ Tx ? $x_body : $z_body
@inline $(f)(x::$R, y::$FD.Dual{Tyz}, z::$FD.Dual{Tyz}) where {Tyz} = $yz_body
@inline $(f)(x::$R, y::$FD.Dual{Ty}, z::$FD.Dual{Tz}) where {Ty,Tz} = Tz ≺ Ty ? $y_body : $z_body
end
append!(defs.args, expr.args)
for Q in AMBIGUOUS_TYPES
Q === R && continue
expr = quote
@inline $(f)(x::$FD.Dual{Tx}, y::$R, z::$Q) where {Tx} = $x_body
@inline $(f)(x::$R, y::$FD.Dual{Ty}, z::$Q) where {Ty} = $y_body
@inline $(f)(x::$R, y::$Q, z::$FD.Dual{Tz}) where {Tz} = $z_body
end
append!(defs.args, expr.args)
end
expr = quote
@inline $(f)(x::$FD.Dual{Tx}, y::$R, z::$R) where {Tx} = $x_body
@inline $(f)(x::$R, y::$FD.Dual{Ty}, z::$R) where {Ty} = $y_body
@inline $(f)(x::$R, y::$R, z::$FD.Dual{Tz}) where {Tz} = $z_body
end
append!(defs.args, expr.args)
end
return esc(defs)
end
# Support complex-valued functions such as `hankelh1`
function dual_definition_retval(::Val{T}, val::Real, deriv::Real, partial::Partials) where {T}
return Dual{T}(val, deriv * partial)
end
function dual_definition_retval(::Val{T}, val::Real, deriv1::Real, partial1::Partials, deriv2::Real, partial2::Partials) where {T}
return Dual{T}(val, _mul_partials(partial1, partial2, deriv1, deriv2))
end
function dual_definition_retval(::Val{T}, val::Complex, deriv::Union{Real,Complex}, partial::Partials) where {T}
reval, imval = reim(val)
if deriv isa Real
p = deriv * partial
return Complex(Dual{T}(reval, p), Dual{T}(imval, zero(p)))
else
rederiv, imderiv = reim(deriv)
return Complex(Dual{T}(reval, rederiv * partial), Dual{T}(imval, imderiv * partial))
end
end
function dual_definition_retval(::Val{T}, val::Complex, deriv1::Union{Real,Complex}, partial1::Partials, deriv2::Union{Real,Complex}, partial2::Partials) where {T}
reval, imval = reim(val)
if deriv1 isa Real && deriv2 isa Real
p = _mul_partials(partial1, partial2, deriv1, deriv2)
return Complex(Dual{T}(reval, p), Dual{T}(imval, zero(p)))
else
rederiv1, imderiv1 = reim(deriv1)
rederiv2, imderiv2 = reim(deriv2)
return Complex(
Dual{T}(reval, _mul_partials(partial1, partial2, rederiv1, rederiv2)),
Dual{T}(imval, _mul_partials(partial1, partial2, imderiv1, imderiv2)),
)
end
end
function unary_dual_definition(M, f)
FD = ForwardDiff
Mf = M == :Base ? f : :($M.$f)
work = qualified_cse!(quote
val = $Mf(x)
deriv = $(DiffRules.diffrule(M, f, :x))
end)
return quote
@inline function $M.$f(d::$FD.Dual{T}) where T
x = $FD.value(d)
$work
return $FD.dual_definition_retval(Val{T}(), val, deriv, $FD.partials(d))
end
end
end
function binary_dual_definition(M, f)
FD = ForwardDiff
dvx, dvy = DiffRules.diffrule(M, f, :vx, :vy)
Mf = M == :Base ? f : :($M.$f)
xy_work = qualified_cse!(quote
val = $Mf(vx, vy)
dvx = $dvx
dvy = $dvy
end)
dvx, _ = DiffRules.diffrule(M, f, :vx, :y)
x_work = qualified_cse!(quote
val = $Mf(vx, y)
dvx = $dvx
end)
_, dvy = DiffRules.diffrule(M, f, :x, :vy)
y_work = qualified_cse!(quote
val = $Mf(x, vy)
dvy = $dvy
end)
expr = quote
$FD.@define_binary_dual_op(
$M.$f,
begin
vx, vy = $FD.value(x), $FD.value(y)
$xy_work
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_definition_retval(Val{Tx}(), val, dvx, $FD.partials(x))
end,
begin
vy = $FD.value(y)
$y_work
return $FD.dual_definition_retval(Val{Ty}(), val, dvy, $FD.partials(y))
end
)
end
return expr
end
#####################
# Generic Functions #
#####################
Base.copy(d::Dual) = d
Base.eps(d::Dual) = eps(value(d))
Base.eps(::Type{D}) where {D<:Dual} = eps(valtype(D))
# The `base` keyword was added in Julia 1.8:
# https://github.com/JuliaLang/julia/pull/42428
if VERSION < v"1.8.0-DEV.725"
Base.precision(d::Dual) = precision(value(d))
Base.precision(::Type{D}) where {D<:Dual} = precision(valtype(D))
else
Base.precision(d::Dual; base::Integer=2) = precision(value(d); base=base)
function Base.precision(::Type{D}; base::Integer=2) where {D<:Dual}
precision(valtype(D); base=base)
end
end
function Base.nextfloat(d::ForwardDiff.Dual{T,V,N}) where {T,V,N}
ForwardDiff.Dual{T}(nextfloat(d.value), d.partials)
end
function Base.prevfloat(d::ForwardDiff.Dual{T,V,N}) where {T,V,N}
ForwardDiff.Dual{T}(prevfloat(d.value), d.partials)
end
Base.rtoldefault(::Type{D}) where {D<:Dual} = Base.rtoldefault(valtype(D))
Base.floor(::Type{R}, d::Dual) where {R<:Real} = floor(R, value(d))
Base.floor(d::Dual) = floor(value(d))
Base.ceil(::Type{R}, d::Dual) where {R<:Real} = ceil(R, value(d))
Base.ceil(d::Dual) = ceil(value(d))
Base.trunc(::Type{R}, d::Dual) where {R<:Real} = trunc(R, value(d))
Base.trunc(d::Dual) = trunc(value(d))
Base.round(::Type{R}, d::Dual) where {R<:Real} = round(R, value(d))
Base.round(d::Dual) = round(value(d))
Base.fld(x::Dual, y::Dual) = fld(value(x), value(y))
Base.cld(x::Dual, y::Dual) = cld(value(x), value(y))
Base.exponent(x::Dual) = exponent(value(x))
Base.div(x::Dual, y::Dual, r::RoundingMode) = div(value(x), value(y), r)
Base.hash(d::Dual, hsh::UInt) = hash(value(d), hsh)
function Base.read(io::IO, ::Type{Dual{T,V,N}}) where {T,V,N}
value = read(io, V)
partials = read(io, Partials{N,V})
return Dual{T,V,N}(value, partials)
end
function Base.write(io::IO, d::Dual)
write(io, value(d))
write(io, partials(d))
end
@inline Base.zero(d::Dual) = zero(typeof(d))
@inline Base.zero(::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T}(zero(V), zero(Partials{N,V}))
@inline Base.one(d::Dual) = one(typeof(d))
@inline Base.one(::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T}(one(V), zero(Partials{N,V}))
@inline function Base.Int(d::Dual)
all(iszero, partials(d)) || throw(InexactError(:Int, Int, d))
Int(value(d))
end
@inline function Base.Integer(d::Dual)
all(iszero, partials(d)) || throw(InexactError(:Integer, Integer, d))
Integer(value(d))
end
@inline Random.rand(rng::AbstractRNG, d::Dual) = rand(rng, value(d))
@inline Random.rand(::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T}(rand(V), zero(Partials{N,V}))
@inline Random.rand(rng::AbstractRNG, ::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T}(rand(rng, V), zero(Partials{N,V}))
@inline Random.randn(::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T}(randn(V), zero(Partials{N,V}))
@inline Random.randn(rng::AbstractRNG, ::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T}(randn(rng, V), zero(Partials{N,V}))
@inline Random.randexp(::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T}(randexp(V), zero(Partials{N,V}))
@inline Random.randexp(rng::AbstractRNG, ::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T}(randexp(rng, V), zero(Partials{N,V}))
# Predicates #
#------------#
isconstant(d::Dual) = iszero(partials(d))
for pred in UNARY_PREDICATES
@eval Base.$(pred)(d::Dual) = $(pred)(value(d))
end
# Before PR#481 this loop ran over this list:
# BINARY_PREDICATES = Symbol[:isequal, :isless, :<, :>, :(==), :(!=), :(<=), :(>=)]
# Not a minimal set, as Base defines some in terms of others.
for pred in [:<, :>]
predeq = Symbol(pred, :(=))
@eval begin
@define_binary_dual_op(
Base.$(pred),
$(pred)(value(x), value(y)) || (value(x) == value(y) && $(pred)(partials(x), partials(y))),
$(pred)(value(x), y) || (value(x) == y && $(pred)(partials(x), zero(partials(x)))),
$(pred)(x, value(y)) || (x == value(y) && $(pred)(zero(partials(y)), partials(y))),
)
@define_binary_dual_op(
Base.$(predeq),
$(pred)(value(x), value(y)) || (value(x) == value(y) && $(predeq)(partials(x), partials(y))),
$(pred)(value(x), y) || (value(x) == y && $(predeq)(partials(x), zero(partials(x)))),
$(pred)(x, value(y)) || (x == value(y) && $(predeq)(zero(partials(y)), partials(y))),
)
end
end
@define_binary_dual_op(
Base.isless,
isless(value(x), value(y)) || (isequal(value(x), value(y)) && isless(partials(x), partials(y))),
isless(value(x), y) || (isequal(value(x), y) && isless(partials(x), zero(partials(x)))),
isless(x, value(y)) || (isequal(x, value(y)) && isless(zero(partials(y)), partials(y))),
)
Base.iszero(x::Dual) = iszero(value(x)) && iszero(partials(x)) # shortcut, equivalent to x == zero(x)
for pred in [:isequal, :(==)]
@eval begin
@define_binary_dual_op(
Base.$(pred),
$(pred)(value(x), value(y)) && $(pred)(partials(x), partials(y)),
$(pred)(value(x), y) && iszero(partials(x)),
$(pred)(x, value(y)) && iszero(partials(y)),
)
end
end
@define_binary_dual_op(
Base.:(!=),
(!=)(value(x), value(y)) || (!=)(partials(x), partials(y)),
(!=)(value(x), y) || !iszero(partials(x)),
(!=)(x, value(y)) || !iszero(partials(y)),
)
########################
# Promotion/Conversion #
########################
function Base.promote_rule(::Type{Dual{T1,V1,N1}},
::Type{Dual{T2,V2,N2}}) where {T1,V1,N1,T2,V2,N2}
# V1 and V2 might themselves be Dual types
if T2 ≺ T1
Dual{T1,promote_type(V1,Dual{T2,V2,N2}),N1}
else
Dual{T2,promote_type(V2,Dual{T1,V1,N1}),N2}
end
end
function Base.promote_rule(::Type{Dual{T,A,N}},
::Type{Dual{T,B,N}}) where {T,A,B,N}
return Dual{T,promote_type(A, B),N}
end
for R in (AbstractIrrational, Real, BigFloat, Bool)
if isconcretetype(R) # issue #322
@eval begin
Base.promote_rule(::Type{$R}, ::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T,promote_type($R, V),N}
Base.promote_rule(::Type{Dual{T,V,N}}, ::Type{$R}) where {T,V,N} = Dual{T,promote_type(V, $R),N}
end
else
@eval begin
Base.promote_rule(::Type{R}, ::Type{Dual{T,V,N}}) where {R<:$R,T,V,N} = Dual{T,promote_type(R, V),N}
Base.promote_rule(::Type{Dual{T,V,N}}, ::Type{R}) where {T,V,N,R<:$R} = Dual{T,promote_type(V, R),N}
end
end
end
@inline Base.convert(::Type{Dual{T,V,N}}, d::Dual{T}) where {T,V,N} = Dual{T}(V(value(d)), convert(Partials{N,V}, partials(d)))
@inline Base.convert(::Type{Dual{T,Dual{T,V,M},N}}, d::Dual{T,V,M}) where {T,V,N,M} = Dual{T}(d, Partials{N,Dual{T,V,M}}(zero_tuple(NTuple{N,Dual{T,V,M}})))
@inline Base.convert(::Type{Dual{T,V,N}}, x) where {T,V,N} = Dual{T}(V(x), zero(Partials{N,V}))
@inline Base.convert(::Type{Dual{T,V,N}}, x::Number) where {T,V,N} = Dual{T}(V(x), zero(Partials{N,V}))
Base.convert(::Type{D}, d::D) where {D<:Dual} = d
Base.float(::Type{Dual{T,V,N}}) where {T,V,N} = Dual{T,float(V),N}
Base.float(d::Dual) = convert(float(typeof(d)), d)
###################################
# General Mathematical Operations #
###################################
for (M, f, arity) in DiffRules.diffrules(filter_modules = nothing)
if (M, f) in ((:Base, :^), (:NaNMath, :pow), (:Base, :/), (:Base, :+), (:Base, :-), (:Base, :sin), (:Base, :cos))
continue # Skip methods which we define elsewhere.
elseif !(isdefined(@__MODULE__, M) && isdefined(getfield(@__MODULE__, M), f))
continue # Skip rules for methods not defined in the current scope
end
if arity == 1
eval(unary_dual_definition(M, f))
elseif arity == 2
eval(binary_dual_definition(M, f))
else
# error("ForwardDiff currently only knows how to autogenerate Dual definitions for unary and binary functions.")
# However, the presence of N-ary rules need not cause any problems here, they can simply be ignored.
end
end
#################
# Special Cases #
#################
# +/- #
#-----#
@define_binary_dual_op(
Base.:+,
begin
vx, vy = value(x), value(y)
Dual{Txy}(vx + vy, partials(x) + partials(y))
end,
Dual{Tx}(value(x) + y, partials(x)),
Dual{Ty}(x + value(y), partials(y))
)
@define_binary_dual_op(
Base.:-,
begin
vx, vy = value(x), value(y)
Dual{Txy}(vx - vy, partials(x) - partials(y))
end,
Dual{Tx}(value(x) - y, partials(x)),
Dual{Ty}(x - value(y), -partials(y))
)
@inline Base.:-(d::Dual{T}) where {T} = Dual{T}(-value(d), -partials(d))
# * #
#---#
@inline Base.:*(d::Dual, x::Bool) = x ? d : (signbit(value(d))==0 ? zero(d) : -zero(d))
@inline Base.:*(x::Bool, d::Dual) = d * x
# / #
#---#
# We can't use the normal diffrule autogeneration for this because (x/y) === (x * (1/y))
# doesn't generally hold true for floating point; see issue #264
@define_binary_dual_op(
Base.:/,
begin
vx, vy = value(x), value(y)
Dual{Txy}(vx / vy, _div_partials(partials(x), partials(y), vx, vy))
end,
Dual{Tx}(value(x) / y, partials(x) / y),
begin
v = value(y)
divv = x / v
Dual{Ty}(divv, -(divv / v) * partials(y))
end
)
# exponentiation #
#----------------#
for (f, log) in ((:(Base.:^), :(Base.log)), (:(NaNMath.pow), :(NaNMath.log)))
@eval begin
@define_binary_dual_op(
$f,
begin
vx, vy = value(x), value(y)
expv = ($f)(vx, vy)
powval = vy * ($f)(vx, vy - 1)
if isconstant(y)
logval = one(expv)
elseif iszero(vx) && vy > 0
logval = zero(vx)
else
logval = expv * ($log)(vx)
end
new_partials = _mul_partials(partials(x), partials(y), powval, logval)
return Dual{Txy}(expv, new_partials)
end,
begin
v = value(x)
expv = ($f)(v, y)
if y == zero(y) || iszero(partials(x))
new_partials = zero(partials(x))
else
new_partials = partials(x) * y * ($f)(v, y - 1)
end
return Dual{Tx}(expv, new_partials)
end,
begin
v = value(y)
expv = ($f)(x, v)
deriv = (iszero(x) && v > 0) ? zero(expv) : expv*($log)(x)
return Dual{Ty}(expv, deriv * partials(y))
end
)
end
end
@inline Base.literal_pow(::typeof(^), x::Dual{T}, ::Val{0}) where {T} =
Dual{T}(one(value(x)), zero(partials(x)))
for y in 1:3
@eval @inline function Base.literal_pow(::typeof(^), x::Dual{T}, ::Val{$y}) where {T}
v = value(x)
expv = v^$y
deriv = $y * v^$(y - 1)
return Dual{T}(expv, deriv * partials(x))
end
end
# hypot #
#-------#
@inline function calc_hypot(x, y, z, ::Type{T}) where T
vx = value(x)
vy = value(y)
vz = value(z)
h = hypot(vx, vy, vz)
p = (vx / h) * partials(x) + (vy / h) * partials(y) + (vz / h) * partials(z)
return Dual{T}(h, p)
end
@define_ternary_dual_op(
Base.hypot,
calc_hypot(x, y, z, Txyz),
calc_hypot(x, y, z, Txy),
calc_hypot(x, y, z, Txz),
calc_hypot(x, y, z, Tyz),
calc_hypot(x, y, z, Tx),
calc_hypot(x, y, z, Ty),
calc_hypot(x, y, z, Tz),
)
# fma #
#-----#
@generated function calc_fma_xyz(x::Dual{T,<:Any,N},
y::Dual{T,<:Any,N},
z::Dual{T,<:Any,N}) where {T,N}
ex = Expr(:tuple, [:(fma(value(x), partials(y)[$i], fma(value(y), partials(x)[$i], partials(z)[$i]))) for i in 1:N]...)
return quote
$(Expr(:meta, :inline))
v = fma(value(x), value(y), value(z))
return Dual{T}(v, $ex)
end
end
@inline function calc_fma_xy(x::Dual{T}, y::Dual{T}, z::Real) where T
vx, vy = value(x), value(y)
result = fma(vx, vy, z)
return Dual{T}(result, _mul_partials(partials(x), partials(y), vy, vx))
end
@generated function calc_fma_xz(x::Dual{T,<:Any,N},
y::Real,
z::Dual{T,<:Any,N}) where {T,N}
ex = Expr(:tuple, [:(fma(partials(x)[$i], y, partials(z)[$i])) for i in 1:N]...)
return quote
$(Expr(:meta, :inline))
v = fma(value(x), y, value(z))
Dual{T}(v, $ex)
end
end
@define_ternary_dual_op(
Base.fma,
calc_fma_xyz(x, y, z), # xyz_body
calc_fma_xy(x, y, z), # xy_body
calc_fma_xz(x, y, z), # xz_body
Base.fma(y, x, z), # yz_body
Dual{Tx}(fma(value(x), y, z), partials(x) * y), # x_body
Base.fma(y, x, z), # y_body
Dual{Tz}(fma(x, y, value(z)), partials(z)) # z_body
)
# muladd #
#--------#
@generated function calc_muladd_xyz(x::Dual{T,<:Any,N},
y::Dual{T,<:Any,N},
z::Dual{T,<:Any,N}) where {T,N}
ex = Expr(:tuple, [:(muladd(value(x), partials(y)[$i], muladd(value(y), partials(x)[$i], partials(z)[$i]))) for i in 1:N]...)
return quote
$(Expr(:meta, :inline))
v = muladd(value(x), value(y), value(z))
return Dual{T}(v, $ex)
end
end
@inline function calc_muladd_xy(x::Dual{T}, y::Dual{T}, z::Real) where T
vx, vy = value(x), value(y)
result = muladd(vx, vy, z)
return Dual{T}(result, _mul_partials(partials(x), partials(y), vy, vx))
end
@generated function calc_muladd_xz(x::Dual{T,<:Any,N},
y::Real,
z::Dual{T,<:Any,N}) where {T,N}
ex = Expr(:tuple, [:(muladd(partials(x)[$i], y, partials(z)[$i])) for i in 1:N]...)
return quote
$(Expr(:meta, :inline))
v = muladd(value(x), y, value(z))
Dual{T}(v, $ex)
end
end
@define_ternary_dual_op(
Base.muladd,
calc_muladd_xyz(x, y, z), # xyz_body
calc_muladd_xy(x, y, z), # xy_body
calc_muladd_xz(x, y, z), # xz_body
Base.muladd(y, x, z), # yz_body
Dual{Tx}(muladd(value(x), y, z), partials(x) * y), # x_body
Base.muladd(y, x, z), # y_body
Dual{Tz}(muladd(x, y, value(z)), partials(z)) # z_body
)
# sin/cos #
#--------#
function Base.sin(d::Dual{T}) where T
s, c = sincos(value(d))
return Dual{T}(s, c * partials(d))
end
function Base.cos(d::Dual{T}) where T
s, c = sincos(value(d))
return Dual{T}(c, -s * partials(d))
end
@inline function Base.sincos(d::Dual{T}) where T
sd, cd = sincos(value(d))
return (Dual{T}(sd, cd * partials(d)), Dual{T}(cd, -sd * partials(d)))
end
# sincospi #
#----------#
@inline function Base.sincospi(d::Dual{T}) where T
sd, cd = sincospi(value(d))
return (Dual{T}(sd, cd * π * partials(d)), Dual{T}(cd, -sd * π * partials(d)))
end
# Symmetric eigvals #
#-------------------#
# To be able to reuse this default definition in the StaticArrays extension
# (has to be re-defined to avoid method ambiguity issues)
# we forward the call to an internal method that can be shared and reused
LinearAlgebra.eigvals(A::Symmetric{<:Dual{Tg,T,N}}) where {Tg,T<:Real,N} = _eigvals(A)
function _eigvals(A::Symmetric{<:Dual{Tg,T,N}}) where {Tg,T<:Real,N}
λ,Q = eigen(Symmetric(value.(parent(A))))
parts = ntuple(j -> diag(Q' * getindex.(partials.(A), j) * Q), N)
Dual{Tg}.(λ, tuple.(parts...))
end
function LinearAlgebra.eigvals(A::Hermitian{<:Complex{<:Dual{Tg,T,N}}}) where {Tg,T<:Real,N}
λ,Q = eigen(Hermitian(value.(real.(parent(A))) .+ im .* value.(imag.(parent(A)))))
parts = ntuple(j -> diag(real.(Q' * (getindex.(partials.(real.(A)) .+ im .* partials.(imag.(A)), j)) * Q)), N)
Dual{Tg}.(λ, tuple.(parts...))
end
function LinearAlgebra.eigvals(A::SymTridiagonal{<:Dual{Tg,T,N}}) where {Tg,T<:Real,N}
λ,Q = eigen(SymTridiagonal(value.(parent(A).dv),value.(parent(A).ev)))
parts = ntuple(j -> diag(Q' * getindex.(partials.(A), j) * Q), N)
Dual{Tg}.(λ, tuple.(parts...))
end
# A ./ (λ' .- λ) but with diag special cased
# Default out-of-place method
function _lyap_div!!(A::AbstractMatrix, λ::AbstractVector)
return map(
(a, b, idx) -> a / (idx[1] == idx[2] ? oneunit(b) : b),
A,
λ' .- λ,
CartesianIndices(A),
)
end
# For `Matrix` (and e.g. `StaticArrays.MMatrix`) we can use an in-place method
_lyap_div!!(A::Matrix, λ::AbstractVector) = _lyap_div!(A, λ)
function _lyap_div!(A::AbstractMatrix, λ::AbstractVector)
for (j,μ) in enumerate(λ), (k,λ) in enumerate(λ)
if k ≠ j
A[k,j] /= μ - λ
end
end
A
end
# To be able to reuse this default definition in the StaticArrays extension
# (has to be re-defined to avoid method ambiguity issues)
# we forward the call to an internal method that can be shared and reused
LinearAlgebra.eigen(A::Symmetric{<:Dual{Tg,T,N}}) where {Tg,T<:Real,N} = _eigen(A)
function _eigen(A::Symmetric{<:Dual{Tg,T,N}}) where {Tg,T<:Real,N}
λ = eigvals(A)
_,Q = eigen(Symmetric(value.(parent(A))))
parts = ntuple(j -> Q*_lyap_div!!(Q' * getindex.(partials.(A), j) * Q - Diagonal(getindex.(partials.(λ), j)), value.(λ)), N)
Eigen(λ,Dual{Tg}.(Q, tuple.(parts...)))
end
function LinearAlgebra.eigen(A::SymTridiagonal{<:Dual{Tg,T,N}}) where {Tg,T<:Real,N}
λ = eigvals(A)
_,Q = eigen(SymTridiagonal(value.(parent(A))))
parts = ntuple(j -> Q*_lyap_div!!(Q' * getindex.(partials.(A), j) * Q - Diagonal(getindex.(partials.(λ), j)), value.(λ)), N)
Eigen(λ,Dual{Tg}.(Q, tuple.(parts...)))
end
# Functions in SpecialFunctions which return tuples #
# Their derivatives are not defined in DiffRules #
#---------------------------------------------------#
function SpecialFunctions.logabsgamma(d::Dual{T,<:Real}) where {T}
x = value(d)
y, s = SpecialFunctions.logabsgamma(x)
return (Dual{T}(y, SpecialFunctions.digamma(x) * partials(d)), s)
end
# Derivatives wrt to first parameter and precision setting are not supported
function SpecialFunctions.gamma_inc(a::Real, d::Dual{T,<:Real}, ind::Integer) where {T}
x = value(d)
p, q = SpecialFunctions.gamma_inc(a, x, ind)
∂p = exp(-x) * x^(a - 1) / SpecialFunctions.gamma(a) * partials(d)
return (Dual{T}(p, ∂p), Dual{T}(q, -∂p))
end
###################
# Pretty Printing #
###################
function Base.show(io::IO, d::Dual{T,V,N}) where {T,V,N}
print(io, "Dual{$(repr(T))}(", value(d))
for i in 1:N
print(io, ",", partials(d, i))
end
print(io, ")")
end
for op in (:(Base.typemin), :(Base.typemax), :(Base.floatmin), :(Base.floatmax))
@eval function $op(::Type{ForwardDiff.Dual{T,V,N}}) where {T,V,N}
ForwardDiff.Dual{T,V,N}($op(V))
end
end
Printf.tofloat(d::Dual) = Printf.tofloat(value(d))