Merge pull request #241 from vpuri3/tag

add `tag` kwarg to JacVec, HesVec, HesVecGrad

Author: ChrisRackauckas

ext/SparseDiffToolsZygote.jl

@@ -68,7 +68,7 @@ end
 
 function SparseDiffTools.autoback_hesvec(f, x, v)
     g = x -> first(Zygote.gradient(f, x))
-    y = Dual{typeof(ForwardDiff.Tag(DeivVecTag, eltype(x))), eltype(x), 1
+    y = Dual{typeof(ForwardDiff.Tag(DeivVecTag(), eltype(x))), eltype(x), 1
              }.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x)))))
     ForwardDiff.partials.(g(y), 1)
 end

src/differentiation/jaches_products.jl

@@ -228,16 +228,16 @@ function (L::FwdModeAutoDiffVecProd)(dv, v, p, t)
     L.vecprod!(dv, L.f, L.u, v, L.cache...)
 end
 
-function JacVec(f, u::AbstractArray, p = nothing, t = nothing; autodiff = AutoForwardDiff(),
-                kwargs...)
+function JacVec(f, u::AbstractArray, p = nothing, t = nothing;
+                autodiff = AutoForwardDiff(), tag = DeivVecTag(), kwargs...)
     cache, vecprod, vecprod! = if autodiff isa AutoFiniteDiff
         cache1 = similar(u)
         cache2 = similar(u)
 
         (cache1, cache2), num_jacvec, num_jacvec!
     elseif autodiff isa AutoForwardDiff
         cache1 = Dual{
-                      typeof(ForwardDiff.Tag(DeivVecTag(), eltype(u))), eltype(u), 1
+                      typeof(ForwardDiff.Tag(tag, eltype(u))), eltype(u), 1
                       }.(u, ForwardDiff.Partials.(tuple.(u)))
 
         cache2 = copy(cache1)
@@ -262,8 +262,8 @@ function JacVec(f, u::AbstractArray, p = nothing, t = nothing; autodiff = AutoFo
                      kwargs...)
 end
 
-function HesVec(f, u::AbstractArray, p = nothing, t = nothing; autodiff = AutoForwardDiff(),
-                kwargs...)
+function HesVec(f, u::AbstractArray, p = nothing, t = nothing;
+                autodiff = AutoForwardDiff(), tag = DeivVecTag(), kwargs...)
     cache, vecprod, vecprod! = if autodiff isa AutoFiniteDiff
         cache1 = similar(u)
         cache2 = similar(u)
@@ -280,7 +280,7 @@ function HesVec(f, u::AbstractArray, p = nothing, t = nothing; autodiff = AutoFo
         @assert static_hasmethod(autoback_hesvec, typeof((f, u, u))) "To use AutoZygote() AD, first load Zygote with `using Zygote`, or `import Zygote`"
 
         cache1 = Dual{
-                      typeof(ForwardDiff.Tag(DeivVecTag(), eltype(u))), eltype(u), 1
+                      typeof(ForwardDiff.Tag(tag, eltype(u))), eltype(u), 1
                       }.(u, ForwardDiff.Partials.(tuple.(u)))
         cache2 = copy(cache1)
 
@@ -305,16 +305,15 @@ function HesVec(f, u::AbstractArray, p = nothing, t = nothing; autodiff = AutoFo
 end
 
 function HesVecGrad(f, u::AbstractArray, p = nothing, t = nothing;
-                    autodiff = AutoForwardDiff(),
-                    kwargs...)
+                    autodiff = AutoForwardDiff(), tag = DeivVecTag(), kwargs...)
     cache, vecprod, vecprod! = if autodiff isa AutoFiniteDiff
         cache1 = similar(u)
         cache2 = similar(u)
 
         (cache1, cache2), num_hesvecgrad, num_hesvecgrad!
     elseif autodiff isa AutoForwardDiff
         cache1 = Dual{
-                      typeof(ForwardDiff.Tag(DeivVecTag(), eltype(u))), eltype(u), 1
+                      typeof(ForwardDiff.Tag(tag, eltype(u))), eltype(u), 1
                       }.(u, ForwardDiff.Partials.(tuple.(u)))
         cache2 = copy(cache1)
 

test/test_jaches_products.jl

@@ -1,10 +1,13 @@
 using SparseDiffTools, ForwardDiff, FiniteDiff, Zygote, IterativeSolvers
 using LinearAlgebra, Test
+using SparseDiffTools: get_tag, DeivVecTag
 
 using Random
 Random.seed!(123)
-N = 300
 
+struct MyTag end
+
+N = 300
 x = rand(N)
 v = rand(N)
 
@@ -104,6 +107,10 @@ _dy = copy(dy);
 update_coefficients!(f, v, 5.0, 6.0)
 @test L(dy, v, 5.0, 6.0) ≈ auto_jacvec(f, v, v)
 
+# GMRES test
+out = similar(v)
+@test_nowarn gmres!(out, L, v)
+
 L = JacVec(f, copy(x), 1.0, 1.0; autodiff = AutoFiniteDiff())
 update_coefficients!(f, x, 1.0, 1.0)
 @test L * x ≈ num_jacvec(f, x, x)
@@ -121,9 +128,16 @@ _dy = copy(dy);
 update_coefficients!(f, v, 5.0, 6.0)
 @test L(dy, v, 5.0, 6.0)≈num_jacvec(f, v, v) rtol=1e-6
 
+# GMRES test
 out = similar(v)
 @test_nowarn gmres!(out, L, v)
 
+# Tag test
+L = JacVec(f, copy(x), 1.0, 1.0)
+@test get_tag(L.op.cache[1]) === ForwardDiff.Tag{DeivVecTag, eltype(x)}
+L = JacVec(f, copy(x), 1.0, 1.0; tag = MyTag())
+@test get_tag(L.op.cache[1]) === ForwardDiff.Tag{MyTag, eltype(x)}
+
 @info "HesVec"
 
 L = HesVec(g, copy(x), 1.0, 1.0, autodiff = AutoFiniteDiff())
@@ -159,6 +173,7 @@ _dy = copy(dy);
 update_coefficients!(g, v, 5.0, 6.0)
 @test L(dy, v, 5.0, 6.0) ≈ numauto_hesvec(g, v, v)
 
+# GMRES test
 out = similar(v)
 gmres!(out, L, v)
 
@@ -179,9 +194,16 @@ _dy = copy(dy);
 update_coefficients!(g, v, 5.0, 6.0)
 @test L(dy, v, 5.0, 6.0) ≈ autoback_hesvec(g, v, v)
 
+# GMRES test
 out = similar(v)
 gmres!(out, L, v)
 
+# Tag test
+L = HesVec(g, copy(x), 1.0, 1.0; autodiff = AutoZygote())
+@test get_tag(L.op.cache[1]) === ForwardDiff.Tag{DeivVecTag, eltype(x)}
+L = HesVec(g, copy(x), 1.0, 1.0; autodiff = AutoZygote(), tag = MyTag())
+@test get_tag(L.op.cache[1]) === ForwardDiff.Tag{MyTag, eltype(x)}
+
 @info "HesVecGrad"
 
 L = HesVecGrad(h, copy(x), 1.0, 1.0; autodiff = AutoFiniteDiff())
@@ -203,6 +225,10 @@ _dy = copy(dy);
 update_coefficients!(g, v, 5.0, 6.0)
 @test L(dy, v, 5.0, 6.0)≈num_hesvec(g, v, v) rtol=1e-2
 
+# GMRES test
+out = similar(v)
+gmres!(out, L, v)
+
 L = HesVecGrad(h, copy(x), 1.0, 1.0)
 update_coefficients!(g, x, 1.0, 1.0)
 update_coefficients!(h, x, 1.0, 1.0)
@@ -223,6 +249,7 @@ update_coefficients!(g, v, 5.0, 6.0)
 update_coefficients!(h, v, 5.0, 6.0)
 @test L(dy, v, 5.0, 6.0) ≈ numauto_hesvec(g, v, v)
 
+# GMRES test
 out = similar(v)
 gmres!(out, L, v)
 
@@ -231,4 +258,10 @@ gmres!(out, L, v)
 @test x ≈ x0
 @test v ≈ v0
 
+# Tag test
+L = HesVecGrad(g, copy(x), 1.0, 1.0)
+@test get_tag(L.op.cache[1]) === ForwardDiff.Tag{DeivVecTag, eltype(x)}
+L = HesVecGrad(g, copy(x), 1.0, 1.0; tag = MyTag())
+@test get_tag(L.op.cache[1]) === ForwardDiff.Tag{MyTag, eltype(x)}
+
 #