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[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
code
5260
include("../docs/example_data.jl") dat, evts = UnfoldSim.predef_eeg(; noiselevel = 10, return_epoched = true) dat_e, evts_e, times = example_data("sort_data") @testset "ERP image basic" begin plot_erpimage(dat;) end @testset "ERP image naked" begin f = Figure(; figure_padding = 0) plot_erpimage!( f, dat; layout = (; hidespines = (), hidedecorations = (), use_colorbar = false), ) end @testset "ERP image sorted and naked" begin f = Figure(; figure_padding = 0) plot_erpimage!( f, dat_e; sortvalues = evts_e.Δlatency, layout = (; hidespines = (), hidedecorations = (), use_colorbar = false), ) end @testset "ERP image with changing erpblur to zero" begin plot_erpimage(dat; erpblur = 0) end @testset "ERP image with GridPosition" begin f = Figure() plot_erpimage!(f[1, 1], dat) end @testset "ERP image with sortvalues" begin plot_erpimage(times, dat_e; sortvalues = evts_e.Δlatency) end @testset "ERP image with sortindex" begin plot_erpimage( times, dat_e; sortindex = rand(1:length(evts_e.Δlatency), length(evts_e.Δlatency)), ) end @testset "ERP image normalized" begin dat_norm = dat_e[:, :] .- mean(dat_e, dims = 2) plot_erpimage(times, dat_norm; sortvalues = evts_e.Δlatency) end @testset "ERP image with and without sorting" begin f = Figure() plot_erpimage!(f[1, 1], times, dat_e; axis = (; title = "Bad")) plot_erpimage!( f[2, 1], times, dat_e; sortvalues = evts_e.Δlatency, axis = (; title = "Good"), ) f #save("erpimage.png", f) end @testset "ERP image with different labels" begin f = Figure() dat_norm = dat_e[:, :] .- mean(dat_e, dims = 2) plot_erpimage!(f[1, 1], times, dat_e; axis = (; ylabel = "test")) plot_erpimage!( f[2, 1], times, dat_e; sortvalues = evts_e.Δlatency, axis = (; ylabel = "test"), ) plot_erpimage!(f[1, 2], times, dat_norm;) plot_erpimage!(f[2, 2], times, dat_norm; sortvalues = evts_e.Δlatency) f end @testset "ERP image with mean plot" begin plot_erpimage(dat; meanplot = true) end @testset "ERP image with meanplot and show_sortval" begin plot_erpimage( times, dat_e; sortvalues = evts_e.Δlatency, meanplot = true, show_sortval = true, ) end @testset "ERP image with show_sortval" begin dat_e, evts_e, times = example_data("sort_data") plot_erpimage(times, dat_e; sortvalues = evts_e.Δlatency, show_sortval = true) end @testset "ERP image with Observables" begin obs = Observable(dat) f = plot_erpimage(obs) obs[] = rand(size(to_value(dat))...) end @testset "ERP image with Observables and sort_val" begin obs = Observable(dat) sort_val = Observable(evts_e.Δlatency) f = plot_erpimage(times, dat_e; sortvalues = sort_val, show_sortval = true) sort_val[] = rand(Int, size(to_value(evts_e.Δlatency))...) end @testset "ERP image with Observables and title as Observable" begin obs = Observable(dat) chan_i = Observable(1) sort_val = Observable(evts_e.Δlatency) str = @lift("ERP image: channel " * string($chan_i)) f = plot_erpimage( times, dat_e; sortvalues = sort_val, show_sortval = true, axis = (; title = str), ) str[] = "TEST" end @testset "ERP image with sortval_xlabel" begin str = Observable("&&&") plot_erpimage( times, dat_e; sortvalues = evts_e.Δlatency, meanplot = true, show_sortval = true, sortval_xlabel = str, ) str[] = "TEST2" end @testset "ERP image with sortval_xlabel" begin sortval = Observable(evts_e.Δlatency) plot_erpimage(times, dat_e; sortvalues = sortval, meanplot = true, show_sortval = true) sortval = Observable(evts_e.continuous) end @testset "check error of empty sortvalues" begin err1 = nothing t() = error(plot_erpimage(times, dat_e; show_sortval = true)) try t() catch err1 end @test err1 == ErrorException("`show_sortval` needs non-empty `sortvalues` argument") end @testset "check error of all NaN sortvalues" begin tmp = fill(NaN, size(dat_e, 2)) err1 = nothing t() = error(plot_erpimage(times, dat_e; sortvalues = tmp, show_sortval = true)) try t() catch err1 end @test err1 == ErrorException("`show_sortval` can not take `sortvalues` with all NaN-values") end @testset "check length mismatch" begin tmp = fill(NaN, size(dat_e, 1)) err1 = nothing t() = error(plot_erpimage(times, dat_e; sortvalues = tmp, show_sortval = true)) try t() catch err1 end @test err1 == ErrorException( "The length of sortvalues differs from the length of data trials. This leads to incorrect sorting.", ) end @testset "ERP image: meanplot axis" begin plot_erpimage(dat; meanplot = true, meanplot_axis = (; title = "test")) end @testset "ERP image: sortplot axis" begin plot_erpimage( times, dat_e; sortvalues = evts_e.Δlatency, show_sortval = true, sortplot_axis = (; title = "test"), ) end
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
code
6262
include("../docs/example_data.jl") # we need more specified example data results_plot, positions = example_data() @testset "PCP: data input DataFrame" begin plot_parallelcoordinates(results_plot) end @testset "PCP: data input Matrix" begin tmp = DataFrame(channel = results_plot.channel, estimate = results_plot.estimate) grouped = groupby(tmp, :channel) mat = Matrix(reduce(hcat, [group.estimate for group in grouped])') plot_parallelcoordinates(mat) end @testset "PCP: Figure, 64 channels, 1 condition" begin plot_parallelcoordinates(results_plot; mapping = (color = :coefname, y = :estimate)) end @testset "PCP: show_legend = false" begin plot_parallelcoordinates( results_plot; mapping = (color = :coefname, y = :estimate), layout = (; show_legend = false), ) end @testset "PCP: Figure, 64 channels, 1 condition, bigger size" begin plot_parallelcoordinates( Figure(size = (1200, 800)), results_plot; mapping = (color = :coefname, y = :estimate), ) end @testset "PCP: Figure, 5 channels (filtered), 1 condition" begin results_plot2 = filter(row -> row.channel <= 5, results_plot) # select channels plot_parallelcoordinates(results_plot2; mapping = (color = :coefname, y = :estimate)) end @testset "PCP: Figure, 5 channels (subsetted), 1 condition" begin plot_parallelcoordinates( subset(results_plot, :channel => x -> x .<= 5); mapping = (; color = :coefname), ) end @testset "change colormap" begin # https://docs.makie.org/stable/explanations/colors/index.html # Use only categorical with high contrast between adjacent colors. f = Figure() plot_parallelcoordinates( f[1, 1], subset(results_plot, :channel => x -> x .<= 5); mapping = (; color = :coefname), visual = (; colormap = :tab10), axis = (; title = "colormap = tab10"), ) plot_parallelcoordinates( f[2, 1], subset(results_plot, :channel => x -> x .<= 5); mapping = (; color = :coefname), visual = (; colormap = :Accent_3), axis = (; title = "colormap = Accent_3"), ) f end @testset "PCP: GridPosition" begin f = Figure() plot_parallelcoordinates( f[1, 1], results_plot; mapping = (color = :coefname, y = :estimate), ) f end @testset "PCP: 3 conditions and 5 channels" begin uf_5chan = example_data("UnfoldLinearModelMultiChannel") plot_parallelcoordinates( uf_5chan; mapping = (; color = :coefname), legend = (; valign = :center), ) end @testset "Bending 1" begin # check that the points actually go through the provided points f, b, c, d = UnfoldMakie.parallelcoordinates( Figure(), [0 1 0 2 0 3 0 4.0; -1 0 -2 0 -3 0 -4 0]', normalize = :no, bend = true, ) f end @testset "Bending 2" begin # check that the points actually go through the provided points f = Figure() plot_parallelcoordinates( f[1, 1], subset(results_plot, :channel => x -> x .< 10), bend = true, ) f end @testset "Normalisation of axis" begin f = Figure() plot_parallelcoordinates( f[1, 1], subset(results_plot, :channel => x -> x .< 10); mapping = (; color = :coefname), axis = (; title = "normalize = nothing"), ) plot_parallelcoordinates( f[2, 1], subset(results_plot, :channel => x -> x .< 10); mapping = (; color = :coefname), normalize = :minmax, axis = (; title = "normalize = :minmax"), ) f end @testset "Axis labels" begin plot_parallelcoordinates( subset(results_plot, :channel => x -> x .< 5); visual = (; color = "#6BAED6"), ax_labels = ["Fz", "Cz", "O1", "O2"], ) end @testset "Axis tick labels" begin f = Figure(size = (400, 800)) plot_parallelcoordinates( f[1, 1], subset(results_plot, :channel => x -> x .< 5, :time => x -> x .< 0); ax_labels = ["Fz", "Cz", "O1", "O2"], ax_ticklabels = :all, normalize = :minmax, axis = (; title = "ax_ticklabels = :all"), ) # show all ticks on all axes plot_parallelcoordinates( f[2, 1], subset(results_plot, :channel => x -> x .< 5, :time => x -> x .< 0); ax_labels = ["Fz", "Cz", "O1", "O2"], ax_ticklabels = :left, normalize = :minmax, axis = (; title = "ax_ticklabels = :left"), ) # show all ticks on the left axis, but only extremities on others plot_parallelcoordinates( f[3, 1], subset(results_plot, :channel => x -> x .< 5, :time => x -> x .< 0); ax_labels = ["Fz", "Cz", "O1", "O2"], ax_ticklabels = :outmost, normalize = :minmax, axis = (; title = "ax_ticklabels = :outmost"), ) # show ticks on extremities of all axes plot_parallelcoordinates( f[4, 1], subset(results_plot, :channel => x -> x .< 5, :time => x -> x .< 0); ax_labels = ["Fz", "Cz", "O1", "O2"], ax_ticklabels = :none, normalize = :minmax, axis = (; title = "ax_ticklabels = :none"), ) # disable all ticks f end @testset "transparency" begin uf_5chan = example_data("UnfoldLinearModelMultiChannel") f = Figure() plot_parallelcoordinates( f[1, 1], uf_5chan; mapping = (; color = :coefname), visual = (; alpha = 0.1), axis = (; title = "alpha = 0.1"), ) plot_parallelcoordinates( f[2, 1], uf_5chan, mapping = (; color = :coefname), visual = (; alpha = 0.9), axis = (; title = "alpha = 0.9"), ) f end @testset "styling" begin r1, positions = example_data() r2 = deepcopy(r1) r2.coefname .= "B" # create a second category r2.estimate .+= rand(length(r2.estimate)) * 0.1 results_plot = vcat(r1, r2) f = Figure() plot_parallelcoordinates( f[1, 1], subset(results_plot, :channel => x -> x .< 8, :time => x -> x .< 0); mapping = (; color = :coefname), normalize = :minmax, ax_labels = ["FP1", "F3", "F7", "FC3", "C3", "C5", "P3", "P7"], ) f end
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
code
948
using BSplineKit, Unfold m0 = example_data("UnfoldLinearModel") m1 = example_data("UnfoldLinearModelwith1Spline") m2 = example_data("UnfoldLinearModelwith2Splines") @testset "Spline plot: no splines" begin err1 = nothing t() = error(plot_splines(m0)) try t() catch err1 end @test err1 == AssertionError( "No spline term is found in UnfoldModel. Does your UnfoldModel really have a `spl(...)` or other `AbstractSplineTerm`?", ) end @testset "Spline plot: basic" begin plot_splines(m1) end @testset "Spline plot: two spline terms" begin plot_splines(m2) end @testset "Spline plot: spline_axis check" begin plot_splines(m2; spline_axis = (; ylabel = "test")) end @testset "Spline plot: density_axis check" begin plot_splines(m2, density_axis = (; ylabel = "test")) end @testset "Spline plot: superlabel_axis check" begin plot_splines(m2; superlabel_config = (; fontsize = 60)) end
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
code
1864
dat, positions = TopoPlots.example_data() data_for_topoplot = UnfoldMakie.eeg_array_to_dataframe(rand(10)') @testset "topoplot: basic" begin plot_topoplot(dat[:, 50, 1]; positions) end @testset "topoplot: data input as DataFrame" begin plot_topoplot( data_for_topoplot; positions = positions[1:10], axis = (; title = "Topoplot"), ) end @testset "topoplot: data input as AbstractVector" begin d = rand(128) p = rand(Point2f, 128) plot_topoplot(d; positions = p) end @testset "topoplot: data input as SubDataFrame" begin d = DataFrame(:estimate => rand(20), :label => string.(1:20)) d1 = @view(d[1:10, :]) plot_topoplot(d1; positions = rand(Point2f, 10)) end @testset "topoplot: highliht an electrode" begin plot_topoplot(dat[:, 50, 1]; positions, high_chan = 2) end @testset "topoplot: highliht several electrodes" begin plot_topoplot(dat[:, 50, 1]; positions, high_chan = [1, 2]) end @testset "topoplot: no legend" begin plot_topoplot(dat[:, 50, 1]; positions = positions, layout = (; use_colorbar = false)) end @testset "topoplot: xlabel" begin plot_topoplot(dat[:, 50, 1]; positions = positions, axis = (; xlabel = "[50 ms]")) end @testset "topoplot: GridLayout" begin f = Figure() plot_topoplot!(f[1, 1], dat[:, 150, 1]; positions = positions) f end @testset "topoplot: labels" begin labels = ["s$i" for i = 1:size(dat[:, 150, 1], 1)] plot_topoplot(dat[:, 150, 1], positions = positions; labels = labels) end @testset "topoplot: GridSubposition" begin f = Figure() plot_topoplot!( f[1, 1][1, 1], data_for_topoplot; positions = rand(Point2f, 10), labels = string.(1:10), ) f end @testset "topoplot: positions through labels" begin plot_topoplot(dat[1:19, 50, 1]; labels = TopoPlots.CHANNELS_10_20) end
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
code
7141
# simple checks dat, positions = TopoPlots.example_data() df = UnfoldMakie.eeg_array_to_dataframe(dat[:, :, 1], string.(1:length(positions))) bin_width = 80 @testset "toposeries: bin_width" begin plot_topoplotseries(df; bin_width = 80, positions = positions) end @testset "toposeries: bin_num" begin plot_topoplotseries(df; bin_num = 5, positions = positions) end @testset "toposeries: bin_num" begin plot_topoplotseries(df; bin_num = 5, positions = positions, axis = (; xlabel = "test")) end @testset "toposeries: checking other y value" begin df.cont = df.time .* 3 plot_topoplotseries(df; bin_num = 5, positions = positions, mapping = (; col = :cont)) end #= @testset "toposeries: Δbin deprecated" begin #fail plot_topoplotseries(df, Δbin; positions = positions) end =# @testset "toposeries: nrows = 2" begin plot_topoplotseries(df; bin_num = 5, nrows = 2, positions = positions) end @testset "toposeries: nrows = 5" begin plot_topoplotseries(df; bin_num = 5, nrows = 3, positions = positions) end @testset "toposeries: nrows = -6" begin plot_topoplotseries(df; bin_num = 5, nrows = -6, positions = positions) end @testset "error checking: bin_width and bin_num specified" begin err1 = nothing t() = error(plot_topoplotseries(df; bin_width = 80, bin_num = 5, positions = positions)) try t() catch err1 end @test err1 == ErrorException("Ambigious parameters: specify only `bin_width` or `bin_num`.") end @testset "error checking: bin_width and bin_num not specified" begin err1 = nothing t() = error(plot_topoplotseries(df; positions = positions)) try t() catch err1 end @test err1 == ErrorException( "You haven't specified `bin_width` or `bin_num`. Such option is available only with categorical `mapping.col` or `mapping.row`.", ) end @testset "toposeries: channel names" begin plot_topoplotseries(df; bin_width = 80, positions = positions, labels = raw_ch_names) end # doesnt work rn @testset "toposeries: xlabel" begin f = Figure() ax = Axis(f[1, 1]) plot_topoplotseries!(f[1, 1], df; bin_width = 80, positions = positions) text!(ax, 0, 0, text = "Time [ms] ", align = (:center, :center), offset = (0, -120)) hidespines!(ax) # delete unnecessary spines (lines) hidedecorations!(ax, label = false) f end @testset "toposeries: one time point (what is it?)" begin plot_topoplotseries( df; bin_width = 80, positions = positions, combinefun = x -> x[end÷2], ) end @testset "toposeries: differend comb functions" begin f = Figure(size = (500, 500)) plot_topoplotseries!( f[1, 1], df; bin_width, positions = positions, combinefun = mean, axis = (; xlabel = "", title = "combinefun = mean"), ) plot_topoplotseries!( f[2, 1], df; bin_width, positions = positions, combinefun = median, axis = (; xlabel = "", title = "combinefun = median"), ) plot_topoplotseries!( f[3, 1], df; bin_width, positions = positions, combinefun = std, axis = (; title = "combinefun = std"), ) f end @testset "toposeries: no colorbar" begin plot_topoplotseries( df; bin_width, positions = positions, layout = (; use_colorbar = false), ) end @testset "toposeries: GridPosition with a title" begin f = Figure() ax = Axis(f[1:2, 1:5], aspect = DataAspect(), title = "Just a title") df = UnfoldMakie.eeg_array_to_dataframe(dat[:, :, 1], string.(1:length(positions))) bin_width = 80 a = plot_topoplotseries!( f[1:2, 1:5], df; bin_width, positions = positions, layout = (; use_colorbar = true), ) hidespines!(ax) hidedecorations!(ax, label = false) f end @testset "toposeries: specified xlabel" begin plot_topoplotseries(df; bin_width, positions = positions, axis = (; xlabel = "test")) end @testset "toposeries: adjustable colorrange" begin plot_topoplotseries( df; bin_width, positions = positions, visual = (; colorrange = (-3, 3)), ) end @testset "toposeries: visual.colorrange and colorbar.colorrange" begin plot_topoplotseries( df; bin_width, positions = positions, colorbar = (; colorrange = (-1, 1)), visual = (; colorrange = (-1, 1)), ) end @testset "toposeries: adjusted ylim_topo" begin plot_topoplotseries( df; bin_width, positions = positions, axis = (; ylim_topo = (0, 0.7)), ) end @testset "basic eeg_topoplot_series" begin df = DataFrame( :erp => repeat(1:64, 100), :cont_cuts => repeat(1:20, 5 * 64), :label => repeat(1:64, 100), :col_coord => repeat(1:5, 20 * 64), :row_coord => repeat(1:1, 6400), ) # simulated data UnfoldMakie.eeg_topoplot_series( df; bin_width = 5, positions = positions, col = :col_coord, row = :row_coord, ) end @testset "toposeries: GridSubposition" begin f = Figure(size = (500, 500)) plot_topoplotseries!( f[2, 1][1, 1], df; bin_width, positions = positions, combinefun = mean, axis = (; title = "combinefun = mean"), ) end @testset "eeg_array_to_dataframe" begin eeg_array_to_dataframe(rand(2, 2)) end @testset "contours" begin plot_topoplotseries( df; bin_width, positions = positions, visual = (; enlarge = 0.9, contours = (; linewidth = 1, color = :black)), ) end @testset "contours.levels" begin plot_topoplotseries( df; bin_width, positions = positions, visual = (; enlarge = 0.9, contours = (; linewidth = 1, color = :black, levels = 3), ), ) end @testset "contours.levels" begin plot_topoplotseries( df; bin_width, positions = positions, visual = (; enlarge = 0.9, contours = (; linewidth = 1, color = :black, levels = [0, 0.2]), ), ) end @testset "adjustable colorbar" begin #need to be elaborated f = Figure() plot_topoplotseries!( f[1, 1], df; bin_width = 80, positions = positions, colorbar = (; height = 100, width = 30), axis = (; aspect = AxisAspect(1)), ) #Box(f[1, 1], color = (:red, 0.2), strokewidth = 0) f end @testset "toposeries: precision" begin df.time = df.time .+ 0.5555 plot_topoplotseries(df; bin_num = 5, positions = positions) end @testset "toposeries: colgap" begin with_theme(colgap = 50) do plot_topoplotseries(df, bin_num = 5; positions = positions) end end @testset "toposeries: colgap for subsets" begin f = Figure() plot_topoplotseries!( f[1, 1], df, bin_num = 5; positions = positions, topoplot_axes = (; limits = (-0.05, 1.05, -0.1, 1.05)), ) f end
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
code
5427
# advanced features: facetting and interactivity dat, positions = TopoPlots.example_data() df = UnfoldMakie.eeg_array_to_dataframe(dat[:, :, 1], string.(1:length(positions))) bin_width = 80 @testset "14 topoplots, 4 rows" begin # horrific df = UnfoldMakie.eeg_array_to_dataframe(dat[:, :, 1], string.(1:length(positions))) plot_topoplotseries( df; bin_num = 14, nrows = 4, positions = positions, visual = (; label_scatter = false), ) end @testset "facetting by layout" begin # could be changed to nrwos = "auto" df = UnfoldMakie.eeg_array_to_dataframe( dat[:, 200:1:206, 1], string.(1:length(positions)), ) plot_topoplotseries( df; bin_width = 1, mapping = (; layout = :time), positions = positions, ) end @testset "error checking: bin_width and bin_num specified" begin err1 = nothing t() = error(plot_topoplotseries(df; bin_width = 80, bin_num = 5, positions = positions)) try t() catch err1 end @test err1 == ErrorException("Ambigious parameters: specify only `bin_width` or `bin_num`.") end @testset "error checking: bin_width or bin_num with categorical columns" begin df = UnfoldMakie.eeg_array_to_dataframe(dat[:, 1:2, 1], string.(1:length(positions))) df.condition = repeat(["A", "B"], size(df, 1) ÷ 2) err1 = nothing t() = error( plot_topoplotseries( df; bin_num = 5, col_labels = true, mapping = (; col = :condition), positions = positions, ), ) try t() catch err1 end @test err1 == ErrorException( "Parameters `bin_width` or `bin_num` are only allowed with continonus `mapping.col` or `mapping.row`, while you specifed categorical.", ) end @testset "categorical columns" begin df = UnfoldMakie.eeg_array_to_dataframe(dat[:, 1:2, 1], string.(1:length(positions))) df.condition = repeat(["A", "B"], size(df, 1) ÷ 2) plot_topoplotseries( df; col_labels = true, mapping = (; col = :condition), positions = positions, ) end @testset "4 conditions" begin df = UnfoldMakie.eeg_array_to_dataframe(dat[:, 1:4, 1], string.(1:length(positions))) df.condition = repeat(["A", "B", "C", "D"], size(df, 1) ÷ 4) plot_topoplotseries( df; positions = positions, axis = (; xlabel = "Conditions"), mapping = (; col = :condition), ) end @testset "4 conditions in 2 rows" begin df = UnfoldMakie.eeg_array_to_dataframe(dat[:, 1:4, 1], string.(1:length(positions))) df.condition = repeat(["A", "B", "C", "D"], size(df, 1) ÷ 4) plot_topoplotseries( df; nrows = 2, positions = positions, mapping = (; col = :condition), ) end #= @testset "4 condtions in rows" begin # TBD df = UnfoldMakie.eeg_array_to_dataframe(dat[:, 1:4, 1], string.(1:length(positions))) df.condition = repeat(["A", "B", "C", "D"], size(df, 1) ÷ 4) plot_topoplotseries( df; bin_num = 3, positions = positions, mapping = (; row = :condition), ) end =# @testset "topoplot axes configuration" begin # TBD df = UnfoldMakie.eeg_array_to_dataframe(dat[:, 1:4, 1], string.(1:length(positions))) df.condition = repeat(["A", "B", "C", "D"], size(df, 1) ÷ 4) plot_topoplotseries( df; nrows = 2, positions = positions, mapping = (; col = :condition), axis = (; title = "axis title", xlabel = "Conditions"), topoplot_axes = (; rightspinevisible = true, xlabelvisible = false, title = "single topoplot title", ), ) end @testset "change xlabel" begin df = UnfoldMakie.eeg_array_to_dataframe(dat[:, 1:2, 1], string.(1:length(positions))) df.condition = repeat(["A", "B"], size(df, 1) ÷ 2) plot_topoplotseries( df; col_labels = true, mapping = (; col = :condition), axis = (; xlabel = "test"), positions = positions, ) end # use with WGlMakie @testset "interactive data" begin df = UnfoldMakie.eeg_array_to_dataframe(dat[:, 1:2, 1], string.(1:length(positions))) df.condition = repeat(["A", "B"], size(df, 1) ÷ 2) df_obs = Observable(df) f = Figure() plot_topoplotseries!( f[1, 1], df_obs; col_labels = true, mapping = (; col = :condition), positions = positions, ) f df = to_value(df_obs) df.estimate .= rand(length(df.estimate)) df_obs[] = df end @testset "interactive scatter markers" begin df = UnfoldMakie.eeg_array_to_dataframe(dat[:, 1:2, 1], string.(1:length(positions))) df.condition = repeat(["A", "B"], size(df, 1) ÷ 2) obs_tuple = Observable((0, 0, 0)) plot_topoplotseries( df; col_labels = true, mapping = (; col = :condition), positions = positions, visual = (; label_scatter = (markersize = 15, strokewidth = 2)), interactive_scatter = obs_tuple, ) end #= @testset "interactive data in eeg_array_to_dataframe" begin data_obs3 = Observable(UnfoldMakie.eeg_array_to_dataframe(rand(10, 20))) plot_topoplotseries!(Figure(), data_obs3; bin_num = 5, positions = rand(Point2f, 10)) data_obs3[] = UnfoldMakie.eeg_array_to_dataframe(rand(10, 20)) end =#
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
docs
11743
# ![UnfoldMakie - Advanced EEG and ERP Plotting](https://github.com/unfoldtoolbox/UnfoldMakie.jl/assets/57703446/26b770b3-afa0-4652-b654-82d2f737f42f) <!-- ALL-CONTRIBUTORS-BADGE:START - Do not remove or modify this section --> [![All Contributors](https://img.shields.io/badge/all_contributors-8-orange.svg?style=flat-square)](#contributors-) <!-- ALL-CONTRIBUTORS-BADGE:END --> [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://unfoldtoolbox.github.io/UnfoldMakie.jl/dev) [![Build Status](https://github.com/unfoldtoolbox/UnfoldMakie.jl/workflows/CI/badge.svg)](https://github.com/unfoldtoolbox/UnfoldMakie.jl/actions) [![Coverage](https://codecov.io/gh/behinger/UnfoldMakie.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/behinger/UnfoldMakie.jl) [![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.10235220.svg)](https://doi.org/10.5281/zenodo.10235220) |rERP|EEG visualisation|EEG Simulations|BIDS pipeline|Decode EEG data|Statistical testing| |---|---|---|---|---|---| | <a href="https://github.com/unfoldtoolbox/Unfold.jl/tree/main"><img src="https://github-production-user-asset-6210df.s3.amazonaws.com/10183650/277623787-757575d0-aeb9-4d94-a5f8-832f13dcd2dd.png"></a> | <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl"><img src="https://github-production-user-asset-6210df.s3.amazonaws.com/10183650/277623793-37af35a0-c99c-4374-827b-40fc37de7c2b.png"></a>|<a href="https://github.com/unfoldtoolbox/UnfoldSim.jl"><img src="https://github-production-user-asset-6210df.s3.amazonaws.com/10183650/277623795-328a4ccd-8860-4b13-9fb6-64d3df9e2091.png"></a>|<a href="https://github.com/unfoldtoolbox/UnfoldBIDS.jl"><img src="https://github-production-user-asset-6210df.s3.amazonaws.com/10183650/277622460-2956ca20-9c48-4066-9e50-c5d25c50f0d1.png"></a>|<a href="https://github.com/unfoldtoolbox/UnfoldDecode.jl"><img src="https://github-production-user-asset-6210df.s3.amazonaws.com/10183650/277622487-802002c0-a1f2-4236-9123-562684d39dcf.png"></a>|<a href="https://github.com/unfoldtoolbox/UnfoldStats.jl"><img src="https://github-production-user-asset-6210df.s3.amazonaws.com/10183650/277623799-4c8f2b5a-ea84-4ee3-82f9-01ef05b4f4c6.png"></a>| A toolbox for visualizations of EEG/ERP data and Unfold.jl models. Based on three libraries - [Unfold](https://github.com/unfoldtoolbox/unfold.jl/) - for performing deconvolution regression; - [Makie](https://makie.juliaplots.org/stable/) - very flexible visualisation library ([Maki-e](https://en.wikipedia.org/wiki/Maki-e) means "visualisation" on Japanese); - [Algebra of Graphics](https://github.com/MakieOrg/AlgebraOfGraphics.jl) - Makie-based visualisation library, allowing flexible mapping. This grants users high performance, and highly customizable plots. We currently support 9 general ERP plots: <img src="https://raw.githubusercontent.com/unfoldtoolbox/UnfoldMakie.jl/8plots3/docs/src/assets/complex_plot.png" width="300" align="right"> - ![icon_erpplot_20px](https://github.com/unfoldtoolbox/UnfoldMakie.jl/assets/10183650/22c8472d-df78-46d7-afe8-e1e4e7b04313) ERP plots - ![icon_butterfly_20px](https://github.com/unfoldtoolbox/UnfoldMakie.jl/assets/10183650/30b86665-3705-4258-bffa-97abcd308235) Butterfly plots - ![icon_topoplot_20px](https://github.com/unfoldtoolbox/UnfoldMakie.jl/assets/10183650/ea91f14f-30df-4316-997b-56bc411c9276) Topography plots - ![icon_toposeries_20px](https://github.com/unfoldtoolbox/UnfoldMakie.jl/assets/10183650/eceab5d6-88c7-41ae-b0d8-5ca652e83b40) Topography time series - ![icon_erpgrid_20px](https://github.com/unfoldtoolbox/UnfoldMakie.jl/assets/10183650/83b42a21-439a-49fd-80bc-cd82872695e9) ERP grid - ![icon_erpimage_20px](https://github.com/unfoldtoolbox/UnfoldMakie.jl/assets/10183650/b45b0547-7333-4d28-9ac8-33a989b7c132) ERP images - ![icon_channelimage_20px](https://github.com/unfoldtoolbox/UnfoldMakie.jl/assets/10183650/7ea16a7a-879a-4dcc-aaab-bc97211910ba) Channel images - ![icon_parallel_20px](https://github.com/unfoldtoolbox/UnfoldMakie.jl/assets/10183650/dab097c3-bcd6-4405-a44b-71cbe3e5fac9) Parallel coordinates - Circular topoplots And 2 Unfold-specific plots: - Design matrices - Splines plot ## Install ### Installing Julia <details> <summary>Click to expand</summary> The recommended way to install julia is [juliaup](https://github.com/JuliaLang/juliaup). It allows you to, e.g., easily update Julia at a later point, but also to test out alpha/beta versions etc. TLDR: If you don't want to read the explicit instructions, just copy the following command #### Windows AppStore -> JuliaUp, or `winget install julia -s msstore` in CMD #### Mac & Linux `curl -fsSL https://install.julialang.org | sh` in any shell </details> ### Installing Unfold ```julia using Pkg Pkg.add("UnfoldMakie") ``` ## Quickstart ```julia using UnfoldMakie using CairoMakie # backend using Unfold, UnfoldSim # Fit / Simulation data, evts = UnfoldSim.predef_eeg(; noiselevel = 12, return_epoched = true) data = reshape(data, 1, size(data)...) # simulate a single channel times = range(0, step = 1 / 100, length = size(data, 2)) m = fit(UnfoldModel, @formula(0 ~ 1 + condition), evts, data, times) plot_erp(coeftable(m)) ``` ## Contributions Contributions are very welcome. These can be typos, bug reports, feature requests, speed improvements, new solvers, better code, better documentation. ### How to Contribute You are very welcome to submit issues and start pull requests! ### Adding Documentation 1. We recommend to write a Literate.jl document and place it in `docs/literate/FOLDER/FILENAME.jl` with `FOLDER` being `HowTo`, `Explanation`, `Tutorial` or `Reference` ([recommended reading on the 4 categories](https://documentation.divio.com/)). 2. Literate.jl converts the `.jl` file to a `.md` automatically and places it in `docs/src/generated/FOLDER/FILENAME.md`. 3. Edit [make.jl](https://github.com/unfoldtoolbox/Unfold.jl/blob/main/docs/make.jl) with a reference to `docs/src/generated/FOLDER/FILENAME.md`. ## Citation If you use these visualizations, please cite: [![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.6531996.svg)](https://doi.org/10.5281/zenodo.6531996) ## Contributors <!-- ALL-CONTRIBUTORS-LIST:START - Do not remove or modify this section --> <!-- prettier-ignore-start --> <!-- markdownlint-disable --> <table> <tbody> <tr> <td align="center" valign="top" width="14.28%"><a href="http://www.benediktehinger.de"><img src="https://avatars.githubusercontent.com/u/10183650?v=4?s=100" width="100px;" alt="Benedikt Ehinger"/><br /><sub><b>Benedikt Ehinger</b></sub></a><br /><a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/issues?q=author%3Abehinger" title="Bug reports">🐛</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=behinger" title="Code">💻</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=behinger" title="Documentation">📖</a> <a href="#ideas-behinger" title="Ideas, Planning, & Feedback">🤔</a> <a href="#infra-behinger" title="Infrastructure (Hosting, Build-Tools, etc)">🚇</a> <a href="#maintenance-behinger" title="Maintenance">🚧</a> <a href="#question-behinger" title="Answering Questions">💬</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/pulls?q=is%3Apr+reviewed-by%3Abehinger" title="Reviewed Pull Requests">👀</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=behinger" title="Tests">⚠️</a> <a href="#tutorial-behinger" title="Tutorials">✅</a></td> <td align="center" valign="top" width="14.28%"><a href="https://github.com/vladdez"><img src="https://avatars.githubusercontent.com/u/33777074?v=4?s=100" width="100px;" alt="Vladimir Mikheev"/><br /><sub><b>Vladimir Mikheev</b></sub></a><br /><a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/issues?q=author%3Avladdez" title="Bug reports">🐛</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=vladdez" title="Code">💻</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=vladdez" title="Documentation">📖</a> <a href="#ideas-vladdez" title="Ideas, Planning, & Feedback">🤔</a> <a href="#maintenance-vladdez" title="Maintenance">🚧</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/pulls?q=is%3Apr+reviewed-by%3Avladdez" title="Reviewed Pull Requests">👀</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=vladdez" title="Tests">⚠️</a> <a href="#tutorial-vladdez" title="Tutorials">✅</a></td> <td align="center" valign="top" width="14.28%"><a href="https://github.com/Link250"><img src="https://avatars.githubusercontent.com/u/4541950?v=4?s=100" width="100px;" alt="Quantum"/><br /><sub><b>Daniel Baumgartner</b></sub></a><br /><a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=Link250" title="Code">💻</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=Link250" title="Documentation">📖</a></td> <td align="center" valign="top" width="14.28%"><a href="https://github.com/NiklasMGaertner"><img src="https://avatars.githubusercontent.com/u/54365174?v=4?s=100" width="100px;" alt="NiklasMGaertner"/><br /><sub><b>Niklas Gärtner</b></sub></a><br /><a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=NiklasMGaertner" title="Code">💻</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=NiklasMGaertner" title="Documentation">📖</a></td> <td align="center" valign="top" width="14.28%"><a href="https://github.com/SorenDoring"><img src="https://avatars.githubusercontent.com/u/54365184?v=4?s=100" width="100px;" alt="SorenDoring"/><br /><sub><b>Soren Doring</b></sub></a><br /><a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=SorenDoring" title="Code">💻</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=SorenDoring" title="Documentation">📖</a></td> <td align="center" valign="top" width="14.28%"><a href="https://github.com/lokmanfl"><img src="https://avatars.githubusercontent.com/u/44772645?v=4?s=100" width="100px;" alt="lokmanfl"/><br /><sub><b>Fadil Furkan Lokman</b></sub></a><br /><a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=lokmanfl" title="Code">💻</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=lokmanfl" title="Documentation">📖</a></td> <td align="center" valign="top" width="14.28%"><a href="https://github.com/jschepers"><img src="https://avatars.githubusercontent.com/u/22366977?v=4?s=100" width="100px;" alt="Judith Schepers"/><br /><sub><b>Judith Schepers</b></sub></a><br /><a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/issues?q=author%3Ajschepers" title="Bug reports">🐛</a> <a href="#ideas-jschepers" title="Ideas, Planning, & Feedback">🤔</a> <a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=jschepers" title="Documentation">📖</a></td> </tr> <tr> <td align="center" valign="top" width="14.28%"><a href="https://reneskukies.de/"><img src="https://avatars.githubusercontent.com/u/57703446?v=4?s=100" width="100px;" alt="René Skukies"/><br /><sub><b>René Skukies</b></sub></a><br /><a href="https://github.com/unfoldtoolbox/UnfoldMakie.jl/commits?author=ReneSkukies" title="Documentation">📖</a></td> </tr> </tbody> </table> <!-- markdownlint-restore --> <!-- prettier-ignore-end --> <!-- ALL-CONTRIBUTORS-LIST:END --> ## Acknowledgements Funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) – Project-ID 251654672 – TRR 161” / “Gefördert durch die Deutsche Forschungsgemeinschaft (DFG) – Projektnummer 251654672 – TRR 161. Funded by Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany´s Excellence Strategy – EXC 2075 – 390740016
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
docs
233
```@autodocs Modules = [UnfoldMakie] Order = [:function] ``` Internally, we use a `PlotConfig` struct to keep track of common plotting options, so that all functions have a similar API. ```@docs PlotConfig UnfoldMakie.PCPTicks ```
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
docs
241
```@docs UnfoldMakie.RelativeAxis UnfoldMakie.eeg_topoplot_series UnfoldMakie.config_kwargs! UnfoldMakie.eeg_array_to_dataframe UnfoldMakie.rel_to_abs_bbox UnfoldMakie.to_positions UnfoldMakie.data_binning UnfoldMakie.cart3d_to_spherical ```
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.5.8
a24dcd72b75b13a7d8a90c21a4a1d1a23e6db576
docs
1525
# UnfoldMakie Documentation ```@raw html <img src="assets/complex_plot.png" width="300" align="right"/> ``` This is the documentation of the UnfoldMakie.jl package for the Julia programming language. ## Highlights of UnfoldMakie.jl - **11 plot functions for displaying ERPs.** Each plot emphasizes certain dimensions while collapsing others. - **Fast plotting** Plot one figure with 20 topoplots in 1 second? No problemo! - **Highly adaptable.** The package is primarily based on [Unfold.jl](https://github.com/unfoldtoolbox/unfold.jl/) and [Makie.jl](https://makie.juliaplots.org/stable/). - **Many usage examples** You can find many user-friendly examples of how to use and adapt the plots in this documentation. - **Scientific colormaps by default** According to our study [(Mikheev, 2024)](https://apertureneuro.org/article/116386-the-art-of-brainwaves-a-survey-on-event-related-potential-visualization-practices), 40% of EEG researchers do not know about the issue of scientific color maps. As default color maps we use `Reverse(:RdBu)` (based on [colorbrewer](https://colorbrewer2.org/#type=sequential&scheme=BuGn&n=3)) and `Roma` (based on [Sceintific Colormaps](https://www.fabiocrameri.ch/colourmaps/) by Fabio Crameri). - **Interactivity** Several plots make use of `Observables.jl` which allows fast updating of the underlying data. Several plots already have predefined interactive features, e.g. you can click on labels to enable / disable them. See `plot_topoplotseries` and `plot_erpimage` for examples.
UnfoldMakie
https://github.com/unfoldtoolbox/UnfoldMakie.jl.git
[ "MIT" ]
0.2.0
e1cf03d4095f0169e8f979a3c039e21c258bfa4f
code
8814
module ExpectationMaximizationPCA using LinearAlgebra """ EMPCA(μ, n_comp, data, weights; basis_vecs, scores, kwargs...) Performs expectation-maximization principal component analysis (EMPCA) on `data` with `n_comp` basis vectors using `weights` as the weights. Pre-allocated arrays for `basis_vecs`, and `scores`, can be passed via keyword arguments. """ function EMPCA( μ::AbstractVector, n_comp::Int, data::AbstractMatrix, weights::AbstractMatrix; basis_vecs::AbstractMatrix=Array{Float64}(undef, size(data, 1), n_comp), scores::AbstractMatrix=Array{Float64}(undef, n_comp, size(data, 2)), kwargs...) EMPCA!(basis_vecs, scores, μ, copy(data), weights; kwargs...) return basis_vecs, scores end """ EMPCA!(basis_vecs, scores, μ, data_tmp, weights; use_log, kwargs...) Performs in-place (modifying `basis_vecs`, `scores`, and `data_tmp`) expectation-maximization principal component analysis (EMPCA) on `data_tmp` using `weights` as the weights. # Keyword Arguments - `use_log::false`: whether you want to perform EMPCA on the log of `data` instead - `inds::AbstractUnitRange=axes(basis_vecs, 2)`: which indices of `basis_vecs` you want to use - `vec_by_vec::Bool=true`: whether you want to perform EMPCA one vector at a time (generally preffered) or all at once """ function EMPCA!(basis_vecs::AbstractMatrix, scores::AbstractMatrix, μ::AbstractVector, data_tmp::AbstractMatrix, weights::AbstractMatrix; use_log::Bool=false, inds::AbstractUnitRange=axes(basis_vecs, 2), vec_by_vec::Bool=true, kwargs...) # if you want to perform EMPCA on the log of the data, modify `data_tmp` and `weights` appropriately if use_log weights .*= (data_tmp .^ 2) mask = weights.!=0 data_tmp[mask] = log.(view(data_tmp ./ μ, mask)) data_tmp[.!mask] .= 0 else data_tmp .-= μ end if length(inds) > 0 @assert inds[1] > 0 vec_by_vec ? _empca_vec_by_vec!(basis_vecs, scores, data_tmp, weights; inds=inds, kwargs...) : _empca_all_at_once!(basis_vecs, scores, data_tmp, weights; inds=inds, kwargs...) end end """ _solve(dm, data, w) Get optimal score(s) for modeling `data` with the basis vectors in the design matrix (`dm`) with weights (`w`) using generalized least squares (GLS) """ function _solve( dm::AbstractVecOrMat{T}, data::AbstractVector, w::AbstractVector) where {T<:Real} return (dm' * (w .* dm)) \ (dm' * (w .* data)) end """ _solve_scores!(basis_vec, scores, data, weights) Fill `scores` with those that optimally model `data` with the `basis_vec` and weights (`w`) using generalized least squares (GLS) """ function _solve_scores!(basis_vec::AbstractVector, scores::AbstractVector, data::AbstractMatrix, weights::AbstractMatrix) for i in axes(data, 2) scores[i] = _solve(basis_vec, view(data, :, i), view(weights, :, i)) end end """ _solve_scores!(basis_vecs, scores, data, weights) Fill `scores` with those that optimally model `data` with the `basis_vecs` and weights (`w`) using generalized least squares (GLS)+ """ function _solve_scores!(basis_vecs::AbstractMatrix, scores::AbstractMatrix, data::AbstractMatrix, weights::AbstractMatrix; inds::AbstractUnitRange=axes(basis_vecs, 2)) for i in axes(data, 2) scores[inds, i] .= _solve(view(basis_vecs, :, inds), view(data, :, i), view(weights, :, i)) end end """ _solve_eigenvectors!(basis_vecs, scores, data, weights) Fill `basis_vecs` with those that optimally model `data` with the `scores` and weights (`w`) """ function _solve_eigenvectors!(basis_vecs::AbstractMatrix, scores::AbstractMatrix, data::AbstractMatrix, weights::AbstractMatrix; inds::AbstractUnitRange=axes(basis_vecs, 2)) nvar = size(basis_vecs, 1) cw = Array{Float64}(undef, size(data, 2)) for i in inds c = view(scores, i, :) for j in 1:nvar cw[:] = c .* view(weights, j, :) cwc = dot(c, cw) iszero(cwc) ? basis_vecs[j, i] = 0 : basis_vecs[j, i] = dot(view(data, j, :), cw) / cwc end data .-= view(basis_vecs, :, i) * c' end basis_vecs[:, 1] ./= norm(view(basis_vecs, :, 1)) _reorthogonalize(basis_vecs) end """ _solve_eigenvectors!(basis_vecs, scores, data, weights) Fill `basis_vec` with the one that optimally model `data` with the `scores` and weights (`w`) """ function _solve_eigenvectors!(basis_vec::AbstractVector, scores::AbstractVector, data::AbstractMatrix, weights::AbstractMatrix) nvar = length(basis_vec) cw = Array{Float64}(undef, size(data, 2)) for j in 1:nvar cw[:] = scores .* view(weights, j, :) cwc = dot(scores, cw) iszero(cwc) ? basis_vec[j] = 0 : basis_vec[j] = dot(view(data, j, :), cw) / cwc end # Renormalize the answer basis_vec ./= norm(basis_vec) end """ _reorthogonalize!(basis_vec) Modifies `basis_vec` to ensure all basis vectors are orthagonal and normalized """ function _reorthogonalize!(basis_vec::AbstractMatrix; inds=2:size(basis_vec, 2), kwargs...) nvec = size(basis_vec, 2) @assert inds[1] > 1 if nvec > 1 for i in inds _reorthogonalize_vec_i!(basis_vec, i; kwargs...) end end end """ _reorthogonalize!(basis_vec, i) Modifies `basis_vec[:, i]` to ensure it orthagonal to `basis_vec[:, 1:i-1]` and normalized """ function _reorthogonalize_vec_i!(basis_vec::AbstractMatrix, i::Int; extra_vec::Union{Nothing, AbstractVector}=nothing) #- Renormalize and re-orthogonalize the answer if !isnothing(extra_vec) _reorthogonalize_no_renorm!(view(basis_vec, :, i), extra_vec) end for j in 1:(i-1) _reorthogonalize_no_renorm!(view(basis_vec, :, i), view(basis_vec, :, j)) end basis_vec[:, i] ./= norm(view(basis_vec, :, i)) end """ _reorthogonalize!(basis_vec1, basis_vec2) Modifies `basis_vec1` to be orthagonal to `basis_vec2` without normalizing """ function _reorthogonalize_no_renorm!(basis_vec1::AbstractVector, basis_vec2::AbstractVector) basis_vec1 .-= dot(basis_vec1, basis_vec2) .* basis_vec2 / sum(abs2, basis_vec2) end """ _random_orthonormal!(A) Fill `A` with orthonormal basis vectors """ function _random_orthonormal!(A::AbstractMatrix; inds::AbstractUnitRange=axes(A, 2)) keep_going = true i = 0 while keep_going i += 1 A[:, inds] .= randn(size(A, 1), length(inds)) for i in inds for j in 1:(i-1) A[:, i] .-= dot(view(A, :, j), view(A, :, i)) .* view(A, :, j) end A[:, i] ./= norm(view(A, :, i)) end keep_going = any(isnan.(A)) && (i < 100) end if i > 99; println("_random_orthonormal!() in empca failed for some reason") end return A end """ _empca_all_at_once!(basis_vec, scores, data, weights; niter, kwargs...) Performs in-place EMPCA, improving all basis vectors and scores with each iteration # Keyword Arguments - `niter::Int=100`: the amount of iterations used """ function _empca_all_at_once!(basis_vec::AbstractMatrix, scores::AbstractMatrix, data::AbstractMatrix, weights::AbstractMatrix; niter::Int=100, inds::AbstractUnitRange=axes(basis_vec, 2), kwargs...) #- Basic dimensions @assert size(data) == size(weights) @assert size(scores, 1) == size(basis_vec, 2) @assert size(scores, 2) == size(data, 2) @assert size(basis_vec, 1) == size(data, 1) #- Starting random guess basis_vec .= _random_orthonormal!(basis_vec; inds=inds, kwargs...) _solve_scores!(basis_vec, scores, data, weights) _data = copy(data) for k in 1:niter _solve_eigenvectors!(basis_vec, scores, _data, weights; inds=inds) _data .= data _solve_scores!(basis_vec, scores, _data, weights; inds=inds) end return basis_vec, scores end """ _empca_vec_by_vec!(basis_vec, scores, data, weights; niter, kwargs...) Performs in-place EMPCA, finishing one basis vector (and its scores) before moving onto the next # Keyword Arguments - `niter::Int=100`: the amount of iterations used """ function _empca_vec_by_vec!(basis_vec::AbstractMatrix, scores::AbstractMatrix, data::AbstractMatrix, weights::AbstractMatrix; niter::Int=100, inds::AbstractUnitRange=axes(basis_vec, 2), kwargs...) #- Basic dimensions nvar, nobs = size(data) @assert size(data) == size(weights) @assert size(scores, 1) == size(basis_vec, 2) @assert size(scores, 2) == nobs @assert size(basis_vec, 1) == nvar _data = copy(data) for i in 1:inds[end] if i in inds basis_vec[:, i] .= randn(nvar) # basis_vec[:, i] ./= norm(view(basis_vec, :, i)) _reorthogonalize_vec_i!(basis_vec, i; kwargs...) # actually useful _solve_scores!(view(basis_vec, :, i), view(scores, i, :), data, weights) for k in 1:niter _solve_eigenvectors!(view(basis_vec, :, i), view(scores, i, :), _data, weights) _reorthogonalize_vec_i!(basis_vec, i; kwargs...) # actually useful _solve_scores!(view(basis_vec, :, i), view(scores, i, :), _data, weights) end end _data .-= view(basis_vec, :, i) * view(scores, i, :)' end return basis_vec, scores end end # module
ExpectationMaximizationPCA
https://github.com/christiangil/ExpectationMaximizationPCA.jl.git
[ "MIT" ]
0.2.0
e1cf03d4095f0169e8f979a3c039e21c258bfa4f
code
1209
using Test using LinearAlgebra using MultivariateStats using Statistics using Random import ExpectationMaximizationPCA as EMPCA nx = 200 b1 = sin.(((1:nx) ./ nx) * 2π) b2 = cos.(((1:nx) ./ nx) * 2π) d = rand(Random.MersenneTwister(0), 50)' .* b1 + (0.2 .* rand(Random.MersenneTwister(1), 50)') .* b2 @testset "Replicating exact PCA" begin M = fit(PCA, d; maxoutdim=2) basis_vecs, scores = EMPCA.EMPCA(vec(mean(d;dims=2)), 2, d, ones(size(d))) for i in 1:2 s = sum(abs, M.proj[:, i] - basis_vecs[:, i]) < sum(abs, M.proj[:, i] + basis_vecs[:, i]) basis_vecs[:, i] .*= 2*s-1 scores[:, i] .*= 2*s-1 end @test all(isapprox.(M.proj,basis_vecs; atol=1e-6, rtol=1e-6)) println() end @testset "Better than PCA in a χ²-sense" begin σ = ((((((1:nx) .- nx/2).^2) ./ (nx/2)^2) .+ 1)* ones(50)') ./ 6 # edges are twice as noisy as the center dn = d + σ .* randn(Random.MersenneTwister(2), size(d)) M = fit(PCA, dn; maxoutdim=2) basis_vecs, scores = EMPCA.EMPCA(vec(mean(dn;dims=2)), 2, dn, 1 ./ σ.^2) @test sum(abs2, (dn - (basis_vecs * scores .+ vec(mean(dn;dims=2)))) ./ σ) < sum(abs2, (dn - reconstruct(M, predict(M, dn))) ./ σ) println() end
ExpectationMaximizationPCA
https://github.com/christiangil/ExpectationMaximizationPCA.jl.git
[ "MIT" ]
0.2.0
e1cf03d4095f0169e8f979a3c039e21c258bfa4f
docs
641
# ExpectationMaximizationPCA.jl ExpectationMaximizationPCA.jl is a Julia rewrite of [empca](https://github.com/sbailey/empca) which provides Weighted Expectation Maximization PCA, an iterative method for solving PCA while properly weighting data. The paper S. Bailey 2012, PASP, 124, 1015 describes the underlying math and is available as a pre-print at: http://arxiv.org/abs/1208.4122 If you use this code in an academic paper, please include a citation as described in CITATION.txt, and optionally an acknowledgement such as: > This work uses the Weighted EMPCA code by Stephen Bailey, > available at https://github.com/sbailey/empca/
ExpectationMaximizationPCA
https://github.com/christiangil/ExpectationMaximizationPCA.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
937
using Pkg Pkg.develop(; path=joinpath(@__DIR__, "SparseConnectivityTracerBenchmarks")) using BenchmarkTools using SparseConnectivityTracer using SparseConnectivityTracer: HessianTracer, DictHessianPattern, Shared include("jacobian.jl") include("hessian.jl") include("nlpmodels.jl") suite = BenchmarkGroup() suite["OptimizationProblems"] = optbench([:britgas]) suite["Jacobian"]["Global"] = jacbench(TracerSparsityDetector()) suite["Jacobian"]["Local"] = jacbench(TracerLocalSparsityDetector()) suite["Hessian"]["Global"] = hessbench(TracerSparsityDetector()) suite["Hessian"]["Local"] = hessbench(TracerLocalSparsityDetector()) # Shared tracers P = DictHessianPattern{Int,BitSet,Dict{Int,BitSet},Shared} H = HessianTracer{P} suite["Hessian"]["Global shared"] = hessbench( TracerSparsityDetector(; hessian_tracer_type=H) ) suite["Hessian"]["Local shared"] = hessbench( TracerLocalSparsityDetector(; hessian_tracer_type=H) )
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
191
using PkgJogger using SparseConnectivityTracer # Use PkgJogger.@jog to create the JogSparseConnectivityTracer module @jog SparseConnectivityTracer SUITE = JogSparseConnectivityTracer.suite()
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2377
using BenchmarkTools using SparseConnectivityTracer using Random: MersenneTwister #= Test cases taken from the article: > "On efficient Hessian computation using the edge pushing algorithm in Julia" > https://www.tandfonline.com/doi/full/10.1080/10556788.2018.1480625 =# function hessbench(detector) suite = BenchmarkGroup() suite["ArrowHead"] = hessbench_arrowhead(detector) suite["RandomSparsity"] = hessbench_randomsparsity(detector) return suite end ## 4.1 Arrow-head structure struct ArrowHead K::Int end function (ah::ArrowHead)(x::AbstractVector) K = ah.K N = length(x) return sum(1:N) do i s1 = sum(x[i + j] for j in 1:K if (i + j) in eachindex(x); init=zero(eltype(x))) s2 = sum((x[i] + x[j])^2 for j in 1:K) cos(s1) + s2 end end function hessbench_arrowhead(detector) suite = BenchmarkGroup() # Commented-out cases (N, K) are included in the JuMP paper linked above, # but excluded from to accelerate the benchmark suite. for (N, K) in [ ## Table 1 (200, 16), # (400, 16), # (800, 16), ## Table 2 (3200, 2), # (3200, 4), # (3200, 8), ] x = rand(N) f = ArrowHead(K) suite["N=$N, K=$K"] = @benchmarkable hessian_sparsity($f, $x, $detector) end return suite end # 4.2 Random sparsity structure struct RandomSparsity rand_sets::Vector{Vector{Int}} end function RandomSparsity(N::Integer, K::Integer) rand_sets = [rand(MersenneTwister(123 + i), 1:N, K) for i in 1:N] return RandomSparsity(rand_sets) end function (rs::RandomSparsity)(x::AbstractVector) return sum(eachindex(x, rs.rand_sets)) do i (x[i] - 1)^2 + prod(x[rs.rand_sets[i]]) end end function hessbench_randomsparsity(detector) suite = BenchmarkGroup() # Commented-out cases (N, K) are included in the JuMP paper linked above, # but excluded from to accelerate the benchmark suite. for (N, K) in [ ## Table 3 (400, 2), # (400, 4), # (400, 8), ## Table 4 (100, 32), # (200, 32), # (400, 32), ] x = rand(N) f = RandomSparsity(N, K) suite["N=$N, K=$K"] = @benchmarkable hessian_sparsity($f, $x, $detector) end return suite end # 4.3 Logistic regression # TODO: Add this test case
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2334
using BenchmarkTools using SparseConnectivityTracer using SparseConnectivityTracerBenchmarks.ODE: Brusselator!, brusselator_2d_loop! using Random: MersenneTwister using SparseArrays: sprand using SimpleDiffEq: ODEProblem, solve, SimpleEuler using Flux: Conv function jacbench(detector) suite = BenchmarkGroup() suite["SparseMul"] = jacbench_sparsemul(detector) suite["Brusselator"] = jacbench_brusselator(detector) suite["Conv"] = jacbench_conv(detector) return suite end ## Iterated sparse mul struct IteratedSparseMul{M<:AbstractMatrix} As::Vector{M} end function IteratedSparseMul(; n::Integer, p::Real=0.1, depth::Integer=5) As = [sprand(MersenneTwister(123 + i), n, n, p) for i in 1:depth] return IteratedSparseMul(As) end function (ism::IteratedSparseMul)(x::AbstractVector) @assert length(x) == size(ism.As[1], 1) y = copy(x) for l in eachindex(ism.As) y = ism.As[l] * y end return y end function jacbench_sparsemul(detector) suite = BenchmarkGroup() for n in [50], p in [0.01, 0.25], depth in [5] x = rand(n) f = IteratedSparseMul(; n, p, depth) suite["n=$n, p=$p, depth=$depth"] = @benchmarkable jacobian_sparsity( $f, $x, $detector ) end return suite end ## Brusselator function jacbench_brusselator(detector) suite = BenchmarkGroup() for N in (6, 24) f! = Brusselator!(N) x = rand(N, N, 2) y = similar(x) suite["operator"]["N=$N"] = @benchmarkable jacobian_sparsity($f!, $y, $x, $detector) solver = SimpleEuler() prob = ODEProblem(brusselator_2d_loop!, x, (0.0, 1.0), f!.params) function brusselator_ode_solve(x) return solve(ODEProblem(brusselator_2d_loop!, x, (0.0, 1.0), f!.params), solver; dt=0.5).u[end] end suite["ODE"]["N=$N"] = @benchmarkable jacobian_sparsity( $brusselator_ode_solve, $x, $detector ) end return suite end ## Convolution function jacbench_conv(detector) # TODO: benchmark local sparsity tracers on LeNet-5 CNN layer = Conv((5, 5), 3 => 2) suite = BenchmarkGroup() for N in (28, 128) suite["N=$N"] = @benchmarkable jacobian_sparsity( $layer, $(rand(N, N, 3, 1)), $detector ) end return suite end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
497
using BenchmarkTools using OptimizationProblems: ADNLPProblems using SparseConnectivityTracerBenchmarks.Optimization: compute_jac_sparsity_sct, compute_hess_sparsity_sct function optbench(names::Vector{Symbol}) suite = BenchmarkGroup() for name in names nlp = ADNLPProblems.eval(name)() suite[name]["Jacobian"] = @benchmarkable compute_jac_sparsity_sct($nlp) suite[name]["Hessian"] = @benchmarkable compute_hess_sparsity_sct($nlp) end return suite end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
304
# To run benchmarks locally, BenchmarkCI should be added to root project. Then call: # ```bash # julia benchmark/run_benchmarks.jl # ``` using BenchmarkCI on_CI = haskey(ENV, "GITHUB_ACTIONS") BenchmarkCI.judge(; baseline="origin/main") on_CI ? BenchmarkCI.postjudge() : BenchmarkCI.displayjudgement()
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
759
module SparseConnectivityTracerBenchmarks module ODE include("brusselator.jl") export Brusselator!, brusselator_2d_loop! end module Optimization using ADTypes: ADTypes using SparseConnectivityTracer import SparseConnectivityTracer as SCT using ADNLPModels: ADNLPModels using NLPModels: NLPModels, AbstractNLPModel using NLPModelsJuMP: NLPModelsJuMP using OptimizationProblems: OptimizationProblems using LinearAlgebra using SparseArrays include("nlpmodels.jl") export optimization_problem_names export compute_jac_sparsity_sct, compute_hess_sparsity_sct export compute_jac_and_hess_sparsity_sct, compute_jac_and_hess_sparsity_and_value_jump end end # module SparseConnectivityTracerBenchmarks
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
1348
# Brusselator example taken from Gowda et al. # "Sparsity Programming: Automated Sparsity-Aware Optimizations in Differentiable Programming" # https://openreview.net/pdf?id=rJlPdcY38B #! format: off brusselator_f(x, y, t) = ifelse((((x-0.3)^2 + (y-0.6)^2) <= 0.1^2) && (t >= 1.1), 5., 0.) limit(a, N) = a == N+1 ? 1 : a == 0 ? N : a function brusselator_2d_loop!(du, u, p, t) A, B, alpha, xyd, dx, N = p; alpha = alpha/dx^2 @inbounds for I in CartesianIndices((N, N)) i, j = Tuple(I) x, y = xyd[I[1]], xyd[I[2]] ip1, im1, jp1, jm1 = limit(i+1, N), limit(i-1, N), limit(j+1, N), limit(j-1, N) du[i,j,1] = alpha*(u[im1,j,1] + u[ip1,j,1] + u[i,jp1,1] + u[i,jm1,1] - 4u[i,j,1]) + B + u[i,j,1]^2*u[i,j,2] - (A + 1)*u[i,j,1] + brusselator_f(x, y, t) du[i,j,2] = alpha*(u[im1,j,2] + u[ip1,j,2] + u[i,jp1,2] + u[i,jm1,2] - 4u[i,j,2]) + A*u[i,j,1] - u[i,j,1]^2*u[i,j,2] end end #! format: on struct Brusselator!{P} N::Int params::P end Base.show(b!::Brusselator!) = "Brusselator(N=$(b!.N))" function Brusselator!(N::Integer) dims = (N, N, 2) A = 1.0 B = 1.0 alpha = 1.0 xyd = fill(1.0, N) dx = 1.0 params = (; A, B, alpha, xyd, dx, N) return Brusselator!(N, params) end (b!::Brusselator!)(y, x) = brusselator_2d_loop!(y, x, b!.params, nothing)
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
3553
#= Given an optimization problem `min f(x) s.t. c(x) <= 0`, we study - the Jacobian of the constraints `c(x)` - the Hessian of the Lagrangian `L(x,y) = f(x) + yᵀc(x)` Package ecosystem overview: https://jso.dev/ecosystems/models/ - NLPModels.jl: abstract interface `AbstractNLPModel` for nonlinear optimization problems (with utilities to query objective, constraints, and their derivatives). See API at https://jso.dev/NLPModels.jl/stable/api/ - ADNLPModels.jl: concrete `ADNLPModel <: AbstractNLPModel` created from pure Julia code with autodiff - NLPModelsJuMP.jl: concrete `MathOptNLPModel <: AbstractNLPModel` converted from a `JuMP.Model` - OptimizationProblems.jl: suite of benchmark problems available in two formulations: - OptimizationProblems.ADNLPProblems: spits out `ADNLPModel` - OptimizationProblems.PureJuMP: spits out `JuMP.Model` =# optimization_problem_names() = Symbol.(OptimizationProblems.meta[!, :name]) ## SCT #= Here we use OptimizationProblems.ADNLPProblems because we need the problems in pure Julia. https://jso.dev/OptimizationProblems.jl/stable/tutorial/#Problems-in-ADNLPModel-syntax:-ADNLPProblems =# function myconstraints(nlp::AbstractNLPModel, x::AbstractVector) c = similar(x, nlp.meta.ncon) NLPModels.cons!(nlp, x, c) return c end function mylagrangian(nlp::AbstractNLPModel, x::AbstractVector) f = NLPModels.obj(nlp, x) c = myconstraints(nlp, x) y = randn(length(c)) L = f + dot(y, c) return L end function compute_jac_sparsity_sct(nlp::AbstractNLPModel) c = Base.Fix1(myconstraints, nlp) x0 = nlp.meta.x0 jac_sparsity = ADTypes.jacobian_sparsity(c, x0, TracerSparsityDetector()) return jac_sparsity end function compute_hess_sparsity_sct(nlp::AbstractNLPModel) L = Base.Fix1(mylagrangian, nlp) x0 = nlp.meta.x0 hess_sparsity = ADTypes.hessian_sparsity(L, x0, TracerSparsityDetector()) return hess_sparsity end function compute_jac_and_hess_sparsity_sct(name::Symbol) nlp = OptimizationProblems.ADNLPProblems.eval(name)() return compute_jac_sparsity_sct(nlp), compute_hess_sparsity_sct(nlp) end ## Generic function compute_jac_sparsity_and_value(nlp::AbstractNLPModel) n, m = nlp.meta.nvar, nlp.meta.ncon x0 = nlp.meta.x0 I, J = NLPModels.jac_structure(nlp) V = NLPModels.jac_coord(nlp, x0) jac_sparsity = sparse(I, J, ones(Bool, length(I)), m, n) jac = sparse(I, J, V, m, n) return jac_sparsity, jac end function compute_hess_sparsity_and_value(nlp::AbstractNLPModel) n, m = nlp.meta.nvar, nlp.meta.ncon x0 = nlp.meta.x0 yrand = rand(m) I, J = NLPModels.hess_structure(nlp) V = NLPModels.hess_coord(nlp, x0, yrand) hess_sparsity = sparse(Symmetric(sparse(I, J, ones(Bool, length(I)), n, n), :L)) hess = sparse(Symmetric(sparse(I, J, V, n, n), :L)) return hess_sparsity, hess end ## JuMP #= Here we use OptimizationProblems.PureJuMP because JuMP is the ground truth, but we translate with NLPModelsJuMP to easily query the stuff we need. https://jso.dev/OptimizationProblems.jl/stable/tutorial/#Problems-in-JuMP-syntax:-PureJuMP https://jso.dev/NLPModelsJuMP.jl/stable/tutorial/#MathOptNLPModel =# function compute_jac_and_hess_sparsity_and_value_jump(name::Symbol) nlp_jump = OptimizationProblems.PureJuMP.eval(name)() nlp = NLPModelsJuMP.MathOptNLPModel(nlp_jump) jac_sparsity, jac = compute_jac_sparsity_and_value(nlp) hess_sparsity, hess = compute_hess_sparsity_and_value(nlp) return ((jac_sparsity, jac), (hess_sparsity, hess)) end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
1136
using SparseConnectivityTracer using ADTypes using Documenter using DocumenterMermaid # Create index.md from README cp(joinpath(@__DIR__, "..", "README.md"), joinpath(@__DIR__, "src", "index.md"); force=true) DocMeta.setdocmeta!( SparseConnectivityTracer, :DocTestSetup, :(using SparseConnectivityTracer); recursive=true, ) makedocs(; modules=[SparseConnectivityTracer, ADTypes], authors="Adrian Hill <gh@adrianhill.de>", sitename="SparseConnectivityTracer.jl", format=Documenter.HTML(; canonical = "https://adrhill.github.io/SparseConnectivityTracer.jl", edit_link = "main", assets = ["assets/favicon.ico"], ), pages=[ "Getting Started" => "index.md", "User Documentation" => ["user/global_vs_local.md", "user/limitations.md", "user/api.md"], "Developer Documentation" => [ "internals/how_it_works.md", "internals/adding_overloads.md", "internals/api.md", ], ], warnonly=[:missing_docs], ) deploydocs(; repo="github.com/adrhill/SparseConnectivityTracer.jl", devbranch="main")
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
5259
# WARNING: If you are following the "Adding Overloads" guide's advice to copy an existing package extension, # copy another, less complicated one! module SparseConnectivityTracerDataInterpolationsExt if isdefined(Base, :get_extension) using SparseConnectivityTracer: AbstractTracer, Dual, primal, tracer using SparseConnectivityTracer: GradientTracer, gradient_tracer_1_to_1 using SparseConnectivityTracer: HessianTracer, hessian_tracer_1_to_1 using FillArrays: Fill # from FillArrays.jl import DataInterpolations: LinearInterpolation, QuadraticInterpolation, LagrangeInterpolation, AkimaInterpolation, ConstantInterpolation, QuadraticSpline, CubicSpline, BSplineInterpolation, BSplineApprox, CubicHermiteSpline, # PCHIPInterpolation, QuinticHermiteSpline else using ..SparseConnectivityTracer: AbstractTracer, Dual, primal, tracer using ..SparseConnectivityTracer: GradientTracer, gradient_tracer_1_to_1 using ..SparseConnectivityTracer: HessianTracer, hessian_tracer_1_to_1 using ..FillArrays: Fill # from FillArrays.jl import ..DataInterpolations: LinearInterpolation, QuadraticInterpolation, LagrangeInterpolation, AkimaInterpolation, ConstantInterpolation, QuadraticSpline, CubicSpline, BSplineInterpolation, BSplineApprox, CubicHermiteSpline, # PCHIPInterpolation, QuinticHermiteSpline end #========================# # General interpolations # #========================# # We assume that with the exception of ConstantInterpolation and LinearInterpolation, # all interpolations have a non-zero second derivative at some point in the input domain. for I in ( :QuadraticInterpolation, :LagrangeInterpolation, :AkimaInterpolation, :QuadraticSpline, :CubicSpline, :BSplineInterpolation, :BSplineApprox, :CubicHermiteSpline, :QuinticHermiteSpline, ) # 1D Interpolations (uType<:AbstractVector) @eval function (interp::$(I){uType})(t::GradientTracer) where {uType<:AbstractVector} return gradient_tracer_1_to_1(t, false) end @eval function (interp::$(I){uType})(t::HessianTracer) where {uType<:AbstractVector} return hessian_tracer_1_to_1(t, false, false) end # ND Interpolations (uType<:AbstractMatrix) @eval function (interp::$(I){uType})(t::GradientTracer) where {uType<:AbstractMatrix} t = gradient_tracer_1_to_1(t, false) nstates = size(interp.u, 1) return Fill(t, nstates) end @eval function (interp::$(I){uType})(t::HessianTracer) where {uType<:AbstractMatrix} t = hessian_tracer_1_to_1(t, false, false) nstates = size(interp.u, 1) return Fill(t, nstates) end end # Some Interpolations require custom overloads on `Dual` due to mutation of caches. for I in ( :LagrangeInterpolation, :BSplineInterpolation, :BSplineApprox, :CubicHermiteSpline, :QuinticHermiteSpline, ) @eval function (interp::$(I){uType})(d::Dual) where {uType<:AbstractVector} p = interp(primal(d)) t = interp(tracer(d)) return Dual(p, t) end @eval function (interp::$(I){uType})(d::Dual) where {uType<:AbstractMatrix} p = interp(primal(d)) t = interp(tracer(d)) return Dual.(p, t) end end #=======================# # ConstantInterpolation # #=======================# # 1D Interpolations (uType<:AbstractVector) function (interp::ConstantInterpolation{uType})( t::GradientTracer ) where {uType<:AbstractVector} return gradient_tracer_1_to_1(t, true) end function (interp::ConstantInterpolation{uType})( t::HessianTracer ) where {uType<:AbstractVector} return hessian_tracer_1_to_1(t, true, true) end # ND Interpolations (uType<:AbstractMatrix) function (interp::ConstantInterpolation{uType})( t::GradientTracer ) where {uType<:AbstractMatrix} t = gradient_tracer_1_to_1(t, true) nstates = size(interp.u, 1) return Fill(t, nstates) end function (interp::ConstantInterpolation{uType})( t::HessianTracer ) where {uType<:AbstractMatrix} t = hessian_tracer_1_to_1(t, true, true) nstates = size(interp.u, 1) return Fill(t, nstates) end #=====================# # LinearInterpolation # #=====================# # 1D Interpolations (uType<:AbstractVector) function (interp::LinearInterpolation{uType})( t::GradientTracer ) where {uType<:AbstractVector} return gradient_tracer_1_to_1(t, false) end function (interp::LinearInterpolation{uType})( t::HessianTracer ) where {uType<:AbstractVector} return hessian_tracer_1_to_1(t, false, true) end # ND Interpolations (uType<:AbstractMatrix) function (interp::LinearInterpolation{uType})( t::GradientTracer ) where {uType<:AbstractMatrix} t = gradient_tracer_1_to_1(t, false) nstates = size(interp.u, 1) return Fill(t, nstates) end function (interp::LinearInterpolation{uType})( t::HessianTracer ) where {uType<:AbstractMatrix} t = hessian_tracer_1_to_1(t, false, true) nstates = size(interp.u, 1) return Fill(t, nstates) end end # module SparseConnectivityTracerDataInterpolationsExt
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2426
module SparseConnectivityTracerLogExpFunctionsExt if isdefined(Base, :get_extension) import SparseConnectivityTracer as SCT using LogExpFunctions: LogExpFunctions, cexpexp, cloglog, log1mexp, log1mlogistic, log1pexp, log1pmx, log1psq, log2mexp, logabssinh, logaddexp, logcosh, logexpm1, logistic, logit, logit1mexp, logitexp, loglogistic, logmxp1, logsubexp, xexpx, xexpy, xlog1py, xlogx, xlogy else import ..SparseConnectivityTracer as SCT using ..LogExpFunctions: LogExpFunctions, cexpexp, cloglog, log1mexp, log1mlogistic, log1pexp, log1pmx, log1psq, log2mexp, logabssinh, logaddexp, logcosh, logexpm1, logistic, logit, logit1mexp, logitexp, loglogistic, logmxp1, logsubexp, xexpx, xexpy, xlog1py, xlogx, xlogy end ## 1-to-1 functions ops_1_to_1 = ( xlogx, xexpx, logistic, logit, logcosh, logabssinh, log1psq, log1pexp, log1mexp, log2mexp, logexpm1, log1pmx, logmxp1, cloglog, cexpexp, loglogistic, logitexp, log1mlogistic, logit1mexp, # softplus, # alias for log1pexp # invsoftplus, # alias for logexpm1 ) for op in ops_1_to_1 T = typeof(op) @eval SCT.is_der1_zero_global(::$T) = false @eval SCT.is_der2_zero_global(::$T) = false end ## 2-to-1 functions ops_2_to_1 = (xlogy, xlog1py, xexpy, logaddexp, logsubexp) for op in ops_2_to_1 T = typeof(op) @eval SCT.is_der1_arg1_zero_global(::$T) = false @eval SCT.is_der2_arg1_zero_global(::$T) = false @eval SCT.is_der1_arg2_zero_global(::$T) = false @eval SCT.is_der2_arg2_zero_global(::$T) = false @eval SCT.is_der_cross_zero_global(::$T) = false end ## Generate overloads eval(SCT.generate_code_1_to_1(:LogExpFunctions, ops_1_to_1)) eval(SCT.generate_code_2_to_1(:LogExpFunctions, ops_2_to_1)) ## List operators for later testing SCT.test_operators_1_to_1(::Val{:LogExpFunctions}) = ops_1_to_1 SCT.test_operators_2_to_1(::Val{:LogExpFunctions}) = ops_2_to_1 SCT.test_operators_1_to_2(::Val{:LogExpFunctions}) = () end # module
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2918
# NNlib activation functions on tracers. # Parametric activation functions with two or more arguments are ignored. module SparseConnectivityTracerNNlibExt if isdefined(Base, :get_extension) import SparseConnectivityTracer as SCT using NNlib: NNlib, celu, elu, gelu, hardswish, hardtanh, hardσ, leakyrelu, lisht, logcosh, logσ, mish, relu, relu6, selu, sigmoid_fast, softplus, softshrink, softsign, swish, tanh_fast, tanhshrink, trelu, σ else import ..SparseConnectivityTracer as SCT using ..NNlib: NNlib, celu, elu, gelu, hardswish, hardtanh, hardσ, leakyrelu, lisht, logcosh, logσ, mish, relu, relu6, selu, sigmoid_fast, softplus, softshrink, softsign, swish, tanh_fast, tanhshrink, trelu, σ end ## 1-to-1 # ops_1_to_1_s: # x -> f != 0 # ∂f/∂x != 0 # ∂²f/∂x² != 0 ops_1_to_1_s = ( # ReLU-like activation functions celu, elu, gelu, selu, # Other activation functions σ, # sigmoid hardswish, lisht, logσ, logcosh, mish, sigmoid_fast, softplus, softsign, swish, tanh_fast, tanhshrink, ) for op in ops_1_to_1_s T = typeof(op) @eval SCT.is_der1_zero_global(::$T) = false @eval SCT.is_der2_zero_global(::$T) = false end SCT.is_der2_zero_local(::typeof(celu), x) = x > 0 SCT.is_der2_zero_local(::typeof(elu), x) = x > 0 SCT.is_der2_zero_local(::typeof(selu), x) = x > 0 SCT.is_der1_zero_local(::typeof(hardswish), x) = x < -3 SCT.is_der2_zero_local(::typeof(hardswish), x) = x < -3 || x > 3 # ops_1_to_1_f: # x -> f != 0 # ∂f/∂x != 0 # ∂²f/∂x² == 0 ops_1_to_1_f = ( # ReLU-like activation functions leakyrelu, relu, relu6, trelu, # Other activation functions hardσ, hardtanh, softshrink, ) for op in ops_1_to_1_f T = typeof(op) @eval SCT.is_der1_zero_global(::$T) = false @eval SCT.is_der2_zero_global(::$T) = true end SCT.is_der1_zero_local(::typeof(relu), x) = x < 0 SCT.is_der1_zero_local(::typeof(relu6), x) = x < 0 || x > 6 SCT.is_der1_zero_local(::typeof(trelu), x) = x < 1 SCT.is_der1_zero_local(::typeof(hardσ), x) = x < -3 || x > 3 SCT.is_der1_zero_local(::typeof(hardtanh), x) = x < -1 || x > 1 SCT.is_der1_zero_local(::typeof(softshrink), x) = x > -0.5 && x < 0.5 ops_1_to_1 = union(ops_1_to_1_s, ops_1_to_1_f) ## Overload eval(SCT.generate_code_1_to_1(:NNlib, ops_1_to_1)) ## List operators for later testing SCT.test_operators_1_to_1(::Val{:NNlib}) = ops_1_to_1 SCT.test_operators_2_to_1(::Val{:NNlib}) = () SCT.test_operators_1_to_2(::Val{:NNlib}) = () end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2284
module SparseConnectivityTracerNaNMathExt if isdefined(Base, :get_extension) import SparseConnectivityTracer as SCT using NaNMath: NaNMath else import ..SparseConnectivityTracer as SCT using ..NaNMath: NaNMath end ## 1-to-1 # ops_1_to_1_s: # x -> f != 0 # ∂f/∂x != 0 # ∂²f/∂x² != 0 ops_1_to_1_s = ( NaNMath.sqrt, NaNMath.sin, NaNMath.cos, NaNMath.tan, NaNMath.asin, NaNMath.acos, NaNMath.acosh, NaNMath.atanh, NaNMath.log, NaNMath.log2, NaNMath.log10, NaNMath.log1p, NaNMath.lgamma, ) for op in ops_1_to_1_s T = typeof(op) @eval SCT.is_der1_zero_global(::$T) = false @eval SCT.is_der2_zero_global(::$T) = false end ops_1_to_1 = ops_1_to_1_s ## 2-to-1 # ops_2_to_1_ssc: # ∂f/∂x != 0 # ∂²f/∂x² != 0 # ∂f/∂y != 0 # ∂²f/∂y² != 0 # ∂²f/∂x∂y != 0 ops_2_to_1_ssc = (NaNMath.pow,) for op in ops_2_to_1_ssc T = typeof(op) @eval SCT.is_der1_arg1_zero_global(::$T) = false @eval SCT.is_der2_arg1_zero_global(::$T) = false @eval SCT.is_der1_arg2_zero_global(::$T) = false @eval SCT.is_der2_arg2_zero_global(::$T) = false @eval SCT.is_der_cross_zero_global(::$T) = false end # ops_2_to_1_ffz: # ∂f/∂x != 0 # ∂²f/∂x² == 0 # ∂f/∂y != 0 # ∂²f/∂y² == 0 # ∂²f/∂x∂y == 0 ops_2_to_1_ffz = (NaNMath.max, NaNMath.min) for op in ops_2_to_1_ffz T = typeof(op) @eval SCT.is_der1_arg1_zero_global(::$T) = false @eval SCT.is_der2_arg1_zero_global(::$T) = true @eval SCT.is_der1_arg2_zero_global(::$T) = false @eval SCT.is_der2_arg2_zero_global(::$T) = true @eval SCT.is_der_cross_zero_global(::$T) = true end SCT.is_der1_arg1_zero_local(::typeof(NaNMath.max), x, y) = x < y SCT.is_der1_arg2_zero_local(::typeof(NaNMath.max), x, y) = y < x SCT.is_der1_arg1_zero_local(::typeof(NaNMath.min), x, y) = x > y SCT.is_der1_arg2_zero_local(::typeof(NaNMath.min), x, y) = y > x ops_2_to_1 = union(ops_2_to_1_ssc, ops_2_to_1_ffz) ## Overloads eval(SCT.generate_code_1_to_1(:NaNMath, ops_1_to_1)) eval(SCT.generate_code_2_to_1(:NaNMath, ops_2_to_1)) ## List operators for later testing SCT.test_operators_1_to_1(::Val{:NaNMath}) = ops_1_to_1 SCT.test_operators_2_to_1(::Val{:NaNMath}) = ops_2_to_1 SCT.test_operators_1_to_2(::Val{:NaNMath}) = () end # module
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
4002
module SparseConnectivityTracerSpecialFunctionsExt if isdefined(Base, :get_extension) import SparseConnectivityTracer as SCT using SpecialFunctions: SpecialFunctions, airyai, airyaiprime, airyaiprimex, airyaix, airybi, airybiprime, airybiprimex, airybix, besseli, besselix, besselj, besselj0, besselj1, besseljx, besselk, besselkx, bessely, bessely0, bessely1, besselyx, beta, cosint, digamma, ellipe, ellipk, erf, erfc, erfcinv, erfcx, erfinv, expint, expinti, expintx, gamma, invdigamma, jinc, logbeta, logerfc, loggamma, sinint, sphericalbesselj, sphericalbessely, trigamma else import ..SparseConnectivityTracer as SCT using ..SpecialFunctions: SpecialFunctions, airyai, airyaiprime, airyaiprimex, airyaix, airybi, airybiprime, airybiprimex, airybix, besseli, besselix, besselj, besselj0, besselj1, besseljx, besselk, besselkx, bessely, bessely0, bessely1, besselyx, beta, cosint, digamma, ellipe, ellipk, erf, erfc, erfcinv, erfcx, erfinv, expint, expinti, expintx, gamma, invdigamma, jinc, logbeta, logerfc, loggamma, sinint, sphericalbesselj, sphericalbessely, trigamma end #= Complex functions are ignored. Functions with more than 2 arguments are ignored. TODO: add functions with integer arguments. =# ## 1-to-1 # ops_1_to_1_s: # x -> f != 0 # ∂f/∂x != 0 # ∂²f/∂x² != 0 ops_1_to_1_s = ( # Gamma Function gamma, loggamma, digamma, invdigamma, trigamma, # Exponential and Trigonometric Integrals expinti, sinint, cosint, # Error functions, Dawson's and Fresnel Integrals erf, erfc, erfcinv, erfcx, logerfc, erfinv, # Airy and Related Functions airyai, airyaiprime, airybi, airybiprime, airyaix, airyaiprimex, airybix, airybiprimex, # Bessel Functions besselj0, besselj1, bessely0, bessely1, jinc, # Elliptic Integrals ellipk, ellipe, ) for op in ops_1_to_1_s T = typeof(op) @eval SCT.is_der1_zero_global(::$T) = false @eval SCT.is_der2_zero_global(::$T) = false end ops_1_to_1 = ops_1_to_1_s ## 2-to-1 # ops_2_to_1_ssc: # ∂f/∂x != 0 # ∂²f/∂x² != 0 # ∂f/∂y != 0 # ∂²f/∂y² != 0 # ∂²f/∂x∂y != 0 ops_2_to_1_ssc = ( # Gamma Function gamma, loggamma, beta, logbeta, # Exponential and Trigonometric Integrals expint, expintx, # Error functions, Dawson's and Fresnel Integrals erf, # Bessel Functions besselj, besseljx, sphericalbesselj, bessely, besselyx, sphericalbessely, besseli, besselix, besselk, besselkx, ) for op in ops_2_to_1_ssc T = typeof(op) @eval SCT.is_der1_arg1_zero_global(::$T) = false @eval SCT.is_der2_arg1_zero_global(::$T) = false @eval SCT.is_der1_arg2_zero_global(::$T) = false @eval SCT.is_der2_arg2_zero_global(::$T) = false @eval SCT.is_der_cross_zero_global(::$T) = false end ops_2_to_1 = ops_2_to_1_ssc ## Overloads eval(SCT.generate_code_1_to_1(:SpecialFunctions, ops_1_to_1)) eval(SCT.generate_code_2_to_1(:SpecialFunctions, ops_2_to_1)) ## List operators for later testing SCT.test_operators_1_to_1(::Val{:SpecialFunctions}) = ops_1_to_1 SCT.test_operators_2_to_1(::Val{:SpecialFunctions}) = ops_2_to_1 SCT.test_operators_1_to_2(::Val{:SpecialFunctions}) = () end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
1937
module SparseConnectivityTracer using ADTypes: ADTypes, jacobian_sparsity, hessian_sparsity using SparseArrays: SparseArrays using SparseArrays: sparse using Random: AbstractRNG, SamplerType using LinearAlgebra: LinearAlgebra, Symmetric using LinearAlgebra: Diagonal, diag, diagind using FillArrays: Fill using DocStringExtensions: DocStringExtensions, TYPEDEF, TYPEDFIELDS if !isdefined(Base, :get_extension) using Requires end include("settypes/duplicatevector.jl") include("settypes/recursiveset.jl") include("settypes/sortedvector.jl") include("patterns.jl") include("tracers.jl") include("exceptions.jl") include("operators.jl") include("overloads/conversion.jl") include("overloads/gradient_tracer.jl") include("overloads/hessian_tracer.jl") include("overloads/special_cases.jl") include("overloads/ifelse_global.jl") include("overloads/dual.jl") include("overloads/arrays.jl") include("overloads/utils.jl") include("overloads/ambiguities.jl") include("trace_functions.jl") include("adtypes_interface.jl") export TracerSparsityDetector export TracerLocalSparsityDetector # Reexport ADTypes interface export jacobian_sparsity, hessian_sparsity function __init__() @static if !isdefined(Base, :get_extension) @require LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688" include( "../ext/SparseConnectivityTracerLogExpFunctionsExt.jl" ) @require NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3" include( "../ext/SparseConnectivityTracerNaNMathExt.jl" ) @require NNlib = "872c559c-99b0-510c-b3b7-b6c96a88d5cd" include( "../ext/SparseConnectivityTracerNNlibExt.jl" ) @require SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b" include( "../ext/SparseConnectivityTracerSpecialFunctionsExt.jl" ) # NOTE: DataInterpolations extension is not loaded on Julia <1.10 end end end # module
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
5547
#= This file implements the ADTypes interface for `AbstractSparsityDetector`s =# const DEFAULT_GRADIENT_PATTERN = IndexSetGradientPattern{Int,BitSet} const DEFAULT_GRADIENT_TRACER = GradientTracer{DEFAULT_GRADIENT_PATTERN} const DEFAULT_HESSIAN_PATTERN = DictHessianPattern{Int,BitSet,Dict{Int,BitSet},NotShared} const DEFAULT_HESSIAN_TRACER = HessianTracer{DEFAULT_HESSIAN_PATTERN} """ TracerSparsityDetector <: ADTypes.AbstractSparsityDetector Singleton struct for integration with the sparsity detection framework of [ADTypes.jl](https://github.com/SciML/ADTypes.jl). Computes global sparsity patterns over the entire input domain. For local sparsity patterns at a specific input point, use [`TracerLocalSparsityDetector`](@ref). # Example ```jldoctest julia> using SparseConnectivityTracer julia> detector = TracerSparsityDetector() TracerSparsityDetector() julia> jacobian_sparsity(diff, rand(4), detector) 3×4 SparseArrays.SparseMatrixCSC{Bool, Int64} with 6 stored entries: 1 1 ⋅ ⋅ ⋅ 1 1 ⋅ ⋅ ⋅ 1 1 julia> f(x) = x[1] + x[2]*x[3] + 1/x[4]; julia> hessian_sparsity(f, rand(4), detector) 4×4 SparseArrays.SparseMatrixCSC{Bool, Int64} with 3 stored entries: ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ 1 ⋅ ⋅ 1 ⋅ ⋅ ⋅ ⋅ ⋅ 1 ``` """ struct TracerSparsityDetector{TG<:GradientTracer,TH<:HessianTracer} <: ADTypes.AbstractSparsityDetector end function TracerSparsityDetector( ::Type{TG}, ::Type{TH} ) where {TG<:GradientTracer,TH<:HessianTracer} return TracerSparsityDetector{TG,TH}() end function TracerSparsityDetector(; gradient_tracer_type::Type{TG}=DEFAULT_GRADIENT_TRACER, hessian_tracer_type::Type{TH}=DEFAULT_HESSIAN_TRACER, ) where {TG<:GradientTracer,TH<:HessianTracer} return TracerSparsityDetector(gradient_tracer_type, hessian_tracer_type) end function ADTypes.jacobian_sparsity(f, x, ::TracerSparsityDetector{TG,TH}) where {TG,TH} return _jacobian_sparsity(f, x, TG) end function ADTypes.jacobian_sparsity(f!, y, x, ::TracerSparsityDetector{TG,TH}) where {TG,TH} return _jacobian_sparsity(f!, y, x, TG) end function ADTypes.hessian_sparsity(f, x, ::TracerSparsityDetector{TG,TH}) where {TG,TH} return _hessian_sparsity(f, x, TH) end """ TracerLocalSparsityDetector <: ADTypes.AbstractSparsityDetector Singleton struct for integration with the sparsity detection framework of [ADTypes.jl](https://github.com/SciML/ADTypes.jl). Computes local sparsity patterns at an input point `x`. For global sparsity patterns, use [`TracerSparsityDetector`](@ref). # Example Local sparsity patterns are less convervative than global patterns and need to be recomputed for each input `x`: ```jldoctest julia> using SparseConnectivityTracer julia> detector = TracerLocalSparsityDetector() TracerLocalSparsityDetector() julia> f(x) = x[1] * x[2]; # J_f = [x[2], x[1]] julia> jacobian_sparsity(f, [1, 0], detector) 1×2 SparseArrays.SparseMatrixCSC{Bool, Int64} with 1 stored entry: ⋅ 1 julia> jacobian_sparsity(f, [0, 1], detector) 1×2 SparseArrays.SparseMatrixCSC{Bool, Int64} with 1 stored entry: 1 ⋅ julia> jacobian_sparsity(f, [0, 0], detector) 1×2 SparseArrays.SparseMatrixCSC{Bool, Int64} with 0 stored entries: ⋅ ⋅ julia> jacobian_sparsity(f, [1, 1], detector) 1×2 SparseArrays.SparseMatrixCSC{Bool, Int64} with 2 stored entries: 1 1 ``` `TracerLocalSparsityDetector` can compute sparsity patterns of functions that contain comparisons and `ifelse` statements: ```jldoctest julia> f(x) = x[1] > x[2] ? x[1:3] : x[2:4]; julia> jacobian_sparsity(f, [1, 2, 3, 4], TracerLocalSparsityDetector()) 3×4 SparseArrays.SparseMatrixCSC{Bool, Int64} with 3 stored entries: ⋅ 1 ⋅ ⋅ ⋅ ⋅ 1 ⋅ ⋅ ⋅ ⋅ 1 julia> jacobian_sparsity(f, [2, 1, 3, 4], TracerLocalSparsityDetector()) 3×4 SparseArrays.SparseMatrixCSC{Bool, Int64} with 3 stored entries: 1 ⋅ ⋅ ⋅ ⋅ 1 ⋅ ⋅ ⋅ ⋅ 1 ⋅ ``` ```jldoctest julia> f(x) = x[1] + max(x[2], x[3]) * x[3] + 1/x[4]; julia> hessian_sparsity(f, [1.0, 2.0, 3.0, 4.0], TracerLocalSparsityDetector()) 4×4 SparseArrays.SparseMatrixCSC{Bool, Int64} with 2 stored entries: ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ 1 ⋅ ⋅ ⋅ ⋅ 1 ``` """ struct TracerLocalSparsityDetector{TG<:GradientTracer,TH<:HessianTracer} <: ADTypes.AbstractSparsityDetector end function TracerLocalSparsityDetector( ::Type{TG}, ::Type{TH} ) where {TG<:GradientTracer,TH<:HessianTracer} return TracerLocalSparsityDetector{TG,TH}() end function TracerLocalSparsityDetector(; gradient_tracer_type::Type{TG}=DEFAULT_GRADIENT_TRACER, hessian_tracer_type::Type{TH}=DEFAULT_HESSIAN_TRACER, ) where {TG<:GradientTracer,TH<:HessianTracer} return TracerLocalSparsityDetector(gradient_tracer_type, hessian_tracer_type) end function ADTypes.jacobian_sparsity(f, x, ::TracerLocalSparsityDetector{TG,TH}) where {TG,TH} return _local_jacobian_sparsity(f, x, TG) end function ADTypes.jacobian_sparsity( f!, y, x, ::TracerLocalSparsityDetector{TG,TH} ) where {TG,TH} return _local_jacobian_sparsity(f!, y, x, TG) end function ADTypes.hessian_sparsity(f, x, ::TracerLocalSparsityDetector{TG,TH}) where {TG,TH} return _local_hessian_sparsity(f, x, TH) end ## Pretty printing for detector in (:TracerSparsityDetector, :TracerLocalSparsityDetector) @eval function Base.show(io::IO, d::$detector{TG,TH}) where {TG,TH} if TG == DEFAULT_GRADIENT_TRACER && TH == DEFAULT_HESSIAN_TRACER print(io, $detector, "()") else print(io, $detector, "{", TG, ",", TH, "}()") end return nothing end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
368
struct MissingPrimalError <: Exception fn::Function tracer::AbstractTracer end function Base.showerror(io::IO, e::MissingPrimalError) println(io, "Function ", e.fn, " requires primal value(s).") print( io, "A dual-number tracer for local sparsity detection can be used via `TracerLocalSparsityDetector`.", ) return nothing end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
13818
## Operator definitions # We use a system of letters to categorize operators: # z: first- and second-order derivatives (FOD, SOD) are zero # f: FOD ∂f/∂x is non-zero, SOD ∂²f/∂x² is zero # s: FOD ∂f/∂x is non-zero, SOD ∂²f/∂x² is non-zero # c: Cross-derivative ∂²f/∂x∂y is non-zero #! format: off ##=================================# # Operators for functions f: ℝ → ℝ # #==================================# function is_der1_zero_global end function is_der2_zero_global end # Fallbacks for local derivatives: is_der1_zero_local(f::F, x) where {F} = is_der1_zero_global(f) is_der2_zero_local(f::F, x) where {F} = is_der2_zero_global(f) # ops_1_to_1_s: # x -> f != 0 # ∂f/∂x != 0 # ∂²f/∂x² != 0 ops_1_to_1_s = ( # trigonometric functions cos, cosd, cosh, cospi, cosc, sin, sind, sinh, sinpi, sinc, tan, tand, tanh, # reciprocal trigonometric functions csc, cscd, csch, sec, secd, sech, cot, cotd, coth, # inverse trigonometric functions acos, acosd, acosh, asin, asind, asinh, atan, atand, atanh, asec, asech, acsc, acsch, acot, acoth, # exponentials exp, exp2, exp10, expm1, log, log2, log10, log1p, # roots sqrt, cbrt, # absolute values abs2, # other inv, ) for op in ops_1_to_1_s T = typeof(op) @eval is_der1_zero_global(::$T) = false @eval is_der2_zero_global(::$T) = false end # ops_1_to_1_f: # x -> f != 0 # ∂f/∂x != 0 # ∂²f/∂x² == 0 ops_1_to_1_f = ( +, -, identity, abs, hypot, # angles deg2rad, rad2deg, mod2pi, # floats float, prevfloat, nextfloat, big, widen, # linalg transpose, adjoint, # complex conj, real, ) for op in ops_1_to_1_f T = typeof(op) @eval is_der1_zero_global(::$T) = false @eval is_der2_zero_global(::$T) = true end # ops_1_to_1_z: # x -> f != 0 # ∂f/∂x == 0 # ∂²f/∂x² == 0 ops_1_to_1_z = ( round, floor, ceil, trunc, sign, ! ) for op in ops_1_to_1_z T = typeof(op) @eval is_der1_zero_global(::$T) = true @eval is_der2_zero_global(::$T) = true end # ops_1_to_1_i: # x -> f == 0 # ∂f/∂x == 0 # ∂²f/∂x² == 0 ops_1_to_1_i = ( zero, one, oneunit, typemin, typemax, eps, floatmin, floatmax, maxintfloat, ) for op in ops_1_to_1_i T = typeof(op) @eval is_der1_zero_global(::$T) = true @eval is_der2_zero_global(::$T) = true end ops_1_to_1 = union( ops_1_to_1_s, ops_1_to_1_f, ops_1_to_1_z, ops_1_to_1_i, ) ##==================================# # Operators for functions f: ℝ² → ℝ # #===================================# function is_der1_arg1_zero_global end function is_der2_arg1_zero_global end function is_der1_arg2_zero_global end function is_der2_arg2_zero_global end function is_der_cross_zero_global end # Fallbacks for local derivatives: is_der1_arg1_zero_local(f::F, x, y) where {F} = is_der1_arg1_zero_global(f) is_der2_arg1_zero_local(f::F, x, y) where {F} = is_der2_arg1_zero_global(f) is_der1_arg2_zero_local(f::F, x, y) where {F} = is_der1_arg2_zero_global(f) is_der2_arg2_zero_local(f::F, x, y) where {F} = is_der2_arg2_zero_global(f) is_der_cross_zero_local(f::F, x, y) where {F} = is_der_cross_zero_global(f) # ops_2_to_1_ssc: # ∂f/∂x != 0 # ∂²f/∂x² != 0 # ∂f/∂y != 0 # ∂²f/∂y² != 0 # ∂²f/∂x∂y != 0 ops_2_to_1_ssc = ( ^, hypot, atan, log ) for op in ops_2_to_1_ssc T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = false @eval is_der2_arg1_zero_global(::$T) = false @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = false @eval is_der_cross_zero_global(::$T) = false end # ops_2_to_1_ssz: # ∂f/∂x != 0 # ∂²f/∂x² != 0 # ∂f/∂y != 0 # ∂²f/∂y² != 0 # ∂²f/∂x∂y == 0 ops_2_to_1_ssz = () #= for op in ops_2_to_1_ssz T = typeof(op) @eval is_der2_arg1_zero_global(::$T) = false @eval is_der1_arg1_zero_global(::$T) = false @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = false @eval is_der_cross_zero_global(::$T) = true end =# # ops_2_to_1_sfc: # ∂f/∂x != 0 # ∂²f/∂x² != 0 # ∂f/∂y != 0 # ∂²f/∂y² == 0 # ∂²f/∂x∂y != 0 ops_2_to_1_sfc = () #= for op in ops_2_to_1_sfc T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = false @eval is_der2_arg1_zero_global(::$T) = false @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = true @eval is_der_cross_zero_global(::$T) = false end =# # ops_2_to_1_sfz: # ∂f/∂x != 0 # ∂²f/∂x² != 0 # ∂f/∂y != 0 # ∂²f/∂y² == 0 # ∂²f/∂x∂y == 0 ops_2_to_1_sfz = () #= for op in ops_2_to_1_sfz T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = false @eval is_der2_arg1_zero_global(::$T) = false @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = true @eval is_der_cross_zero_global(::$T) = true end =# # ops_2_to_1_fsc: # ∂f/∂x != 0 # ∂²f/∂x² == 0 # ∂f/∂y != 0 # ∂²f/∂y² != 0 # ∂²f/∂x∂y != 0 ops_2_to_1_fsc = ( /, # ldexp, # TODO: removed for now ) for op in ops_2_to_1_fsc T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = false @eval is_der2_arg1_zero_global(::$T) = true @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = false @eval is_der_cross_zero_global(::$T) = false end # gradient of x/y: [1/y -x/y²] is_der1_arg2_zero_local(::typeof(/), x, y) = iszero(x) # ops_2_to_1_fsz: # ∂f/∂x != 0 # ∂²f/∂x² == 0 # ∂f/∂y != 0 # ∂²f/∂y² != 0 # ∂²f/∂x∂y == 0 ops_2_to_1_fsz = () #= for op in ops_2_to_1_fsz T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = false @eval is_der2_arg1_zero_global(::$T) = true @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = false @eval is_der_cross_zero_global(::$T) = true end =# # ops_2_to_1_ffc: # ∂f/∂x != 0 # ∂²f/∂x² == 0 # ∂f/∂y != 0 # ∂²f/∂y² == 0 # ∂²f/∂x∂y != 0 ops_2_to_1_ffc = ( *, ) for op in ops_2_to_1_ffc T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = false @eval is_der2_arg1_zero_global(::$T) = true @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = true @eval is_der_cross_zero_global(::$T) = false end # gradient of x*y: [y x] is_der1_arg1_zero_local(::typeof(*), x, y) = iszero(y) is_der1_arg2_zero_local(::typeof(*), x, y) = iszero(x) # ops_2_to_1_ffz: # ∂f/∂x != 0 # ∂²f/∂x² == 0 # ∂f/∂y != 0 # ∂²f/∂y² == 0 # ∂²f/∂x∂y == 0 ops_2_to_1_ffz = ( +, -, mod, rem, min, max, ) for op in ops_2_to_1_ffz T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = false @eval is_der2_arg1_zero_global(::$T) = true @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = true @eval is_der_cross_zero_global(::$T) = true end is_der1_arg2_zero_local(::typeof(mod), x, y) = ifelse(y > zero(y), y > x, x > y) is_der1_arg1_zero_local(::typeof(max), x, y) = x < y is_der1_arg2_zero_local(::typeof(max), x, y) = y < x is_der1_arg1_zero_local(::typeof(min), x, y) = x > y is_der1_arg2_zero_local(::typeof(min), x, y) = y > x # ops_2_to_1_szz: # ∂f/∂x != 0 # ∂²f/∂x² != 0 # ∂f/∂y == 0 # ∂²f/∂y² == 0 # ∂²f/∂x∂y == 0 ops_2_to_1_szz = () #= for op in ops_2_to_1_szz T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = false @eval is_der2_arg1_zero_global(::$T) = false @eval is_der1_arg2_zero_global(::$T) = true @eval is_der2_arg2_zero_global(::$T) = true @eval is_der_cross_zero_global(::$T) = true end =# # ops_2_to_1_zsz: # ∂f/∂x == 0 # ∂²f/∂x² == 0 # ∂f/∂y != 0 # ∂²f/∂y² != 0 # ∂²f/∂x∂y == 0 ops_2_to_1_zsz = () #= for op in ops_2_to_1_zsz T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = true @eval is_der2_arg1_zero_global(::$T) = true @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = false @eval is_der_cross_zero_global(::$T) = true end =# # ops_2_to_1_fzz: # ∂f/∂x != 0 # ∂²f/∂x² == 0 # ∂f/∂y == 0 # ∂²f/∂y² == 0 # ∂²f/∂x∂y == 0 ops_2_to_1_fzz = ( copysign, flipsign, ) for op in ops_2_to_1_fzz T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = false @eval is_der2_arg1_zero_global(::$T) = true @eval is_der1_arg2_zero_global(::$T) = true @eval is_der2_arg2_zero_global(::$T) = true @eval is_der_cross_zero_global(::$T) = true end # ops_2_to_1_zfz: # ∂f/∂x == 0 # ∂²f/∂x² == 0 # ∂f/∂y != 0 # ∂²f/∂y² == 0 # ∂²f/∂x∂y == 0 ops_2_to_1_zfz = () #= for op in ops_2_to_1_zfz T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = true @eval is_der2_arg1_zero_global(::$T) = true @eval is_der1_arg2_zero_global(::$T) = false @eval is_der2_arg2_zero_global(::$T) = true @eval is_der_cross_zero_global(::$T) = true end =# # ops_2_to_1_zfz: # ∂f/∂x == 0 # ∂²f/∂x² == 0 # ∂f/∂y == 0 # ∂²f/∂y² == 0 # ∂²f/∂x∂y == 0 ops_2_to_1_zzz = ( # division div, fld, fld1, cld, # comparisons isequal, isapprox, isless, ==, <, >, <=, >=, ) for op in ops_2_to_1_zzz T = typeof(op) @eval is_der1_arg1_zero_global(::$T) = true @eval is_der2_arg1_zero_global(::$T) = true @eval is_der1_arg2_zero_global(::$T) = true @eval is_der2_arg2_zero_global(::$T) = true @eval is_der_cross_zero_global(::$T) = true end ops_2_to_1 = union( # Including second-order only ops_2_to_1_ssc, ops_2_to_1_ssz, # Including second- and first-order ops_2_to_1_sfc, ops_2_to_1_sfz, ops_2_to_1_fsc, ops_2_to_1_fsz, # Including first-order only ops_2_to_1_ffc, ops_2_to_1_ffz, # Including zero-order ops_2_to_1_szz, ops_2_to_1_zsz, ops_2_to_1_fzz, ops_2_to_1_zfz, ops_2_to_1_zzz, ) ##==================================# # Operators for functions f: ℝ → ℝ² # #===================================# function is_der1_out1_zero_global end function is_der2_out1_zero_global end function is_der1_out2_zero_global end function is_der2_out2_zero_global end # Fallbacks for local derivatives: is_der1_out1_zero_local(f::F, x) where {F} = is_der1_out1_zero_global(f) is_der2_out1_zero_local(f::F, x) where {F} = is_der2_out1_zero_global(f) is_der1_out2_zero_local(f::F, x) where {F} = is_der1_out2_zero_global(f) is_der2_out2_zero_local(f::F, x) where {F} = is_der2_out2_zero_global(f) # ops_1_to_2_ss: # ∂f₁/∂x != 0 # ∂²f₁/∂x² != 0 # ∂f₂/∂x != 0 # ∂²f₂/∂x² != 0 ops_1_to_2_ss = ( sincos, sincosd, sincospi, ) for op in ops_1_to_2_ss T = typeof(op) @eval is_der1_out1_zero_global(::$T) = false @eval is_der2_out1_zero_global(::$T) = false @eval is_der1_out2_zero_global(::$T) = false @eval is_der2_out2_zero_global(::$T) = false end # ops_1_to_2_sf: # ∂f₁/∂x != 0 # ∂²f₁/∂x² != 0 # ∂f₂/∂x != 0 # ∂²f₂/∂x² == 0 ops_1_to_2_sf = () #= for op in ops_1_to_2_sf T = typeof(op) @eval is_der1_out1_zero_global(::$T) = false @eval is_der2_out1_zero_global(::$T) = false @eval is_der1_out2_zero_global(::$T) = false @eval is_der2_out2_zero_global(::$T) = true end =# # ops_1_to_2_sz: # ∂f₁/∂x != 0 # ∂²f₁/∂x² != 0 # ∂f₂/∂x == 0 # ∂²f₂/∂x² == 0 ops_1_to_2_sz = () #= for op in ops_1_to_2_sz T = typeof(op) @eval is_der1_out1_zero_global(::$T) = false @eval is_der2_out1_zero_global(::$T) = false @eval is_der1_out2_zero_global(::$T) = true @eval is_der2_out2_zero_global(::$T) = true end =# # ops_1_to_2_fs: # ∂f₁/∂x != 0 # ∂²f₁/∂x² == 0 # ∂f₂/∂x != 0 # ∂²f₂/∂x² != 0 ops_1_to_2_fs = () #= for op in ops_1_to_2_fs T = typeof(op) @eval is_der1_out1_zero_global(::$T) = false @eval is_der2_out1_zero_global(::$T) = true @eval is_der1_out2_zero_global(::$T) = false @eval is_der2_out2_zero_global(::$T) = false end =# # ops_1_to_2_ff: # ∂f₁/∂x != 0 # ∂²f₁/∂x² == 0 # ∂f₂/∂x != 0 # ∂²f₂/∂x² == 0 ops_1_to_2_ff = () #= for op in ops_1_to_2_ff T = typeof(op) @eval is_der1_out1_zero_global(::$T) = false @eval is_der2_out1_zero_global(::$T) = true @eval is_der1_out2_zero_global(::$T) = false @eval is_der2_out2_zero_global(::$T) = true end =# # ops_1_to_2_fz: # ∂f₁/∂x != 0 # ∂²f₁/∂x² == 0 # ∂f₂/∂x == 0 # ∂²f₂/∂x² == 0 ops_1_to_2_fz = ( # frexp, # TODO: removed for now ) #= for op in ops_1_to_2_fz T = typeof(op) @eval is_der1_out1_zero_global(::$T) = false @eval is_der2_out1_zero_global(::$T) = true @eval is_der1_out2_zero_global(::$T) = true @eval is_der2_out2_zero_global(::$T) = true end =# # ops_1_to_2_zs: # ∂f₁/∂x == 0 # ∂²f₁/∂x² == 0 # ∂f₂/∂x != 0 # ∂²f₂/∂x² != 0 ops_1_to_2_zs = () #= for op in ops_1_to_2_zs T = typeof(op) @eval is_der1_out1_zero_global(::$T) = true @eval is_der2_out1_zero_global(::$T) = true @eval is_der1_out2_zero_global(::$T) = false @eval is_der2_out2_zero_global(::$T) = false end =# # ops_1_to_2_zf: # ∂f₁/∂x == 0 # ∂²f₁/∂x² == 0 # ∂f₂/∂x != 0 # ∂²f₂/∂x² == 0 ops_1_to_2_zf = () #= for op in ops_1_to_2_zf T = typeof(op) @eval is_der1_out1_zero_global(::$T) = true @eval is_der2_out1_zero_global(::$T) = true @eval is_der1_out2_zero_global(::$T) = false @eval is_der2_out2_zero_global(::$T) = true end =# # ops_1_to_2_zz: # ∂f₁/∂x == 0 # ∂²f₁/∂x² == 0 # ∂f₂/∂x == 0 # ∂²f₂/∂x² == 0 ops_1_to_2_zz = () #= for op in ops_1_to_2_zz T = typeof(op) @eval is_der1_out1_zero_global(::$T) = true @eval is_der2_out1_zero_global(::$T) = true @eval is_der1_out2_zero_global(::$T) = true @eval is_der2_out2_zero_global(::$T) = true end =# ops_1_to_2 = union( ops_1_to_2_ss, ops_1_to_2_sf, ops_1_to_2_fs, ops_1_to_2_ff, ops_1_to_2_sz, ops_1_to_2_zs, ops_1_to_2_fz, ops_1_to_2_zf, ops_1_to_2_zz, ) #! format: on
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
8409
""" AbstractPattern Abstract supertype of all sparsity pattern representations. ## Type hierarchy ``` AbstractPattern ├── AbstractGradientPattern: used in GradientTracer │ └── IndexSetGradientPattern └── AbstractHessianPattern: used in HessianTracer └── IndexSetHessianPattern ``` """ abstract type AbstractPattern end """ shared(pattern) Indicates whether patterns **always** share memory and whether operators are **allowed** to mutate their `AbstractTracer` arguments. Returns either the `Shared()` or `NotShared()` trait. If `NotShared()`, patterns **can** share memory and operators are **prohibited** from mutating `AbstractTracer` arguments. ## Note In practice, memory sharing is limited to second-order information in `AbstractHessianPattern`. """ shared(::P) where {P<:AbstractPattern} = shared(P) shared(::Type{P}) where {P<:AbstractPattern} = NotShared() abstract type SharingBehavior end struct Shared <: SharingBehavior end struct NotShared <: SharingBehavior end Base.Bool(::Shared) = true Base.Bool(::NotShared) = false """ myempty(T) myempty(tracer::AbstractTracer) myempty(pattern::AbstractPattern) Constructor for an empty tracer or pattern of type `T` representing a new number (usually an empty pattern). """ myempty """ create_patterns(P, xs, is) Convenience constructor for patterns of type `P` for multiple inputs `xs` and their indices `is`. """ create_patterns """ gradient(pattern::AbstractTracer) Return a representation of non-zero values ``∇f(x)_{i} ≠ 0`` in the gradient. """ gradient """ hessian(pattern::HessianTracer) Return a representation of non-zero values ``∇²f(x)_{ij} ≠ 0`` in the Hessian. """ hessian #===========# # Utilities # #===========# myempty(::S) where {S<:AbstractSet} = S() myempty(::Type{S}) where {S<:AbstractSet} = S() myempty(::D) where {D<:AbstractDict} = D() myempty(::Type{D}) where {D<:AbstractDict} = D() seed(::Type{S}, i::Integer) where {S<:AbstractSet} = S(i) myunion!(a::S, b::S) where {S<:AbstractSet} = union!(a, b) function myunion!(a::D, b::D) where {I<:Integer,S<:AbstractSet{I},D<:AbstractDict{I,S}} for k in keys(b) if haskey(a, k) union!(a[k], b[k]) else push!(a, k => b[k]) end end return a end # convert to set of index tuples tuple_set(s::AbstractSet{Tuple{I,I}}) where {I<:Integer} = s function tuple_set(d::AbstractDict{I,S}) where {I<:Integer,S<:AbstractSet{I}} return Set((k, v) for k in keys(d) for v in d[k]) end """" product(a::S{T}, b::S{T})::S{Tuple{T,T}} Inner product of set-like inputs `a` and `b`. """ function product(a::AbstractSet{I}, b::AbstractSet{I}) where {I<:Integer} # Since the Hessian is symmetric, we only have to keep track of index-tuples (i,j) with i≤j. return Set((i, j) for i in a, j in b if i <= j) end function union_product!( hessian::H, gradient_x::G, gradient_y::G ) where {I<:Integer,G<:AbstractSet{I},H<:AbstractSet{Tuple{I,I}}} for i in gradient_x for j in gradient_y if i <= j # symmetric Hessian push!(hessian, (i, j)) end end end return hessian end # Some custom set types don't support `push!` for S in (:DuplicateVector, :SortedVector, :RecursiveSet) @eval function union_product!( hessian::$S{Tuple{I,I}}, gradient_x::$S{I}, gradient_y::$S{I} ) where {I<:Integer} hxy = product(gradient_x, gradient_y) return union!(hessian, hxy) end end function union_product!( hessian::AbstractDict{I,S}, gradient_x::S, gradient_y::S ) where {I<:Integer,S<:AbstractSet{I}} for i in gradient_x if !haskey(hessian, i) push!(hessian, i => S()) end for j in gradient_y if i <= j # symmetric Hessian push!(hessian[i], j) end end end return hessian end #=========================# # AbstractGradientPattern # #=========================# # For use with GradientTracer. """ AbstractGradientPattern <: AbstractPattern Abstract supertype of sparsity patterns representing a vector. For use with [`GradientTracer`](@ref). ## Expected interface * [`myempty`](@ref) * [`create_patterns`](@ref) * [`gradient`](@ref) * [`shared`](@ref) """ abstract type AbstractGradientPattern <: AbstractPattern end """ $(TYPEDEF) Gradient sparsity pattern represented by a set. ## Fields $(TYPEDFIELDS) """ struct IndexSetGradientPattern{I<:Integer,S<:AbstractSet{I}} <: AbstractGradientPattern "Set of indices ``i`` of non-zero values ``∇f(x)_i ≠ 0`` in the gradient." gradient::S end function myempty(::Type{IndexSetGradientPattern{I,S}}) where {I,S} return IndexSetGradientPattern{I,S}(myempty(S)) end function create_patterns(::Type{P}, xs, is) where {I,S,P<:IndexSetGradientPattern{I,S}} sets = seed.(Ref(S), is) return P.(sets) end # Tracer compatibility gradient(s::IndexSetGradientPattern) = s.gradient #========================# # AbstractHessianPattern # #========================# # For use with HessianTracer. """ AbstractHessianPattern <: AbstractPattern Abstract supertype of sparsity patterns representing both gradient and Hessian sparsity. For use with [`HessianTracer`](@ref). ## Expected interface * [`myempty`](@ref) * [`create_patterns`](@ref) * [`gradient`](@ref) * [`hessian`](@ref) * [`shared`](@ref) """ abstract type AbstractHessianPattern <: AbstractPattern end """ $(TYPEDEF) Hessian sparsity pattern represented by two sets. ## Fields $(TYPEDFIELDS) ## Internals The last type parameter `shared` is a `Bool` indicating whether the `hessian` field of this object should be shared among all intermediate scalar quantities involved in a function. """ struct IndexSetHessianPattern{ I<:Integer,G<:AbstractSet{I},H<:AbstractSet{Tuple{I,I}},SB<:SharingBehavior } <: AbstractHessianPattern "Set of indices ``i`` of non-zero values ``∇f(x)_i ≠ 0`` in the gradient." gradient::G "Set of index-tuples ``(i, j)`` of non-zero values ``∇²f(x)_{ij} ≠ 0`` in the Hessian." hessian::H end shared(::Type{IndexSetHessianPattern{I,G,H,Shared}}) where {I,G,H} = Shared() shared(::Type{IndexSetHessianPattern{I,G,H,NotShared}}) where {I,G,H} = NotShared() function myempty(::Type{IndexSetHessianPattern{I,G,H,SB}}) where {I,G,H,SB} return IndexSetHessianPattern{I,G,H,SB}(myempty(G), myempty(H)) end function create_patterns( ::Type{P}, xs, is ) where {I,G,H,S,P<:IndexSetHessianPattern{I,G,H,S}} gradients = seed.(G, is) hessian = myempty(H) # Even if `NotShared`, sharing a single reference to `hessian` is allowed upon initialization, # since mutation is prohibited when `isshared` is false. return P.(gradients, Ref(hessian)) end # Tracer compatibility gradient(s::IndexSetHessianPattern) = s.gradient hessian(s::IndexSetHessianPattern) = s.hessian """ $(TYPEDEF) Hessian sparsity pattern represented by a set and a dictionary. ## Fields $(TYPEDFIELDS) ## Internals The last type parameter `shared` is a `Bool` indicating whether the `hessian` field of this object should be shared among all intermediate scalar quantities involved in a function. """ struct DictHessianPattern{ I<:Integer,S<:AbstractSet{I},D<:AbstractDict{I,S},shared<:SharingBehavior } <: AbstractHessianPattern "Set of indices ``i`` of non-zero values ``∇f(x)_i ≠ 0`` in the gradient." gradient::S "Dictionary representing index-tuples ``(i, j)`` of non-zero values ``∇²f(x)_{ij} ≠ 0`` in the Hessian. For a given key ``i``, values in the set ``{j}`` represent index-tuples ``{i, j}``." hessian::D end shared(::Type{DictHessianPattern{I,S,D,Shared}}) where {I,S,D} = Shared() shared(::Type{DictHessianPattern{I,S,D,NotShared}}) where {I,S,D} = NotShared() function myempty(::Type{DictHessianPattern{I,S,D,SB}}) where {I,S,D,SB} return DictHessianPattern{I,S,D,SB}(myempty(S), myempty(D)) end function create_patterns(::Type{P}, xs, is) where {I,S,D,SB,P<:DictHessianPattern{I,S,D,SB}} gradients = seed.(Ref(S), is) hessian = myempty(D) # Even if `NotShared`, sharing a single reference to `hessian` is allowed upon initialization, # since mutation is prohibited when `isshared` is false. return P.(gradients, Ref(hessian)) end # Tracer compatibility gradient(p::DictHessianPattern) = p.gradient hessian(p::DictHessianPattern) = p.hessian
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
5632
#= This file handles the actual tracing of functions: 1) creating tracers from inputs 2) evaluating the function with the created tracers 3) parsing the resulting tracers into an output matrix =# #==================# # Enumerate inputs # #==================# """ trace_input(T, x) trace_input(T, xs) Enumerates input indices and constructs the specified type `T` of tracer. Supports [`GradientTracer`](@ref), [`HessianTracer`](@ref) and [`Dual`](@ref). """ trace_input(::Type{T}, xs) where {T<:Union{AbstractTracer,Dual}} = trace_input(T, xs, 1) # If possible, this should call `similar` and have the function signature `A{T} -> A{Int}`. # For some array types, this function signature isn't possible, # e.g. on `Symmetric`, where symmetry doesn't hold for the index matrix. allocate_index_matrix(A::AbstractArray) = similar(A, Int) allocate_index_matrix(A::Symmetric) = Matrix{Int}(undef, size(A)...) function trace_input(::Type{T}, xs::AbstractArray, i) where {T<:Union{AbstractTracer,Dual}} is = allocate_index_matrix(xs) is .= reshape(1:length(xs), size(xs)) .+ (i - 1) return create_tracers(T, xs, is) end function trace_input(::Type{T}, xs::Diagonal, i) where {T<:Union{AbstractTracer,Dual}} ts = create_tracers(T, diag(xs), diagind(xs)) return Diagonal(ts) end function trace_input(::Type{T}, x::Real, i::Integer) where {T<:Union{AbstractTracer,Dual}} return only(create_tracers(T, [x], [i])) end #=========================# # Trace through functions # #=========================# function trace_function(::Type{T}, f, x) where {T<:Union{AbstractTracer,Dual}} xt = trace_input(T, x) yt = f(xt) return xt, yt end function trace_function(::Type{T}, f!, y, x) where {T<:Union{AbstractTracer,Dual}} xt = trace_input(T, x) yt = similar(y, T) f!(yt, xt) return xt, yt end to_array(x::Real) = [x] to_array(x::AbstractArray) = x # Utilities _tracer_or_number(x::Real) = x _tracer_or_number(d::Dual) = tracer(d) #================# # GradientTracer # #================# # Compute the sparsity pattern of the Jacobian of `y = f(x)`. function _jacobian_sparsity( f, x, ::Type{T}=DEFAULT_GRADIENT_TRACER ) where {T<:GradientTracer} xt, yt = trace_function(T, f, x) return jacobian_pattern_to_mat(to_array(xt), to_array(yt)) end # Compute the sparsity pattern of the Jacobian of `f!(y, x)`. function _jacobian_sparsity( f!, y, x, ::Type{T}=DEFAULT_GRADIENT_TRACER ) where {T<:GradientTracer} xt, yt = trace_function(T, f!, y, x) return jacobian_pattern_to_mat(to_array(xt), to_array(yt)) end # Compute the local sparsity pattern of the Jacobian of `y = f(x)` at `x`. function _local_jacobian_sparsity( f, x, ::Type{T}=DEFAULT_GRADIENT_TRACER ) where {T<:GradientTracer} D = Dual{eltype(x),T} xt, yt = trace_function(D, f, x) return jacobian_pattern_to_mat(to_array(xt), to_array(yt)) end # Compute the local sparsity pattern of the Jacobian of `f!(y, x)` at `x`. function _local_jacobian_sparsity( f!, y, x, ::Type{T}=DEFAULT_GRADIENT_TRACER ) where {T<:GradientTracer} D = Dual{eltype(x),T} xt, yt = trace_function(D, f!, y, x) return jacobian_pattern_to_mat(to_array(xt), to_array(yt)) end function jacobian_pattern_to_mat( xt::AbstractArray{T}, yt::AbstractArray{<:Real} ) where {T<:GradientTracer} n, m = length(xt), length(yt) I = Int[] # row indices J = Int[] # column indices V = Bool[] # values for (i, y) in enumerate(yt) if y isa T && !isemptytracer(y) for j in gradient(y) push!(I, i) push!(J, j) push!(V, true) end end end return sparse(I, J, V, m, n) end function jacobian_pattern_to_mat( xt::AbstractArray{D}, yt::AbstractArray{<:Real} ) where {P,T<:GradientTracer,D<:Dual{P,T}} return jacobian_pattern_to_mat(tracer.(xt), _tracer_or_number.(yt)) end #===============# # HessianTracer # #===============# # Compute the sparsity pattern of the Hessian of a scalar function `y = f(x)`. function _hessian_sparsity(f, x, ::Type{T}=DEFAULT_HESSIAN_TRACER) where {T<:HessianTracer} xt, yt = trace_function(T, f, x) return hessian_pattern_to_mat(to_array(xt), yt) end # Compute the local sparsity pattern of the Hessian of a scalar function `y = f(x)` at `x`. function _local_hessian_sparsity( f, x, ::Type{T}=DEFAULT_HESSIAN_TRACER ) where {T<:HessianTracer} D = Dual{eltype(x),T} xt, yt = trace_function(D, f, x) return hessian_pattern_to_mat(to_array(xt), yt) end function hessian_pattern_to_mat(xt::AbstractArray{T}, yt::T) where {T<:HessianTracer} n = length(xt) I = Int[] # row indices J = Int[] # column indices V = Bool[] # values if !isemptytracer(yt) for (i, j) in tuple_set(hessian(yt)) push!(I, i) push!(J, j) push!(V, true) # TODO: return `Symmetric` instead on next breaking release push!(I, j) push!(J, i) push!(V, true) end end h = sparse(I, J, V, n, n) return h end function hessian_pattern_to_mat( xt::AbstractArray{D1}, yt::D2 ) where {P1,P2,T<:HessianTracer,D1<:Dual{P1,T},D2<:Dual{P2,T}} return hessian_pattern_to_mat(tracer.(xt), tracer(yt)) end function hessian_pattern_to_mat(xt::AbstractArray{T}, yt::Number) where {T<:HessianTracer} return hessian_pattern_to_mat(xt, myempty(T)) end function hessian_pattern_to_mat( xt::AbstractArray{D1}, yt::Number ) where {P1,T<:HessianTracer,D1<:Dual{P1,T}} return hessian_pattern_to_mat(tracer.(xt), myempty(T)) end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
4442
""" AbstractTracer Abstract supertype of tracers. ## Type hierarchy ``` AbstractTracer ├── GradientTracer └── HessianTracer ``` Note that [`Dual`](@ref) is not an `AbstractTracer`. """ abstract type AbstractTracer{P<:AbstractPattern} <: Real end #================# # GradientTracer # #================# """ $(TYPEDEF) `Real` number type keeping track of non-zero gradient entries. ## Fields $(TYPEDFIELDS) """ struct GradientTracer{P<:AbstractGradientPattern} <: AbstractTracer{P} "Sparse representation of non-zero entries in the gradient." pattern::P "Indicator whether gradient in tracer contains only zeros." isempty::Bool function GradientTracer{P}(gradient::P, isempty::Bool=false) where {P} return new{P}(gradient, isempty) end end GradientTracer{P}(::Real) where {P} = myempty(GradientTracer{P}) GradientTracer{P}(t::GradientTracer{P}) where {P} = t GradientTracer(t::GradientTracer) = t isemptytracer(t::GradientTracer) = t.isempty pattern(t::GradientTracer) = t.pattern gradient(t::GradientTracer) = gradient(pattern(t)) #===============# # HessianTracer # #===============# """ $(TYPEDEF) `Real` number type keeping track of non-zero gradient and Hessian entries. ## Fields $(TYPEDFIELDS) """ struct HessianTracer{P<:AbstractHessianPattern} <: AbstractTracer{P} "Sparse representation of non-zero entries in the gradient and the Hessian." pattern::P "Indicator whether gradient and Hessian in tracer both contain only zeros." isempty::Bool function HessianTracer{P}(pattern::P, isempty::Bool=false) where {P} return new{P}(pattern, isempty) end end HessianTracer{P}(::Real) where {P} = myempty(HessianTracer{P}) HessianTracer{P}(t::HessianTracer{P}) where {P} = t HessianTracer(t::HessianTracer) = t isemptytracer(t::HessianTracer) = t.isempty pattern(t::HessianTracer) = t.pattern gradient(t::HessianTracer) = gradient(pattern(t)) hessian(t::HessianTracer) = hessian(pattern(t)) #================================# # Dual numbers for local tracing # #================================# """ $(TYPEDEF) Dual `Real` number type keeping track of the results of a primal computation as well as a tracer. ## Fields $(TYPEDFIELDS) """ struct Dual{P<:Real,T<:AbstractTracer} <: Real primal::P tracer::T function Dual{P,T}(primal::P, tracer::T) where {P<:Number,T<:AbstractTracer} if P <: AbstractTracer || P <: Dual error("Primal value of Dual tracer can't be an AbstractTracer.") end return new{P,T}(primal, tracer) end end primal(d::Dual) = d.primal tracer(d::Dual) = d.tracer gradient(d::Dual{P,T}) where {P,T<:GradientTracer} = gradient(tracer(d)) gradient(d::Dual{P,T}) where {P,T<:HessianTracer} = gradient(tracer(d)) hessian(d::Dual{P,T}) where {P,T<:HessianTracer} = hessian(tracer(d)) isemptytracer(d::Dual) = isemptytracer(tracer(d)) Dual{P,T}(d::Dual{P,T}) where {P<:Real,T<:AbstractTracer} = d Dual(primal::P, tracer::T) where {P,T} = Dual{P,T}(primal, tracer) function Dual{P,T}(x::Real) where {P<:Real,T<:AbstractTracer} return Dual(convert(P, x), myempty(T)) end #===========# # Utilities # #===========# shared(::Type{T}) where {P,T<:HessianTracer{P}} = shared(P) myempty(::T) where {T<:AbstractTracer} = myempty(T) myempty(::Type{GradientTracer{P}}) where {P} = GradientTracer{P}(myempty(P), true) myempty(::Type{HessianTracer{P}}) where {P} = HessianTracer{P}(myempty(P), true) """ create_tracers(T, xs, indices) Convenience constructor for [`GradientTracer`](@ref), [`HessianTracer`](@ref) and [`Dual`](@ref) from multiple inputs `xs` and their indices `is`. """ function create_tracers( ::Type{T}, xs::AbstractArray{<:Real,N}, indices::AbstractArray{<:Integer,N} ) where {P<:AbstractPattern,T<:AbstractTracer{P},N} patterns = create_patterns(P, xs, indices) return T.(patterns) end function create_tracers( ::Type{D}, xs::AbstractArray{<:Real,N}, indices::AbstractArray{<:Integer,N} ) where {P,T,D<:Dual{P,T},N} tracers = create_tracers(T, xs, indices) return D.(xs, tracers) end # Pretty-printing of Dual tracers name(::Type{T}) where {T<:GradientTracer} = "GradientTracer" name(::Type{T}) where {T<:HessianTracer} = "HessianTracer" name(::Type{D}) where {P,T,D<:Dual{P,T}} = "Dual-$(name(T))" name(::T) where {T<:AbstractTracer} = name(T) name(::D) where {D<:Dual} = name(D)
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
274
## Special overloads to avoid ambiguity errors eval(generate_code_2_to_1_typed(:Base, ^, Integer)) eval(generate_code_2_to_1_typed(:Base, ^, Rational)) eval(generate_code_2_to_1_typed(:Base, ^, Irrational{:ℯ})) eval(generate_code_2_to_1_typed(:Base, isless, AbstractFloat))
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
6414
""" second_order_or(tracers) Compute the most conservative elementwise OR of tracer sparsity patterns, including second-order interactions to update the `hessian` field of `HessianTracer`. This is functionally equivalent to: ```julia reduce(^, tracers) ``` """ function second_order_or(ts::AbstractArray{T}) where {T<:AbstractTracer} # TODO: improve performance return reduce(second_order_or, ts; init=myempty(T)) end function second_order_or(a::T, b::T) where {T<:GradientTracer} return gradient_tracer_2_to_1(a, b, false, false) end function second_order_or(a::T, b::T) where {T<:HessianTracer} return hessian_tracer_2_to_1(a, b, false, false, false, false, false) end """ first_order_or(tracers) Compute the most conservative elementwise OR of tracer sparsity patterns, excluding second-order interactions of `HessianTracer`. This is functionally equivalent to: ```julia reduce(+, tracers) ``` """ function first_order_or(ts::AbstractArray{T}) where {T<:AbstractTracer} # TODO: improve performance return reduce(first_order_or, ts; init=myempty(T)) end function first_order_or(a::T, b::T) where {T<:GradientTracer} return gradient_tracer_2_to_1(a, b, false, false) end function first_order_or(a::T, b::T) where {T<:HessianTracer} return hessian_tracer_2_to_1(a, b, false, true, false, true, true) end #===========# # Utilities # #===========# function split_dual_array(A::AbstractArray{D}) where {D<:Dual} primals = getproperty.(A, :primal) tracers = getproperty.(A, :tracer) return primals, tracers end #==================# # LinearAlgebra.jl # #==================# # TODO: replace `second_order_or` by less conservative sparsity patterns when possible ## Determinant LinearAlgebra.det(A::AbstractMatrix{T}) where {T<:AbstractTracer} = second_order_or(A) LinearAlgebra.logdet(A::AbstractMatrix{T}) where {T<:AbstractTracer} = second_order_or(A) function LinearAlgebra.logabsdet(A::AbstractMatrix{T}) where {T<:AbstractTracer} t1 = second_order_or(A) t2 = sign(t1) # corresponds to sign of det(A): set first- and second-order derivatives to zero return (t1, t2) end ## Norm function LinearAlgebra.norm(A::AbstractArray{T}, p::Real=2) where {T<:AbstractTracer} if isone(p) || isinf(p) return first_order_or(A) else return second_order_or(A) end end function LinearAlgebra.opnorm(A::AbstractMatrix{T}, p::Real=2) where {T<:AbstractTracer} if isone(p) || isinf(p) return first_order_or(A) else return second_order_or(A) end end ## Eigenvalues function LinearAlgebra.eigmax( A::Union{T,AbstractMatrix{T}}; permute::Bool=true, scale::Bool=true ) where {T<:AbstractTracer} return second_order_or(A) end function LinearAlgebra.eigmin( A::Union{T,AbstractMatrix{T}}; permute::Bool=true, scale::Bool=true ) where {T<:AbstractTracer} return second_order_or(A) end function LinearAlgebra.eigen( A::AbstractMatrix{T}; permute::Bool=true, scale::Bool=true, sortby::Union{Function,Nothing}=nothing, ) where {T<:AbstractTracer} LinearAlgebra.checksquare(A) n = size(A, 1) t = second_order_or(A) values = Fill(t, n) vectors = Fill(t, n, n) return LinearAlgebra.Eigen(values, vectors) end ## Inverse function Base.inv(A::StridedMatrix{T}) where {T<:AbstractTracer} LinearAlgebra.checksquare(A) t = second_order_or(A) return Fill(t, size(A)...) end function Base.inv(D::Diagonal{T}) where {T<:AbstractTracer} ts_in = D.diag ts_out = similar(ts_in) for i in 1:length(ts_out) ts_out[i] = inv(ts_in[i]) end return Diagonal(ts_out) end function LinearAlgebra.pinv( A::AbstractMatrix{T}; atol::Real=0.0, rtol::Real=0.0 ) where {T<:AbstractTracer} n, m = size(A) t = second_order_or(A) return Fill(t, m, n) end LinearAlgebra.pinv(D::Diagonal{T}) where {T<:AbstractTracer} = inv(D) ## Division function LinearAlgebra.:\( A::AbstractMatrix{T}, B::AbstractVecOrMat ) where {T<:AbstractTracer} Ainv = LinearAlgebra.pinv(A) return Ainv * B end ## Exponential function Base.exp(A::AbstractMatrix{T}) where {T<:AbstractTracer} LinearAlgebra.checksquare(A) n = size(A, 1) t = second_order_or(A) return Fill(t, n, n) end ## Matrix power function LinearAlgebra.:^(A::AbstractMatrix{T}, p::Integer) where {T<:AbstractTracer} LinearAlgebra.checksquare(A) n = size(A, 1) if iszero(p) return Fill(myempty(T), n, n) else t = second_order_or(A) return Fill(t, n, n) end end function Base.literal_pow(::typeof(^), D::Diagonal{T}, ::Val{0}) where {T<:AbstractTracer} ts = similar(D.diag) ts .= myempty(T) return Diagonal(ts) end #==========================# # LinearAlgebra.jl on Dual # #==========================# # `Duals` should use LinearAlgebra's generic fallback implementations # to compute the "least conservative" sparsity patterns possible on a scalar level. # The following three methods are a temporary fix for issue #108. # TODO: instead overload `lu` on AbstractMatrix of Duals. function LinearAlgebra.det(A::AbstractMatrix{D}) where {D<:Dual} primals, tracers = split_dual_array(A) p = LinearAlgebra.logdet(primals) t = LinearAlgebra.logdet(tracers) return D(p, t) end function LinearAlgebra.logdet(A::AbstractMatrix{D}) where {D<:Dual} primals, tracers = split_dual_array(A) p = LinearAlgebra.logdet(primals) t = LinearAlgebra.logdet(tracers) return D(p, t) end function LinearAlgebra.logabsdet(A::AbstractMatrix{D}) where {D<:Dual} primals, tracers = split_dual_array(A) p1, p2 = LinearAlgebra.logabsdet(primals) t1, t2 = LinearAlgebra.logabsdet(tracers) return (D(p1, t1), D(p2, t2)) end #==============# # SparseArrays # #==============# # Helper function needed in SparseArrays's sparsematrix, sparsevector and higherorderfns. # On Tracers, `iszero` and `!iszero` don't return a boolean, # but we need a function that does to handle the structure of the array. if VERSION >= v"1.9" # _iszero was added in JuliaSparse/SparseArrays.jl#177 SparseArrays._iszero(t::AbstractTracer) = isemptytracer(t) SparseArrays._iszero(d::Dual) = isemptytracer(tracer(d)) && iszero(primal(d)) SparseArrays._isnotzero(t::AbstractTracer) = !isemptytracer(t) SparseArrays._isnotzero(d::Dual) = !isemptytracer(tracer(d)) || !iszero(primal(d)) end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2363
##===============# # AbstractTracer # #================# Base.promote_rule(::Type{T}, ::Type{N}) where {T<:AbstractTracer,N<:Real} = T Base.promote_rule(::Type{N}, ::Type{T}) where {T<:AbstractTracer,N<:Real} = T Base.convert(::Type{T}, x::Real) where {T<:AbstractTracer} = myempty(T) Base.convert(::Type{T}, t::T) where {T<:AbstractTracer} = t Base.convert(::Type{<:Real}, t::T) where {T<:AbstractTracer} = t ##======# # Duals # #=======# function Base.promote_rule(::Type{Dual{P1,T}}, ::Type{Dual{P2,T}}) where {P1,P2,T} PP = Base.promote_type(P1, P2) # TODO: possible method call error? return Dual{PP,T} end function Base.promote_rule(::Type{Dual{P,T}}, ::Type{N}) where {P,T,N<:Real} PP = Base.promote_type(P, N) # TODO: possible method call error? return Dual{PP,T} end function Base.promote_rule(::Type{N}, ::Type{Dual{P,T}}) where {P,T,N<:Real} PP = Base.promote_type(P, N) # TODO: possible method call error? return Dual{PP,T} end Base.convert(::Type{D}, x::Real) where {P,T,D<:Dual{P,T}} = Dual(x, myempty(T)) Base.convert(::Type{D}, d::D) where {P,T,D<:Dual{P,T}} = d Base.convert(::Type{N}, d::D) where {N<:Real,P,T,D<:Dual{P,T}} = Dual(convert(N, primal(d)), tracer(d)) function Base.convert(::Type{Dual{P1,T}}, d::Dual{P2,T}) where {P1,P2,T} return Dual(convert(P1, primal(d)), tracer(d)) end ##==========================# # Explicit type conversions # #===========================# for T in (:Int, :Integer, :Float64, :Float32) # Currently only defined on Dual to avoid invalidations. @eval function Base.$T(d::Dual) isemptytracer(d) || throw(InexactError(Symbol($T), $T, d)) return $T(primal(d)) end end ##======================# # Named type promotions # #=======================# for f in (:big, :widen, :float) @eval Base.$f(::Type{T}) where {T<:AbstractTracer} = T @eval Base.$f(::Type{D}) where {P,T,D<:Dual{P,T}} = $f(P) # only return primal type end ##============================# # Constant functions on types # #=============================# # Methods on variables are in operators.jl for f in (:zero, :one, :oneunit, :typemin, :typemax, :eps, :floatmin, :floatmax, :maxintfloat) @eval Base.$f(::Type{T}) where {T<:AbstractTracer} = myempty(T) @eval Base.$f(::Type{D}) where {P,T,D<:Dual{P,T}} = $f(P) # only return primal end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
374
# Special overloads for Dual numbers for fn in ( :iseven, :isfinite, :isinf, :isinteger, :ismissing, :isnan, :isnothing, :isodd, :isone, :isreal, :iszero, ) @eval Base.$fn(d::D) where {D<:Dual} = $fn(primal(d)) @eval function Base.$fn(t::T) where {T<:AbstractTracer} throw(MissingPrimalError($fn, t)) end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
8985
SCT = SparseConnectivityTracer ## 1-to-1 @noinline function gradient_tracer_1_to_1( t::T, is_der1_zero::Bool ) where {T<:GradientTracer} if is_der1_zero && !isemptytracer(t) return myempty(T) else return t end end function gradient_tracer_1_to_1_inner( p::P, is_der1_zero::Bool ) where {P<:IndexSetGradientPattern} return P(gradient_tracer_1_to_1_inner(gradient(p), is_der1_zero)) # return pattern end # This is only required because it is called by HessianTracer with IndexSetHessianPattern # Otherwise, we would just have the method on IndexSetGradientPattern above. function gradient_tracer_1_to_1_inner( s::S, is_der1_zero::Bool ) where {S<:AbstractSet{<:Integer}} if is_der1_zero return myempty(S) else return s # return set end end function generate_code_gradient_1_to_1(M::Symbol, f::Function) fname = nameof(f) is_der1_zero_g = is_der1_zero_global(f) expr_gradienttracer = quote function $M.$fname(t::$SCT.GradientTracer) return $SCT.gradient_tracer_1_to_1(t, $is_der1_zero_g) end end expr_dual = if is_der1_zero_g quote function $M.$fname(d::D) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(d) return $M.$fname(x) end end else quote function $M.$fname(d::D) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(d) p_out = $M.$fname(x) t = $SCT.tracer(d) is_der1_zero = $SCT.is_der1_zero_local($M.$fname, x) t_out = $SCT.gradient_tracer_1_to_1(t, is_der1_zero) return $SCT.Dual(p_out, t_out) end end end return Expr(:block, expr_gradienttracer, expr_dual) end ## 2-to-1 @noinline function gradient_tracer_2_to_1( tx::T, ty::T, is_der1_arg1_zero::Bool, is_der1_arg2_zero::Bool ) where {T<:GradientTracer} # TODO: add tests for isempty if tx.isempty && ty.isempty return tx # empty tracer elseif ty.isempty return gradient_tracer_1_to_1(tx, is_der1_arg1_zero) elseif tx.isempty return gradient_tracer_1_to_1(ty, is_der1_arg2_zero) else g_out = gradient_tracer_2_to_1_inner( pattern(tx), pattern(ty), is_der1_arg1_zero, is_der1_arg2_zero ) return T(g_out) # return tracer end end function gradient_tracer_2_to_1_inner( px::P, py::P, is_der1_arg1_zero::Bool, is_der1_arg2_zero::Bool ) where {P<:IndexSetGradientPattern} return P( gradient_tracer_2_to_1_inner( gradient(px), gradient(py), is_der1_arg1_zero, is_der1_arg2_zero ), ) # return pattern end # This is only required because it is called by HessianTracer with IndexSetHessianPattern # Otherwise, we would just have the method on IndexSetGradientPattern above. function gradient_tracer_2_to_1_inner( sx::S, sy::S, is_der1_arg1_zero::Bool, is_der1_arg2_zero::Bool ) where {S<:AbstractSet{<:Integer}} if is_der1_arg1_zero && is_der1_arg2_zero return myempty(S) elseif !is_der1_arg1_zero && is_der1_arg2_zero return sx elseif is_der1_arg1_zero && !is_der1_arg2_zero return sy else return union(sx, sy) # return set end end function generate_code_gradient_2_to_1(M::Symbol, f::Function) fname = nameof(f) is_der1_arg1_zero_g = is_der1_arg1_zero_global(f) is_der1_arg2_zero_g = is_der1_arg2_zero_global(f) expr_tracer_tracer = quote function $M.$fname(tx::T, ty::T) where {T<:$SCT.GradientTracer} return $SCT.gradient_tracer_2_to_1( tx, ty, $is_der1_arg1_zero_g, $is_der1_arg2_zero_g ) end end expr_dual_dual = if is_der1_arg1_zero_g && is_der1_arg2_zero_g quote function $M.$fname(dx::D, dy::D) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(dx) y = $SCT.primal(dy) return $M.$fname(x, y) end end else quote function $M.$fname(dx::D, dy::D) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(dx) y = $SCT.primal(dy) p_out = $M.$fname(x, y) tx = $SCT.tracer(dx) ty = $SCT.tracer(dy) is_der1_arg1_zero = $SCT.is_der1_arg1_zero_local($M.$fname, x, y) is_der1_arg2_zero = $SCT.is_der1_arg2_zero_local($M.$fname, x, y) t_out = $SCT.gradient_tracer_2_to_1( tx, ty, is_der1_arg1_zero, is_der1_arg2_zero ) return $SCT.Dual(p_out, t_out) end end end exprs_typed = generate_code_gradient_2_to_1_typed(M, f, Real) return Expr(:block, expr_tracer_tracer, expr_dual_dual, exprs_typed) end function generate_code_gradient_2_to_1_typed( M::Symbol, # Symbol indicating Module of f, usually `:Base` f::Function, # function to overload Z::Type, # external non-tracer-type to overload on ) fname = nameof(f) is_der1_arg1_zero_g = is_der1_arg1_zero_global(f) is_der1_arg2_zero_g = is_der1_arg2_zero_global(f) expr_tracer_type = quote function $M.$fname(tx::$SCT.GradientTracer, ::$Z) return $SCT.gradient_tracer_1_to_1(tx, $is_der1_arg1_zero_g) end end expr_type_tracer = quote function $M.$fname(::$Z, ty::$SCT.GradientTracer) return $SCT.gradient_tracer_1_to_1(ty, $is_der1_arg2_zero_g) end end expr_dual_type = if is_der1_arg1_zero_g quote function $M.$fname(dx::D, y::$Z) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(dx) return $M.$fname(x, y) end end else quote function $M.$fname(dx::D, y::$Z) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(dx) p_out = $M.$fname(x, y) tx = $SCT.tracer(dx) is_der1_arg1_zero = $SCT.is_der1_arg1_zero_local($M.$fname, x, y) t_out = $SCT.gradient_tracer_1_to_1(tx, is_der1_arg1_zero) return $SCT.Dual(p_out, t_out) end end end expr_type_dual = if is_der1_arg2_zero_g quote function $M.$fname(x::$Z, dy::D) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} y = $SCT.primal(dy) return $M.$fname(x, y) end end else quote function $M.$fname(x::$Z, dy::D) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} y = $SCT.primal(dy) p_out = $M.$fname(x, y) ty = $SCT.tracer(dy) is_der1_arg2_zero = $SCT.is_der1_arg2_zero_local($M.$fname, x, y) t_out = $SCT.gradient_tracer_1_to_1(ty, is_der1_arg2_zero) return $SCT.Dual(p_out, t_out) end end end return Expr(:block, expr_tracer_type, expr_type_tracer, expr_dual_type, expr_type_dual) end ## 1-to-2 @noinline function gradient_tracer_1_to_2( t::T, is_der1_out1_zero::Bool, is_der1_out2_zero::Bool ) where {T<:GradientTracer} if isemptytracer(t) # TODO: add test return (t, t) else t_out1 = gradient_tracer_1_to_1(t, is_der1_out1_zero) t_out2 = gradient_tracer_1_to_1(t, is_der1_out2_zero) return (t_out1, t_out2) end end function generate_code_gradient_1_to_2(M::Symbol, f::Function) fname = nameof(f) is_der1_out1_zero_g = is_der1_out1_zero_global(f) is_der1_out2_zero_g = is_der1_out2_zero_global(f) expr_gradienttracer = quote function $M.$fname(t::$SCT.GradientTracer) return $SCT.gradient_tracer_1_to_2(t, $is_der1_out1_zero_g, $is_der1_out2_zero_g) end end expr_dual = if is_der1_out1_zero_g && is_der1_out2_zero_g quote function $M.$fname(d::D) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(d) return $M.$fname(x) end end else quote function $M.$fname(d::D) where {P,T<:$SCT.GradientTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(d) p_out1, p_out2 = $M.$fname(x) t = $SCT.tracer(d) is_der1_out2_zero = $SCT.is_der1_out2_zero_local($M.$fname, x) is_der1_out1_zero = $SCT.is_der1_out1_zero_local($M.$fname, x) t_out1, t_out2 = $SCT.gradient_tracer_1_to_2( t, is_der1_out1_zero, is_der1_out2_zero ) return ($SCT.Dual(p_out1, t_out1), $SCT.Dual(p_out2, t_out2)) # TODO: this was wrong, add test end end end return Expr(:block, expr_gradienttracer, expr_dual) end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
14043
SCT = SparseConnectivityTracer ## 1-to-1 # 𝟙[∇γ] = 𝟙[∂φ]⋅𝟙[∇α] # 𝟙[∇²γ] = 𝟙[∂φ]⋅𝟙[∇²α] ∨ 𝟙[∂²φ]⋅(𝟙[∇α] ∨ 𝟙[∇α]ᵀ) @noinline function hessian_tracer_1_to_1( t::T, is_der1_zero::Bool, is_der2_zero::Bool ) where {P<:AbstractHessianPattern,T<:HessianTracer{P}} if isemptytracer(t) # TODO: add test return t else p_out = hessian_tracer_1_to_1_inner( pattern(t), is_der1_zero, is_der2_zero, shared(P) ) return T(p_out) # return tracer end end function hessian_tracer_1_to_1_inner( p::P, is_der1_zero::Bool, is_der2_zero::Bool, ::NotShared ) where {P<:AbstractHessianPattern} g = gradient(p) h = hessian(p) g_out = gradient_tracer_1_to_1_inner(g, is_der1_zero) # 𝟙[∇γ] = 𝟙[∂φ]⋅𝟙[∇α] h_out = if is_der1_zero && is_der2_zero # 𝟙[∇²γ] = 0 myempty(h) elseif !is_der1_zero && is_der2_zero # 𝟙[∇²γ] = 𝟙[∂φ]⋅𝟙[∇²α] h elseif is_der1_zero && !is_der2_zero # 𝟙[∇²γ] = 𝟙[∇α] ∨ 𝟙[∇α]ᵀ # TODO: this branch of the code currently isn't tested. # Covering it would require a scalar 1-to-1 function with local overloads, # such that ∂f/∂x == 0 and ∂²f/∂x² != 0. union_product!(myempty(h), g, g) else # !is_der1_zero && !is_der2_zero, 𝟙[∇²γ] = 𝟙[∇²α] ∨ (𝟙[∇α] ∨ 𝟙[∇α]ᵀ) union_product!(copy(h), g, g) end return P(g_out, h_out) # return pattern end # NOTE: mutates argument p and should arguably be called `hessian_tracer_1_to_1_inner!` function hessian_tracer_1_to_1_inner( p::P, is_der1_zero::Bool, is_der2_zero::Bool, ::Shared ) where {P<:AbstractHessianPattern} g = gradient(p) g_out = gradient_tracer_1_to_1_inner(g, is_der1_zero) # shared Hessian patterns can't remove second-order information, only add to it. h = hessian(p) h_out = if is_der2_zero # 𝟙[∇²γ] = 𝟙[∂φ]⋅𝟙[∇²α] h else # 𝟙[∇²γ] = 𝟙[∇²α] ∨ (𝟙[∇α] ∨ 𝟙[∇α]ᵀ) union_product!(h, g, g) end return P(g_out, h_out) # return pattern end function generate_code_hessian_1_to_1(M::Symbol, f::Function) fname = nameof(f) is_der1_zero_g = is_der1_zero_global(f) is_der2_zero_g = is_der2_zero_global(f) expr_hessiantracer = quote ## HessianTracer function $M.$fname(t::$SCT.HessianTracer) return $SCT.hessian_tracer_1_to_1(t, $is_der1_zero_g, $is_der2_zero_g) end end expr_dual = if is_der1_zero_g && is_der1_zero_g quote function $M.$fname(d::D) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(d) return $M.$fname(x) end end else quote function $M.$fname(d::D) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(d) p_out = $M.$fname(x) t = $SCT.tracer(d) is_der1_zero = $SCT.is_der1_zero_local($M.$fname, x) is_der2_zero = $SCT.is_der2_zero_local($M.$fname, x) t_out = $SCT.hessian_tracer_1_to_1(t, is_der1_zero, is_der2_zero) return $SCT.Dual(p_out, t_out) end end end return Expr(:block, expr_hessiantracer, expr_dual) end ## 2-to-1 @noinline function hessian_tracer_2_to_1( tx::T, ty::T, is_der1_arg1_zero::Bool, is_der2_arg1_zero::Bool, is_der1_arg2_zero::Bool, is_der2_arg2_zero::Bool, is_der_cross_zero::Bool, ) where {P<:AbstractHessianPattern,T<:HessianTracer{P}} # TODO: add tests for isempty if tx.isempty && ty.isempty return tx # empty tracer elseif ty.isempty return hessian_tracer_1_to_1(tx, is_der1_arg1_zero, is_der2_arg1_zero) elseif tx.isempty return hessian_tracer_1_to_1(ty, is_der1_arg2_zero, is_der2_arg2_zero) else p_out = hessian_tracer_2_to_1_inner( pattern(tx), pattern(ty), is_der1_arg1_zero, is_der2_arg1_zero, is_der1_arg2_zero, is_der2_arg2_zero, is_der_cross_zero, shared(P), ) return T(p_out) # return tracer end end function hessian_tracer_2_to_1_inner( px::P, py::P, is_der1_arg1_zero::Bool, is_der2_arg1_zero::Bool, is_der1_arg2_zero::Bool, is_der2_arg2_zero::Bool, is_der_cross_zero::Bool, ::NotShared, ) where {P<:AbstractHessianPattern} gx, hx = gradient(px), hessian(px) gy, hy = gradient(py), hessian(py) g_out = gradient_tracer_2_to_1_inner(gx, gy, is_der1_arg1_zero, is_der1_arg2_zero) h_out = myempty(hx) !is_der1_arg1_zero && myunion!(h_out, hx) # hessian alpha !is_der1_arg2_zero && myunion!(h_out, hy) # hessian beta !is_der2_arg1_zero && union_product!(h_out, gx, gx) # product alpha !is_der2_arg2_zero && union_product!(h_out, gy, gy) # product beta !is_der_cross_zero && union_product!(h_out, gx, gy) # cross product 1 !is_der_cross_zero && union_product!(h_out, gy, gx) # cross product 2 return P(g_out, h_out) # return pattern end # NOTE: mutates arguments px and py and should arguably be called `hessian_tracer_1_to_1_inner!` function hessian_tracer_2_to_1_inner( px::P, py::P, is_der1_arg1_zero::Bool, is_der2_arg1_zero::Bool, is_der1_arg2_zero::Bool, is_der2_arg2_zero::Bool, is_der_cross_zero::Bool, ::Shared, ) where {P<:AbstractHessianPattern} gx, hx = gradient(px), hessian(px) gy, hy = gradient(py), hessian(py) hx !== hy && error("Expected shared Hessians, got $hx, $hy.") h_out = hx # union of hx and hy can be skipped since they are the same object g_out = gradient_tracer_2_to_1_inner(gx, gy, is_der1_arg1_zero, is_der1_arg2_zero) !is_der2_arg1_zero && union_product!(h_out, gx, gx) # product alpha !is_der2_arg2_zero && union_product!(h_out, gy, gy) # product beta !is_der_cross_zero && union_product!(h_out, gx, gy) # cross product 1 !is_der_cross_zero && union_product!(h_out, gy, gx) # cross product 2 return P(g_out, h_out) # return pattern end function generate_code_hessian_2_to_1( M::Symbol, # Symbol indicating Module of f, usually `:Base` f::Function, # function to overload Z::Type=Real, # external non-tracer-type to overload on ) fname = nameof(f) is_der1_arg1_zero_g = is_der1_arg1_zero_global(f) is_der2_arg1_zero_g = is_der2_arg1_zero_global(f) is_der1_arg2_zero_g = is_der1_arg2_zero_global(f) is_der2_arg2_zero_g = is_der2_arg2_zero_global(f) is_der_cross_zero_g = is_der_cross_zero_global(f) expr_tracer_tracer = quote function $M.$fname(tx::T, ty::T) where {T<:$SCT.HessianTracer} return $SCT.hessian_tracer_2_to_1( tx, ty, $is_der1_arg1_zero_g, $is_der2_arg1_zero_g, $is_der1_arg2_zero_g, $is_der2_arg2_zero_g, $is_der_cross_zero_g, ) end end expr_dual_dual = if is_der1_arg1_zero_g && is_der2_arg1_zero_g && is_der1_arg2_zero_g && is_der2_arg2_zero_g && is_der_cross_zero_g quote function $M.$fname( dx::D, dy::D ) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(dx) y = $SCT.primal(dy) return $M.$fname(x, y) end end else quote function $M.$fname( dx::D, dy::D ) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(dx) y = $SCT.primal(dy) p_out = $M.$fname(x, y) tx = $SCT.tracer(dx) ty = $SCT.tracer(dy) is_der1_arg1_zero = $SCT.is_der1_arg1_zero_local($M.$fname, x, y) is_der2_arg1_zero = $SCT.is_der2_arg1_zero_local($M.$fname, x, y) is_der1_arg2_zero = $SCT.is_der1_arg2_zero_local($M.$fname, x, y) is_der2_arg2_zero = $SCT.is_der2_arg2_zero_local($M.$fname, x, y) is_der_cross_zero = $SCT.is_der_cross_zero_local($M.$fname, x, y) t_out = $SCT.hessian_tracer_2_to_1( tx, ty, is_der1_arg1_zero, is_der2_arg1_zero, is_der1_arg2_zero, is_der2_arg2_zero, is_der_cross_zero, ) return $SCT.Dual(p_out, t_out) end end end exprs_typed = generate_code_hessian_2_to_1_typed(M, f, Real) return Expr(:block, expr_tracer_tracer, expr_dual_dual, exprs_typed) end function generate_code_hessian_2_to_1_typed( M::Symbol, # Symbol indicating Module of f, usually `:Base` f::Function, # function to overload Z::Type, # external non-tracer-type to overload on ) fname = nameof(f) is_der1_arg1_zero_g = is_der1_arg1_zero_global(f) is_der2_arg1_zero_g = is_der2_arg1_zero_global(f) is_der1_arg2_zero_g = is_der1_arg2_zero_global(f) is_der2_arg2_zero_g = is_der2_arg2_zero_global(f) expr_tracer_type = quote function $M.$fname(tx::$SCT.HessianTracer, y::$Z) return $SCT.hessian_tracer_1_to_1(tx, $is_der1_arg1_zero_g, $is_der2_arg1_zero_g) end end expr_type_tracer = quote function $M.$fname(x::$Z, ty::$SCT.HessianTracer) return $SCT.hessian_tracer_1_to_1(ty, $is_der1_arg2_zero_g, $is_der2_arg2_zero_g) end end expr_dual_type = if is_der1_arg1_zero_g && is_der2_arg1_zero_g quote function $M.$fname(dx::D, y::$Z) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(dx) return $M.$fname(x, y) end end else quote function $M.$fname(dx::D, y::$Z) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(dx) p_out = $M.$fname(x, y) tx = $SCT.tracer(dx) is_der1_arg1_zero = $SCT.is_der1_arg1_zero_local($M.$fname, x, y) is_der2_arg1_zero = $SCT.is_der2_arg1_zero_local($M.$fname, x, y) t_out = $SCT.hessian_tracer_1_to_1(tx, is_der1_arg1_zero, is_der2_arg1_zero) return $SCT.Dual(p_out, t_out) end end end expr_type_dual = if is_der1_arg2_zero_g && is_der2_arg2_zero_g quote function $M.$fname(x::$Z, dy::D) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} y = $SCT.primal(dy) return $M.$fname(x, y) end end else quote function $M.$fname(x::$Z, dy::D) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} y = $SCT.primal(dy) p_out = $M.$fname(x, y) ty = $SCT.tracer(dy) is_der1_arg2_zero = $SCT.is_der1_arg2_zero_local($M.$fname, x, y) is_der2_arg2_zero = $SCT.is_der2_arg2_zero_local($M.$fname, x, y) t_out = $SCT.hessian_tracer_1_to_1(ty, is_der1_arg2_zero, is_der2_arg2_zero) return $SCT.Dual(p_out, t_out) end end end return Expr(:block, expr_tracer_type, expr_type_tracer, expr_dual_type, expr_type_dual) end ## 1-to-2 @noinline function hessian_tracer_1_to_2( t::T, is_der1_out1_zero::Bool, is_der2_out1_zero::Bool, is_der1_out2_zero::Bool, is_der2_out2_zero::Bool, ) where {T<:HessianTracer} if isemptytracer(t) # TODO: add test return (t, t) else t_out1 = hessian_tracer_1_to_1(t, is_der1_out1_zero, is_der2_out1_zero) t_out2 = hessian_tracer_1_to_1(t, is_der1_out2_zero, is_der2_out2_zero) return (t_out1, t_out2) end end function generate_code_hessian_1_to_2(M::Symbol, f::Function) fname = nameof(f) is_der1_out1_zero_g = is_der1_out1_zero_global(f) is_der2_out1_zero_g = is_der2_out1_zero_global(f) is_der1_out2_zero_g = is_der1_out2_zero_global(f) is_der2_out2_zero_g = is_der2_out2_zero_global(f) expr_hessiantracer = quote function $M.$fname(t::$SCT.HessianTracer) return $SCT.hessian_tracer_1_to_2( t, $is_der1_out1_zero_g, $is_der2_out1_zero_g, $is_der1_out2_zero_g, $is_der2_out2_zero_g, ) end end expr_dual = if is_der1_out1_zero_g && is_der2_out1_zero_g && is_der1_out2_zero_g && is_der2_out2_zero_g quote function $M.$fname(d::D) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(d) return $M.$fname(x) end end else quote function $M.$fname(d::D) where {P,T<:$SCT.HessianTracer,D<:$SCT.Dual{P,T}} x = $SCT.primal(d) p_out1, p_out2 = $M.$fname(x) is_der1_out1_zero = $SCT.is_der1_out1_zero_local($M.$fname, x) is_der2_out1_zero = $SCT.is_der2_out1_zero_local($M.$fname, x) is_der1_out2_zero = $SCT.is_der1_out2_zero_local($M.$fname, x) is_der2_out2_zero = $SCT.is_der2_out2_zero_local($M.$fname, x) t_out1, t_out2 = $SCT.hessian_tracer_1_to_2( d, is_der1_out1_zero, is_der2_out1_zero, is_der1_out2_zero, is_der2_out2_zero, ) return ($SCT.Dual(p_out1, t_out1), $SCT.Dual(p_out2, t_out2)) end end end return Expr(:block, expr_hessiantracer, expr_dual) end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2260
@static if VERSION >= v"1.8" function Base.ifelse(::AbstractTracer, x, y) size(x) != size(y) && throw( DimensionMismatch( "Output sizes of x and y in `ifelse(condition, x, y)` don't match in size.", ), ) return output_union(x, y) end ## output union on scalar outputs function output_union(tx::T, ty::T) where {T<:GradientTracer} return T(output_union(pattern(tx), pattern(ty))) # return tracer end function output_union(px::P, py::P) where {P<:IndexSetGradientPattern} return P(union(gradient(px), gradient(py))) # return pattern end function output_union(tx::T, ty::T) where {T<:HessianTracer} return T(output_union(pattern(tx), pattern(ty))) # return tracer end function output_union(px::P, py::P) where {P<:AbstractHessianPattern} return output_union(px, py, shared(P)) # return pattern end function output_union(px::P, py::P, ::Shared) where {P<:AbstractHessianPattern} g_out = union(gradient(px), gradient(py)) hx, hy = hessian(px), hessian(py) hx !== hy && error("Expected shared Hessians, got $hx, $hy.") return P(g_out, hx) # return pattern end function output_union(px::P, py::P, ::NotShared) where {P<:IndexSetHessianPattern} g_out = union(gradient(px), gradient(py)) h_out = union(hessian(px), hessian(py)) return P(g_out, h_out) # return pattern end function output_union(px::P, py::P, ::NotShared) where {P<:DictHessianPattern} g_out = union(gradient(px), gradient(py)) h_out = myunion!(deepcopy(hessian(px)), hessian(py)) return P(g_out, h_out) # return pattern end output_union(tx::AbstractTracer, y) = tx output_union(x, ty::AbstractTracer) = ty ## output union on AbstractArray outputs function output_union( tx::AbstractArray{T}, ty::AbstractArray{T} ) where {T<:AbstractTracer} return output_union.(tx, ty) end function output_union(tx::AbstractArray{T}, y::AbstractArray) where {T<:AbstractTracer} return tx end function output_union(x::AbstractArray, ty::AbstractArray{T}) where {T<:AbstractTracer} return ty end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
974
## Rounding Base.round(t::T, ::RoundingMode; kwargs...) where {T<:AbstractTracer} = myempty(T) function Base.round( d::D, mode::RoundingMode; kwargs... ) where {P,T<:AbstractTracer,D<:Dual{P,T}} return round(primal(d), mode; kwargs...) # only return primal end for RR in (Real, Integer, Bool) Base.round(::Type{R}, ::T) where {R<:RR,T<:AbstractTracer} = myempty(T) function Base.round(::Type{R}, d::D) where {R<:RR,P,T<:AbstractTracer,D<:Dual{P,T}} return round(R, primal(d)) # only return primal end end ## Random numbers Base.rand(::AbstractRNG, ::SamplerType{T}) where {T<:AbstractTracer} = myempty(T) function Base.rand( rng::AbstractRNG, ::SamplerType{D} ) where {P,T<:AbstractTracer,D<:Dual{P,T}} p = rand(rng, P) # This unfortunately can't just return the primal value. # Random.jl will otherwise throw "TypeError: in typeassert, expected Dual{P,T}, got a value of type P". t = myempty(T) return Dual(p, t) end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
1690
dims = (Symbol("1_to_1"), Symbol("2_to_1"), Symbol("1_to_2")) # Generate both Gradient and Hessian code with one call to `generate_code_X_to_Y` for d in dims f = Symbol("generate_code_", d) g = Symbol("generate_code_gradient_", d) h = Symbol("generate_code_hessian_", d) @eval function $f(M::Symbol, f::Function) expr_g = $g(M, f) expr_h = $h(M, f) return Expr(:block, expr_g, expr_h) end end # Allow all `generate_code_*` functions to be called on several operators at once for d in dims for f in ( Symbol("generate_code_", d), Symbol("generate_code_gradient_", d), Symbol("generate_code_hessian_", d), ) @eval function $f(M::Symbol, ops::Union{AbstractVector,Tuple}) exprs = [$f(M, op) for op in ops] return Expr(:block, exprs...) end end end # Overloads of 2-argument functions on arbitrary types function generate_code_2_to_1_typed(M::Symbol, f::Function, Z::Type) expr_g = generate_code_gradient_2_to_1_typed(M, f, Z) expr_h = generate_code_hessian_2_to_1_typed(M, f, Z) return Expr(:block, expr_g, expr_h) end function generate_code_2_to_1_typed(M::Symbol, ops::Union{AbstractVector,Tuple}, Z::Type) exprs = [generate_code_2_to_1_typed(M, op, Z) for op in ops] return Expr(:block, exprs...) end ## Overload operators eval(generate_code_1_to_1(:Base, ops_1_to_1)) eval(generate_code_2_to_1(:Base, ops_2_to_1)) eval(generate_code_1_to_2(:Base, ops_1_to_2)) ## List operators for later testing test_operators_1_to_1(::Val{:Base}) = ops_1_to_1 test_operators_2_to_1(::Val{:Base}) = ops_2_to_1 test_operators_1_to_2(::Val{:Base}) = ops_1_to_2
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
1376
""" DuplicateVector Vector that can have duplicate values, for which union is just concatenation. """ struct DuplicateVector{T} <: AbstractSet{T} data::Vector{T} DuplicateVector{T}(data::AbstractVector) where {T} = new{T}(convert(Vector{T}, data)) DuplicateVector{T}(x) where {T} = new{T}([convert(T, x)]) DuplicateVector{T}() where {T} = new{T}(T[]) end Base.show(io::IO, dv::DuplicateVector) = print(io, "DuplicateVector($(dv.data))") function Base.show(io::IO, ::MIME"text/plain", dv::DuplicateVector) return print(io, "DuplicateVector($(dv.data))") end Base.eltype(::Type{DuplicateVector{T}}) where {T} = T Base.length(dv::DuplicateVector) = length(collect(dv)) # TODO: slow Base.copy(dv::DuplicateVector{T}) where {T} = DuplicateVector{T}(dv.data) function Base.union!(a::S, b::S) where {S<:DuplicateVector} append!(a.data, b.data) return a end function Base.union(a::S, b::S) where {S<:DuplicateVector} return S(vcat(a.data, b.data)) end Base.collect(dv::DuplicateVector) = unique!(dv.data) Base.iterate(dv::DuplicateVector) = iterate(collect(dv)) Base.iterate(dv::DuplicateVector, i::Integer) = iterate(collect(dv), i) function product(a::DuplicateVector{T}, b::DuplicateVector{T}) where {T} return DuplicateVector{Tuple{T,T}}( vec(collect((i, j) for i in a.data, j in b.data if i <= j)) ) end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2867
""" RecursiveSet Lazy union of sets. """ mutable struct RecursiveSet{T} <: AbstractSet{T} s::Union{Nothing,Set{T}} child1::Union{Nothing,RecursiveSet{T}} child2::Union{Nothing,RecursiveSet{T}} function RecursiveSet{T}(s::Union{AbstractSet,AbstractVector}) where {T} return new{T}(Set{T}(s), nothing, nothing) end function RecursiveSet{T}(x) where {T} return new{T}(Set{T}(convert(T, x)), nothing, nothing) end function RecursiveSet{T}() where {T} return new{T}(Set{T}(), nothing, nothing) end function RecursiveSet{T}(rs1::RecursiveSet{T}, rs2::RecursiveSet{T}) where {T} return new{T}(nothing, rs1, rs2) end end function print_recursiveset(io::IO, rs::RecursiveSet{T}; offset) where {T} if !isnothing(rs.s) print(io, "RecursiveSet{$T} containing $(rs.s)") else print(io, "RecursiveSet{$T} with two children:") print(io, "\n ", " "^offset, "1: ") print_recursiveset(io, rs.child1; offset=offset + 2) print(io, "\n ", " "^offset, "2: ") print_recursiveset(io, rs.child2; offset=offset + 2) end end function Base.show(io::IO, rs::RecursiveSet) return print_recursiveset(io, rs; offset=0) end function Base.show(io::IO, ::MIME"text/plain", rs::RecursiveSet) return print_recursiveset(io, rs; offset=0) end Base.eltype(::Type{RecursiveSet{T}}) where {T} = T Base.length(rs::RecursiveSet) = length(collect(rs)) # TODO: slow function Base.copy(rs::RecursiveSet{T}) where {T} if !isnothing(rs.s) return RecursiveSet{T}(copy(rs.s)) else return RecursiveSet{T}(rs.child1, rs.child2) end end function Base.union(rs1::RecursiveSet{T}, rs2::RecursiveSet{T}) where {T} return RecursiveSet{T}(rs1, rs2) end function Base.union!(rs1::RecursiveSet{T}, rs2::RecursiveSet{T}) where {T} new_rs1 = if isnothing(rs1.s) RecursiveSet{T}(rs1.child1, rs1.child2) else RecursiveSet{T}(rs1.s) end rs1.child1 = new_rs1 rs1.child2 = rs2 return rs1 end function collect_aux!(accumulator::Set{T}, rs::RecursiveSet{T})::Nothing where {T} if !isnothing(rs.s) union!(accumulator, rs.s::Set{T}) else collect_aux!(accumulator, rs.child1::RecursiveSet{T}) collect_aux!(accumulator, rs.child2::RecursiveSet{T}) end return nothing end function Base.collect(rs::RecursiveSet{T}) where {T} accumulator = Set{T}() collect_aux!(accumulator, rs) return collect(accumulator) end Base.iterate(rs::RecursiveSet) = iterate(collect(rs)) Base.iterate(rs::RecursiveSet, i::Integer) = iterate(collect(rs), i) function product(a::RecursiveSet{T}, b::RecursiveSet{T}) where {T} # TODO: slow return RecursiveSet{Tuple{T,T}}( vec(collect((i, j) for i in collect(a), j in collect(b) if i <= j)) ) end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
3216
""" SortedVector Sorted vector without duplicates, designed for fast set unions with merging. """ struct SortedVector{T} <: AbstractSet{T} data::Vector{T} function SortedVector{T}(data::AbstractVector; sorted=false) where {T} sorted_data = if sorted data else sort(data) end return new{T}(convert(Vector{T}, sorted_data)) end function SortedVector{T}(x) where {T} return new{T}([convert(T, x)]) end function SortedVector{T}() where {T} return new{T}(T[]) end end function Base.convert(::Type{SortedVector{T}}, v::Vector{T}) where {T} return SortedVector{T}(v; sorted=false) end Base.show(io::IO, v::SortedVector) = print(io, "SortedVector($(v.data))") function Base.show(io::IO, ::MIME"text/plain", dv::SortedVector) return print(io, "SortedVector($(dv.data))") end Base.eltype(::Type{SortedVector{T}}) where {T} = T Base.length(v::SortedVector) = length(v.data) Base.copy(v::SortedVector{T}) where {T} = SortedVector{T}(copy(v.data); sorted=true) function merge_sorted!(result::Vector{T}, left::Vector{T}, right::Vector{T}) where {T} resize!(result, length(left) + length(right)) left_index, right_index, result_index = 1, 1, 1 # common part of left and right while (left_index in eachindex(left) && right_index in eachindex(right)) left_item = left[left_index] right_item = right[right_index] left_smaller = left_item <= right_item right_smaller = right_item <= left_item result_item = ifelse(left_smaller, left_item, right_item) result[result_index] = result_item left_index = ifelse(left_smaller, left_index + 1, left_index) right_index = ifelse(right_smaller, right_index + 1, right_index) result_index += 1 end # either left or right has reached its end at this point while left_index in eachindex(left) result[result_index] = left[left_index] left_index += 1 result_index += 1 end while right_index in eachindex(right) result[result_index] = right[right_index] right_index += 1 result_index += 1 end resize!(result, result_index - 1) return result end function merge_sorted!(result::Vector{T}, other::Vector{T}) where {T} return merge_sorted!(result, copy(result), other) end function merge_sorted(left::Vector{T}, right::Vector{T}) where {T} result = similar(left, length(left) + length(right)) merge_sorted!(result, left, right) return result end function Base.union(v1::SortedVector{T}, v2::SortedVector{T}) where {T} return SortedVector{T}(merge_sorted(v1.data, v2.data); sorted=true) end function Base.union!(v1::SortedVector{T}, v2::SortedVector{T}) where {T} merge_sorted!(v1.data, v2.data) return v1 end Base.collect(v::SortedVector) = v.data Base.iterate(v::SortedVector) = iterate(v.data) Base.iterate(v::SortedVector, i::Integer) = iterate(v.data, i) function product(v1::SortedVector{T}, v2::SortedVector{T}) where {T} prod_data = vec(collect((i, j) for i in v1.data, j in v2.data if i <= j)) return SortedVector{Tuple{T,T}}(prod_data; sorted=true) end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
1318
using ADTypes: jacobian_sparsity, hessian_sparsity using SparseConnectivityTracer using SparseArrays using Test @testset "Global" begin sd = TracerSparsityDetector() x = rand(10) y = zeros(9) J1 = jacobian_sparsity(diff, x, sd) J2 = jacobian_sparsity((y, x) -> y .= diff(x), y, x, sd) @test J1 == J2 @test J1 isa SparseMatrixCSC{Bool,Int} @test J2 isa SparseMatrixCSC{Bool,Int} @test nnz(J1) == nnz(J2) == 18 H1 = hessian_sparsity(x -> sum(diff(x)), x, sd) @test H1 ≈ zeros(10, 10) x = rand(5) f(x) = x[1] + x[2] * x[3] + 1 / x[4] + 1 * x[5] H2 = hessian_sparsity(f, x, sd) @test H2 isa SparseMatrixCSC{Bool,Int} @test H2 ≈ [ 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 ] end @testset "Local" begin lsd = TracerLocalSparsityDetector() fl1(x) = x[1] + x[2] * x[3] + 1 / x[4] + x[2] * max(x[1], x[5]) HL1 = hessian_sparsity(fl1, [1.0 3.0 5.0 1.0 2.0], lsd) @test HL1 ≈ [ 0 0 0 0 0 0 0 1 0 1 0 1 0 0 0 0 0 0 1 0 0 1 0 0 0 ] HL2 = hessian_sparsity(fl1, [4.0 3.0 5.0 1.0 2.0], lsd) @test HL2 ≈ [ 0 1 0 0 0 1 0 1 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 ] end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
100
using PkgJogger using SparseConnectivityTracer PkgJogger.@test_benchmarks SparseConnectivityTracer
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
812
using ADTypes using ADTypes: AbstractSparsityDetector using ReferenceTests using SparseConnectivityTracer using SparseConnectivityTracer: DuplicateVector, RecursiveSet, SortedVector using SparseConnectivityTracerBenchmarks.ODE: Brusselator! using Test # Load definitions of GRADIENT_TRACERS, GRADIENT_PATTERNS, HESSIAN_TRACERS and HESSIAN_PATTERNS include("tracers_definitions.jl") function test_brusselator(detector::AbstractSparsityDetector) N = 6 f! = Brusselator!(N) x = rand(N, N, 2) y = similar(x) J = ADTypes.jacobian_sparsity(f!, y, x, detector) @test_reference "references/pattern/jacobian/Brusselator.txt" BitMatrix(J) end @testset "$T" for T in GRADIENT_TRACERS detector = TracerSparsityDetector(; gradient_tracer_type=T) test_brusselator(detector) yield() end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
6111
using SparseConnectivityTracer: # 1-to-1 is_der1_zero_global, is_der2_zero_global, is_der1_zero_local, is_der2_zero_local using SparseConnectivityTracer: # 2-to-1 is_der1_arg1_zero_global, is_der2_arg1_zero_global, is_der1_arg2_zero_global, is_der2_arg2_zero_global, is_der_cross_zero_global, is_der1_arg1_zero_local, is_der2_arg1_zero_local, is_der1_arg2_zero_local, is_der2_arg2_zero_local, is_der_cross_zero_local using SparseConnectivityTracer: # 1-to-2 is_der1_out1_zero_global, is_der2_out1_zero_global, is_der1_out2_zero_global, is_der2_out2_zero_global, is_der2_out1_zero_local, is_der1_out1_zero_local, is_der1_out2_zero_local, is_der2_out2_zero_local using SparseConnectivityTracer: # testing test_operators_2_to_1, test_operators_1_to_1, test_operators_1_to_2 using SpecialFunctions: SpecialFunctions using NNlib: NNlib using LogExpFunctions: LogExpFunctions using NaNMath: NaNMath using Test using ForwardDiff: derivative, gradient, hessian second_derivative(f, x) = derivative(_x -> derivative(f, _x), x) DEFAULT_ATOL = 1e-8 DEFAULT_TRIALS = 20 ## Random inputs random_input(op) = rand() random_input(::Union{typeof(acosh),typeof(acoth),typeof(acsc),typeof(asec)}) = 1 + rand() random_input(::typeof(sincosd)) = 180 * rand() # LogExpFunctions.jl random_input(::typeof(LogExpFunctions.log1mexp)) = -rand() # log1mexp(x) is defined for x < 0 random_input(::typeof(LogExpFunctions.log2mexp)) = -rand() # log2mexp(x) is defined for x < 0 random_input(::typeof(LogExpFunctions.logitexp)) = -rand() # logitexp(x) is defined for x < 0 random_input(::typeof(LogExpFunctions.logit1mexp)) = -rand() # logit1mexp(x) is defined for x < 0 # NaNMath.jl random_input(::typeof(NaNMath.acosh)) = 1 + rand() # Range: [1, ∞) random_first_input(op) = random_input(op) random_second_input(op) = random_input(op) ## Skip tests on functions that don't support ForwardDiff's Dual numbers correct_classification_1_to_1(op::typeof(!), x; atol) = true ## Derivatives and special cases both_derivatives_1_to_1(op, x) = derivative(op, x), second_derivative(op, x) function both_derivatives_1_to_1(::Union{typeof(big),typeof(widen)}, x) return both_derivatives_1_to_1(identity, x) end function both_derivatives_1_to_1( ::Union{typeof(floatmin),typeof(floatmax),typeof(maxintfloat)}, x ) return both_derivatives_1_to_1(zero, x) end function both_derivatives_2_to_1(op, x, y) return gradient(Base.splat(op), [x, y]), hessian(Base.splat(op), [x, y]) end function both_derivatives_1_to_2(op, x) function op_vec(x) y = op(x) return [y[1], y[2]] end return derivative(op_vec, x), second_derivative(op_vec, x) end ## 1-to-1 function correct_classification_1_to_1(op, x; atol) dfdx, d²fdx² = both_derivatives_1_to_1(op, x) if (is_der1_zero_global(op) | is_der1_zero_local(op, x)) && !isapprox(dfdx, 0; atol) return false elseif (is_der2_zero_global(op) | is_der2_zero_local(op, x)) && !isapprox(d²fdx², 0; atol) return false else return true end end @testset verbose = true "1-to-1" begin @testset "$m" for m in (Base, SpecialFunctions, NNlib, LogExpFunctions, NaNMath) @testset "$op" for op in test_operators_1_to_1(Val(Symbol(m))) @test all( correct_classification_1_to_1(op, random_input(op); atol=DEFAULT_ATOL) for _ in 1:DEFAULT_TRIALS ) yield() end end end; ## 2-to-1 function correct_classification_2_to_1(op, x, y; atol) g, H = both_derivatives_2_to_1(op, x, y) ∂f∂x = g[1] ∂f∂y = g[2] ∂²f∂x² = H[1, 1] ∂²f∂y² = H[2, 2] ∂²f∂x∂y = H[1, 2] if (is_der1_arg1_zero_global(op) | is_der1_arg1_zero_local(op, x, y)) && !isapprox(∂f∂x, 0; atol) return false elseif (is_der2_arg1_zero_global(op) | is_der2_arg1_zero_local(op, x, y)) && !isapprox(∂²f∂x², 0; atol) return false elseif (is_der1_arg2_zero_global(op) | is_der1_arg2_zero_local(op, x, y)) && !isapprox(∂f∂y, 0; atol) return false elseif (is_der2_arg2_zero_global(op) | is_der2_arg2_zero_local(op, x, y)) && !isapprox(∂²f∂y², 0; atol) return false elseif (is_der_cross_zero_global(op) | is_der_cross_zero_local(op, x, y)) && !isapprox(∂²f∂x∂y, 0; atol) return false else return true end end @testset verbose = true "2-to-1" begin @testset "$m" for m in (Base, SpecialFunctions, NNlib, LogExpFunctions, NaNMath) @testset "$op" for op in test_operators_2_to_1(Val(Symbol(m))) @test all( correct_classification_2_to_1( op, random_first_input(op), random_second_input(op); atol=DEFAULT_ATOL ) for _ in 1:DEFAULT_TRIALS ) yield() end end end; ## 1-to-2 function correct_classification_1_to_2(op, x; atol) d1, d2 = both_derivatives_1_to_2(op, x) ∂f₁∂x = d1[1] ∂f₂∂x = d1[2] ∂²f₁∂x² = d2[1] ∂²f₂∂x² = d2[2] if (is_der1_out1_zero_global(op) | is_der1_out1_zero_local(op, x)) && !isapprox(∂f₁∂x, 0; atol) return false elseif (is_der2_out1_zero_global(op) | is_der2_out1_zero_local(op, x)) && !isapprox(∂²f₁∂x², 0; atol) return false elseif (is_der1_out2_zero_global(op) | is_der1_out2_zero_local(op, x)) && !isapprox(∂f₂∂x, 0; atol) return false elseif (is_der2_out2_zero_global(op) | is_der2_out2_zero_local(op, x)) && !isapprox(∂²f₂∂x², 0; atol) return false else return true end end @testset verbose = true "1-to-2" begin @testset "$m" for m in (Base, SpecialFunctions, NNlib, LogExpFunctions, NaNMath) @testset "$op" for op in test_operators_1_to_2(Val(Symbol(m))) @test all( correct_classification_1_to_2(op, random_input(op); atol=DEFAULT_ATOL) for _ in 1:DEFAULT_TRIALS ) yield() end end end;
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
862
using ComponentArrays using SparseConnectivityTracer using Test f(x::AbstractVector) = abs2.(x) f_comp(x::ComponentVector) = ComponentVector(; a=abs2.(x.a), b=abs2.(x.b)) function f!(y::AbstractVector, x::AbstractVector) y .= abs2.(x) return y end function f_comp!(y::ComponentVector, x::ComponentVector) y.a .= abs2.(x.a) y.b .= abs2.(x.b) return y end x_comp = ComponentVector(; a=rand(2), b=rand(3)) y_comp = ComponentVector(; a=rand(2), b=rand(3)) x = Vector(x_comp) y = Vector(y_comp) detector = TracerSparsityDetector() @test jacobian_sparsity(f_comp, x_comp, detector) == jacobian_sparsity(f, x, detector) @test jacobian_sparsity(f_comp!, similar(y_comp), x_comp, detector) == jacobian_sparsity(f!, similar(y), x, detector) @test hessian_sparsity(sum ∘ f_comp, x_comp, detector) == hessian_sparsity(sum ∘ f, x, detector)
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2197
using ADTypes using ADTypes: AbstractSparsityDetector using Flux: Conv, relu using ReferenceTests using SparseConnectivityTracer using SparseConnectivityTracer: DuplicateVector, RecursiveSet, SortedVector using Test # Load definitions of GRADIENT_TRACERS, GRADIENT_PATTERNS, HESSIAN_TRACERS and HESSIAN_PATTERNS include("tracers_definitions.jl") const INPUT_FLUX = reshape( [ 0.2677768300138966 1.1934917429169245 -1.0496617141319355 0.456668782925957 0.09678342859916624 -0.7962039825333248 -0.6138709208787495 -0.6809396498148278 0.4938230574627916 0.7847107012511034 0.7423059724033608 -0.6914378396432983 1.2062310319178624 -0.19647670394840708 0.10708057449244994 -0.4787927739226245 0.045072020113458774 -1.219617669693635 ], 3, 3, 2, 1, ) # WHCN const WEIGHTS_FLUX = reshape( [ 0.311843398150865 0.488663701947109 0.648497438559604 -0.41742794246238 0.174865988551499 1.061745573803265 -0.72434245370475 -0.05213963181095 ], 2, 2, 2, 1, ) const BIAS_FLUX = [0.1] const LAYER = Conv(WEIGHTS_FLUX, BIAS_FLUX) # Conv((2, 2), 2 => 1) const LAYER_RELU = Conv(WEIGHTS_FLUX, BIAS_FLUX, relu) # Conv((2, 2), 2 => 1, relu) function test_flux_conv(detector::AbstractSparsityDetector) J = jacobian_sparsity(LAYER, INPUT_FLUX, detector) @test_reference "references/pattern/jacobian/NNlib/conv.txt" BitMatrix(J) end function test_flux_conv_local(detector::AbstractSparsityDetector) J = jacobian_sparsity(LAYER_RELU, INPUT_FLUX, detector) @test_reference "references/pattern/jacobian/NNlib/conv_relu.txt" BitMatrix(J) end @testset "Global" begin @testset "$T" for T in GRADIENT_TRACERS detector = TracerSparsityDetector(; gradient_tracer_type=T) test_flux_conv(detector) end end @testset "Local" begin @testset "$T" for T in GRADIENT_TRACERS detector = TracerLocalSparsityDetector(; gradient_tracer_type=T) test_flux_conv(detector) test_flux_conv_local(detector) end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2639
using SparseConnectivityTracer using Test using JuliaFormatter: JuliaFormatter using Aqua: Aqua using JET: JET using ExplicitImports: ExplicitImports # Load package extensions so they get tested by ExplicitImports.jl using DataInterpolations: DataInterpolations using NaNMath: NaNMath using NNlib: NNlib using SpecialFunctions: SpecialFunctions @testset "Code formatting" begin @info "...with JuliaFormatter.jl" @test JuliaFormatter.format(SparseConnectivityTracer; verbose=false, overwrite=false) end @testset "Aqua tests" begin @info "...with Aqua.jl" Aqua.test_all( SparseConnectivityTracer; ambiguities=false, deps_compat=(check_extras=false,), stale_deps=(ignore=[:Requires],), persistent_tasks=false, ) end @testset "JET tests" begin @info "...with JET.jl" JET.test_package(SparseConnectivityTracer; target_defined_modules=true) end @testset "ExplicitImports tests" begin @info "...with ExplicitImports.jl" @testset "Improper implicit imports" begin @test ExplicitImports.check_no_implicit_imports(SparseConnectivityTracer) === nothing end @testset "Improper explicit imports" begin @test ExplicitImports.check_no_stale_explicit_imports( SparseConnectivityTracer; ignore=( # Used in code generation, which ExplicitImports doesn't pick up :AbstractTracer, :AkimaInterpolation, :BSplineApprox, :BSplineInterpolation, :CubicHermiteSpline, :CubicSpline, :LagrangeInterpolation, :QuadraticInterpolation, :QuadraticSpline, :QuinticHermiteSpline, ), ) === nothing @test ExplicitImports.check_all_explicit_imports_via_owners( SparseConnectivityTracer ) === nothing # TODO: test in the future when `public` is more common # @test ExplicitImports.check_all_explicit_imports_are_public( # SparseConnectivityTracer # ) === nothing end @testset "Improper qualified accesses" begin @test ExplicitImports.check_all_qualified_accesses_via_owners( SparseConnectivityTracer ) === nothing @test ExplicitImports.check_no_self_qualified_accesses(SparseConnectivityTracer) === nothing # TODO: test in the future when `public` is more common # @test ExplicitImports.check_all_qualified_accesses_are_public( # SparseConnectivityTracer # ) === nothing end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2831
using Dates: now using LinearAlgebra using OptimizationProblems using SparseArrays using Test using SparseConnectivityTracerBenchmarks.Optimization: compute_jac_and_hess_sparsity_sct, compute_jac_and_hess_sparsity_and_value_jump, optimization_problem_names function compare_patterns( truth::AbstractMatrix{<:Real}; sct::AbstractMatrix{Bool}, jump::AbstractMatrix{Bool} ) difference = jump - sct if nnz(difference) > 0 # test that all pattern differences are local zeros in the ground truth I, J, _ = findnz(difference) coeffs = [truth[i, j] for (i, j) in zip(I, J)] @test maximum(abs, coeffs) < 1e-7 end nnz_sct, nnz_jump = nnz(sct), nnz(jump) diagonal = (difference == Diagonal(difference)) ? "[diagonal difference only]" : "" message = if all(>(0), nonzeros(difference)) "SCT ($nnz_sct nz) ⊂ JuMP ($nnz_jump nz) $diagonal" elseif all(<(0), nonzeros(difference)) "SCT ($nnz_sct nz) ⊃ JuMP ($nnz_jump nz) $diagonal" else "SCT ($nnz_sct nz) ≠ JuMP ($nnz_jump nz) $diagonal" end return message end #= Please look at the warnings displayed at the end. =# jac_inconsistencies = [] hess_inconsistencies = [] @testset "$name" for name in optimization_problem_names() @info "$(now()) - $name" (jac_sparsity_sct, hess_sparsity_sct) = compute_jac_and_hess_sparsity_sct(name) ((jac_sparsity_jump, jac), (hess_sparsity_jump, hess)) = compute_jac_and_hess_sparsity_and_value_jump( name ) @testset verbose = true "Jacobian comparison" begin if jac_sparsity_sct == jac_sparsity_jump @test jac_sparsity_sct == jac_sparsity_jump else @test_broken jac_sparsity_sct == jac_sparsity_jump message = compare_patterns(jac; sct=jac_sparsity_sct, jump=jac_sparsity_jump) @warn "Inconsistency for Jacobian of $name: $message" push!(jac_inconsistencies, (name, message)) end end @testset verbose = true "Hessian comparison" begin if hess_sparsity_sct == hess_sparsity_jump @test hess_sparsity_sct == hess_sparsity_jump else @test_broken hess_sparsity_sct == hess_sparsity_jump message = compare_patterns(hess; sct=hess_sparsity_sct, jump=hess_sparsity_jump) @warn "Inconsistency for Hessian of $name: $message" push!(hess_inconsistencies, (name, message)) end end yield() end; if !isempty(jac_inconsistencies) || !isempty(hess_inconsistencies) @warn "Inconsistencies were detected" for (name, message) in jac_inconsistencies @warn "Inconsistency for Jacobian of $name: $message" end for (name, message) in hess_inconsistencies @warn "Inconsistency for Hessian of $name: $message" end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
3772
using Pkg Pkg.develop(; path=joinpath(@__DIR__, "..", "benchmark", "SparseConnectivityTracerBenchmarks") ) using SparseConnectivityTracer using Compat: pkgversion using Documenter: Documenter, DocMeta using Test DocMeta.setdocmeta!( SparseConnectivityTracer, :DocTestSetup, :(using SparseConnectivityTracer); recursive=true, ) GROUP = get(ENV, "JULIA_SCT_TEST_GROUP", "Core") @testset verbose = true "SparseConnectivityTracer.jl" begin if GROUP in ("Core", "All") if VERSION >= v"1.10" @testset verbose = true "Linting" begin @info "Testing linting..." include("linting.jl") end end end if GROUP in ("Core", "All") @testset "Doctests" begin Documenter.doctest(SparseConnectivityTracer) end end if GROUP in ("Core", "All") @testset verbose = true "Set types" begin @testset "Correctness" begin include("settypes/correctness.jl") end @testset "SortedVector" begin include("settypes/sortedvector.jl") end end end if GROUP in ("Core", "All") @info "Testing operator classification..." @testset "Operator classification" begin include("classification.jl") end end if GROUP in ("Core", "All") @info "Testing simple examples..." @testset verbose = true "Simple examples" begin @testset "Tracer Construction" begin include("test_constructors.jl") end @testset "GradientTracer" begin include("test_gradient.jl") end @testset "HessianTracer" begin include("test_hessian.jl") end @testset "Array overloads" begin include("test_arrays.jl") end @testset "ComponentArrays" begin include("componentarrays.jl") end end end if GROUP in ("Core", "All") @info "Testing package extensions..." @testset verbose = true "Package extensions" begin for ext in (:LogExpFunctions, :NaNMath, :NNlib, :SpecialFunctions) @testset "$ext" begin @info "...$ext" include("ext/test_$ext.jl") end end # Some extensions are only loaded in newer Julia releases if VERSION >= v"1.10" for ext in (:DataInterpolations,) @testset "$ext" begin @info "...$ext" include("ext/test_$ext.jl") end end end end end if GROUP in ("Core", "All") @info "Testing real-world examples..." @testset verbose = true "Real-world examples" begin @testset "Brusselator" begin include("brusselator.jl") end if pkgversion(NNlib) >= v"0.9.18" # contains NNlib PR #592 @testset "Flux.jl" begin include("flux.jl") end end end end if GROUP in ("Core", "All") @info "Testing ADTypes integration..." @testset "ADTypes integration" begin include("adtypes.jl") end end if GROUP in ("Benchmarks", "All") @info "Testing benchmarks correctness..." @testset "Benchmarks correctness" begin include("benchmarks_correctness.jl") end end if GROUP in ("NLPModels", "All") @info "Testing NLPModels..." @testset "NLPModels" begin include("nlpmodels.jl") end end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
11314
import SparseConnectivityTracer as SCT using SparseConnectivityTracer using SparseConnectivityTracer: GradientTracer, IndexSetGradientPattern using Test using LinearAlgebra: Symmetric, Diagonal, diagind using LinearAlgebra: det, logdet, logabsdet, norm, opnorm using LinearAlgebra: eigen, eigmax, eigmin using LinearAlgebra: inv, pinv using SparseArrays: sparse, spdiagm #=========================# # Weird function wrappers # #=========================# # These print better stack traces than lambda functions. struct SparsifyInput{F} f::F end (s::SparsifyInput)(x) = s.f(sparse(x)) struct SpdiagmifyInput{F} f::F end (s::SpdiagmifyInput)(x) = s.f(spdiagm(x)) struct SumOutputs{F} f::F end (s::SumOutputs)(x) = sum(s.f(x)) norm1(A) = norm(A, 1) norm2(A) = norm(A, 2) norminf(A) = norm(A, Inf) opnorm1(A) = opnorm(A, 1) opnorm2(A) = opnorm(A, 2) opnorminf(A) = opnorm(A, Inf) logabsdet_first(A) = first(logabsdet(A)) logabsdet_last(A) = last(logabsdet(A)) pow0(A) = A^0 pow3(A) = A^3 #===================# # Testing utilities # #===================# detector = TracerSparsityDetector() allone(A) = all(isone, A) allzero(A) = all(iszero, A) # Short-hand for Jacobian pattern of `x -> sum(f(A))` Jsum(f, A) = jacobian_sparsity(SumOutputs(f), A, detector) # Test whether all entries in Jacobian are zero testJ0(f, A) = @testset "Jacobian" begin @test allzero(Jsum(f, A)) end # Test whether all entries in Jacobian are one where inputs were non-zero. testJ1(f, A) = @testset "Jacobian" begin @test allone(Jsum(f, A)) end function testJ1(f, A::Diagonal) @testset "Jacobian" begin jac = Jsum(f, A) di = diagind(A) for (i, x) in enumerate(jac) if i in di @test isone(x) else @test iszero(x) end end end end # Short-hand for Hessian pattern of `x -> sum(f(A))` Hsum(f, A) = hessian_sparsity(SumOutputs(f), A, detector) # Test whether all entries in Hessian are zero testH0(f, A) = @testset "Hessian" begin @test allzero(Hsum(f, A)) end # Test whether all entries in Hessian are one where inputs were non-zero. testH1(f, A) = @testset "Hessian" begin @test allone(Hsum(f, A)) end function testH1(f, A::Diagonal) @testset "Hessian" begin hess = Hsum(f, A) di = diagind(A) for I in CartesianIndices(A) i, j = Tuple(I) x = hess[I] if i in di && j in di @test isone(x) else @test iszero(x) end end end end #===================# # Arrays to test on # #===================# mat33 = rand(3, 3) mat34 = rand(3, 4) sym33 = Symmetric(rand(3, 3)) dia33 = Diagonal(rand(3)) ALL_MATRICES = (mat33, mat34, sym33, dia33) SQUARE_MATRICES = (mat33, sym33, dia33) NONDIAG_MATRICES = (mat33, mat34, sym33) NONDIAG_SQUARE_MATRICES = (mat33, sym33) DIAG_MATRICES = (dia33,) DIAG_SQUARE_MATRICES = (dia33,) arrayname(A) = "$(typeof(A)) $(size(A))" #=================# # TEST START HERE # #=================# @testset "Scalar functions" begin @testset "det $(arrayname(A))" for A in NONDIAG_MATRICES testJ1(det, A) testH1(det, A) end @testset "det $(arrayname(A))" for A in DIAG_MATRICES @test Jsum(det, A) == [1 0 0 0 1 0 0 0 1;] @test Hsum(det, A) == [ 0 0 0 0 1 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 ] end @testset "logdet $(arrayname(A))" for A in ALL_MATRICES testJ1(logdet, A) testH1(logdet, A) end @testset "norm(A, 1) $(arrayname(A))" for A in ALL_MATRICES testJ1(norm1, A) testH0(norm1, A) end @testset "norm(A, 2) $(arrayname(A))" for A in ALL_MATRICES testJ1(norm2, A) testH1(norm2, A) end @testset "norm(A, Inf) $(arrayname(A))" for A in ALL_MATRICES testJ1(norminf, A) testH0(norminf, A) end @testset "eigmax $(arrayname(A))" for A in ALL_MATRICES testJ1(eigmax, A) testH1(eigmax, A) end @testset "eigmin $(arrayname(A))" for A in ALL_MATRICES testJ1(eigmin, A) testH1(eigmin, A) end @testset "opnorm(A, 1) $(arrayname(A))" for A in ALL_MATRICES testJ1(opnorm1, A) testH0(opnorm1, A) end @testset "opnorm(A, 2) $(arrayname(A))" for A in ALL_MATRICES testJ1(opnorm2, A) testH1(opnorm2, A) end @testset "opnorm(A, Inf) $(arrayname(A))" for A in ALL_MATRICES testJ1(opnorminf, A) testH0(opnorminf, A) end @testset "first(logabsdet(A)) $(arrayname(A))" for A in ALL_MATRICES testJ1(logabsdet_first, A) testH1(logabsdet_first, A) end @testset "last(logabsdet(A)) $(arrayname(A))" for A in ALL_MATRICES testJ0(logabsdet_last, A) testH0(logabsdet_last, A) end if VERSION >= v"1.9" @testset "`SparseMatrixCSC` (3×3)" begin A = rand(3, 3) v = rand(3) # TODO: this is a temporary solution until sparse matrix inputs are supported (#28) @testset "det" begin testJ1(SparsifyInput(det), A) testH1(SparsifyInput(det), A) testJ1(SpdiagmifyInput(det), v) testH1(SpdiagmifyInput(det), v) end @testset "logdet" begin testJ1(SparsifyInput(logdet), A) testH1(SparsifyInput(logdet), A) testJ1(SpdiagmifyInput(logdet), v) testH1(SpdiagmifyInput(logdet), v) end @testset "norm" begin testJ1(SparsifyInput(norm), A) testH1(SparsifyInput(norm), A) testJ1(SpdiagmifyInput(norm), v) testH1(SpdiagmifyInput(norm), v) end @testset "eigmax" begin testJ1(SparsifyInput(eigmax), A) testH1(SparsifyInput(eigmax), A) testJ1(SpdiagmifyInput(eigmax), v) testH1(SpdiagmifyInput(eigmax), v) end @testset "eigmin" begin testJ1(SparsifyInput(eigmin), A) testH1(SparsifyInput(eigmin), A) testJ1(SpdiagmifyInput(eigmin), v) testH1(SpdiagmifyInput(eigmin), v) end @testset "opnorm(x, 1)" begin testJ1(SparsifyInput(opnorm1), A) testH0(SparsifyInput(opnorm1), A) testJ1(SpdiagmifyInput(opnorm1), v) testH0(SpdiagmifyInput(opnorm1), v) end @testset "first(logabsdet(x))" begin testJ1(SparsifyInput(logabsdet_first), A) testH1(SparsifyInput(logabsdet_first), A) testJ1(SpdiagmifyInput(logabsdet_first), v) testH1(SpdiagmifyInput(logabsdet_first), v) end @testset "last(logabsdet(x))" begin testJ0(SparsifyInput(logabsdet_last), A) testH0(SparsifyInput(logabsdet_last), A) testJ0(SpdiagmifyInput(logabsdet_last), v) testH0(SpdiagmifyInput(logabsdet_last), v) end end end end @testset "Matrix-valued functions" begin # Functions that only work on square matrices @testset "inv $(arrayname(A))" for A in NONDIAG_SQUARE_MATRICES testJ1(inv, A) testH1(inv, A) end @testset "inv $(arrayname(A))" for A in DIAG_SQUARE_MATRICES @test Hsum(inv, A) == [ 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 ] end @testset "exp $(arrayname(A))" for A in NONDIAG_SQUARE_MATRICES testJ1(exp, A) testH1(exp, A) end @testset "exp $(arrayname(A))" for A in DIAG_SQUARE_MATRICES testJ1(exp, A) @test Hsum(exp, A) == [ 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 ] end @testset "pow0 $(arrayname(A))" for A in SQUARE_MATRICES testJ0(pow0, A) testH0(pow0, A) end @testset "pow3 $(arrayname(A))" for A in SQUARE_MATRICES testJ1(pow3, A) testH1(pow3, A) end if VERSION >= v"1.9" A = rand(3, 3) v = rand(3) @testset "`SparseMatrixCSC` (3×3)" begin # TODO: this is a temporary solution until sparse matrix inputs are supported (#28) testJ1(SparsifyInput(exp), A) testH1(SparsifyInput(exp), A) testJ0(SparsifyInput(pow0), A) testH0(SparsifyInput(pow0), A) testJ1(SparsifyInput(pow3), A) testH1(SparsifyInput(pow3), A) testJ1(SpdiagmifyInput(exp), v) testH1(SpdiagmifyInput(exp), v) if VERSION >= v"1.10" # issue with custom _mapreducezeros in SparseArrays on Julia 1.6 testJ0(SpdiagmifyInput(pow0), v) testH0(SpdiagmifyInput(pow0), v) testJ1(SpdiagmifyInput(pow3), v) testH1(SpdiagmifyInput(pow3), v) end end end # Functions that work on all matrices @testset "pinv $(arrayname(A))" for A in ALL_MATRICES testJ1(pinv, A) testH1(pinv, A) end if VERSION >= v"1.9" @testset "`SparseMatrixCSC` (3×4)" begin testJ1(SparsifyInput(pinv), rand(3, 4)) testH1(SparsifyInput(pinv), rand(3, 4)) end end end S = BitSet P = IndexSetGradientPattern{Int,S} TG = GradientTracer{P} @testset "Matrix division" begin t1 = TG(P(S([1, 3, 4]))) t2 = TG(P(S([2, 4]))) t3 = TG(P(S([8, 9]))) t4 = TG(P(S([8, 9]))) A = [t1 t2; t3 t4] s_out = S([1, 2, 3, 4, 8, 9]) x = rand(2) b = A \ x @test all(t -> SCT.gradient(t) == s_out, b) end @testset "Eigenvalues" begin t1 = TG(P(S([1, 3, 4]))) t2 = TG(P(S([2, 4]))) t3 = TG(P(S([8, 9]))) t4 = TG(P(S([8, 9]))) A = [t1 t2; t3 t4] s_out = S([1, 2, 3, 4, 8, 9]) values, vectors = eigen(A) @test size(values) == (2,) @test size(vectors) == (2, 2) @test all(t -> SCT.gradient(t) == s_out, values) @test all(t -> SCT.gradient(t) == s_out, vectors) end if VERSION >= v"1.9" @testset "SparseMatrixCSC construction" begin t1 = TG(P(S(1))) t2 = TG(P(S(2))) t3 = TG(P(S(3))) SA = sparse([t1 t2; t3 0]) @test length(SA.nzval) == 3 res = opnorm(SA, 1) @test SCT.gradient(res) == S([1, 2, 3]) end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
6609
# Test construction and conversions of internal tracer types using SparseConnectivityTracer: AbstractTracer, GradientTracer, HessianTracer, Dual using SparseConnectivityTracer: primal, tracer, isemptytracer, myempty, name using SparseConnectivityTracer: IndexSetGradientPattern using Test # Load definitions of GRADIENT_TRACERS, GRADIENT_PATTERNS, HESSIAN_TRACERS and HESSIAN_PATTERNS include("tracers_definitions.jl") function test_nested_duals(::Type{T}) where {T<:AbstractTracer} # Putting Duals into Duals is prohibited t = myempty(T) D1 = Dual(1.0, t) @test_throws ErrorException D2 = Dual(D1, t) end function test_constant_functions(::Type{T}) where {T<:AbstractTracer} @testset "$f" for f in ( zero, one, oneunit, typemin, typemax, eps, floatmin, floatmax, maxintfloat ) t = f(T) @test isa(t, T) @test isemptytracer(t) end end function test_constant_functions(::Type{D}) where {P,T,D<:Dual{P,T}} @testset "$f" for f in ( zero, one, oneunit, typemin, typemax, eps, floatmin, floatmax, maxintfloat ) out = f(D) @test out isa P @test out == f(P) end end function test_type_conversion_functions(::Type{T}) where {T} @testset "$f" for f in (big, widen, float) test_type_conversion_functions(T, f) end end function test_type_conversion_functions(::Type{T}, f::Function) where {T<:AbstractTracer} @test f(T) == T end function test_type_conversion_functions(::Type{D}, f::Function) where {P,T,D<:Dual{P,T}} @testset "Primal type $P_IN" for P_IN in (Int, Float32, Irrational) P_OUT = f(P_IN) @test f(Dual{P_IN,T}) == P_OUT # NOTE: this tests Dual{P_IN,T}, not Dual{P,T} end end function test_type_casting(::Type{T}) where {T<:AbstractTracer} t_in = myempty(T) @testset "$T to $T" begin t_out = T(t_in) @test t_out isa T @test isemptytracer(t_out) end @testset "$N to $T" for N in (Int, Float32, Irrational) t_out = T(one(N)) @test t_out isa T @test isemptytracer(t_out) end end function test_type_casting(::Type{D}) where {P,T,D<:Dual{P,T}} d_in = Dual(one(P), myempty(T)) @testset "$(name(D)) to $(name(D))" begin d_out = D(d_in) @test primal(d_out) == primal(d_in) @test tracer(d_out) isa T @test isemptytracer(d_out) end @testset "$P2 to $(name(D))" for P2 in (Int, Float32, Irrational) p_in = one(P2) d_out = D(p_in) @test primal(d_out) == P(p_in) @test tracer(d_out) isa T @test isemptytracer(d_out) end end function test_similar(::Type{T}) where {T<:AbstractTracer} A = rand(Int, 2, 3) # 2-arg from matrix of Reals B = similar(A, T) @test eltype(B) == T @test size(B) == (2, 3) # 1-arg from matrix of tracers B1 = similar(B) @test eltype(B1) == T @test size(B1) == (2, 3) # 2-arg from matrix of tracers B2 = similar(B, T) @test eltype(B2) == T @test size(B2) == (2, 3) # 2-arg from matrix of tracers, custom size B3 = similar(B, 4, 5) @test eltype(B3) == T @test size(B3) == (4, 5) # 3-arg from matrix of Reals B4 = similar(A, T, 4, 5) @test eltype(B4) == T @test size(B4) == (4, 5) # 3-arg from matrix of tracers B5 = similar(B, T, 5, 6) @test eltype(B5) == T @test size(B5) == (5, 6) end function test_similar(::Type{D}) where {P,T,D<:Dual{P,T}} # Test `similar` P2 = Float16 # using something different than P @test P2 != P # this is important for following tests A = rand(P2, 2, 3) # 2-arg from matrix of Reals P2 B = similar(A, D) @test eltype(B) == D @test size(B) == (2, 3) # 1-arg from matrix of tracers B1 = similar(B) @test eltype(B1) == D @test size(B1) == (2, 3) # 2-arg from matrix of tracers B2 = similar(B, D) @test eltype(B2) == D @test size(B2) == (2, 3) # 2-arg from matrix of tracers, custom size B3 = similar(B, 4, 5) @test eltype(B3) == D @test size(B3) == (4, 5) # 3-arg from matrix of Reals B4 = similar(A, D, 4, 5) @test eltype(B4) == D @test size(B4) == (4, 5) # 3-arg from matrix of tracers B5 = similar(B, D, 5, 6) @test eltype(B5) == D @test size(B5) == (5, 6) end @testset "GradientTracer" begin P = Float32 DUAL_GRADIENT_TRACERS = [Dual{P,T} for T in GRADIENT_TRACERS] ALL_GRADIENT_TRACERS = (GRADIENT_TRACERS..., DUAL_GRADIENT_TRACERS...) @testset "Nested Duals on HessianTracer" for T in GRADIENT_TRACERS test_nested_duals(T) end @testset "Constant functions on $T" for T in ALL_GRADIENT_TRACERS test_constant_functions(T) end @testset "Type conversions on $T" for T in ALL_GRADIENT_TRACERS test_type_conversion_functions(T) end @testset "Type casting on $T" for T in ALL_GRADIENT_TRACERS test_type_casting(T) end @testset "similar on $T" for T in ALL_GRADIENT_TRACERS test_similar(T) end end @testset "HessianTracer" begin P = Float32 DUAL_HESSIAN_TRACERS = [Dual{P,T} for T in HESSIAN_TRACERS] ALL_HESSIAN_TRACERS = (HESSIAN_TRACERS..., DUAL_HESSIAN_TRACERS...) @testset "Nested Duals on HessianTracer" for T in HESSIAN_TRACERS test_nested_duals(T) end @testset "Constant functions on $T" for T in ALL_HESSIAN_TRACERS test_constant_functions(T) end @testset "Type conversions on $T" for T in ALL_HESSIAN_TRACERS test_type_conversion_functions(T) end @testset "Type casting on $T" for T in ALL_HESSIAN_TRACERS test_type_casting(T) end @testset "similar on $T" for T in ALL_HESSIAN_TRACERS test_similar(T) end end @testset "Explicit type conversions on Dual" begin @testset "$T" for T in union(GRADIENT_TRACERS, HESSIAN_TRACERS) P = IndexSetGradientPattern{Int,BitSet} T = GradientTracer{P} p = P(BitSet(2)) t_full = T(p) t_empty = myempty(T) d_full = Dual(1.0, t_full) d_empty = Dual(1.0, t_empty) @testset "Non-empty tracer" begin @testset "$TOUT" for TOUT in (Int, Integer, Float64, Float32) @test_throws InexactError TOUT(d_full) end end @testset "Empty tracer" begin @testset "$TOUT" for TOUT in (Int, Integer, Float64, Float32) out = TOUT(d_empty) @test out isa TOUT # not a Dual! @test isone(out) end end end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
9749
using SparseConnectivityTracer using SparseConnectivityTracer: GradientTracer, Dual, MissingPrimalError using Test using Compat: Returns using Random: rand, GLOBAL_RNG using LinearAlgebra: det, dot, logdet # Load definitions of GRADIENT_TRACERS, GRADIENT_PATTERNS, HESSIAN_TRACERS and HESSIAN_PATTERNS include("tracers_definitions.jl") REAL_TYPES = (Float64, Int, Bool, UInt8, Float16, Rational{Int}) # These exists to be able to quickly run tests in the REPL. # NOTE: J gets overwritten inside the testsets. detector = TracerSparsityDetector() J(f, x) = jacobian_sparsity(f, x, detector) @testset "Jacobian Global" begin @testset "$P" for P in GRADIENT_PATTERNS T = GradientTracer{P} detector = TracerSparsityDetector(; gradient_tracer_type=T) J(f, x) = jacobian_sparsity(f, x, detector) @testset "Trivial examples" begin f(x) = [x[1]^2, 2 * x[1] * x[2]^2, sin(x[3])] @test J(f, rand(3)) == [1 0 0; 1 1 0; 0 0 1] @test J(identity, rand()) ≈ [1;;] @test J(Returns(1), 1) ≈ [0;;] end # Test GradientTracer on functions with zero derivatives @testset "Zero derivatives" begin x = rand(2) g(x) = [x[1] * x[2], ceil(x[1] * x[2]), x[1] * round(x[2])] @test J(g, x) == [1 1; 0 0; 1 0] @test J(!, true) ≈ [0;;] end # Code coverage @testset "Miscellaneous" begin @test J(x -> [sincos(x)...], 1) ≈ [1; 1] @test J(typemax, 1) ≈ [0;;] @test J(x -> x^(2//3), 1) ≈ [1;;] @test J(x -> (2//3)^x, 1) ≈ [1;;] @test J(x -> x^ℯ, 1) ≈ [1;;] @test J(x -> ℯ^x, 1) ≈ [1;;] @test J(x -> 0, 1) ≈ [0;;] # Test special cases on empty tracer @test J(x -> zero(x)^(2//3), 1) ≈ [0;;] @test J(x -> (2//3)^zero(x), 1) ≈ [0;;] @test J(x -> zero(x)^ℯ, 1) ≈ [0;;] @test J(x -> ℯ^zero(x), 1) ≈ [0;;] end # Conversions @testset "Conversion" begin @testset "to $T" for T in REAL_TYPES @test J(x -> convert(T, x), 1.0) ≈ [1;;] end end @testset "Round" begin @test J(round, 1.1) ≈ [0;;] @test J(x -> round(Int, x), 1.1) ≈ [0;;] @test J(x -> round(Bool, x), 1.1) ≈ [0;;] @test J(x -> round(Float16, x), 1.1) ≈ [0;;] @test J(x -> round(x, RoundNearestTiesAway), 1.1) ≈ [0;;] @test J(x -> round(x; digits=3, base=2), 1.1) ≈ [0;;] end @testset "Random" begin @test J(x -> rand(typeof(x)), 1) ≈ [0;;] @test J(x -> rand(GLOBAL_RNG, typeof(x)), 1) ≈ [0;;] end @testset "LinearAlgebra" begin @test J(x -> dot(x[1:2], x[4:5]), rand(5)) == [1 1 0 1 1] end @testset "MissingPrimalError" begin @testset "$f" for f in ( iseven, isfinite, isinf, isinteger, ismissing, isnan, isnothing, isodd, isone, isreal, iszero, ) @test_throws MissingPrimalError J(f, rand()) end end @testset "ifelse and comparisons" begin if VERSION >= v"1.8" @test J(x -> ifelse(x[2] < x[3], x[1] + x[2], x[3] * x[4]), [1 2 3 4]) == [1 1 1 1] @test J(x -> ifelse(x[2] < x[3], x[1] + x[2], 1.0), [1 2 3 4]) == [1 1 0 0] @test J(x -> ifelse(x[2] < x[3], 1.0, x[3] * x[4]), [1 2 3 4]) == [0 0 1 1] end function f_ampgo07(x) return (x[1] <= 0) * convert(eltype(x), Inf) + sin(x[1]) + sin(10//3 * x[1]) + log(abs(x[1])) - 84//100 * x[1] + 3 end @test J(f_ampgo07, [1.0]) ≈ [1;;] # Error handling when applying non-dual tracers to "local" functions with control flow # TypeError: non-boolean (SparseConnectivityTracer.GradientTracer{BitSet}) used in boolean context @test_throws TypeError J( x -> x[1] > x[2] ? x[3] : x[4], [1.0, 2.0, 3.0, 4.0] ) == [0 0 1 1;] end yield() end end @testset "Jacobian Local" begin @testset "$P" for P in GRADIENT_PATTERNS T = GradientTracer{P} detector = TracerLocalSparsityDetector(; gradient_tracer_type=T) J(f, x) = jacobian_sparsity(f, x, detector) @testset "Trivial examples" begin # Multiplication @test J(x -> x[1] * x[2], [1.0, 1.0]) == [1 1;] @test J(x -> x[1] * x[2], [1.0, 0.0]) == [0 1;] @test J(x -> x[1] * x[2], [0.0, 1.0]) == [1 0;] @test J(x -> x[1] * x[2], [0.0, 0.0]) == [0 0;] # Division @test J(x -> x[1] / x[2], [1.0, 1.0]) == [1 1;] @test J(x -> x[1] / x[2], [0.0, 0.0]) == [1 0;] # Maximum @test J(x -> max(x[1], x[2]), [1.0, 2.0]) == [0 1;] @test J(x -> max(x[1], x[2]), [2.0, 1.0]) == [1 0;] @test J(x -> max(x[1], x[2]), [1.0, 1.0]) == [1 1;] # Minimum @test J(x -> min(x[1], x[2]), [1.0, 2.0]) == [1 0;] @test J(x -> min(x[1], x[2]), [2.0, 1.0]) == [0 1;] @test J(x -> min(x[1], x[2]), [1.0, 1.0]) == [1 1;] end # Comparisons @testset "Comparisons" begin @test J(x -> x[1] > x[2] ? x[3] : x[4], [1.0, 2.0, 3.0, 4.0]) == [0 0 0 1;] @test J(x -> x[1] > x[2] ? x[3] : x[4], [2.0, 1.0, 3.0, 4.0]) == [0 0 1 0;] @test J(x -> x[1] < x[2] ? x[3] : x[4], [1.0, 2.0, 3.0, 4.0]) == [0 0 1 0;] @test J(x -> x[1] < x[2] ? x[3] : x[4], [2.0, 1.0, 3.0, 4.0]) == [0 0 0 1;] @test J(x -> x[1] >= x[2] ? x[1] : x[2], [1.0, 2.0]) == [0 1;] @test J(x -> x[1] >= x[2] ? x[1] : x[2], [2.0, 1.0]) == [1 0;] @test J(x -> x[1] >= x[2] ? x[1] : x[2], [1.0, 1.0]) == [1 0;] @test J(x -> x[1] >= x[2] ? x[1] : x[2], [1.0, 2.0]) == [0 1;] @test J(x -> x[1] >= x[2] ? x[1] : x[2], [2.0, 1.0]) == [1 0;] @test J(x -> x[1] >= x[2] ? x[1] : x[2], [1.0, 1.0]) == [1 0;] @test J(x -> x[1] <= x[2] ? x[1] : x[2], [1.0, 2.0]) == [1 0;] @test J(x -> x[1] <= x[2] ? x[1] : x[2], [2.0, 1.0]) == [0 1;] @test J(x -> x[1] <= x[2] ? x[1] : x[2], [1.0, 1.0]) == [1 0;] @test J(x -> x[1] == x[2] ? x[1] : x[2], [1.0, 2.0]) == [0 1;] @test J(x -> x[1] == x[2] ? x[1] : x[2], [2.0, 1.0]) == [0 1;] @test J(x -> x[1] == x[2] ? x[1] : x[2], [1.0, 1.0]) == [1 0;] @testset "Comparison with $T" for T in REAL_TYPES _1 = oneunit(T) @test J(x -> x[1] > _1 ? x[1] : x[2], [0.0, 2.0]) == [0 1;] @test J(x -> x[1] > _1 ? x[1] : x[2], [2.0, 0.0]) == [1 0;] @test J(x -> x[1] >= _1 ? x[1] : x[2], [0.0, 2.0]) == [0 1;] @test J(x -> x[1] >= _1 ? x[1] : x[2], [2.0, 0.0]) == [1 0;] @test J(x -> x[1] < _1 ? x[1] : x[2], [0.0, 2.0]) == [1 0;] @test J(x -> x[1] < _1 ? x[1] : x[2], [2.0, 0.0]) == [0 1;] @test J(x -> isless(x[1], _1) ? x[1] : x[2], [0.0, 2.0]) == [1 0;] @test J(x -> isless(x[1], _1) ? x[1] : x[2], [2.0, 0.0]) == [0 1;] @test J(x -> x[1] <= _1 ? x[1] : x[2], [0.0, 2.0]) == [1 0;] @test J(x -> x[1] <= _1 ? x[1] : x[2], [2.0, 0.0]) == [0 1;] @test J(x -> _1 > x[2] ? x[1] : x[2], [0.0, 2.0]) == [0 1;] @test J(x -> _1 > x[2] ? x[1] : x[2], [2.0, 0.0]) == [1 0;] @test J(x -> _1 >= x[2] ? x[1] : x[2], [0.0, 2.0]) == [0 1;] @test J(x -> _1 >= x[2] ? x[1] : x[2], [2.0, 0.0]) == [1 0;] @test J(x -> _1 < x[2] ? x[1] : x[2], [0.0, 2.0]) == [1 0;] @test J(x -> _1 < x[2] ? x[1] : x[2], [2.0, 0.0]) == [0 1;] @test J(x -> _1 <= x[2] ? x[1] : x[2], [0.0, 2.0]) == [1 0;] @test J(x -> _1 <= x[2] ? x[1] : x[2], [2.0, 0.0]) == [0 1;] end end # Code coverage @testset "Miscellaneous" begin @test J(x -> [sincos(x)...], 1) ≈ [1; 1] @test J(typemax, 1) ≈ [0;;] @test J(x -> x^(2//3), 1) ≈ [1;;] @test J(x -> (2//3)^x, 1) ≈ [1;;] @test J(x -> x^ℯ, 1) ≈ [1;;] @test J(x -> ℯ^x, 1) ≈ [1;;] @test J(x -> 0, 1) ≈ [0;;] end # Conversions @testset "Conversion" begin @testset "Conversion to $T" for T in REAL_TYPES @test J(x -> convert(T, x), 1.0) ≈ [1;;] end end @testset "Round" begin @test J(round, 1.1) ≈ [0;;] @test J(x -> round(Int, x), 1.1) ≈ [0;;] @test J(x -> round(Bool, x), 1.1) ≈ [0;;] @test J(x -> round(x, RoundNearestTiesAway), 1.1) ≈ [0;;] @test J(x -> round(x; digits=3, base=2), 1.1) ≈ [0;;] end @testset "Random" begin @test J(x -> rand(typeof(x)), 1) ≈ [0;;] @test J(x -> rand(GLOBAL_RNG, typeof(x)), 1) ≈ [0;;] end @testset "LinearAlgebra." begin @test J(logdet, [1.0 -1.0; 2.0 2.0]) == [1 1 1 1] # (#68) @test J(x -> log(det(x)), [1.0 -1.0; 2.0 2.0]) == [1 1 1 1] @test J(x -> dot(x[1:2], x[4:5]), [0, 1, 0, 1, 0]) == [1 0 0 0 1] end yield() end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
12379
using SparseConnectivityTracer using SparseConnectivityTracer: Dual, HessianTracer, MissingPrimalError using SparseConnectivityTracer: create_tracers, pattern, shared using Test using Random: rand, GLOBAL_RNG # Load definitions of GRADIENT_TRACERS, GRADIENT_PATTERNS, HESSIAN_TRACERS and HESSIAN_PATTERNS include("tracers_definitions.jl") REAL_TYPES = (Float64, Int, Bool, UInt8, Float16, Rational{Int}) # These exists to be able to quickly run tests in the REPL. # NOTE: H gets overwritten inside the testsets. detector = TracerSparsityDetector() H(f, x) = hessian_sparsity(f, x, detector) P = first(HESSIAN_PATTERNS) T = HessianTracer{P} D = Dual{Int,T} @testset "Global Hessian" begin @testset "$P" for P in HESSIAN_PATTERNS T = HessianTracer{P} detector = TracerSparsityDetector(; hessian_tracer_type=T) H(f, x) = hessian_sparsity(f, x, detector) @testset "Trivial examples" begin @test H(identity, rand()) ≈ [0;;] @test H(sqrt, rand()) ≈ [1;;] @test H(x -> 1 * x, rand()) ≈ [0;;] @test H(x -> x * 1, rand()) ≈ [0;;] end # Code coverage @testset "Miscellaneous" begin @test H(sign, 1) ≈ [0;;] @test H(typemax, 1) ≈ [0;;] @test H(x -> x^(2//3), 1) ≈ [1;;] @test H(x -> (2//3)^x, 1) ≈ [1;;] @test H(x -> x^ℯ, 1) ≈ [1;;] @test H(x -> ℯ^x, 1) ≈ [1;;] @test H(x -> 0, 1) ≈ [0;;] @test H(x -> sum(sincosd(x)), 1.0) ≈ [1;;] @test H(x -> sum(diff(x) .^ 3), rand(4)) == [ 1 1 0 0 1 1 1 0 0 1 1 1 0 0 1 1 ] end # Conversions @testset "Conversion" begin @testset "to $T" for T in REAL_TYPES @test H(x -> convert(T, x), 1.0) ≈ [0;;] @test H(x -> convert(T, x^2), 1.0) ≈ [1;;] @test H(x -> convert(T, x)^2, 1.0) ≈ [1;;] end end @testset "Round" begin @test H(round, 1.1) ≈ [0;;] @test H(x -> round(Int, x), 1.1) ≈ [0;;] @test H(x -> round(Bool, x), 1.1) ≈ [0;;] @test H(x -> round(Float16, x), 1.1) ≈ [0;;] @test H(x -> round(x, RoundNearestTiesAway), 1.1) ≈ [0;;] @test H(x -> round(x; digits=3, base=2), 1.1) ≈ [0;;] end @testset "Random" begin @test H(x -> rand(typeof(x)), 1) ≈ [0;;] @test H(x -> rand(GLOBAL_RNG, typeof(x)), 1) ≈ [0;;] end @testset "Basic operators" begin @test H(x -> x[1] / x[2] + x[3] / 1 + 1 / x[4], rand(4)) == [ 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 1 ] @test H(x -> x[1] * x[2] + x[3] * 1 + 1 * x[4], rand(4)) == [ 0 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 ] @test H(x -> (x[1] * x[2]) * (x[3] * x[4]), rand(4)) == [ 0 1 1 1 1 0 1 1 1 1 0 1 1 1 1 0 ] @test H(x -> (x[1] + x[2]) * (x[3] + x[4]), rand(4)) == [ 0 0 1 1 0 0 1 1 1 1 0 0 1 1 0 0 ] @test H(x -> (x[1] + x[2] + x[3] + x[4])^2, rand(4)) == [ 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 ] @test H(x -> 1 / (x[1] + x[2] + x[3] + x[4]), rand(4)) == [ 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 ] @test H(x -> (x[1] - x[2]) + (x[3] - 1) + (1 - x[4]), rand(4)) == [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ] x = rand(5) foo(x) = x[1] + x[2] * x[3] + 1 / x[4] + 1 * x[5] @test H(foo, x) == [ 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 ] bar(x) = foo(x) + x[2]^x[5] @test H(bar, x) == [ 0 0 0 0 0 0 1 1 0 1 0 1 0 0 0 0 0 0 1 0 0 1 0 0 1 ] end @testset "Zero derivatives" begin h = H(x -> copysign(x[1] * x[2], x[3] * x[4]), rand(4)) if Bool(shared(T)) @test h == [ 0 1 0 0 1 0 0 0 0 0 0 1 0 0 1 0 ] else @test h == [ 0 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 ] end h = H(x -> div(x[1] * x[2], x[3] * x[4]), rand(4)) if Bool(shared(T)) @test Matrix(h) == [ 0 1 0 0 1 0 0 0 0 0 0 1 0 0 1 0 ] else @test h == [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ] end end @testset "shared Hessian" begin function dead_end(x) z = x[1] * x[2] return x[3] * x[4] end h = H(dead_end, rand(4)) if Bool(shared(T)) @test h == [ 0 1 0 0 1 0 0 0 0 0 0 1 0 0 1 0 ] else @test h == [ 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 ] end end # Missing primal errors @testset "MissingPrimalError" begin @testset "$f" for f in ( iseven, isfinite, isinf, isinteger, ismissing, isnan, isnothing, isodd, isone, isreal, iszero, ) @test_throws MissingPrimalError H(f, rand()) end end @testset "ifelse and comparisons" begin if VERSION >= v"1.8" @test H(x -> ifelse(x[1], x[1]^x[2], x[3] * x[4]), rand(4)) == [ 1 1 0 0 1 1 0 0 0 0 0 1 0 0 1 0 ] @test H(x -> ifelse(x[1], x[1]^x[2], 1.0), rand(4)) == [ 1 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 ] @test H(x -> ifelse(x[1], 1.0, x[3] * x[4]), rand(4)) == [ 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 ] end function f_ampgo07(x) return (x[1] <= 0) * convert(eltype(x), Inf) + sin(x[1]) + sin(10//3 * x[1]) + log(abs(x[1])) - 84//100 * x[1] + 3 end @test H(f_ampgo07, [1.0]) ≈ [1;;] # Error handling when applying non-dual tracers to "local" functions with control flow # TypeError: non-boolean (SparseConnectivityTracer.GradientTracer{BitSet}) used in boolean context @test_throws TypeError H(x -> x[1] > x[2] ? x[1]^x[2] : x[3] * x[4], rand(4)) end yield() end end @testset "Local Hessian" begin @testset "$P" for P in HESSIAN_PATTERNS T = HessianTracer{P} detector = TracerLocalSparsityDetector(; hessian_tracer_type=T) H(f, x) = hessian_sparsity(f, x, detector) @testset "Trivial examples" begin f1(x) = x[1] + x[2] * x[3] + 1 / x[4] + x[2] * max(x[1], x[5]) @test H(f1, [1.0 3.0 5.0 1.0 2.0]) == [ 0 0 0 0 0 0 0 1 0 1 0 1 0 0 0 0 0 0 1 0 0 1 0 0 0 ] @test H(f1, [4.0 3.0 5.0 1.0 2.0]) == [ 0 1 0 0 0 1 0 1 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 ] f2(x) = ifelse(x[2] < x[3], x[1] * x[2], x[3] * x[4]) h = H(f2, [1 2 3 4]) if Bool(shared(T)) @test h == [ 0 1 0 0 1 0 0 0 0 0 0 1 0 0 1 0 ] else @test h == [ 0 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 ] end h = H(f2, [1 3 2 4]) if Bool(shared(T)) @test h == [ 0 1 0 0 1 0 0 0 0 0 0 1 0 0 1 0 ] else @test h == [ 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 ] end end @testset "Shared Hessian" begin function dead_end(x) z = x[1] * x[2] return x[3] * x[4] end h = H(dead_end, rand(4)) if Bool(shared(T)) @test h == [ 0 1 0 0 1 0 0 0 0 0 0 1 0 0 1 0 ] else @test h == [ 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 ] end end @testset "Miscellaneous" begin @test H(sign, 1) ≈ [0;;] @test H(typemax, 1) ≈ [0;;] @test H(x -> x^(2//3), 1) ≈ [1;;] @test H(x -> (2//3)^x, 1) ≈ [1;;] @test H(x -> x^ℯ, 1) ≈ [1;;] @test H(x -> ℯ^x, 1) ≈ [1;;] @test H(x -> 0, 1) ≈ [0;;] # Test special cases on empty tracer @test H(x -> zero(x)^(2//3), 1) ≈ [0;;] @test H(x -> (2//3)^zero(x), 1) ≈ [0;;] @test H(x -> zero(x)^ℯ, 1) ≈ [0;;] @test H(x -> ℯ^zero(x), 1) ≈ [0;;] end @testset "Conversion" begin @testset "to $T" for T in REAL_TYPES @test H(x -> convert(T, x), 1.0) ≈ [0;;] @test H(x -> convert(T, x^2), 1.0) ≈ [1;;] @test H(x -> convert(T, x)^2, 1.0) ≈ [1;;] end end @testset "Round" begin @test H(round, 1.1) ≈ [0;;] @test H(x -> round(Int, x), 1.1) ≈ [0;;] @test H(x -> round(Bool, x), 1.1) ≈ [0;;] @test H(x -> round(x, RoundNearestTiesAway), 1.1) ≈ [0;;] @test H(x -> round(x; digits=3, base=2), 1.1) ≈ [0;;] end @testset "Random" begin @test H(x -> rand(typeof(x)), 1) ≈ [0;;] @test H(x -> rand(GLOBAL_RNG, typeof(x)), 1) ≈ [0;;] end yield() end end @testset "Shared IndexSetHessianPattern - same objects" begin @testset "$P" for P in HESSIAN_PATTERNS_SHARED T = HessianTracer{P} function multi_output_for_shared_test(x::AbstractArray) z = ones(eltype(x), size(x)) y1 = x[1]^2 * z[1] y2 = z[2] * x[2]^2 y3 = x[1] * x[2] y4 = z[1] * z[2] # entirely new tracer y = [y1, y2, y3, y4] return y end x = rand(2) xt = create_tracers(T, x, eachindex(x)) yt = multi_output_for_shared_test(xt) @test pattern(yt[1]).hessian === pattern(yt[2]).hessian @test pattern(yt[1]).hessian === pattern(yt[3]).hessian @test_broken pattern(yt[1]).hessian === pattern(yt[4]).hessian end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
1459
using SparseConnectivityTracer: AbstractTracer, GradientTracer, HessianTracer, Dual using SparseConnectivityTracer: IndexSetGradientPattern using SparseConnectivityTracer: IndexSetHessianPattern, DictHessianPattern using SparseConnectivityTracer: DuplicateVector, RecursiveSet, SortedVector using SparseConnectivityTracer: Shared, NotShared GRADIENT_PATTERNS = ( IndexSetGradientPattern{Int,BitSet}, IndexSetGradientPattern{Int,Set{Int}}, IndexSetGradientPattern{Int,DuplicateVector{Int}}, IndexSetGradientPattern{Int,SortedVector{Int}}, ) HESSIAN_PATTERNS_SHARED = ( IndexSetHessianPattern{Int,BitSet,Set{Tuple{Int,Int}},Shared}, DictHessianPattern{Int,BitSet,Dict{Int,BitSet},Shared}, ) HESSIAN_PATTERNS_NOTSHARED = ( IndexSetHessianPattern{Int,BitSet,Set{Tuple{Int,Int}},NotShared}, IndexSetHessianPattern{Int,BitSet,Set{Tuple{Int,Int}},NotShared}, IndexSetHessianPattern{ Int,DuplicateVector{Int},DuplicateVector{Tuple{Int,Int}},NotShared }, IndexSetHessianPattern{Int,SortedVector{Int},SortedVector{Tuple{Int,Int}},NotShared}, # TODO: test on RecursiveSet DictHessianPattern{Int,BitSet,Dict{Int,BitSet},NotShared}, DictHessianPattern{Int,Set{Int},Dict{Int,Set{Int}},NotShared}, ) HESSIAN_PATTERNS = union(HESSIAN_PATTERNS_SHARED, HESSIAN_PATTERNS_NOTSHARED) GRADIENT_TRACERS = (GradientTracer{P} for P in GRADIENT_PATTERNS) HESSIAN_TRACERS = (HessianTracer{P} for P in HESSIAN_PATTERNS)
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
9576
using SparseConnectivityTracer using SparseConnectivityTracer: DEFAULT_GRADIENT_TRACER, DEFAULT_HESSIAN_TRACER using SparseConnectivityTracer: trace_input, Dual, primal using DataInterpolations using DataInterpolations: AbstractInterpolation using LinearAlgebra: I using Test myprimal(x) = x myprimal(d::Dual) = primal(d) #===========# # Test data # #===========# t = [0.0, 1.0, 2.5, 4.0, 6.0]; t_scalar = 2.0 t_vector = [2.0, 2.5, 3.0] t_range = 2:5 test_inputs = (t_scalar, t_vector, t_range) u = sin.(t) # vector du = cos.(t) ddu = -sin.(t) #==================# # Test definitions # #==================# struct InterpolationTest{N,I<:AbstractInterpolation} # N = output dim. of interpolation interp::I is_der1_zero::Bool is_der2_zero::Bool end function InterpolationTest( N, interp::I; is_der1_zero=false, is_der2_zero=false ) where {I<:AbstractInterpolation} return InterpolationTest{N,I}(interp, is_der1_zero, is_der2_zero) end testname(t::InterpolationTest{N}) where {N} = "$N-dim $(typeof(t.interp))" #================# # Jacobian Tests # #================# function test_jacobian(t::InterpolationTest) @testset "Jacobian" begin for input in test_inputs test_jacobian(t, input) end end end function test_jacobian(t::InterpolationTest{N}, input::Real) where {N} N_IN = length(input) N_OUT = N * N_IN Jref = t.is_der1_zero ? zeros(N, N_IN) : ones(N, N_IN) @testset "input type $(typeof(input)): $N_IN inputs, $N states, $N_OUT outputs" begin @testset "Global Jacobian sparsity" begin J = jacobian_sparsity(t.interp, input, TracerSparsityDetector()) @test J ≈ Jref end @testset "Local Jacobian sparsity" begin J = jacobian_sparsity(t.interp, input, TracerLocalSparsityDetector()) @test J ≈ Jref end end end function test_jacobian(t::InterpolationTest{1}, input::AbstractVector) N = 1 N_IN = length(input) N_OUT = N * N_IN Jref = t.is_der1_zero ? zeros(N_IN, N_IN) : I(N_IN) @testset "input type $(typeof(input)): $N_IN inputs, $N states, $N_OUT outputs" begin @testset "Global Jacobian sparsity" begin J = jacobian_sparsity(x -> vec(t.interp(x)), input, TracerSparsityDetector()) @test J ≈ Jref end @testset "Local Jacobian sparsity" begin J = jacobian_sparsity( x -> vec(t.interp(x)), input, TracerLocalSparsityDetector() ) @test J ≈ Jref end end end function test_jacobian(t::InterpolationTest{N}, input::AbstractVector) where {N} N_IN = length(input) N_OUT = N * N_IN # Construct reference Jacobian Jref = zeros(Bool, N_OUT, N_IN) if !t.is_der1_zero for (i, col) in enumerate(eachcol(Jref)) # iterate over outputs i0 = 1 + N * (i - 1) irange = i0:(i0 + N - 1) col[irange] .= true end end @testset "input type $(typeof(input)): $N_IN inputs, $N states, $N_OUT outputs" begin @testset "Global Jacobian sparsity" begin J = jacobian_sparsity(x -> vec(t.interp(x)), input, TracerSparsityDetector()) @test J ≈ Jref end @testset "Local Jacobian sparsity" begin J = jacobian_sparsity( x -> vec(t.interp(x)), input, TracerLocalSparsityDetector() ) @test J ≈ Jref end end end #===============# # Hessian Tests # #===============# function test_hessian(t::InterpolationTest) @testset "Hessian" begin for input in test_inputs test_hessian(t, input) end end end function test_hessian(t::InterpolationTest{1}, input::Real) N = 1 N_IN = length(input) N_OUT = N * N_IN Href = t.is_der2_zero ? zeros(N_IN, N_IN) : ones(N_IN, N_IN) @testset "input type $(typeof(input)): $N_IN inputs, $N states, $N_OUT outputs" begin @testset "Global Hessian sparsity" begin H = hessian_sparsity(t.interp, input, TracerSparsityDetector()) @test H ≈ Href end @testset "Local Hessian sparsity" begin H = hessian_sparsity(t.interp, input, TracerLocalSparsityDetector()) @test H ≈ Href end end end function test_hessian(t::InterpolationTest{N}, input::Real) where {N} # N ≠ 1 N_IN = length(input) N_OUT = N * N_IN Href = t.is_der2_zero ? zeros(N_IN, N_IN) : ones(N_IN, N_IN) @testset "input type $(typeof(input)): $N_IN inputs, $N states, $N_OUT outputs" begin @testset "Global Hessian sparsity" begin H = hessian_sparsity(x -> sum(t.interp(x)), input, TracerSparsityDetector()) @test H ≈ Href end @testset "Local Hessian sparsity" begin H = hessian_sparsity( x -> sum(t.interp(x)), input, TracerLocalSparsityDetector() ) @test H ≈ Href end end end function test_hessian(t::InterpolationTest{1}, input::AbstractVector) N = 1 N_IN = length(input) N_OUT = N * N_IN Href = t.is_der2_zero ? zeros(N_IN, N_IN) : I(N_IN) @testset "input type $(typeof(input)): $N_IN inputs, $N states, $N_OUT outputs" begin @testset "Global Hessian sparsity" begin H = hessian_sparsity(x -> sum(t.interp(x)), input, TracerSparsityDetector()) @test H ≈ Href end @testset "Local Hessian sparsity" begin H = hessian_sparsity( x -> sum(t.interp(x)), input, TracerLocalSparsityDetector() ) @test H ≈ Href end end end function test_hessian(t::InterpolationTest{N}, input::AbstractVector) where {N} # N ≠ 1 N_IN = length(input) N_OUT = N * N_IN Href = t.is_der2_zero ? zeros(N_IN, N_IN) : I(N_IN) @testset "input type $(typeof(input)): $N_IN inputs, $N states, $N_OUT outputs" begin @testset "Global Hessian sparsity" begin H = hessian_sparsity(x -> sum(t.interp(x)), input, TracerSparsityDetector()) @test H ≈ Href end @testset "Local Hessian sparsity" begin H = hessian_sparsity( x -> sum(t.interp(x)), input, TracerLocalSparsityDetector() ) @test H ≈ Href end end end function test_output(t::InterpolationTest) @testset "Output sizes and values" begin @testset "input type: $(typeof(input))" for input in test_inputs out_ref = t.interp(input) s_ref = size(out_ref) @testset "$T" for T in (DEFAULT_GRADIENT_TRACER, DEFAULT_HESSIAN_TRACER) t_tracer = trace_input(T, input) out_tracer = t.interp(t_tracer) s_tracer = size(out_tracer) @test s_tracer == s_ref end @testset "$T" for T in ( Dual{eltype(input),DEFAULT_GRADIENT_TRACER}, Dual{eltype(input),DEFAULT_HESSIAN_TRACER}, ) t_dual = trace_input(T, input) out_dual = t.interp(t_dual) s_dual = size(out_dual) @test s_dual == s_ref @test myprimal.(out_dual) ≈ out_ref end end end end #===========# # Run tests # #===========# @testset "1D Interpolations" begin @testset "$(testname(t))" for t in ( InterpolationTest( 1, ConstantInterpolation(u, t); is_der1_zero=true, is_der2_zero=true ), InterpolationTest(1, LinearInterpolation(u, t); is_der2_zero=true), InterpolationTest(1, QuadraticInterpolation(u, t)), InterpolationTest(1, LagrangeInterpolation(u, t)), InterpolationTest(1, AkimaInterpolation(u, t)), InterpolationTest(1, QuadraticSpline(u, t)), InterpolationTest(1, CubicSpline(u, t)), InterpolationTest(1, BSplineInterpolation(u, t, 3, :ArcLen, :Average)), InterpolationTest(1, BSplineApprox(u, t, 3, 4, :ArcLen, :Average)), InterpolationTest(1, PCHIPInterpolation(u, t)), InterpolationTest(1, CubicHermiteSpline(du, u, t)), InterpolationTest(1, QuinticHermiteSpline(ddu, du, u, t)), ) test_jacobian(t) test_hessian(t) test_output(t) yield() end end for N in (2, 5) local um = rand(N, length(t)) # matrix @testset "$(N)D Interpolations" begin @testset "$(testname(t))" for t in ( InterpolationTest( N, ConstantInterpolation(um, t); is_der1_zero=true, is_der2_zero=true ), # InterpolationTest(N, LinearInterpolation(um, t); is_der2_zero=true), # TODO: include once https://github.com/SciML/DataInterpolations.jl/pull/335 is settled InterpolationTest(N, QuadraticInterpolation(um, t)), InterpolationTest(N, LagrangeInterpolation(um, t)), ## The following interpolations appear to not be supported on N dimensions as of DataInterpolations v6.2.0: # InterpolationTest(N, AkimaInterpolation(um, t)), # InterpolationTest(N, BSplineApprox(um, t, 3, 4, :ArcLen, :Average)), # InterpolationTest(N, QuadraticSpline(um, t)), # InterpolationTest(N, CubicSpline(um, t)), # InterpolationTest(N, BSplineInterpolation(um, t, 3, :ArcLen, :Average)), # InterpolationTest(N, PCHIPInterpolation(um, t)), ) test_jacobian(t) test_hessian(t) test_output(t) yield() end end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2724
using SparseConnectivityTracer using LogExpFunctions using Test # Load definitions of GRADIENT_TRACERS, GRADIENT_PATTERNS, HESSIAN_TRACERS and HESSIAN_PATTERNS include("../tracers_definitions.jl") lef_1_to_1_pos_input = ( xlogx, logistic, logit, log1psq, log1pexp, logexpm1, softplus, invsoftplus, log1pmx, logmxp1, logcosh, logabssinh, cloglog, cexpexp, loglogistic, log1mlogistic, ) lef_1_to_1_neg_input = (log1mexp, log2mexp, logitexp, logit1mexp) lef_1_to_1 = union(lef_1_to_1_pos_input, lef_1_to_1_neg_input) lef_2_to_1 = (xlogy, xlog1py, xexpy, logaddexp, logsubexp) @testset "Jacobian Global" begin detector = TracerSparsityDetector() J(f, x) = jacobian_sparsity(f, x, detector) @testset "1-to-1 functions" begin @testset "$f" for f in lef_1_to_1 @test J(x -> f(x[1]), rand(2)) == [1 0] end end @testset "2-to-1 functions" begin @testset "$f" for f in lef_2_to_1 @test J(x -> f(x[1], x[2]), rand(3)) == [1 1 0] end end end @testset "Jacobian Local" begin detector = TracerLocalSparsityDetector() J(f, x) = jacobian_sparsity(f, x, detector) @testset "1-to-1 functions" begin @testset "$f" for f in lef_1_to_1_pos_input @test J(x -> f(x[1]), [0.5, 1.0]) == [1 0] end @testset "$f" for f in lef_1_to_1_neg_input @test J(x -> f(x[1]), [-0.5, 1.0]) == [1 0] end end @testset "2-to-1 functions" begin @testset "$f" for f in lef_2_to_1 @test J(x -> f(x[1], x[2]), [0.5, 1.0, 2.0]) == [1 1 0] end end end @testset "Hessian Global" begin detector = TracerSparsityDetector() H(f, x) = hessian_sparsity(f, x, detector) @testset "1-to-1 functions" begin @testset "$f" for f in lef_1_to_1 @test H(x -> f(x[1]), rand(2)) == [1 0; 0 0] end end @testset "2-to-1 functions" begin @testset "$f" for f in lef_2_to_1 @test H(x -> f(x[1], x[2]), rand(3)) == [1 1 0; 1 1 0; 0 0 0] end end end @testset "Hessian Local" begin detector = TracerLocalSparsityDetector() H(f, x) = hessian_sparsity(f, x, detector) @testset "1-to-1 functions" begin @testset "$f" for f in lef_1_to_1_pos_input @test H(x -> f(x[1]), [0.5, 1.0]) == [1 0; 0 0] end @testset "$f" for f in lef_1_to_1_neg_input @test H(x -> f(x[1]), [-0.5, 1.0]) == [1 0; 0 0] end end @testset "2-to-1 functions" begin @testset "$f" for f in lef_2_to_1 @test H(x -> f(x[1], x[2]), [0.5, 1.0, 2.0]) == [1 1 0; 1 1 0; 0 0 0] end end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
3613
using SparseConnectivityTracer using NNlib: NNlib using Test NNLIB_ACTIVATIONS_S = ( NNlib.σ, NNlib.celu, NNlib.elu, NNlib.gelu, NNlib.hardswish, NNlib.lisht, NNlib.logσ, NNlib.logcosh, NNlib.mish, NNlib.selu, NNlib.softplus, NNlib.softsign, NNlib.swish, NNlib.sigmoid_fast, NNlib.tanhshrink, NNlib.tanh_fast, ) NNLIB_ACTIVATIONS_F = ( NNlib.hardσ, NNlib.hardtanh, NNlib.leakyrelu, NNlib.relu, NNlib.relu6, NNlib.softshrink, NNlib.trelu, ) NNLIB_ACTIVATIONS = union(NNLIB_ACTIVATIONS_S, NNLIB_ACTIVATIONS_F) @testset "Jacobian Global" begin detector = TracerSparsityDetector() J(f, x) = jacobian_sparsity(f, x, detector) @testset "$f" for f in NNLIB_ACTIVATIONS @test J(f, 1) ≈ [1;;] end end @testset "Jacobian Local" begin detector = TracerLocalSparsityDetector() J(f, x) = jacobian_sparsity(f, x, detector) @test J(NNlib.relu, -1) ≈ [0;;] @test J(NNlib.relu, 1) ≈ [1;;] @test J(NNlib.elu, -1) ≈ [1;;] @test J(NNlib.elu, 1) ≈ [1;;] @test J(NNlib.celu, -1) ≈ [1;;] @test J(NNlib.celu, 1) ≈ [1;;] @test J(NNlib.selu, -1) ≈ [1;;] @test J(NNlib.selu, 1) ≈ [1;;] @test J(NNlib.relu6, -1) ≈ [0;;] @test J(NNlib.relu6, 1) ≈ [1;;] @test J(NNlib.relu6, 7) ≈ [0;;] @test J(NNlib.trelu, 0.9) ≈ [0;;] @test J(NNlib.trelu, 1.1) ≈ [1;;] @test J(NNlib.swish, -5) ≈ [1;;] @test J(NNlib.swish, 0) ≈ [1;;] @test J(NNlib.swish, 5) ≈ [1;;] @test J(NNlib.hardswish, -5) ≈ [0;;] @test J(NNlib.hardswish, 0) ≈ [1;;] @test J(NNlib.hardswish, 5) ≈ [1;;] @test J(NNlib.hardσ, -4) ≈ [0;;] @test J(NNlib.hardσ, 0) ≈ [1;;] @test J(NNlib.hardσ, 4) ≈ [0;;] @test J(NNlib.hardtanh, -2) ≈ [0;;] @test J(NNlib.hardtanh, 0) ≈ [1;;] @test J(NNlib.hardtanh, 2) ≈ [0;;] @test J(NNlib.softshrink, -1) ≈ [1;;] @test J(NNlib.softshrink, 0) ≈ [0;;] @test J(NNlib.softshrink, 1) ≈ [1;;] end @testset "Global Hessian" begin detector = TracerSparsityDetector() H(f, x) = hessian_sparsity(f, x, detector) @testset "First-order differentiable" begin @testset "$f" for f in NNLIB_ACTIVATIONS_F @test H(f, 1) ≈ [0;;] end end @testset "Second-order differentiable" begin @testset "$f" for f in NNLIB_ACTIVATIONS_S @test H(f, 1) ≈ [1;;] end end end @testset "Local Hessian" begin detector = TracerLocalSparsityDetector() H(f, x) = hessian_sparsity(f, x, detector) @test H(NNlib.relu, -1) ≈ [0;;] @test H(NNlib.relu, 1) ≈ [0;;] @test H(NNlib.elu, -1) ≈ [1;;] @test H(NNlib.elu, 1) ≈ [0;;] @test H(NNlib.celu, -1) ≈ [1;;] @test H(NNlib.celu, 1) ≈ [0;;] @test H(NNlib.selu, -1) ≈ [1;;] @test H(NNlib.selu, 1) ≈ [0;;] @test H(NNlib.relu6, -1) ≈ [0;;] @test H(NNlib.relu6, 1) ≈ [0;;] @test H(NNlib.relu6, 7) ≈ [0;;] @test H(NNlib.trelu, 0.9) ≈ [0;;] @test H(NNlib.trelu, 1.1) ≈ [0;;] @test H(NNlib.swish, -5) ≈ [1;;] @test H(NNlib.swish, 0) ≈ [1;;] @test H(NNlib.swish, 5) ≈ [1;;] @test H(NNlib.hardswish, -5) ≈ [0;;] @test H(NNlib.hardswish, 0) ≈ [1;;] @test H(NNlib.hardswish, 5) ≈ [0;;] @test H(NNlib.hardσ, -4) ≈ [0;;] @test H(NNlib.hardσ, 0) ≈ [0;;] @test H(NNlib.hardσ, 4) ≈ [0;;] @test H(NNlib.hardtanh, -2) ≈ [0;;] @test H(NNlib.hardtanh, 0) ≈ [0;;] @test H(NNlib.hardtanh, 2) ≈ [0;;] @test H(NNlib.softshrink, -1) ≈ [0;;] @test H(NNlib.softshrink, 0) ≈ [0;;] @test H(NNlib.softshrink, 1) ≈ [0;;] end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
2511
using SparseConnectivityTracer using NaNMath using Test # Load definitions of GRADIENT_TRACERS, GRADIENT_PATTERNS, HESSIAN_TRACERS and HESSIAN_PATTERNS include("../tracers_definitions.jl") nan_1_to_1 = ( NaNMath.sqrt, NaNMath.sin, NaNMath.cos, NaNMath.tan, NaNMath.asin, NaNMath.acos, NaNMath.acosh, NaNMath.atanh, NaNMath.log, NaNMath.log2, NaNMath.log10, NaNMath.log1p, NaNMath.lgamma, ) @testset "Jacobian Global" begin detector = TracerSparsityDetector() J(f, x) = jacobian_sparsity(f, x, detector) @testset "1-to-1 functions" begin @testset "$f" for f in nan_1_to_1 @test J(x -> f(x[1]), rand(2)) == [1 0] end end @testset "2-to-1 functions" begin @test J(x -> NaNMath.pow(x[1], x[2]), rand(3)) == [1 1 0] @test J(x -> NaNMath.max(x[1], x[2]), rand(3)) == [1 1 0] @test J(x -> NaNMath.min(x[1], x[2]), rand(3)) == [1 1 0] end end @testset "Jacobian Local" begin detector = TracerLocalSparsityDetector() J(f, x) = jacobian_sparsity(f, x, detector) @testset "2-to-1 functions" begin @test J(x -> NaNMath.max(x[1], x[2]), [1.0, 2.0, 0.0]) == [0 1 0] @test J(x -> NaNMath.max(x[1], x[2]), [2.0, 1.0, 0.0]) == [1 0 0] @test J(x -> NaNMath.min(x[1], x[2]), [1.0, 2.0, 0.0]) == [1 0 0] @test J(x -> NaNMath.min(x[1], x[2]), [2.0, 1.0, 0.0]) == [0 1 0] end end @testset "Hessian Global" begin detector = TracerSparsityDetector() H(f, x) = hessian_sparsity(f, x, detector) @testset "1-to-1 functions" begin @testset "$f" for f in nan_1_to_1 @test H(x -> f(x[1]), rand(2)) == [1 0; 0 0] end end @testset "2-to-1 functions" begin @test H(x -> NaNMath.pow(x[1], x[2]), rand(3)) == [1 1 0; 1 1 0; 0 0 0] @test H(x -> NaNMath.max(x[1], x[2]), rand(3)) == zeros(Bool, 3, 3) @test H(x -> NaNMath.min(x[1], x[2]), rand(3)) == zeros(Bool, 3, 3) end end @testset "Hessian Local" begin detector = TracerLocalSparsityDetector() H(f, x) = hessian_sparsity(f, x, detector) @testset "2-to-1 functions" begin @test H(x -> NaNMath.max(x[1], x[2]), [1.0, 2.0, 0.0]) == zeros(Bool, 3, 3) @test H(x -> NaNMath.max(x[1], x[2]), [2.0, 1.0, 0.0]) == zeros(Bool, 3, 3) @test H(x -> NaNMath.min(x[1], x[2]), [1.0, 2.0, 0.0]) == zeros(Bool, 3, 3) @test H(x -> NaNMath.min(x[1], x[2]), [2.0, 1.0, 0.0]) == zeros(Bool, 3, 3) end end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
1043
using SparseConnectivityTracer using SpecialFunctions: erf, beta using Test # Load definitions of GRADIENT_TRACERS, GRADIENT_PATTERNS, HESSIAN_TRACERS and HESSIAN_PATTERNS include("../tracers_definitions.jl") @testset "Jacobian Global" begin detector = TracerSparsityDetector() J(f, x) = jacobian_sparsity(f, x, detector) @test J(x -> erf(x[1]), rand(2)) == [1 0] @test J(x -> beta(x[1], x[2]), rand(3)) == [1 1 0] end # TODO: add tests # @testset "Jacobian Local" begin # detector = TracerLocalSparsityDetector() # J(f, x) = jacobian_sparsity(f, x, detector) # end @testset "Global Hessian" begin detector = TracerSparsityDetector() H(f, x) = hessian_sparsity(f, x, detector) @test H(x -> erf(x[1]), rand(2)) == [ 1 0 0 0 ] @test H(x -> beta(x[1], x[2]), rand(3)) == [ 1 1 0 1 1 0 0 0 0 ] end # TODO: add tests # @testset "Local Hessian" begin # detector = TracerLocalSparsityDetector() # H(f, x) = hessian_sparsity(f, x, detector) # end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
618
using SparseConnectivityTracer using SparseConnectivityTracer: DuplicateVector, RecursiveSet, SortedVector, product using Test @testset "$S" for S in ( BitSet, Set{Int}, DuplicateVector{Int}, RecursiveSet{Int}, SortedVector{Int} ) x = S.(1:10) y = (x[1] ∪ x[3]) ∪ (x[3] ∪ ((x[5] ∪ x[7]) ∪ x[1])) @test length(string(x)) > 0 @test eltype(y) == Int @test length(y) == 4 @test sort(collect(y)) == [1, 3, 5, 7] @test sort(collect(copy(y))) == [1, 3, 5, 7] P = collect(product(y, y)) # (1,1), (1,3), (1,5), (1,7), (3,3), (3,5), (3,7), (5,5), (5,7), (7,7) @test length(P) == 10 end
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
code
933
using SparseConnectivityTracer using SparseConnectivityTracer: SortedVector using Test @testset "SortedVector merging" begin @testset "$T - ($k1, $k2)" for T in (Int32, Int64), k1 in (0, 10, 100, 1000), k2 in (0, 10, 100, 1000) @test all(1:100) do _ x = SortedVector{T}(rand(T(1):T(1000), k1); sorted=false) y = SortedVector{T}(sort(rand(T(1):T(1000), k2)); sorted=true) z = union(x, y) eltype(z) == T || return false issorted(z.data) || return false Set(z.data) == union(Set(x.data), Set(y.data)) || return false if k1 > 0 && k2 > 0 xc = collect(x) yc = collect(y) zc = collect(z) zc[1] == min(xc[1], yc[1]) || return false zc[end] == max(xc[end], yc[end]) || return false end return true end end end;
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
docs
7780
# SparseConnectivityTracer.jl ## Version `v0.6.6` * ![Bugfix][badge-bugfix] Fix detector display by replacing `println` with `print` ([#201]) * ![Enhancement][badge-enhancement] Improve code generation for 2-to-1 overloads on arbitrary types ([#197], [#202]) * ![Maintenance][badge-maintenance] Update package tests and CI workflow ([#198], [#199]) ## Version `v0.6.5` * ![Bugfix][badge-bugfix] Fix LogExpFunctions.jl compat entry ([#195]) * ![Documentation][badge-docs] Fix "How it works" documentation ([#193]) ## Version `v0.6.4` * ![Enhancement][badge-enhancement] Shorter printing of default detectors ([#190]) * ![Documentation][badge-docs] Consistently refer to `TracerSparsityDetector` as `detector` ([#191]) * ![Maintenance][badge-maintenance] Make imports explicit, test with ExplicitImports.jl ([#188]) ## Version `v0.6.3` * ![Feature][badge-feature] Add DataInterpolations.jl package extension ([#178]) * ![Feature][badge-feature] Add LogExpFunctions.jl package extension ([#184]) * ![Feature][badge-feature] Add NaNMath.jl package extension ([#187]) * ![Feature][badge-feature] Support two-argument `atan` and `log` ([#185]) * ![Documentation][badge-docs] Document limitations of operator overloading utils ([#180]) * ![Documentation][badge-docs] Reexport ADTypes interface ([#182]) * ![Documentation][badge-docs] Update developer documentation URLs ([#186]) * ![Maintenance][badge-maintenance] Reorganize code and update code generation utilities ([#179], [#183]) ## Version `v0.6.2` * ![Feature][badge-feature] Return only primal value when applying non-differentiable methods to `Dual` numbers ([#169]) * ![Feature][badge-feature] Increase sparsity for Diagonal inputs ([#165]) * ![Feature][badge-feature] Add more methods on `round`, `rand` ([#162]) * ![Documentation][badge-docs] This release brings large updates to the documentation: * Document limitations ([#175]) * Document global vs. local patterns ([#176]) * Add "How it works" developer documentation ([#174]) * Add developer documentation on custom overloads ([#177]) * ![Enhancement][badge-enhancement] Refactor type conversions ([#173], [#168], [#166]) * ![Enhancement][badge-enhancement] Make comparisons regular operators ([#169]) * ![Bugfix][badge-bugfix] Fix Hessian on NNlib activation functions `celu`, `elu`, `selu`, `hardswish` ([#162]) * ![Bugfix][badge-bugfix] Fix `isless` ([#161]) ## Version `v0.6.1` * ![Enhancement][badge-enhancement] Improve the performance of Hessian pattern tracing by an order of magnitude: * Internally represent Hessian patterns with dictionaries ([#155], [#158]) * Increase performance via symmetry of Hessian ([#151]) * ![Feature][badge-feature] Support ComponentArrays ([#146]) * ![Feature][badge-feature] Support boolean not (`!`) ([#150]) * ![Feature][badge-feature] Support `isless` ([#149]) ## Version `v0.6.0` * ![BREAKING][badge-breaking] Remove `ConnectivityTracer` ([#140]) * ![BREAKING][badge-breaking] Remove legacy interface ([#140]) * instead of `jacobian_pattern(f, x)`, use `jacobian_sparsity(f, x, TracerSparsityDetector())` * instead of `hessian_pattern(f, x)`, use `hessian_sparsity(f, x, TracerSparsityDetector())` * instead of `local_jacobian_pattern(f, x)`, use `jacobian_sparsity(f, x, TracerLocalSparsityDetector())` * instead of `local_hessian_pattern(f, x)`, use `hessian_sparsity(f, x, TracerLocalSparsityDetector())` * ![Bugfix][badge-bugfix] Remove overloads on `similar` to reduce amount of invalidations ([#132]) * ![Bugfix][badge-bugfix] Fix sparse array construction ([#142]) * ![Enhancement][badge-enhancement] Add array overloads ([#131]) * ![Enhancement][badge-enhancement] Generalize sparsity pattern representations ([#139], [#119]) * ![Enhancement][badge-enhancement] Reduce allocations of new tracers ([#128]) * ![Enhancement][badge-enhancement] Reduce compile times ([#119]) [badge-breaking]: https://img.shields.io/badge/BREAKING-red.svg [badge-deprecation]: https://img.shields.io/badge/deprecation-orange.svg [badge-feature]: https://img.shields.io/badge/feature-green.svg [badge-enhancement]: https://img.shields.io/badge/enhancement-blue.svg [badge-bugfix]: https://img.shields.io/badge/bugfix-purple.svg [badge-experimental]: https://img.shields.io/badge/experimental-lightgrey.svg [badge-maintenance]: https://img.shields.io/badge/maintenance-gray.svg [badge-docs]: https://img.shields.io/badge/docs-orange.svg [#202]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/202 [#201]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/201 [#199]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/199 [#198]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/198 [#197]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/197 [#195]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/195 [#193]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/193 [#191]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/191 [#190]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/190 [#188]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/188 [#186]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/186 [#185]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/185 [#184]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/184 [#183]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/183 [#182]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/182 [#180]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/180 [#179]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/179 [#178]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/178 [#177]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/177 [#176]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/176 [#175]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/175 [#174]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/174 [#173]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/173 [#169]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/169 [#168]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/168 [#166]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/166 [#165]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/165 [#162]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/162 [#161]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/161 [#158]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/158 [#155]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/155 [#151]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/151 [#150]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/150 [#149]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/149 [#146]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/146 [#142]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/142 [#140]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/140 [#139]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/139 [#132]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/132 [#131]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/131 [#128]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/128 [#126]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/126 [#119]: https://github.com/adrhill/SparseConnectivityTracer.jl/pull/119 <!-- # Badges ![BREAKING][badge-breaking] ![Deprecation][badge-deprecation] ![Feature][badge-feature] ![Enhancement][badge-enhancement] ![Bugfix][badge-bugfix] ![Experimental][badge-experimental] ![Maintenance][badge-maintenance] ![Documentation][badge-docs] -->
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
docs
6581
# SparseConnectivityTracer.jl | | | |:--------------|:--------------------------------------------------------------------| | Documentation | [![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://adrhill.github.io/SparseConnectivityTracer.jl/stable/) [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://adrhill.github.io/SparseConnectivityTracer.jl/dev/) [![Changelog](https://img.shields.io/badge/news-changelog-yellow.svg)](https://github.com/adrhill/SparseConnectivityTracer.jl/blob/main/CHANGELOG.md) | | Build Status | [![Build Status](https://github.com/adrhill/SparseConnectivityTracer.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/adrhill/SparseConnectivityTracer.jl/actions/workflows/CI.yml?query=branch%3Amain) [![Coverage](https://codecov.io/gh/adrhill/SparseConnectivityTracer.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/adrhill/SparseConnectivityTracer.jl) [![Aqua](https://raw.githubusercontent.com/JuliaTesting/Aqua.jl/master/badge.svg)](https://github.com/JuliaTesting/Aqua.jl) [![JET](https://img.shields.io/badge/%F0%9F%9B%A9%EF%B8%8F_tested_with-JET.jl-233f9a.svg)](https://github.com/aviatesk/JET.jl) | | Code Style | [![Code Style: Blue](https://img.shields.io/badge/code%20style-blue-4495d1.svg)](https://github.com/invenia/BlueStyle) [![ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://img.shields.io/badge/ColPrac-Contributor's%20Guide-blueviolet)](https://github.com/SciML/ColPrac) | | Downloads | [![Downloads](https://img.shields.io/badge/dynamic/json?url=http%3A%2F%2Fjuliapkgstats.com%2Fapi%2Fv1%2Fmonthly_downloads%2FSparseConnectivityTracer&query=total_requests&suffix=%2Fmonth&label=Downloads)](http://juliapkgstats.com/pkg/SparseConnectivityTracer) [![Dependents](https://juliahub.com/docs/General/SparseConnectivityTracer/stable/deps.svg)](https://juliahub.com/ui/Packages/General/SparseConnectivityTracer?t=2) | | Citation | [![DOI](https://zenodo.org/badge/778978853.svg)](https://zenodo.org/doi/10.5281/zenodo.13138554) | Fast Jacobian and Hessian sparsity detection via operator-overloading. ## Installation To install this package, open the Julia REPL and run ```julia-repl julia> ]add SparseConnectivityTracer ``` ## Examples ### Jacobian For functions `y = f(x)` and `f!(y, x)`, the sparsity pattern of the Jacobian can be obtained by computing a single forward-pass through the function: ```julia-repl julia> using SparseConnectivityTracer julia> detector = TracerSparsityDetector(); julia> x = rand(3); julia> f(x) = [x[1]^2, 2 * x[1] * x[2]^2, sin(x[3])]; julia> jacobian_sparsity(f, x, detector) 3×3 SparseArrays.SparseMatrixCSC{Bool, Int64} with 4 stored entries: 1 ⋅ ⋅ 1 1 ⋅ ⋅ ⋅ 1 ``` As a larger example, let's compute the sparsity pattern from a convolutional layer from [Flux.jl](https://github.com/FluxML/Flux.jl): ```julia-repl julia> using SparseConnectivityTracer, Flux julia> detector = TracerSparsityDetector(); julia> x = rand(28, 28, 3, 1); julia> layer = Conv((3, 3), 3 => 2); julia> jacobian_sparsity(layer, x, detector) 1352×2352 SparseArrays.SparseMatrixCSC{Bool, Int64} with 36504 stored entries: ⎡⠙⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠻⣷⣤⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎤ ⎢⠀⠀⠙⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠙⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣤⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥ ⎢⠀⠀⠀⠀⠙⢿⣦⣀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠙⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⎥ ⎢⠀⠀⠀⠀⠀⠀⠙⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⣀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⡀⠀⠀⠀⠀⠀⎥ ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⣀⠀⠀⠀⎥ ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⠻⣷⣄⠀⎥ ⎢⢤⣤⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠛⠛⢦⣤⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠛⠳⣤⣤⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠛⠓⎥ ⎢⠀⠙⢿⣦⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥ ⎢⠀⠀⠀⠉⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⠀⎥ ⎢⠀⠀⠀⠀⠀⠈⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠉⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⣄⠀⠀⠀⠀⠀⠀⎥ ⎢⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣄⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠉⠻⣷⣄⠀⠀⠀⠀⎥ ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠛⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣄⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣄⠀⠀⎥ ⎣⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢿⣦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠛⢿⣦⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠻⣷⣄⎦ ``` ### Hessian For scalar functions `y = f(x)`, the sparsity pattern of the Hessian of $f$ can be obtained by computing a single forward-pass through `f`: ```julia-repl julia> x = rand(5); julia> f(x) = x[1] + x[2]*x[3] + 1/x[4] + 1*x[5]; julia> hessian_sparsity(f, x, detector) 5×5 SparseArrays.SparseMatrixCSC{Bool, Int64} with 3 stored entries: ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ 1 ⋅ ⋅ ⋅ 1 ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ 1 ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ julia> g(x) = f(x) + x[2]^x[5]; julia> hessian_sparsity(g, x, detector) 5×5 SparseArrays.SparseMatrixCSC{Bool, Int64} with 7 stored entries: ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ 1 1 ⋅ 1 ⋅ 1 ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ 1 ⋅ ⋅ 1 ⋅ ⋅ 1 ``` For more detailed examples, take a look at the [documentation](https://adrianhill.de/SparseConnectivityTracer.jl/dev). ### Local tracing `TracerSparsityDetector` returns conservative sparsity patterns over the entire input domain of `x`. It is not compatible with functions that require information about the primal values of a computation (e.g. `iszero`, `>`, `==`). To compute a less conservative sparsity pattern at an input point `x`, use `TracerLocalSparsityDetector` instead. Note that patterns computed with `TracerLocalSparsityDetector` depend on the input `x` and have to be recomputed when `x` changes: ```julia-repl julia> using SparseConnectivityTracer julia> detector = TracerLocalSparsityDetector(); julia> f(x) = ifelse(x[2] < x[3], x[1] ^ x[2], x[3] * x[4]); julia> hessian_sparsity(f, [1 2 3 4], detector) 4×4 SparseArrays.SparseMatrixCSC{Bool, Int64} with 4 stored entries: 1 1 ⋅ ⋅ 1 1 ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ julia> hessian_sparsity(f, [1 3 2 4], detector) 4×4 SparseArrays.SparseMatrixCSC{Bool, Int64} with 2 stored entries: ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ 1 ⋅ ⋅ 1 ⋅ ``` ## ADTypes.jl compatibility SparseConnectivityTracer uses [ADTypes.jl](https://github.com/SciML/ADTypes.jl)'s interface for [sparsity detection](https://sciml.github.io/ADTypes.jl/stable/#Sparsity-detector), making it compatible with [DifferentiationInterface.jl](https://github.com/gdalle/DifferentiationInterface.jl)'s [sparse automatic differentiation](https://gdalle.github.io/DifferentiationInterface.jl/DifferentiationInterface/stable/tutorial2/) functionality. In fact, the functions `jacobian_sparsity` and `hessian_sparsity` are re-exported from ADTypes. ## Related packages * [SparseDiffTools.jl](https://github.com/JuliaDiff/SparseDiffTools.jl): automatic sparsity detection via Symbolics.jl and Cassette.jl * [SparsityTracing.jl](https://github.com/PALEOtoolkit/SparsityTracing.jl): automatic Jacobian sparsity detection using an algorithm based on SparsLinC by Bischof et al. (1996)
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
[ "MIT" ]
0.6.6
e5efbf152d3e14a513f19a9119b810340b7ac86b
docs
10806
# Adding Overloads !!! danger "Internals may change" The developer documentation might refer to internals which can change without warning in a future release of SparseConnectivityTracer. Only functionality that is exported or part of the [user documentation](@ref api) adheres to semantic versioning. Having read our guide [*"How SparseConnectivityTracer works"*](@ref how-sct-works), you might want to add your own methods on [`GradientTracer`](@ref SparseConnectivityTracer.GradientTracer), [`HessianTracer`](@ref SparseConnectivityTracer.HessianTracer) and [`Dual`](@ref SparseConnectivityTracer.Dual) to improve the performance of your functions or to work around some of SCT's [limitations](@ref limitations). ## Avoid hand-written overloads !!! warning "Don't overload manually" If you want to overload a `Function` that takes `Real` arguments, we strongly discourage you from manually adding methods to your function that use our internal tracer types. Instead, use the same code generation mechanisms that we use. This page of the documentation shows you how. !!! tip "Copy one of our package extensions" The easiest way to add overloads is to copy one of our package extensions, [e.g. our NNlib extension](https://github.com/adrhill/SparseConnectivityTracer.jl/blob/main/ext/SparseConnectivityTracerNNlibExt.jl), and to modify it. Please upstream your additions by opening a pull request! We will help you out to get your feature merged. ## Operator classification SCT currently supports three types of functions: 1. **1-to-1**: operators with one input and one output 2. **2-to-1**: operators with two inputs and one output 3. **1-to-2**: operators with one input and two outputs Depending on the type of function you're dealing with, you will have to specify the way in which your function is differentiable: | In | Out | Examples | Methods you need to implement | |:--:|:---:|:-------------------------|:-------------------------------------------------------------------------------------------------------------------------------------------| | 1 | 1 | `sin`, `cos`, `abs` | `is_der1_zero_global`, `is_der2_zero_global` | | 2 | 1 | `+`, `*`, `>`, `isequal` | `is_der1_arg1_zero_global`, `is_der2_arg1_zero_global`, `is_der1_arg2_zero_global`, `is_der2_arg2_zero_global`, `is_der_cross_zero_global` | | 1 | 2 | `sincos` | `is_der1_out1_zero_global`, `is_der2_out1_zero_global`, `is_der1_out2_zero_global`, `is_der2_out2_zero_global` | !!! details "Methods you have to implement for 1-to-1 operators" | Function | Meaning | |:-------------------------------------------|:--------------------------------------------------------| | `is_der1_zero_global(::typeof(f)) = false` | $\frac{\partial f}{\partial x} \neq 0$ for some $x$ | | `is_der2_zero_global(::typeof(f)) = false` | $\frac{\partial^2 f}{\partial x^2} \neq 0$ for some $x$ | Optionally, to increase the sparsity of [`TracerLocalSparsityDetector`](@ref), you can additionally implement | Function | Meaning | |:---------------------------------------------|:---------------------------------------------------------| | `is_der1_zero_local(::typeof(f), x) = false` | $\frac{\partial f}{\partial x} \neq 0$ for given $x$ | | `is_der2_zero_local(::typeof(f), x) = false` | $\frac{\partial^2 f}{\partial x^2} \neq 0$ for given $x$ | These fall back to ```julia is_der1_zero_local(f::F, x) where {F} = is_der1_zero_global(f) is_der2_zero_local(f::F, x) where {F} = is_der2_zero_global(f) ``` !!! details "Methods you have to implement for 2-to-1 operators" | Function | Meaning | |:------------------------------------------------|:-------------------------------------------------------------------| | `is_der1_arg1_zero_global(::typeof(f)) = false` | $\frac{\partial f}{\partial x} \neq 0$ for some $x,y$ | | `is_der2_arg1_zero_global(::typeof(f)) = false` | $\frac{\partial^2 f}{\partial x^2} \neq 0$ for some $x,y$ | | `is_der1_arg2_zero_global(::typeof(f)) = false` | $\frac{\partial f}{\partial y} \neq 0$ for some $x,y$ | | `is_der2_arg2_zero_global(::typeof(f)) = false` | $\frac{\partial^2 f}{\partial y^2} \neq 0$ for some $x,y$ | | `is_der_cross_zero_global(::typeof(f)) = false` | $\frac{\partial^2 f}{\partial x \partial y} \neq 0$ for some $x,y$ | Optionally, to increase the sparsity of [`TracerLocalSparsityDetector`](@ref), you can additionally implement | Function | Meaning | |:-----------------------------------------------------|:--------------------------------------------------------------------| | `is_der1_arg1_zero_local(::typeof(f), x, y) = false` | $\frac{\partial f}{\partial x} \neq 0$ for given $x,y$ | | `is_der2_arg1_zero_local(::typeof(f), x, y) = false` | $\frac{\partial^2 f}{\partial x^2} \neq 0$ for given $x,y$ | | `is_der1_arg2_zero_local(::typeof(f), x, y) = false` | $\frac{\partial f}{\partial x} \neq 0$ for given $x,y$ | | `is_der2_arg2_zero_local(::typeof(f), x, y) = false` | $\frac{\partial^2 f}{\partial x^2} \neq 0$ for given $x,y$ | | `is_der_cross_zero_local(::typeof(f), x, y) = false` | $\frac{\partial^2 f}{\partial x \partial y} \neq 0$ for given $x,y$ | These fall back to ```julia is_der1_arg1_zero_local(f::F, x, y) where {F} = is_der1_arg1_zero_global(f) is_der2_arg1_zero_local(f::F, x, y) where {F} = is_der2_arg1_zero_global(f) is_der1_arg2_zero_local(f::F, x, y) where {F} = is_der1_arg2_zero_global(f) is_der2_arg2_zero_local(f::F, x, y) where {F} = is_der2_arg2_zero_global(f) is_der_cross_zero_local(f::F, x, y) where {F} = is_der_cross_zero_global(f) ``` !!! details "Methods you have to implement for 1-to-2 operators" | Function | Meaning | |:-----------------------------------------------|:----------------------------------------------------------| | `is_der1_out1_zero_local(::typeof(f)) = false` | $\frac{\partial f_1}{\partial x} \neq 0$ for some $x$ | | `is_der2_out1_zero_local(::typeof(f)) = false` | $\frac{\partial^2 f_1}{\partial x^2} \neq 0$ for some $x$ | | `is_der1_out2_zero_local(::typeof(f)) = false` | $\frac{\partial f_2}{\partial x} \neq 0$ for some $x$ | | `is_der2_out2_zero_local(::typeof(f)) = false` | $\frac{\partial^2 f_2}{\partial x^2} \neq 0$ for some $x$ | Optionally, to increase the sparsity of [`TracerLocalSparsityDetector`](@ref), you can additionally implement | Function | Meaning | |:--------------------------------------------------|:-----------------------------------------------------------| | `is_der1_out1_zero_local(::typeof(f), x) = false` | $\frac{\partial f_1}{\partial x} \neq 0$ for given $x$ | | `is_der2_out1_zero_local(::typeof(f), x) = false` | $\frac{\partial^2 f_1}{\partial x^2} \neq 0$ for given $x$ | | `is_der1_out2_zero_local(::typeof(f), x) = false` | $\frac{\partial f_2}{\partial x} \neq 0$ for given $x$ | | `is_der2_out2_zero_local(::typeof(f), x) = false` | $\frac{\partial^2 f_2}{\partial x^2} \neq 0$ for given $x$ | These fall back to ```julia is_der1_out1_zero_local(f::F, x) where {F} = is_der1_out1_zero_global(f) is_der2_out1_zero_local(f::F, x) where {F} = is_der2_out1_zero_global(f) is_der1_out2_zero_local(f::F, x) where {F} = is_der1_out2_zero_global(f) is_der2_out2_zero_local(f::F, x) where {F} = is_der2_out2_zero_global(f) ``` ## [Overloading](@id code-gen) After implementing the required classification methods for a function, the function has not been overloaded on our tracer types yet. SCT provides three functions that generate code via meta-programming: * 1-to-1: `eval(SCT.generate_code_1_to_1(module_symbol, f))` * 2-to-1: `eval(SCT.generate_code_1_to_2(module_symbol, f))` * 1-to-2: `eval(SCT.generate_code_2_to_1(module_symbol, f))` You are required to call the function that matches your type of operator. !!! tip "Code generation" We will take a look at the code generation mechanism in the example below. ## Example For some examples on how to overload methods, take a look at our [package extensions](https://github.com/adrhill/SparseConnectivityTracer.jl/tree/main/ext). Let's look at the `relu` activation function from `ext/SparseConnectivityTracerNNlibExt.jl`, which is a 1-to-1 operator defined as $\text{relu}(x) = \text{max}(0, x)$. ### Step 1: Classification The `relu` function has a non-zero first-order derivative $\frac{\partial f}{\partial x}=1$ for inputs $x>0$. The second derivative is zero everywhere. We therefore implement: ```@example overload import SparseConnectivityTracer as SCT using NNlib SCT.is_der1_zero_global(::typeof(relu)) = false SCT.is_der2_zero_global(::typeof(relu)) = true SCT.is_der1_zero_local(::typeof(relu), x) = x < 0 ``` !!! warning "import SparseConnectivityTracer" Note that we imported SCT to extend its operator classification methods on `typeof(relu)`. ### Step 2: Overloading The `relu` function has not been overloaded on our tracer types yet. Let's call the code generation utilities from the [*"Overloading"*](@ref code-gen) section for this purpose: ```@example overload eval(SCT.generate_code_1_to_1(:NNlib, relu)) ``` The `relu` function is now ready to be called with SCT's tracer types. !!! details "What is the eval call doing?" Let's call `generate_code_1_to_1` without wrapping it `eval`: ```@example overload SCT.generate_code_1_to_1(:NNlib, relu) ``` As you can see, this returns a `quote`, a type of expression containing our generated Julia code. **We have to use quotes:** The code generation mechanism lives in SCT, but the generated code has to be evaluated in the package extension, not SCT. As you can see in the generated quote, we handle the necessary name-spacing for you.
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
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# [Internals Reference](@id internal-api) !!! danger "Internals may change" This part of the developer documentation **exclusively** refers to internals that may change without warning in a future release of SparseConnectivityTracer. Anything written on this page should be treated as if it was undocumented. Only functionality that is exported or part of the [user documentation](@ref api) adheres to semantic versioning. ```@index ``` ## Tracer Types ```@docs SparseConnectivityTracer.AbstractTracer SparseConnectivityTracer.GradientTracer SparseConnectivityTracer.HessianTracer SparseConnectivityTracer.Dual ``` ## Patterns ```@docs SparseConnectivityTracer.AbstractPattern ``` ### Gradient Patterns ```@docs SparseConnectivityTracer.AbstractGradientPattern SparseConnectivityTracer.IndexSetGradientPattern ``` ### Hessian Patterns ```@docs SparseConnectivityTracer.AbstractHessianPattern SparseConnectivityTracer.IndexSetHessianPattern SparseConnectivityTracer.DictHessianPattern ``` ### Traits ```@docs SparseConnectivityTracer.shared ``` ### Utilities ```@docs SparseConnectivityTracer.gradient SparseConnectivityTracer.hessian SparseConnectivityTracer.myempty SparseConnectivityTracer.create_patterns ```
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
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# [How SparseConnectivityTracer works](@id how-sct-works) !!! danger "Internals may change" The developer documentation might refer to internals which can change without warning in a future release of SparseConnectivityTracer. Only functionality that is exported or part of the [user documentation](@ref api) adheres to semantic versioning. ## Tracers are scalars SparseConnectivityTracer (SCT) works by pushing `Real` number types called tracers through generic functions using operator overloading. Currently, two tracer types are provided: * [`GradientTracer`](@ref SparseConnectivityTracer.GradientTracer): used for Jacobian sparsity patterns * [`HessianTracer`](@ref SparseConnectivityTracer.HessianTracer): used for Hessian sparsity patterns When used alone, these tracers compute [**global** sparsity patterns](@ref TracerSparsityDetector). Alternatively, these can be used inside of a dual number type [`Dual`](@ref SparseConnectivityTracer.Dual), which keeps track of the primal computation and allows tracing through comparisons and control flow. This is how [**local** sparsity patterns](@ref TracerLocalSparsityDetector) are computed. !!! tip "Tip: View SparseConnectivityTracer as binary ForwardDiff" SparseConnectivityTracer's `Dual{T, GradientTracer}` can be thought of as a binary version of [ForwardDiff](https://github.com/JuliaDiff/ForwardDiff.jl)'s own `Dual` number type. This is a good mental model for SparseConnectivityTracer if you are familiar with ForwardDiff and its limitations. ## Index sets Let's take a look at a scalar function $f: \mathbb{R}^n \rightarrow \mathbb{R}$. For a given input $\mathbf{x} \in \mathbb{R}^n$, the gradient of $f$ is defined as $\left(\nabla f(\mathbf{x})\right)_{i} = \frac{\partial f}{\partial x_i}$ and the Hessian as $\left(\nabla^2 f(\mathbf{x})\right)_{i,j} = \frac{\partial^2 f}{\partial x_i \partial x_j}$. Sparsity patterns correspond to the mask of non-zero values in the gradient and Hessian. Instead of saving the values of individual partial derivatives, they can efficiently be represented by the set of indices corresponding to non-zero values: * Gradient patterns are represented by sets of indices $\left\{i \;\big|\; \frac{\partial f}{\partial x_i} \neq 0\right\}$ * Hessian patterns are represented by sets of index tuples $\left\{(i, j) \;\Big|\; \frac{\partial^2 f}{\partial x_i \partial x_j} \neq 0\right\}$ !!! warning "Global vs. Local" As shown in the page [*"Global vs. Local"*](@ref global-vs-local), global sparsity patterns are the index sets over all $\mathbf{x}\in\mathbb{R}^n$, whereas local patterns are the index sets for a given point $\mathbf{x}$. For a given function $f$, global sparsity patterns are therefore always supersets of local sparsity patterns and more "conservative" in the sense that they are less sparse. ## Motivating example Let's take a look at the computational graph of the equation $f(\mathbf{x}) = x_1 + x_2x_3 + \text{sgn}(x_4)$, where $\text{sgn}$ is the [sign function](https://en.wikipedia.org/wiki/Sign_function): ```mermaid flowchart LR subgraph Inputs X1["$$x_1$$"] X2["$$x_2$$"] X3["$$x_3$$"] X4["$$x_4$$"] end PLUS((+)) TIMES((*)) SIGN((sgn)) PLUS2((+)) X1 --> |"{1}"| PLUS X2 --> |"{2}"| TIMES X3 --> |"{3}"| TIMES X4 --> |"{4}"| SIGN TIMES --> |"{2,3}"| PLUS PLUS --> |"{1,2,3}"| PLUS2 SIGN --> |"{}"| PLUS2 PLUS2 --> |"{1,2,3}"| RES["$$y=f(x)$$"] ``` To obtain a sparsity pattern, each scalar input $x_i$ gets seeded with a corresponding singleton index set $\{i\}$ [^1]. Since addition and multiplication have non-zero derivatives with respect to both of their inputs, their outputs accumulate and propagate the index sets of their inputs (annotated on the edges of the graph above). The sign function has zero derivatives for any input value. It therefore doesn't propagate the index set ${4}$ corresponding to the input $x_4$. Instead, it returns an empty set. [^1]: $\frac{\partial x_i}{\partial x_j} \neq 0$ only holds for $i=j$ The resulting **global** gradient sparsity pattern $\left(\nabla f(\mathbf{x})\right)_{i} \neq 0$ for $i$ in $\{1, 2, 3\}$ matches the analytical gradient ```math \nabla f(\mathbf{x}) = \begin{bmatrix} \frac{\partial f}{\partial x_1} \\ \frac{\partial f}{\partial x_2} \\ \frac{\partial f}{\partial x_3} \\ \frac{\partial f}{\partial x_4} \end{bmatrix} = \begin{bmatrix} 1 \\ x_3 \\ x_2 \\ 0 \end{bmatrix} \quad . ``` !!! tip "From Global to Local" Note that the **local** sparsity pattern could be more sparse in case $x_2$ and/or $x_3$ are zero. Computing such local sparsity patterns requires [`Dual`](@ref SparseConnectivityTracer.Dual) numbers with information about the primal computation. These are used to evaluate the **local** differentiability of operations like multiplication. ## Toy implementation As mentioned above, SCT uses operator overloading to keep track of index sets. Let's start by implementing our own `MyGradientTracer` type: ```@example toytracer struct MyGradientTracer indexset::Set end ``` We can now overload operators from Julia Base using our type: ```@example toytracer import Base: +, *, sign Base.:+(a::MyGradientTracer, b::MyGradientTracer) = MyGradientTracer(union(a.indexset, b.indexset)) Base.:*(a::MyGradientTracer, b::MyGradientTracer) = MyGradientTracer(union(a.indexset, b.indexset)) Base.sign(x::MyGradientTracer) = MyGradientTracer(Set()) # return empty index set ``` Let's create a vector of tracers to represent our input and evaluate our function with it: ```@example toytracer f(x) = x[1] + x[2]*x[3] * sign(x[4]) xtracer = [ MyGradientTracer(Set(1)), MyGradientTracer(Set(2)), MyGradientTracer(Set(3)), MyGradientTracer(Set(4)), ] ytracer = f(xtracer) ``` Compared to this toy implementation, SCT adds some utilities to automatically create `xtracer` and parse the output `ytracer` into a sparse matrix, which we will omit here. [`jacobian_sparsity(f, x, TracerSparsityDetector())`](@ref TracerSparsityDetector) calls these three steps of (1) tracer creation, (2) function evaluation and (3) output parsing in sequence: ```@example toytracer using SparseConnectivityTracer x = rand(4) jacobian_sparsity(f, x, TracerSparsityDetector()) ``` ## Tracing Jacobians Our toy implementation above doesn't just work on scalar functions, but also on vector valued functions: ```@example toytracer g(x) = [x[1], x[2]*x[3], x[1]+x[4]] g(xtracer) ``` By stacking individual `MyGradientTracer`s row-wise, we obtain the sparsity pattern of the Jacobian of $g$ ```math J_g(\mathbf{x})= \begin{pmatrix} 1 & 0 & 0 & 0 \\ 0 & x_3 & x_2 & 0 \\ 1 & 0 & 0 & 1 \end{pmatrix} \quad . ``` We obtain the same result using SCT's `jacobian_sparsity`: ```@example toytracer jacobian_sparsity(g, x, TracerSparsityDetector()) ``` ## Tracing Hessians In the sections above, we outlined how to implement our own [`GradientTracer`](@ref SparseConnectivityTracer.GradientTracer) from scratch. [`HessianTracer`](@ref SparseConnectivityTracer.HessianTracer) use the same operator overloading approach but are a bit more involved as they contain two index sets: one for the gradient pattern and one for the Hessian pattern. These sets are updated based on whether the first- and second-order derivatives of an operator are zero or not. !!! tip "To be published" Look forward to our upcoming publication of SparseConnectivityTracer, where we will go into more detail on the implementation of `HessianTracer`!
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
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```@meta CurrentModule = Main CollapsedDocStrings = true ``` # [API Reference](@id api) SparseConnectivityTracer uses [ADTypes.jl](https://github.com/SciML/ADTypes.jl)'s [interface for sparsity detection](https://sciml.github.io/ADTypes.jl/stable/#Sparsity-detector). In fact, the functions `jacobian_sparsity` and `hessian_sparsity` are re-exported from ADTypes. ```@docs ADTypes.jacobian_sparsity ADTypes.hessian_sparsity ``` To compute **global** sparsity patterns of `f(x)` over the entire input domain `x`, use ```@docs TracerSparsityDetector ``` To compute **local** sparsity patterns of `f(x)` at a specific input `x`, use ```@docs TracerLocalSparsityDetector ```
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
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# [Global vs. Local Sparsity](@id global-vs-local) Let's motivate the difference between local and global sparsity patterns by taking a look at the function $f(\mathbf{x}) = x_1x_2$. The corresponding Jacobian is: ```math J_f = \begin{bmatrix} \frac{\partial f}{\partial x_1} & \frac{\partial f}{\partial x_2} \end{bmatrix} = \begin{bmatrix} x_2 & x_1 \end{bmatrix} ``` Depending on the values of $\mathbf{x}$, the resulting **local** Jacobian sparsity pattern could be either: * $[1\; 1]$ for $x_1 \neq 0$, $x_2 \neq 0$ * $[1\; 0]$ for $x_1 = 0$, $x_2 \neq 0$ * $[0\; 1]$ for $x_1 \neq 0$, $x_2 = 0$ * $[0\; 0]$ for $x_1 = 0$, $x_2 = 0$ These are computed by [`TracerLocalSparsityDetector`](@ref): ```@repl localvsglobal using SparseConnectivityTracer detector = TracerLocalSparsityDetector(); f(x) = x[1]*x[2]; jacobian_sparsity(f, [1, 1], detector) jacobian_sparsity(f, [0, 1], detector) jacobian_sparsity(f, [1, 0], detector) jacobian_sparsity(f, [0, 0], detector) ``` In contrast to this, [`TracerSparsityDetector`](@ref) computes a conservative union over all sparsity patterns in $\mathbf{x} \in \mathbb{R}^2$. The resulting **global** pattern therefore does not depend on the input. All of the following function calls are equivalent: ```@repl localvsglobal detector = TracerSparsityDetector() jacobian_sparsity(f, [1, 1], detector) jacobian_sparsity(f, [0, 1], detector) jacobian_sparsity(f, [1, 0], detector) jacobian_sparsity(f, [0, 0], detector) jacobian_sparsity(f, rand(2), detector) ``` !!! tip "Global vs. Local" Global sparsity patterns are the union of all local sparsity patterns over the entire input domain. For a given function, they are therefore always supersets of local sparsity patterns and more "conservative" in the sense that they are less sparse.
SparseConnectivityTracer
https://github.com/adrhill/SparseConnectivityTracer.jl.git
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# [Limitations](@id limitations) ## Sparsity patterns are conservative approximations Sparsity patterns returned by SparseConnectivityTracer (SCT) can in some cases be overly conservative, meaning that they might contain "too many ones". If you observe an overly conservative pattern, [please open a feature request](https://github.com/adrhill/SparseConnectivityTracer.jl/issues) so we know where to add more method overloads to increase the sparsity. !!! warning "SCT's no-false-negatives policy" If you ever observe a sparsity pattern that contains too many zeros, we urge you to [open a bug report](https://github.com/adrhill/SparseConnectivityTracer.jl/issues)! ## Function must be composed of generic Julia functions SCT can't trace through non-Julia code. However, if you know the sparsity pattern of an external, non-Julia function, you might be able to work around it by adding methods on SCT's tracer types. ## Function types must be generic When computing the sparsity pattern of a function, it must be written generically enough to accept numbers of type `T<:Real` as (or `AbstractArray{<:Real}`) as inputs. !!! details "Example: Overly restrictive type annotations" Let's see this mistake in action: ```@example notgeneric using SparseConnectivityTracer detector = TracerSparsityDetector() relu_bad(x::AbstractFloat) = max(zero(x), x) outer_function_bad(xs) = sum(relu_bad, xs) nothing # hide ``` Since tracers and dual numbers are `Real` numbers and not `AbstractFloat`s, `relu_bad` throws a `MethodError`: ```@repl notgeneric xs = [1.0, -2.0, 3.0]; outer_function_bad(xs) jacobian_sparsity(outer_function_bad, xs, detector) ``` This is easily fixed by loosening type restrictions or adding an additional methods on `Real`: ```@example notgeneric relu_good(x) = max(zero(x), x) outer_function_good(xs) = sum(relu_good, xs) nothing # hide ``` ```@repl notgeneric jacobian_sparsity(outer_function_good, xs, detector) ``` ## Limited control flow Only [`TracerLocalSparsityDetector`](@ref) supports comparison operators (`<`, `==`, ...), indicator functions (`iszero`, `iseven`, ...) and control flow. [`TracerSparsityDetector`](@ref) does not support any boolean functions and control flow (with the exception of `ifelse`). This might seem unintuitive but follows from our policy stated above: SCT guarantees conservative sparsity patterns. Using an approach based on operator-overloading, this means that global sparsity detection isn't allowed to hit any branching code. `ifelse` is the only exception, since it allows us to evaluate both branches. !!! warning "Common control flow errors" By design, SCT will throw errors instead of returning wrong sparsity patterns. Common error messages include: ```julia ERROR: TypeError: non-boolean [tracer type] used in boolean context ``` ```julia ERROR: Function [function] requires primal value(s). A dual-number tracer for local sparsity detection can be used via `TracerLocalSparsityDetector`. ``` !!! details "Why does TracerSparsityDetector not support control flow and comparisons?" Let us motivate the design decision above by a simple example function: ```@example ctrlflow function f(x) if x[1] > x[2] return x[1] else return x[2] end end nothing # hide ``` The desired **global** Jacobian sparsity pattern over the entire input domain $x \in \mathbb{R}^2$ is `[1 1]`. Two **local** sparsity patterns are possible: `[1 0]` for $\{x | x_1 > x_2\}$, `[0 1]` for $\{x | x_1 \le x_2\}$. The local sparsity patterns of [`TracerLocalSparsityDetector`](@ref) are easy to compute using operator overloading by using [dual numbers](@ref SparseConnectivityTracer.Dual) which contain primal values on which we can evaluate comparisons like `>`: ```@repl ctrlflow using SparseConnectivityTracer jacobian_sparsity(f, [2, 1], TracerLocalSparsityDetector()) jacobian_sparsity(f, [1, 2], TracerLocalSparsityDetector()) ``` The global sparsity pattern is **impossible** to compute when code branches with an if-else condition, since we can only ever hit one branch during run-time. If we made comparisons like `>` return `true` or `false`, we'd get the local patterns `[1 0]` and `[0 1]` respectively. But SCT's policy is to guarantee conservative sparsity patterns, which means that "false positives" (ones) are acceptable, but "false negatives" (zeros) are not. In my our opinion, the right thing to do here is to throw an error: ```@repl ctrlflow jacobian_sparsity(f, [1, 2], TracerSparsityDetector()) ``` In some cases, we can work around this by using `ifelse`. Since `ifelse` is a method, it can evaluate "both branches" and take a conservative union of both resulting sparsity patterns: ```@repl ctrlflow f(x) = ifelse(x[1] > x[2], x[1], x[2]) jacobian_sparsity(f, [1, 2], TracerSparsityDetector()) ```
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using Documenter, CryptoUtils makedocs(modules = [CryptoUtils], sitename = "CryptoUtils.jl", pages = Any[ "Home" => "index.md", "Functions" => "api.md" ]) deploydocs(repo = "github.com/fcasal/CryptoUtils.jl.git", )
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14079
module CryptoUtils import Primes: isprime, primes export legendre, jacobi, sqrt_mod_prime, find_quadratic_non_residue, is_quadratic_residue, convergents, continued_fraction, surd export n2b, b2n export random_prime, safe_prime, tower_two_prime, get_first_primes, twin_primes, is_generator, get_safe_prime_generator export factor_with_ed, wiener ################################################################ ## Number theory utilities ## ################################################################ """ legendre(a::Integer, p::Integer) Return the Legendre symbol of `(a, p)`. `p` should be an odd prime number. """ function legendre(a::Integer, p::Integer) if p % 2 == 0 && !isprime(p) throw("Argument p should be an odd prime.") end b = div(p - 1, 2) return powermod(a, b, p) end """ jacobi(n::Integer, k::Integer) Return the Jacobi symbol of `n, k`. `k` should be an odd number. """ function jacobi(n::Integer, k::Integer) rem(k, 2) != zero(k) || throw("Argument k=$k should be odd.") n = mod(n, k) t = 1 while n != zero(n) while rem(n, 2) == 0 n = div(n, 2) r = k % 8 if r == 3 || r == 5 t = -t end end n, k = k, n if n % 4 == 3 && k % 4 == 3 t = -t end n = mod(n, k) end if k == oneunit(k) return t else return 0 end end """ find_quadratic_non_residue(p::Integer) Return a random number `R` which has no square root mod `p`, i.e., `x^2 == R mod p` has no solutions. """ function find_quadratic_non_residue(p::Integer) two = big"2" qnr = rand(two:p - 1) while jacobi(qnr, p) != -1 qnr = rand(two:p) end return qnr end """ tonelli_shanks(a::Integer, p::Integer) Implements the Tonelli Shanks algorithm for computing square roots modulo a prime number. It assumes such square roots exist. """ function tonelli_shanks(a::Integer, p::Integer) b = find_quadratic_non_residue(p) t = p - 1 s = 0 while t % 2 == 0 t = div(t, 2) s += 1 end M = s Q = t c = powermod(b, t, p) t = powermod(a, t, p) r = powermod(a, div(Q + 1, 2), p) while t != 1 i = 1 tpow = powermod(t, 2, p) while tpow != 1 tpow = mod(tpow * tpow, p) i += 1 end po = M - i - 1 b = powermod(c, big"2"^po, p) M = i c = powermod(b, 2, p) t = mod(t * powermod(b, 2, p), p) r = mod(r * b, p) end return r end """ hoc_sqrt(a::Integer, p::Integer) Algorithm from Handbook of cryptography, Koblitz pp 48-49. Finds a solution to `x^2 == a mod p`. It assumes such solution exists. Running time highly depends on |alpha|, assuming `p-1 = 2^alpha * s`, for an odd `s`. """ function hoc_sqrt(a::Integer, p::Integer) n = find_quadratic_non_residue(p) s = p - 1 alpha = 0 while s % 2 == 0 s = div(s, 2) alpha += 1 end inv_a = invmod(a, p) b = powermod(n, s, p) r = powermod(a, div(s + 1, 2), p) r_sqr = powermod(r, 2, p) two = BigInt(2) expon = two^(alpha - 1) for i in 1:alpha - 1 expon = div(expon, two) d = powermod(inv_a * r_sqr, expon, p) if d == p - 1 r = mod(r * b, p) r_sqr = powermod(r, two, p) end b = powermod(b, two, p) end return r end """ is_quadratic_residue(a::Integer, p::Integer) -> Bool Return true or false depending on wheter `a` is a quadratic residue mod `p`. That is, it checks if `x^2 == a mod p` has solutions. """ function is_quadratic_residue(a::Integer, p::Integer) if p == oftype(p, 2) return true end return jacobi(a, p) == 1 end """ sqrt_mod_prime(a::Integer, p::Integer) -> Integer Solves `x^2 == a mod p` and returns one of the square roots `r`. The other root is `p - r`. If there are no solutions, throws an exception. ```julia julia> sqrt_mod_prime(33^2, 73) 33 ``` """ function sqrt_mod_prime(a::Integer, p::Integer) a = mod(a, p) is_quadratic_residue(a, p) || throw("$a is not a quadratic residue mod $p.") if p % 2 == 0 return a elseif p % 4 == 3 return powermod(a, div(p + 1, 4), p) elseif p % 8 == 5 d = powermod(a, div(p - 1, 4), p) if d == 1 r = powermod(a, div(p + 3, 8), p) elseif d == p - 1 r = mod(2 * a * powermod(4 * a, div(p - 5, 8), p), p) end return r # If p-1 is of the form 2^k*s for large k, use tonelli-shanks. # Here k is large if k > 100 elseif mod(p - 1, 1267650600228229401496703205376) == 0 return tonelli_shanks(a, p) # depends on size of k else return hoc_sqrt(a, p) end end """ continued_fraction(a::T, b::T) where T <: Integer Return the continued fraction of the rational `a/b`. # Example ```julia julia> continued_fraction(31, 73) 6-element Array{Int64,1}: 0 2 2 1 4 2 ``` """ function continued_fraction(a::T, b::T) where T <: Integer r = a // b p = Integer(floor(r)) fraction = typeof(a)[] push!(fraction, p) f = r - p while f != 0 r = 1 // f p = Integer(floor(r)) push!(fraction, p) f = r - p end return fraction end """ convergents(a::T, b::T) where T <: Integer Return the convergents of a rational `a/b`. # Example ```julia julia> convergents(31, 73) 6-element Array{Rational,1}: 0//1 1//2 2//5 3//7 14//33 31//73 ``` """ function convergents(a::T, b::T) where T <: Integer fraction = continued_fraction(a, b) return convergents(fraction) end """ convergents(cont_fraction::Array) Return the convergents given the continued fraction of a rational. """ function convergents(cont_fraction::Array) nums = BigInt[0, 1] dens = BigInt[1, 0] converg = Rational[] for a in cont_fraction next_num = a * nums[end] + nums[end - 1] next_den = a * dens[end] + dens[end - 1] push!(converg, next_num // next_den) push!(nums, next_num) push!(dens, next_den) end return converg end """ solve_quadratic(a::Integer, b::Integer, c::Integer) Return solutions to the equation `a*x^2 + b*x + c`. Assumes the solutions are integer. """ function solve_quadratic(a::Integer, b::Integer, c::Integer) d = isqrt(b^2 - 4 * a * c) return div(-b + d, 2 * a), div(-b - d, 2 * a) end """ surd(n::BigInt, k::Int64) Return largest integer smaller or equal than the `k`-th root of `n`. """ function surd(n::BigInt, k::Int64) if k == 1 return n elseif k == 0 return big"1" end low = 1 high = n mid = div(low + high, 2) while abs(mid^k - n) >= 0.49 if mid^k < n low = mid elseif mid^k > n high = mid end mid = div(low + high, 2) if high - low == 1 return low end end return floor(mid) end """ is_generator(g::Integer, q::Integer, factors::Array) -> Bool Returns true if `g` is a generator of `Z_q` where `q` is prime and `factors` is the prime factorization of `q - 1 = p1^e1 * p2^e2 ... * pk^ek`. ``` q = 2^7 * 5 + 1 is_generator(2, q, [2, 5]) -> false is_generator(3, q, [2, 5]) -> true ``` """ function is_generator(g::Integer, q::Integer, factors::Array)::Bool if q % 2 == 0 && !isprime(q) throw("Argument q should be an odd prime.") end n = q - 1 for factor in factors if powermod(g, div(n,factor), q) == 1 return false end end return true end """ get_safe_prime_generator(q::BigInt) -> BigInt Returns a generator of `Z_q`, where `q = 2 * p + 1` with `q, p` primes. """ function get_safe_prime_generator(q::BigInt)::BigInt if q % 2 == 0 && !isprime(q) throw("Argument q should be an odd prime.") end p = div(q - 1, 2) factors = [2, p] @label sample_generator g = rand(1 : q - 1) if !is_generator(g, q, factors) @goto sample_generator end return g end ################################################################ ## Prime number utilities ## ################################################################ """ random_prime(bitsize::Integer) -> BigInt Return a random prime with `bitsize` bits. ``` julia> random_prime(42) 2458636110727 ``` """ function random_prime(bitsize::Integer)::BigInt n = oneunit(BigInt) two = BigInt(2) lo = two^(bitsize - 1) hi = two^bitsize while !isprime(n) n = rand(lo:hi) end return n end """ tower_two_prime(bitsize::Integer, tower_len::Integer) -> BigInt Return a random prime of the form `2^towerlen * q + 1` with `bitsize` bits and where `q` is also a prime. ``` julia> tower_two_prime(22, 6) 2362433 ``` """ function tower_two_prime(bitsize::Integer, tower_len::Integer)::BigInt n = oneunit(BigInt) tower = big"2"^tower_len lo = big"2"^(bitsize - tower_len - 1) hi = big"2"^(bitsize - tower_len) while !isprime(n) n = tower * random_prime(bitsize - tower_len) + 1 end return n end """ safe_prime(bitsize::Integer) -> BigInt Return a random safe-prime `q` of the form `q = 2 * p + 1` where `p` is also a prime number. The returning prime number has `bitsize` bits. ``` julia> safe_prime(10) 1439 ``` """ function safe_prime(bitsize::Integer)::BigInt n = oneunit(BigInt) two = BigInt(2) while !isprime(n) p = random_prime(bitsize - 1) n = two * p + 1 end return n end """ get_first_primes(k::Integer) -> Collection Output the first `k` prime numbers. ```julia julia> get_first_primes(10) 10-element Array{Int64,1}: 2 3 5 7 11 13 17 19 23 29 ``` """ function get_first_primes(k::Integer) if k <= zero(k) return [] end l = log(k + 1) hi = max(2, Int(ceil((k + 1) * (l + log(l))))) res = primes(hi) res = res[1:min(length(res), k)] return res end """ twin_primes(bitsize::Integer) Return a pair of prime numbers `p, p + 2` with `bitsize` bits. This might take a while to run. """ function twin_primes(bitsize::Integer) q = 1 p = 1 while !isprime(q) p = random_prime(bitsize) q = p + 2 end return p, q end ################################################################ ## Conversion utilities ## ################################################################ """ n2b(n::Integer) -> String Converts a number to its bytes representation, effectively writing the number in base 256, and returning the corresponding bytes. ```julia julia> n2b(22405534230753963835153736737) "Hello world!" ``` """ function n2b(n::Integer)::String res::String = "" while n != zero(n) n, r = divrem(n, 256) res = Char(r) * res end return res end """ b2n(str::String) -> BigInt Converts a byte-string to a number, converting the string from base 256 to base 10. ```julia julia> b2n("Hello world!") 22405534230753963835153736737 ``` """ function b2n(str::String)::BigInt res::BigInt = 0 for (i, char) in enumerate(reverse(str)) res += big"256"^(i - 1) * Int(char) end return res end ################################################################ ## Cryptography utilities ## ################################################################ """ factor_with_ed(n::Integer, e::Integer, d::Integer) -> (Integer, Integer) Factors `n = p*q` given `(e, d)` such that `e*d = 1 mod phi(n)` Stinson page 204 - algorithm 5.10 """ function factor_with_ed(n::Integer, e::Integer, d::Integer) k = e * d - 1 s = 0 r = k while r % 2 == 0 s += 1 r = div(r, 2) end while true w = rand(2:n - 1) x = gcd(w, n) if 1 < x < n return x, div(n, x) end v = powermod(w, r, n) v0 = v while v != 1 v0 = v v = powermod(v, 2, n) end if v0 == n - 1 continue end x = gcd(v0 + 1, n) if 1 < x < n return x, div(n, x) end end end """ wiener(n::Integer, e::Integer, dujella_bound=20) Factors the semiprime `n`, assuming Wiener's attack holds: `d < n^(1/4)`, where `d*e = 1 mod phi(n)`. Uses Dujella extension attack. Increasing the `dujella_bound` argument slows the running time but increases chances of finding the correct `d` in case `d ~ n^(1/4)`. """ function wiener(n::Integer, e::Integer, dujella_bound = 20) # usual aproximation of k/d # convergs = convergents(e, n) # better aproximation of k/d convergs = convergents(e, n + 1 - 2 * isqrt(n)) # ignore first convergent 0/1 deleteat!(convergs, 1) old_d = 1 # ciphertext to test decryption exponent test_cipher = powermod(2, e, n) # build (r, s) pairs # with 1 < s < r < dujella_bound # and gcd(r, s) = 1 # https://bib.irb.hr/datoteka/383127.dujececc.pdf pairs_rs = Pair[] for r in 1:dujella_bound for s in 1:r if gcd(r, s) == 1 push!(pairs_rs, r => s) end end end for fraction in convergs k = numerator(fraction) d = denominator(fraction) # regular Wiener attack if powermod(test_cipher, d, n) == 2 phi = div(e * d - 1, k) p, q = solve_quadratic(1, phi - n - 1, n) @assert p * q == n return p, q end # Dujella extension for p in pairs_rs dujella = p.first * d + p.second * old_d if powermod(test_cipher, dujella, n) == 2 return factor_with_ed(n, e, dujella) end end old_d = d end end end # module
CryptoUtils
https://github.com/fcasal/CryptoUtils.jl.git
[ "MIT" ]
0.1.1
5cf33e96d18c8aa607bc45b9c0db0e19367ad24c
code
3188
struct EllipticCurve a::BigInt b::BigInt n::BigInt end struct EllipticPoint x::BigInt y::BigInt end function isInfinityPoint(P::EllipticPoint) return P.x == -1 && P.y == -1 end function double(P::EllipticPoint, E::EllipticCurve)::EllipticPoint if isInfinityPoint(P) return P end g::BigInt, inv::BigInt, _ = gcdx(2 * P.y, E.n) # if g != 1 # return g # elseif g == E.n # return InfinityPoint() # end lambda::BigInt = mod((3 * P.x^2 + E.a) * inv, E.n) new_x::BigInt = mod(lambda^2 - 2 * P.x, E.n) new_y::BigInt = mod(lambda * (P.x - new_x) - P.y, E.n) return EllipticPoint(new_x, new_y) end function add(P::EllipticPoint, Q::EllipticPoint, E::EllipticCurve)::EllipticPoint if isInfinityPoint(P) return Q elseif isInfinityPoint(Q) return P end if P.x == Q.x && P.y == Q.y return double(P, E) end @time delta_x = mod(Q.x - P.x, E.n) @time g::BigInt, inv::BigInt, _ = gcdx(delta_x, E.n) # if 1 < g < E.n # return g # elseif g == E.n # return InfinityPoint() # end @time delta_y = mod(Q.y - P.y, E.n) @time lambda = mod(delta_y * inv, E.n) @time new_x = mod(lambda^2 - P.x - Q.x, E.n) @time new_y = mod(lambda * (P.x - new_x) - P.y, E.n) return EllipticPoint(new_x, new_y) end function InfinityPoint() return EllipticPoint(-1, -1) end function multiply(k::BigInt, P::EllipticPoint, E::EllipticCurve)::EllipticPoint Q = InfinityPoint() @inbounds for b in string(k, base = 2) Q = double(Q, E) # if typeof(Q) != EllipticPoint # return Q # end if b == '1' Q = add(Q, P, E) # if typeof(Q) != EllipticPoint # return Q # end end end return Q end function test_add() p = big"115792089210356248762697446949407573530086143415290314195533631308867097853951" a = big"-3" b = big"41058363725152142129326129780047268409114441015993725554835256314039467401291" E = EllipticCurve(a, b, p) gx = big"48439561293906451759052585252797914202762949526041747995844080717082404635286" gy = big"36134250956749795798585127919587881956611106672985015071877198253568414405109" P = EllipticPoint(gx, gy) P = add(P, P, E) P = add(P, P, E) P = add(P, P, E) # for i=1:100000 # P = add(P, P, E) # end end function test_mult() p = big"115792089210356248762697446949407573530086143415290314195533631308867097853951" a = big"-3" b = big"41058363725152142129326129780047268409114441015993725554835256314039467401291" E = EllipticCurve(a, b, p) gx = big"48439561293906451759052585252797914202762949526041747995844080717082404635286" gy = big"36134250956749795798585127919587881956611106672985015071877198253568414405109" P = EllipticPoint(gx, gy) for i=1:100000 P = multiply(big"123456", P, E) end end # initial # 1.211539 seconds (5.45 M allocations: 153.242 MiB, 11.24% gc time) # 21.950572 seconds (112.61 M allocations: 2.961 GiB, 12.85% gc time) @time test_add() # @time test_mult()
CryptoUtils
https://github.com/fcasal/CryptoUtils.jl.git
[ "MIT" ]
0.1.1
5cf33e96d18c8aa607bc45b9c0db0e19367ad24c
code
99
using CryptoUtils using Test @testset "CryptoUtils.jl" begin # Write your own tests here. end
CryptoUtils
https://github.com/fcasal/CryptoUtils.jl.git
[ "MIT" ]
0.1.1
5cf33e96d18c8aa607bc45b9c0db0e19367ad24c
docs
2314
# CryptoUtils [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://fcasal.github.io/CryptoUtils.jl/dev/) ## Features This package supports a number of cryptographic and number theory related primitives: * generation of random prime numbers and safe primes; * Jacobi and Legendre symbols; * modular square roots; * continued fractions of rationals and convergents; * "bytes to number" and "number to bytes" conversion functions; * RSA attacks: * Wiener's attack with Dujella's extension; * Factor `n = p*q`, given `e` and `d`. ## Installation To install the package, simply run from the julia REPL: ``` julia> ]add CryptoUtils ``` ## Documentation Access the full [documentation](https://fcasal.github.io/CryptoUtils.jl/dev/). ## Example ```julia julia> using CryptoUtils julia> p = random_prime(512); q = random_prime(512); n = p*q # generate semiprime n 131745220523048272797760331579564741491214753542423769574982847786514776153155250573474208964071358407384440164414712528658264269591534035958596966591477455650082238340858337257106511821924740760868219278777077341070367621453029038918351903399126114774879588852878367966142856170535138849910785240708139225987 julia> e = 65537 65537 julia> d = invmod(e, (p-1)*(q-1)) # compute RSA decryption exponent 32362883641310315451899592262377172791965856192371946631485250568611645044625881242387678564972226360689108476233462883544705990145324113781489121643593621753163078450834460663942035227770596133499206721223993086064885467845603112395435294663436699341967664046213003429586468421266641276398515468366056248785 julia> factor_with_ed(n, e, d) # factor n with e and d (11209007052907094316298587866392085453240213973638699831846376613053337678939099626874977325024647359864974367465362518878257931790980202563932031187056729, 11753513928682888932534842071560505691719602160983337271901213762089936749492510218729499032535262339600976674663969869808030961514878135483359095845990203) julia> p 11209007052907094316298587866392085453240213973638699831846376613053337678939099626874977325024647359864974367465362518878257931790980202563932031187056729 julia> q 11753513928682888932534842071560505691719602160983337271901213762089936749492510218729499032535262339600976674663969869808030961514878135483359095845990203 ```
CryptoUtils
https://github.com/fcasal/CryptoUtils.jl.git
[ "MIT" ]
0.1.1
5cf33e96d18c8aa607bc45b9c0db0e19367ad24c
docs
685
# CryptoUtils ## Number to bytes conversion ```@docs CryptoUtils.b2n CryptoUtils.n2b ``` ## Prime numbers ```@docs CryptoUtils.random_prime CryptoUtils.safe_prime CryptoUtils.tower_two_prime CryptoUtils.get_first_primes CryptoUtils.twin_primes ``` ## Number theory ```@docs CryptoUtils.find_quadratic_non_residue CryptoUtils.is_quadratic_residue CryptoUtils.sqrt_mod_prime CryptoUtils.jacobi CryptoUtils.legendre CryptoUtils.continued_fraction CryptoUtils.convergents CryptoUtils.surd CryptoUtils.hoc_sqrt CryptoUtils.tonelli_shanks CryptoUtils.is_generator CryptoUtils.get_safe_prime_generator ``` ## Cryptography ```@docs CryptoUtils.factor_with_ed CryptoUtils.wiener ```
CryptoUtils
https://github.com/fcasal/CryptoUtils.jl.git
[ "MIT" ]
0.1.1
5cf33e96d18c8aa607bc45b9c0db0e19367ad24c
docs
2129
# CryptoUtils.jl ## Features This package supports a number of cryptographic and number theory related primitives: * generation of random prime numbers and safe primes; * Jacobi and Legendre symbols; * modular square roots; * continued fractions of rationals and convergents; * "bytes to number" and "number to bytes" conversion; * RSA attacks: * Wiener's attack with Dujella's extension; * Factor `n = p*q`, given `e` and `d`. ## Installation To install the package, simply run from the julia REPL: ``` julia> ]add CryptoUtils ``` ## Example ```julia julia> using CryptoUtils julia> p = random_prime(512); q = random_prime(512); n = p*q # generate semiprime n 131745220523048272797760331579564741491214753542423769574982847786514776153155250573474208964071358407384440164414712528658264269591534035958596966591477455650082238340858337257106511821924740760868219278777077341070367621453029038918351903399126114774879588852878367966142856170535138849910785240708139225987 julia> e = 65537 65537 julia> d = invmod(e, (p-1)*(q-1)) # compute RSA decryption exponent 32362883641310315451899592262377172791965856192371946631485250568611645044625881242387678564972226360689108476233462883544705990145324113781489121643593621753163078450834460663942035227770596133499206721223993086064885467845603112395435294663436699341967664046213003429586468421266641276398515468366056248785 julia> factor_with_ed(n, e, d) # factor n with n and d (11209007052907094316298587866392085453240213973638699831846376613053337678939099626874977325024647359864974367465362518878257931790980202563932031187056729, 11753513928682888932534842071560505691719602160983337271901213762089936749492510218729499032535262339600976674663969869808030961514878135483359095845990203) julia> p 11209007052907094316298587866392085453240213973638699831846376613053337678939099626874977325024647359864974367465362518878257931790980202563932031187056729 julia> q 11753513928682888932534842071560505691719602160983337271901213762089936749492510218729499032535262339600976674663969869808030961514878135483359095845990203 ``` ## Index ```@index ```
CryptoUtils
https://github.com/fcasal/CryptoUtils.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
621
using Isoplot using Documenter DocMeta.setdocmeta!(Isoplot, :DocTestSetup, :(using Isoplot); recursive=true) makedocs(; modules=[Isoplot], authors="C. Brenhin Keller", repo="https://github.com/JuliaGeochronology/Isoplot.jl/blob/{commit}{path}#{line}", sitename="Isoplot.jl", format=Documenter.HTML(; prettyurls=get(ENV, "CI", "false") == "true", canonical="https://JuliaGeochronology.github.io/Isoplot.jl", assets=String[], ), pages=[ "Home" => "index.md", ], ) deploydocs(; repo="github.com/JuliaGeochronology/Isoplot.jl", devbranch = "main", )
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
3120
using Isoplot, Plots, VectorizedStatistics cd(@__DIR__) # Example U-Pb dataset (MacLennan et al. 2020) # 207/235 1σ abs 206/236 1σ abs correlation data = [1.1009 0.00093576 0.123906 0.00002849838 0.319 1.1003 0.00077021 0.123901 0.00003531178 0.415 1.0995 0.00049477 0.123829 0.00002538494 0.434 1.0992 0.00060456 0.123813 0.00003652483 0.616 1.1006 0.00071539 0.123813 0.00002228634 0.321 1.0998 0.00076986 0.123802 0.00002537941 0.418 1.0992 0.00065952 0.123764 0.00003589156 0.509 1.0981 0.00109810 0.123727 0.00003959264 0.232 1.0973 0.00052670 0.123612 0.00002966688 0.470 1.0985 0.00087880 0.123588 0.00002842524 0.341 1.0936 0.00054680 0.123193 0.00003264614 0.575 1.0814 0.00051366 0.121838 0.00003045950 0.587 ] # Turn into UPbAnalysis objects analyses = UPbAnalysis.(eachcol(data)...,) # Screen for discordance t = discordance.(analyses) .< 0.2 @info "Excluding $(count(.!t)) discordant analyses" analyses = analyses[t] # Plot in Wetherill concordia space hdl = plot(xlabel="²⁰⁷Pb/²³⁵U", ylabel="²⁰⁶Pb/²³⁸U", grid=false, framestyle=:box) plot!(hdl, analyses, color=:darkblue, alpha=0.3, label="") concordiacurve!(hdl) # Add concordia curve savefig(hdl, "concordia.pdf") display(hdl) # Plot in rankorder plot age_06_38 = last.(age.(analyses)) rankorder_plot = rankorder(val.(age_06_38), σ1.(age_06_38), ylabel="Age (Ma)") savefig(rankorder_plot, "rank_order.pdf") display(rankorder_plot) ## --- Bayesian Pb-loss-aware eruption age estimation nsteps = 10^6 tmindist, t0dist = metropolis_min(nsteps, UniformDistribution, analyses; burnin=10^4) tpbloss = CI(t0dist) terupt = CI(tmindist) display(terupt) println("Eruption/deposition age: $terupt Ma (95% CI)") # Add to concordia plot I = rand(1:length(tmindist), 1000) # Pick 100 random samples from the posterior distribution concordialine!(hdl, t0dist[I], tmindist[I], color=:darkred, alpha=0.02, label="Model: $terupt Ma") # Add to Concordia plot display(hdl) terupt ## --- Histogram of distribution of eruption age h = histogram(tmindist, xlabel="Age [Ma]", ylabel="Probability Density", normalize=true, label="Eruption age", color=:darkblue, alpha=0.65, linealpha=0.1, framestyle=:box) ylims!(h, 0, last(ylims())) savefig(h, "EruptionAge.pdf") display(h) ## --- Show eruption age relative to distribution of upper intercepts uis = upperintercept.(vmean(t0dist), analyses) h = rankorder(Isoplot.val.(uis), Isoplot.err.(uis)) plot!(h,1:length(uis),fill(terupt.lower,length(uis)),fillto=terupt.upper,color=:blue,fillalpha=0.5,linealpha=0, label="Model ($terupt Ma, 95% CI)") plot!(h,1:length(uis),fill(terupt.mean,length(uis)),linecolor=:black,linestyle=:dot,label="",legend=:topleft,fg_color_legend=:white,framestyle=:box) ## --- Histogram of distribution of time of Pb-loss h = histogram(t0dist, xlabel="Age [Ma]", ylabel="Probability Density", normalize=true, label="Time of Pb-loss", color=:darkblue, alpha=0.65, linealpha=0.1, framestyle=:box) xlims!(h, 0, last(xlims())) ylims!(h, 0, last(ylims())) savefig(h, "PbLoss.pdf") display(h)
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
2352
using Isoplot, Plots, Distributions, DelimitedFiles # Example Detrital zircon U-Pb dataset (Karlstrom et al. 2018) cd(@__DIR__) data = readdlm("data/sixtymileA.csv", ',') # Turn into UPbAnalysis objects analyses = UPbAnalysis.(eachcol(data)...,) cc = plot(xlabel="²⁰⁷Pb/²³⁵U", ylabel="²⁰⁶Pb/²³⁸U", framestyle=:box) plot!(cc, analyses, color=:black, alpha=0.05, label="") # Screen for discordance t = first.(age.(analyses)) .< 1000 @info "Excluding $(count(.!t)) Paleoproterozoic analyses" analyses = analyses[t] # Plot in Wetherill concordia space plot!(cc, analyses, color=:darkblue, alpha=0.5, label="") ylims!(cc, 0, last(ylims(cc))) xlims!(cc, 0, last(xlims(cc))) concordiacurve!(cc) # Add concordia curve savefig(cc, "concordia.pdf") display(cc) ## --- Bayesian Pb-loss-aware deposition age estimation nsteps = 10^6 tmindist, t0dist = metropolis_min(nsteps, UniformDistribution, analyses, burnin=10^4,lossprior=Normal(0,30)) ## --- tpbloss = CI(t0dist) tdepo = CI(tmindist) display(tdepo) display(tpbloss) # Add to concordia plot I = rand(1:length(tmindist), 200) # Pick 100 random samples from the posterior distribution concordialine!(cc, t0dist[I], tmindist[I], truncate=true, color=:darkred, alpha=0.05, label="Deposition: $tdepo Ma", legend=:bottomright) # Add to Concordia plot savefig("concordiadepo.pdf") display(cc) tdepo ## --- Histogram of distribution of deposition age te = histogram(tmindist, xlabel="Age [Ma]", ylabel="Probability Density", normalize=true, label="Deposition: $tdepo Ma", color=:darkred, fill=true, alpha=0.75, linealpha=0.1, framestyle=:box) ylims!(te, 0, last(ylims())) savefig(te, "depositionage.pdf") display(te) ## --- Histogram of distribution of time of Pb-loss tpb = histogram(t0dist, xlabel="Age [Ma]", ylabel="Probability Density", normalize=true, label="Pb-loss: $tpbloss Ma", color=:darkblue, fill=true, alpha=0.65, linealpha=0.1, framestyle=:box) xlims!(tpb, 0, last(xlims())) ylims!(tpb, 0, last(ylims())) savefig(tpb, "pbloss.pdf") display(tpb) ## --- Plot stacked h = plot(cc,te,tpb, layout=(3,1), size=(500,1000), left_margin=(8,:mm)) savefig(h, "depositionestimation.pdf") display(h) ## --- Standard deposition age estimation nsteps = 10^6 tmindist68 = metropolis_min(nsteps, UniformDistribution, first.(age.(analyses)), burnin=10^4) tdep68 = CI(tmindist68) display(tdep68) ## ---
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
3324
using Isoplot, Plots, VectorizedStatistics # Example U-Pb dataset (MacLennan et al. 2020) # 207/235 1σ abs 206/236 1σ abs correlation data = [1.1009 0.00093576 0.123906 0.00002849838 0.319 1.1003 0.00077021 0.123901 0.00003531178 0.415 1.0995 0.00049477 0.123829 0.00002538494 0.434 1.0992 0.00060456 0.123813 0.00003652483 0.616 1.1006 0.00071539 0.123813 0.00002228634 0.321 1.0998 0.00076986 0.123802 0.00002537941 0.418 1.0992 0.00065952 0.123764 0.00003589156 0.509 1.0981 0.00109810 0.123727 0.00003959264 0.232 1.0973 0.00052670 0.123612 0.00002966688 0.470 1.0985 0.00087880 0.123588 0.00002842524 0.341 1.0936 0.00054680 0.123193 0.00003264614 0.575 1.0814 0.00051366 0.121838 0.00003045950 0.587 ] # Turn into UPbAnalysis objects analyses = UPbAnalysis.(eachcol(data)...,) # Screen for discordance t = discordance.(analyses) .< 0.2 @info "Excluding $(count(.!t)) discordant analyses" analyses = analyses[t] # Plot in Wetherill concordia space cc = plot(xlabel="²⁰⁷Pb/²³⁵U", ylabel="²⁰⁶Pb/²³⁸U", framestyle=:box) plot!(cc, analyses, color=:darkblue, alpha=0.3, label="") concordiacurve!(cc) # Add concordia curve savefig(cc, "concordia.pdf") display(cc) ## --- Log likelihood distribution / demonstration of burnin nsteps = 10^6 tmindist, tmaxdist, t0dist, lldist, acceptancedist = metropolis_minmax(nsteps, UniformDistribution, analyses) ll = plot(lldist, label="", xlabel="Step number", ylabel="Log likelihood", color=:darkblue, framestyle=:box, alpha=0.2) savefig(ll, "lldist.pdf") display(ll) ## --- Bayesian Pb-loss-aware eruption age estimation nsteps = 10^7 tmindist, t0dist = metropolis_min(nsteps, UniformDistribution, analyses, burnin=10^4) # --- tpbloss = CI(t0dist) terupt = CI(tmindist) display(terupt) display(tpbloss) # Add to concordia plot I = rand(1:length(tmindist), 200) # Pick 100 random samples from the posterior distribution concordialine!(cc, t0dist[I], tmindist[I], color=:darkred, alpha=0.05, label="Eruption: $terupt Ma", legend=:bottomright) # Add to Concordia plot savefig("concordiaterupt.pdf") display(cc) terupt ## --- Histogram of distribution of eruption age te = histogram(tmindist, xlabel="Age [Ma]", ylabel="Probability Density", normalize=true, label="Eruption: $terupt Ma", color=:darkred, fill=true, alpha=0.75, linealpha=0.1, framestyle=:box) ylims!(te, 0, last(ylims())) savefig(te, "eruptionage.pdf") display(te) ## --- Histogram of distribution of time of Pb-loss tpb = histogram(t0dist, xlabel="Age [Ma]", ylabel="Probability Density", normalize=true, label="Pb-loss: $tpbloss Ma", color=:darkblue, fill=true, alpha=0.65, linealpha=0.1, framestyle=:box) xlims!(tpb, 0, last(xlims())) ylims!(tpb, 0, last(ylims())) savefig(tpb, "pbloss.pdf") display(tpb) ## --- Plot stacked h = plot(cc,te,tpb, layout=(3,1), size=(500,1000), left_margin=(8,:mm)) savefig(h, "eruptionestimation.pdf") display(h) ## --- Standard eruption age estimation nsteps = 10^7 tmindist = metropolis_min(nsteps, UniformDistribution, first.(age.(analyses)), burnin=10^4) teruptold = CI(tmindist) display(teruptold) ## --- Stacked plot of screening options # h = plot(ccfiltered,cc, layout=(2,1), size=(500,660), left_margin=(4,:mm)) # savefig(h, "filteredunfiltered.pdf") ## ---
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
5964
module MakieExt using Isoplot using Makie using Measurements import Isoplot: concordialine, concordialine!, concordiacurve, concordiacurve! Makie.convert_arguments(P::Type{<:Poly},e::Ellipse) = convert_arguments(P,as_points(e.x,e.y)) Makie.convert_arguments(P::Type{<:Poly},a::Analysis) = convert_arguments(P,Ellipse(a)) Makie.plottype(::Ellipse) = Poly Makie.plottype(::Analysis) = Poly function as_points(v1,v2) if length(v1) == length(v2) pointList = Point2f[] for i in 1:lastindex(v1) push!(pointList,Point2f(v1[i],v2[i])) end return pointList else Throw(DimensionMismatch("Arguments must be the same length")) end end # Plot a line between two times in Wetherill Concordia space @recipe(ConcordiaLine, t₀, t₁) do scene Attributes( concordiaType = :Wetherril, color = :black, linewidth = 1, errorcolor = (:black,0.15) ) end function Makie.plot!(cline::ConcordiaLine) r75₀ = ratio(cline.t₀[], λ235U) r68₀ = ratio(cline.t₀[], λ238U) r75₁ = ratio(cline.t₁[], λ235U) r68₁ = ratio(cline.t₁[], λ238U) slope = 0.0 ± 0.0 intercept = 0.0 ± 0.0 if cline[:concordiaType][] == :Wetherril slope = (r68₁-r68₀)/(r75₁-r75₀) intercept = r68₀ - r75₀*slope elseif cline[:concordiaType][] == :TeraWasserburg #TODO else throw(ArgumentError("concordiaType must be :Wetherril or :TeraWasserburg")) end xmin = val(r75₀) xmax =val(r75₁) x = Observable(collect(range(xmin, xmax, length=50))) y = intercept .+ slope .* x[] y_val = Observable(val.(y)) y_err = err.(y) upperError = as_points(x[],y_val[] .+ y_err) lowerError = as_points(reverse(x[]),reverse(y_val[] .- y_err)) errorPoly = Observable([upperError;lowerError]) poly!(cline,errorPoly,color=cline[:errorcolor][],strokewidth =0) lines!(cline,x,y_val,color = cline[:color][], linewidth = cline[:linewidth][]) return cline end @recipe(ConcordiaCurve,t₀, t₁) do scene Attributes( concordiaType = :Wetherril, color = :black, linewidth = 1, errorcolor = (:black,0.15), agefontsize = 10, ageticksize = 5, agetickcolor = :black ) end function Makie.plot!(ccurve::ConcordiaCurve) # Uncertainty of 235 decay constant relative to the 238 decay constant σₜ = λ235U_jaffey.val .* sqrt((λ238U.err/λ238U.val).^2 + (λ235U_jaffey.err/λ235U_jaffey.val).^2) # 1/Years # Plot the concordia curve tlim = [ccurve.t₀[],ccurve.t₁[]] # xl = [ccurve.t₀[],ccurve.t₁[]] # xl, yl = Plots.xlims(hdl), Plots.ylims(hdl) # Note current size of figure # tlim = age.(max.(xl, 0.0), λ235U_jaffey.val) # Calculate time range of current window dt = tlim[2] - tlim[1] tmin = max(tlim[1]-0.1dt, 0.0) tmax = tlim[2]+0.1dt t = range(tmin, tmax, length=1000) # Time vector, including padding xratio = Observable(Float64[]) yratio = Observable(Float64[]) errx = Float64[] erry = Float64[] scale = floor(log10(tlim[2]-tlim[1])) # Characteristic timescale (order of magnitude) trange = round.(tlim./10.0^scale) # Minimum and maximum time to a round number majorstep = 0.5 tticks = (trange[1]:majorstep:trange[2]).*10.0^scale # Time ticks, to a round number tickx = Observable(Float64[]) ticky = Observable(Float64[]) if ccurve[:concordiaType][] == :Wetherril xratio[]= ratio.(t, λ235U_jaffey.val) # X axis values yratio[] = ratio.(t, λ238U.val)# Y axis values errx = [ratio.(t, λ235U_jaffey.val-σₜ*2); reverse(ratio.(t, λ235U_jaffey.val+σₜ*2))] erry = [yratio[]; reverse(yratio[])] tickx[] = ratio.(tticks, λ235U_jaffey.val) # X axis values ticky[] = ratio.(tticks, λ238U.val)# Y axis values elseif ccurve[:concordiaType][] == :TeraWasserburg xratio[]= ratio.(t, λ235U_jaffey.val) # X axis values yratio[] = ratio.(t, λ238U.val)# Y axis values errx = [ratio.(t, λ235U_jaffey.val-σₜ*2); reverse(ratio.(t, λ235U_jaffey.val+σₜ*2))] erry = [yratio[]; reverse(yratio[])] tickx[] = ratio.(tticks, λ235U_jaffey.val) # X axis values ticky[] = ratio.(tticks, λ238U.val)# Y axis values else throw(ArgumentError("concordiaType must be :Wetherril or :TeraWasserburg")) end errorPts = Observable(as_points(errx,erry)) poly!(ccurve,errorPts,color=ccurve[:errorcolor][],strokewidth =0) lines!(ccurve,xratio, yratio,color = ccurve[:color][], linewidth = ccurve[:linewidth][]) # # Plot age markers with text labels scatter!(ccurve,tickx,ticky,markersize = ccurve[:ageticksize][],color = ccurve[:agetickcolor][],transform_marker=true) xoffset = (maximum(tickx[])-minimum(tickx[]))/200 yoffset = (maximum(ticky[])-minimum(ticky[]))/100 t = (minimum(xratio[])+8*xoffset) .< tickx[] .< maximum(xratio[]) ticklabels = Observable(string.(round.(Int, tticks[t]))) #can probably make these mobile based on zoom level tickLabelX = Observable(tickx[][t].-xoffset) tickLabelY = Observable(ticky[][t].+yoffset) text!(ccurve,tickLabelX,tickLabelY,text=ticklabels,fontsize = ccurve[:agefontsize][],transform_marker=true) # Plots.annotate!(hdl, r75tticks[t].-xoffset,r68tticks[t].+yoffset,ticklabels) return ccurve end end
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
5804
module PlotsExt using Isoplot using Plots: Shape, plot, plot! import Plots using Measurements # export plot, plot! const PlotOrSubplot = Union{Plots.Plot, Plots.Subplot} Base.retry_load_extensions() # Plot 2d uncertainty ellipses of any sort Plots.Shape(e::Ellipse{T}) where {T} = Shape{T,T}(e.x, e.y) Plots.plot(e::Union{Data,Vector{<:Data}}, args...; kwargs...) = plot!(plot(), e, args...; kwargs...) for P in (Plots.Plot, Plots.Subplot) @eval Plots.plot!(hdl::($P), a::Analysis, args...; kwargs...) = plot!(hdl, Ellipse(a), args...; kwargs...) @eval Plots.plot!(hdl::($P), a::Vector{<:Analysis}, args...; kwargs...) = plot!(hdl, Ellipse.(a), args...; kwargs...) @eval Plots.plot!(hdl::($P), e::Ellipse, args...; kwargs...) = plot!(hdl, Shape(e), args...; kwargs...) @eval Plots.plot!(hdl::($P), e::Vector{<:Ellipse}, args...; kwargs...) = plot!(hdl, Shape.(e), args...; kwargs...) end # Plot a line between two times in Wetherill Concordia space Isoplot.concordialine(t₀, t₁; framestyle=:box, kwargs...) = concordialine!(plot(xlims=ratio.((first(t₀), first(t₁)), λ235U.val)), t₀, t₁; framestyle, kwargs...) function Isoplot.concordialine!(hdl::PlotOrSubplot, t₀::Number, t₁::Number; truncate::Bool=false, kwargs...) xl = Plots.xlims(hdl) r75₀ = ratio(t₀, λ235U.val) r68₀ = ratio(t₀, λ238U.val) r75₁ = ratio(t₁, λ235U.val) r68₁ = ratio(t₁, λ238U.val) slope = (r68₁-r68₀)/(r75₁-r75₀) intercept = r68₀ - r75₀*slope x = if truncate xmin = max(first(xl), val(r75₀)) xmax = min(last(xl), val(r75₁)) range(xmin, xmax, length=50) else range(xl..., length=50) end y = intercept .+ slope .* x plot!(hdl, x, val.(y); ribbon=err.(y), kwargs...) Plots.xlims!(hdl, xl) end function Isoplot.concordialine!(hdl::PlotOrSubplot, t₀::Collection, t₁::Collection; truncate::Bool=false, label="", color=:black, alpha=0.05, kwargs...) xl = Plots.xlims(hdl) r75₀ = ratio.(t₀, λ235U.val) r68₀ = ratio.(t₀, λ238U.val) r75₁ = ratio.(t₁, λ235U.val) r68₁ = ratio.(t₁, λ238U.val) slope = @. (r68₁-r68₀)/(r75₁-r75₀) intercept = @. r68₀ - r75₀*slope x = if truncate xmin = max(first(xl), vminimum(r75₀)) xmax = min(last(xl), vmaximum(r75₁)) collect(range(xmin, xmax, length=50)) else collect(range(xl..., length=50)) end y(slope, intercept) = @. intercept + slope * x ys = y.(slope, intercept) plot!(hdl, x, ys; label="", color, alpha, kwargs...) plot!(hdl, x, sum(ys)./length(ys); label, color, alpha=1, kwargs...) Plots.xlims!(hdl, xl) end # Plot the Wetherill Concordia curve function Isoplot.concordiacurve!(hdl::PlotOrSubplot=Plots.current()) # Uncertainty of 235 decay constant relative to the 238 decay constant σₜ = λ235U_jaffey.val .* sqrt((λ238U.err/λ238U.val).^2 + (λ235U_jaffey.err/λ235U_jaffey.val).^2) # 1/Years # Plot the concordia curve xl, yl = Plots.xlims(hdl), Plots.ylims(hdl) # Note current size of figure tlim = age.(max.(xl, 0.0), λ235U_jaffey.val) # Calculate time range of current window dt = tlim[2] - tlim[1] tmin = max(tlim[1]-0.1dt, 0.0) tmax = tlim[2]+0.1dt t = range(tmin, tmax, length=1000) # Time vector, including padding r75t = ratio.(t, λ235U_jaffey.val) # X axis values r68t = ratio.(t, λ238U.val) # Y axis values x = [ratio.(t, λ235U_jaffey.val-σₜ*2); reverse(ratio.(t, λ235U_jaffey.val+σₜ*2))] y = [r68t; reverse(r68t)] Plots.plot!(hdl, Shape(x,y), color=:black, alpha=0.15, label="") # Two-sigma concordia uncertainty Plots.plot!(hdl, r75t, r68t, color=:black, label="") # Concordia line r75t_Schoene = ratio.(t, λ235U.val) # X axis values Plots.plot!(hdl, r75t_Schoene,r68t,color=:black,style=:dash, label="") # Concordia line Plots.xlims!(hdl, xl) # Ensure that figure size hasn't changed Plots.ylims!(hdl, yl) # Calculate desired range of age markers scale = floor(log10(tlim[2]-tlim[1])) # Characteristic timescale (order of magnitude) trange = round.(tlim./10.0^scale) # Minimum and maximum time to a round number majorstep = 0.5 tticks = (trange[1]:majorstep:trange[2]).*10.0^scale # Time ticks, to a round number r75tticks = ratio.(tticks, λ235U_jaffey.val) # X axis values r68tticks = ratio.(tticks, λ238U.val) # Y axis values # Plot age markers with text labels Plots.plot!(hdl, r75tticks,r68tticks, color=:black, seriestype=:scatter, ms=2, label="") xoffset = (xl[2]-xl[1])/200 yoffset = (yl[2]-yl[1])/100 t = (xl[1]+8*xoffset) .< r75tticks .< xl[2] ticklabels = Plots.text.(string.(round.(Int, tticks[t])), 10, :right) Plots.annotate!(hdl, r75tticks[t].-xoffset,r68tticks[t].+yoffset,ticklabels) return hdl end # Rank-order plots Isoplot.rankorder(args...; framestyle=:box, kwargs...) = rankorder!(plot(), args...; framestyle, kwargs...) Isoplot.rankorder!(h::PlotOrSubplot, data, sigma, i0::Number=0; kwargs...) = rankorder!(h, data .± sigma, i0; kwargs...) function Isoplot.rankorder!(h::PlotOrSubplot, data::Vector{<:Measurement}, i0::Number=0; scale=1, label="", mscolor=:auto, seriestype=:scatter, xticks=Float64[], kwargs... ) x = i0 .+ scale.*(1:length(data)) plot!(h, x, sort(data); label, mscolor, seriestype, xticks, kwargs...) end end
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
1662
module Isoplot using VectorizedStatistics using LoopVectorization: @turbo using LinearAlgebra using Distributions using Measurements # A type alias for array-ish types const Collection{T} = Union{AbstractArray{T}, NTuple{N,T}} where N const Collection1D{T} = Union{AbstractVector{T}, NTuple{N,T}} where N # Age of Earth and the Solar System const t🜨 = 4.567e3 #Myr # Abstract types which we'll subtype later include("analysis.jl") export age, ratio, CI, Age, Interval, Ellipse include("regression.jl") export wmean, awmean, gwmean, distwmean, mswd export lsqfit, yorkfit include("U-Pb.jl") export UPbAnalysis, discordance, age68, age75, stacey_kramers include("concordia.jl") export upperintercept, lowerintercept, intercepts include("U-Th.jl") include("Re-Os.jl") include("Lu-Hf.jl") include("Sm-Nd.jl") include("Rb-Sr.jl") include("K-Ar.jl") export UThAnalysis, ReOsAnalysis, LuHfAnalysis, SmNdAnalysis, RbSrAnalysis include("generic_plotting.jl") export concordiacurve, concordiacurve!, concordialine, concordialine!, rankorder, rankorder! include("metropolis.jl") export metropolis_min, metropolis_min!, metropolis_minmax, metropolis_minmax! include("distributions.jl") export UniformDistribution, TriangularDistribution, HalfNormalDistribution, ExponentialDistribution, MeltsZirconDistribution, MeltsVolcanicZirconDistribution include("show.jl") # extra exports for pkg extensions export Data, Analysis, Collection, val, err, vminimum, vmaximum, datalimits end # module Isoplot
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
421
# Renne et al. 2011 reply 10.1016/j.gca.2011.06.021 const κFCs = 1.6417E-03 ± 0.0045E-03 const λ40Kϵ = 0.5757E-4 ± 0.0017E-4 # 1/Myr const λ40Kβ = 4.9548E-4 ± 0.0134E-4 # 1/Myr const λ40K = λ40Kβ + λ40Kϵ export λ40K, λ40Kβ, λ40Kϵ, κFCs # σκσλϵ = 7.1903E-13 # σκσλβ = -6.5839E-13 # σλϵσλβ = -3.4711E-14 # 1/Myr^2 # # Σ = [ err(κFCs)^2 σκσλϵ σκσλβ # σκσλϵ err(λ40Kϵ)^2 σλϵσλβ # σκσλβ σλϵσλβ err(λ40Kβ)^2]
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
324
# Söderlund et al. (2004) 0.1016/S0012-821X(04)00012-3 λ176Lu = 1.867e-5 ± 0.008e-5 # 1/Myr, calibrated against U-Pb # 2-sigma? export λ176Lu struct LuHfAnalysis{T} <: Analysis{T} μ::Vector{T} σ::Vector{T} Σ::Matrix{T} end LuHfAnalysis(μ::Vector{T}, σ::Vector{T}) where {T} = LuHfAnalysis{T}(μ, σ, diagm(σ).^2)
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
307
# Nebel et al. (2011) 10.1016/j.epsl.2010.11.004 λ87Rb = 1.393e-5 ± 0.004e-5/2 # 1/Myr, calibrated against U-Pb export λ87Rb struct RbSrAnalysis{T} <: Analysis{T} μ::Vector{T} σ::Vector{T} Σ::Matrix{T} end RbSrAnalysis(μ::Vector{T}, σ::Vector{T}) where {T} = RbSrAnalysis{T}(μ, σ, diagm(σ).^2)
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
320
# Selby et al. (2007) 10.1016/j.gca.2007.01.008 λ187Re = 1.6689e-5 ± 0.0031e-5 # 1/Myr, calibrated against U-Pb. # 2-sigma? export λ187Re struct ReOsAnalysis{T} <: Analysis{T} μ::Vector{T} σ::Vector{T} Σ::Matrix{T} end ReOsAnalysis(μ::Vector{T}, σ::Vector{T}) where {T} = ReOsAnalysis{T}(μ, σ, diagm(σ).^2)
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
351
λ147Sm = 6.524-6 ± 0.024e-6/2 # 1/Myr, Villa et al. (2020) 10.1016/j.gca.2020.06.022 λ146Sm = log(2)/(103.1 ± 4.5) # 1/Myr, Meissner et al. (1987) export λ147Sm, λ147Sm struct SmNdAnalysis{T} <: Analysis{T} μ::Vector{T} σ::Vector{T} Σ::Matrix{T} end SmNdAnalysis(μ::Vector{T}, σ::Vector{T}) where {T} = SmNdAnalysis{T}(μ, σ, diagm(σ).^2)
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
3023
# Decay constants: const λ238U = log(2)/(4.4683e3 ± 0.0024e3) # Jaffey, 1/Myr const λ235U = 9.8569E-4 ± 0.0110E-4/2 # Schoene, 1/Myr const λ235U_internal = 9.8569E-4 ± 0.0017E-4/2 # Schoene, 1/Myr, including only internal uncertainty [U-238 years] export λ238U, λ235U const λ235U_jaffey = log(2)/(7.0381e2 ± 0.0048e2) # Jaffey, 1/Myr export λ235U_jaffey """ ``` struct UPbAnalysis{T} <: Analysis{T} ``` Core type for U-Pb analyses. Has fields ``` μ :: Vector{T<:AbstractFloat} σ :: Vector{T<:AbstractFloat} Σ :: Matrix{T<:AbstractFloat} ``` where `μ` contains the means ``` μ = [r²⁰⁷Pb²³⁵U, r²⁰⁶Pb²³⁸U] ``` where `σ` contains the standard deviations ``` σ = [σ²⁰⁷Pb²³⁵U, σ²⁰⁶Pb²³⁸U] ``` and Σ contains the covariance matrix ``` Σ = [σ₇_₅^2 σ₇_₅*σ₃_₈ σ₇_₅*σ₃_₈ σ₃_₈^2] ``` If `σ` is not provided, it will be automatically calculated from `Σ`, given that `σ.^2 = diag(Σ)`. """ struct UPbAnalysis{T} <: Analysis{T} μ::Vector{T} σ::Vector{T} Σ::Matrix{T} end """ ```julia UPbAnalysis(r²⁰⁷Pb²³⁵U, σ²⁰⁷Pb²³⁵U, r²⁰⁶Pb²³⁸U, σ²⁰⁶Pb²³⁸U, correlation; T=Float64) ``` Construct a `UPbAnalysis` object from individual isotope ratios and (1-sigma!) uncertainties. ### Examples ``` julia> UPbAnalysis(22.6602, 0.0175, 0.40864, 0.00017, 0.83183) UPbAnalysis{Float64}([22.6602, 0.40864], [0.00030625000000000004 2.4746942500000003e-6; 2.4746942500000003e-6 2.8900000000000004e-8]) ``` """ function UPbAnalysis(r²⁰⁷Pb²³⁵U::Number, σ²⁰⁷Pb²³⁵U::Number, r²⁰⁶Pb²³⁸U::Number, σ²⁰⁶Pb²³⁸U::Number, correlation::Number; T=Float64) cov = σ²⁰⁷Pb²³⁵U * σ²⁰⁶Pb²³⁸U * correlation Σ = T[σ²⁰⁷Pb²³⁵U^2 cov cov σ²⁰⁶Pb²³⁸U^2] σ = T[σ²⁰⁷Pb²³⁵U, σ²⁰⁶Pb²³⁸U] μ = T[r²⁰⁷Pb²³⁵U, r²⁰⁶Pb²³⁸U] UPbAnalysis(μ, σ, Σ) end UPbAnalysis(μ::Vector{T}, Σ::Matrix{T}) where {T} = UPbAnalysis{T}(μ, sqrt.(diag(Σ)), Σ) # 75 and 68 ages function age(d::UPbAnalysis) a75 = log(1 + d.μ[1] ± d.σ[1])/λ235U a68 = log(1 + d.μ[2] ± d.σ[2])/λ238U return a75, a68 end function age68(d::UPbAnalysis) log(1 + d.μ[2] ± d.σ[2])/λ238U end function age75(d::UPbAnalysis) log(1 + d.μ[1] ± d.σ[1])/λ235U end # Percent discordance function discordance(d::UPbAnalysis) μ75 = log(1 + d.μ[1])/λ235U.val μ68 = log(1 + d.μ[2])/λ238U.val return (μ75 - μ68) / μ75 * 100 end # Add custom methods to Base.rand to sample from a UPbAnalysis Base.rand(d::UPbAnalysis) = rand(MvNormal(d.μ, d.Σ)) Base.rand(d::UPbAnalysis, n::Integer) = rand(MvNormal(d.μ, d.Σ), n) Base.rand(d::UPbAnalysis, dims::Dims) = rand(MvNormal(d.μ, d.Σ), dims) function stacey_kramers(t) if 3700 <= t < 4570 t0 = 3700 r64 = 11.152 r74 = 12.998 U_Pb = 7.19 elseif t < 3700 t0 = 0 r64 = 18.700 r74 = 15.628 U_Pb = 9.74 else t0 = NaN r64 = NaN r74 = NaN U_Pb = NaN end r64 -= ((exp(val(λ238U)*t)-1) - (exp(val(λ238U)*t0)-1)) * U_Pb r74 -= ((exp(val(λ238U)*t)-1) - (exp(val(λ238U)*t0)-1)) * U_Pb/137.818 return r64, r74 end
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
353
# Cheng et al. (2013) 10.1016/j.epsl.2013.04.006 const λ234U = log(2)/(245620e-6 ± 260e-6/2) # 1/Myr const λ230Th = log(2)/(75584e-6 ± 110e-6/2) # 1/Myr export λ234U, λ230Th struct UThAnalysis{T} <: Analysis{T} μ::Vector{T} σ::Vector{T} Σ::Matrix{T} end UThAnalysis(μ::Vector{T}, σ::Vector{T}) where {T} = UThAnalysis{T}(μ, σ, diagm(σ).^2)
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
3931
# Our overarching analysis type. # Must contain a vector of means μ, standard deviations σ, and a covariance matrix Σ abstract type Data{T} end abstract type Analysis{T<:AbstractFloat} <: Data{T} end age(r::Number, λ::Number) = log(1+r)/λ ratio(t::Number, λ::Number) = exp(λ*t) - 1 # Extend Base.isnan to return true if any component of the Analysis is NaN Base.isnan(a::Analysis) = any(isnan, a.μ) || any(isnan, a.σ) || any(isnan, a.Σ) # A moment in time struct Age{T<:AbstractFloat} mean::T sigma::T end Age(μ, σ) = Age(float(μ), float(σ)) Age(x) = Age(val(x), err(x)) # A duration of time struct Interval{T<:AbstractFloat} min::T min_sigma::T max::T max_sigma::T end Interval(lμ, lσ, uμ, uσ) = Interval(float(lμ), float(lσ), float(uμ), float(uσ)) Interval(l, u) = Interval(val(l), err(l), val(u), err(u)) Base.min(x::Interval{T}) where {T} = Age{T}(x.min, x.min_sigma) Base.max(x::Interval{T}) where {T} = Age{T}(x.max, x.max_sigma) # A confidence or credible interval with 95% bounds struct CI{T<:AbstractFloat} mean::T sigma::T median::T lower::T upper::T end function CI(x::AbstractVector{T}) where {T} xₜ = copy(x) Tₒ = float(T) mean = vmean(xₜ) CI{Tₒ}(mean, vstd(xₜ; mean), vmedian!(xₜ), vpercentile!(xₜ, 2.5), vpercentile!(xₜ, 97.5), ) end # A type to hold a 2d covariance ellipse for any pair of measurements struct Ellipse{T} <: Data{T} x::Vector{T} y::Vector{T} x₀::T y₀::T σx₀::T σy₀::T end # Make an ellipse from a Analysis object function Ellipse(d::Analysis; sigmalevel::Number=2.447746830680816, # bivariate p=0.05 level: sqrt(invlogccdf(Chisq(2), log(0.05))) npoints::Integer=50, ) a, b, θ = ellipseparameters(d, sigmalevel) return Ellipse(d, a, b, θ; npoints) end # Make an ellipse if given x and y positions, major and minor axes, and rotation function Ellipse(d::Analysis, a, b, θ; npoints::Integer=50) x₀, y₀ = d.μ[1], d.μ[2] t = range(0, 2π, length=npoints) x = a*cos(θ)*cos.(t) .- b*sin(θ)*sin.(t) .+ x₀ y = a*sin(θ)*cos.(t) .+ b*cos(θ)*sin.(t) .+ y₀ return Ellipse(x, y, x₀, y₀, d.σ[1], d.σ[2]) end # Non-exported function: return semimajor and minor axes for a given U-Pb analysis function ellipseparameters(d::Analysis{T}, sigmalevel::Number) where T # Quickly exit if any NaNs any(isnan, d.Σ) && return T.((NaN, NaN, NaN)) # Calculate eigenvectors and eigenvalues from the covariance matrix. # V: matrix of eigenvectors, D: diagonal matrix of eigenvalues F = eigen(d.Σ) # Find index of semimajor and semiminor axes major = argmax(F.values) minor = argmin(F.values) v = view(F.vectors, :, major) # Calculate angle of major axis of ellipse from horizontal θ = atan(v[2]/v[1]) # Calculate length of semimajor and semiminor axes for given p-value a = T(sigmalevel)*sqrt(abs(F.values[major])) b = T(sigmalevel)*sqrt(abs(F.values[minor])) return a, b, θ end function datalimits(ellipses::Array{<:Ellipse}) xmin = minimum(minimum.(x.(ellipses))) xmax = maximum(maximum.(x.(ellipses))) ymin = minimum(minimum.(y.(ellipses))) ymax = maximum(maximum.(y.(ellipses))) return xmin, xmax, ymin, ymax end datalimits(analyses::Array{<:Analysis}) = datalimits(Ellipse.(analyses)) x(e::Ellipse) = e.x y(e::Ellipse) = e.y # Convenience methods for possibly obtaining values or uncertainties # Generic fallback methods for things that don't have uncertainties val(x) = x err(x::T) where {T} = zero(T) # Specialized methods for `CI`s val(x::CI{T}) where {T} = x.mean::T err(x::CI{T}) where {T} = x.sigma::T # Specialized methods for `Age`s val(x::Age{T}) where {T} = x.mean::T err(x::Age{T}) where {T} = x.sigma::T # Specialized methods for `Measurement`s val(x::Measurement{T}) where {T} = x.val::T err(x::Measurement{T}) where {T} = x.err::T
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
5819
Δ68(t,(slope,r75,r68)) = slope * (exp(λ235U.val*t) - 1 - r75) + r68 - exp(λ238U.val*t) + 1 dΔ68(t,(slope,r75,r68)) = slope * λ235U.val*exp(λ235U.val*t) - λ238U.val*exp(λ238U.val*t) function newton_zero(f, df, x0, args::Tuple, iterations=10) for i in 1:iterations δx = f(x0, args)/df(x0, args) x0 -= δx end return x0 end function upperintercept(tₗₗ::Number, s::Ellipse{T}, sigmalevel::T=2.447746830680816) where {T<:AbstractFloat} # bivariate p=0.05 level: sqrt(invlogccdf(Chisq(2), log(0.05))) # Get ratios from our ellipse r75, r68 = s.x, s.y r75₀, r68₀ = s.x₀, s.y₀ σ75₀, σ68₀ = s.σx₀, s.σy₀ # Return early if our lead loss time is too old or anything is NaN'd tₗₗ < age(r68₀,λ238U.val) || return T(NaN) ± T(NaN) tₗₗ < age(r75₀,λ235U.val) || return T(NaN) ± T(NaN) # If reversely discordant, move to the closest point on Concordia rather # than projecting down a fictive "lead gain" array, increasing uncertainty # by sqrt(MSWD) if discordance is large age68 = age(r68₀ ± σ68₀, λ238U.val) age75 = age(r75₀ ± σ75₀, λ235U.val) age75.val > age68.val || return first(wmean([age68, age75], corrected=true)) # Calculate isotopic ratios of our time of Pb-loss r75ₗₗ = ratio(tₗₗ, λ235U.val) r68ₗₗ = ratio(tₗₗ, λ238U.val) slope₀ = (r68₀-r68ₗₗ)/(r75₀-r75ₗₗ) # Find the values on the margin of the ellipse with the # largest and smallest angular difference from the center r75₋, r68₋ = argmax(x->atan((x[2]-r68ₗₗ)/(x[1]-r75ₗₗ)), zip(r75, r68)) slope₋ = (r68₋-r68ₗₗ)/(r75₋-r75ₗₗ) 0 < slope₋ < Inf || return T(NaN) ± T(NaN) r75₊, r68₊ = argmin(x->atan((x[2]-r68ₗₗ)/(x[1]-r75ₗₗ)), zip(r75, r68)) slope₊ = (r68₊-r68ₗₗ)/(r75₊-r75ₗₗ) 0 < slope₊ < Inf || return T(NaN) ± T(NaN) # Find the upper intercept of our Pb-loss arrays with Concordia ui₀ = newton_zero(Δ68, dΔ68, t🜨, (slope₀,r75₀,r68₀)) 0 < ui₀ < t🜨 || return T(NaN) ± T(NaN) ui₋ = newton_zero(Δ68, dΔ68, t🜨, (slope₋,r75₋,r68₋)) ui₊ = newton_zero(Δ68, dΔ68, t🜨, (slope₊,r75₊,r68₊)) # Direct uncertainty, from spread in intercepts given size of ellipse σ = (val(ui₊) - val(ui₋))/2sigmalevel # Include also uncertainty, from lower intercept if tₗₗ (and ui) are `Measurement`s return val(ui₀) ± σcombined(ui₀, σ) end σcombined(m::Measurement, σ) = sqrt(err(m)^2 + σ^2) σcombined(m, σ) = σ # If m is not a Measurement upperintercept(tₗₗ::Number, d::UPbAnalysis) = upperintercept(tₗₗ, Ellipse(d; npoints=50)) function upperintercept(tₗₗ::Number, d::UPbAnalysis{T}, nresamplings::Integer) where T # Get ratios r75₀, r68₀ = d.μ # Return early if our lead loss time is too old or anything is NaN'd tₗₗ < log(r68₀+1)/λ238U.val || return fill!(uis, T(NaN)) tₗₗ < log(r75₀+1)/λ235U.val || return fill!(uis, T(NaN)) # Calculate isotopic ratios of our time of Pb-loss r75ₗₗ = exp(λ235U.val*tₗₗ) - 1 r68ₗₗ = exp(λ238U.val*tₗₗ) - 1 slope₀ = (r68₀-r68ₗₗ)/(r75₀-r75ₗₗ) ui = zeros(T, nresamplings) samples = rand(d, nresamplings) @assert axes(samples,2) == eachindex(ui) @inbounds for i in axes(samples,2) r75, r68 = view(samples, :, i) slope = (r68-r68ₗₗ)/(r75-r75ₗₗ) ui[i] = newton_zero(Δ68, dΔ68, t🜨, (slope,r75,r68)) end return ui end function upperintercept(d::Collection{UPbAnalysis{T}}, nresamplings::Integer) where {T} ui = zeros(T, nresamplings) slopes, intercepts = fit_lines(d, nresamplings) @inbounds for i in eachindex(ui, slopes, intercepts) ui[i] = newton_zero(Δ68, dΔ68, t🜨, (slopes[i],zero(T),intercepts[i])) end return ui end function upperintercept(d::Collection{UPbAnalysis{T}}) where {T} yf = yorkfit(d) return newton_zero(Δ68, dΔ68, t🜨, (yf.slope, yf.xm, yf.ym)) end function lowerintercept(d::Collection{UPbAnalysis{T}}, nresamplings::Integer) where {T} li = zeros(T, nresamplings) slopes, intercepts = fit_lines(d, nresamplings) @inbounds for i in eachindex(li, slopes, intercepts) li[i] = newton_zero(Δ68, dΔ68, zero(T), (slopes[i],zero(T),intercepts[i])) end return li end function lowerintercept(d::Collection{UPbAnalysis{T}}) where {T} yf = yorkfit(d) return newton_zero(Δ68, dΔ68, zero(T), (yf.slope, yf.xm, yf.ym)) end function intercepts(d::Collection{UPbAnalysis{T}}, nresamplings::Integer) where {T} ui, li = zeros(T, nresamplings), zeros(T, nresamplings) slopes, intercepts = fit_lines(d, nresamplings) @inbounds for i in eachindex(ui, li, slopes, intercepts) ui[i] = newton_zero(Δ68, dΔ68, t🜨, (slopes[i],zero(T),intercepts[i])) li[i] = newton_zero(Δ68, dΔ68, zero(T), (slopes[i],zero(T),intercepts[i])) end return ui, li end function intercepts(d::Collection{UPbAnalysis{T}}) where {T} yf = yorkfit(d) ui = newton_zero(Δ68, dΔ68, t🜨, (yf.slope, yf.xm, yf.ym)) li = newton_zero(Δ68, dΔ68, zero(T), (yf.slope, yf.xm, yf.ym)) return ui, li end function fit_lines(d::Collection{UPbAnalysis{T}}, nresamplings::Integer) where {T} nanalyses = length(d) # Vector of ratios r68 = zeros(T, nanalyses) # Draw random ratios from each analysis randratios = rand.(d, nresamplings) # Allocate temporary arrays for regression A = ones(T, nanalyses, 2) # Allocate output slopes and intercepts slopes, intercepts = zeros(T, nresamplings), zeros(T, nresamplings) @inbounds for n in eachindex(slopes, intercepts) for i in eachindex(d, randratios) A[i,2] = randratios[i][1,n] r68[i] = randratios[i][2,n] end # Linear regression ϕ = A\r68 # or perhgaps alternatively in some cases ϕ = ldiv!(lu!(A), r68)? slopes[n], intercepts[n] = ϕ[2], ϕ[1] end return slopes, intercepts end
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git
[ "MIT" ]
0.3.6
b9a419e46fe4516f3c0b52041d84e2bb5be9cb81
code
2708
# The standard Uniform distribution. Maximum entropy? const UniformDistribution = ones(100) # Triangular with the high end near eruption/deposition const TriangularDistribution = collect(range(2,0,length=100)) # Similar to Triangular, a reasonable option if more ages are expected near time of eruption/deposition const HalfNormalDistribution = pdf.(Normal(0,1), range(0,10/3,length=100))/0.150374848 # Best for survivorship processes, apparently including Ar-Ar partial degassing / entrainment / inheritance const ExponentialDistribution = 7.94734 .* exp.(-7.94734 .* range(0,1,length=100)) # The expected distribution for zircon saturation in a single magma body const MeltsZirconDistribution = [0.282361, 0.28919, 0.296019, 0.302849, 0.30968, 0.316567, 0.323614, 0.33064, 0.337727, 0.344848, 0.352146, 0.359642,0.367482, 0.375622, 0.384052, 0.392828, 0.401968, 0.411518, 0.421442, 0.43171, 0.44213, 0.45295, 0.464036, 0.47539, 0.486938, 0.498644, 0.51075, 0.523026, 0.535688, 0.548764, 0.562124, 0.575927, 0.590363, 0.604879, 0.620415, 0.636022, 0.652333, 0.669112, 0.686441, 0.704341, 0.72283, 0.742036, 0.761964, 0.782541, 0.803718, 0.825707, 0.848386, 0.871895,0.896139, 0.920462, 0.946071, 0.972964, 0.999905, 1.02776, 1.05664, 1.08637, 1.11731, 1.14919, 1.18202, 1.21582, 1.24956, 1.28342, 1.31828, 1.35427, 1.39153, 1.43006, 1.46879, 1.50812, 1.5477, 1.58888, 1.63149, 1.6748, 1.71724, 1.76126, 1.80668, 1.85101, 1.89546, 1.94144, 1.98379, 2.02785, 2.06738, 2.10669, 2.1377, 2.16306, 2.17843, 2.17924, 2.16073, 2.11744, 2.04444, 1.93323, 1.7923, 1.62527, 1.44425, 1.25401, 1.0528, 0.843628, 0.632687, 0.421876, 0.211064, 0.000252985] # As above, but truncated by eruption at an eruptible melt percentage const MeltsVolcanicZirconDistribution = [0.54933, 0.556409, 0.563488, 0.570567, 0.577653, 0.584759, 0.591912, 0.599251, 0.606793, 0.614519, 0.622425, 0.630421, 0.63852, 0.646681, 0.654972, 0.663533, 0.672274, 0.681233, 0.690399, 0.699787, 0.709334, 0.719174, 0.729157, 0.739423, 0.749935, 0.760644, 0.771726, 0.782974, 0.794507, 0.806296, 0.818297, 0.830517, 0.842957, 0.855411, 0.866744, 0.878127, 0.889792, 0.901792, 0.914121, 0.926689, 0.939557, 0.952834, 0.966425, 0.980333, 0.994521, 1.00914, 1.02403, 1.03928, 1.05487, 1.0705, 1.08587, 1.10097, 1.11608, 1.13153, 1.1474, 1.16353, 1.18025, 1.19743, 1.21504, 1.23312, 1.25034, 1.26711, 1.28441, 1.30212, 1.32024, 1.33892, 1.35769, 1.37491, 1.3923, 1.41046, 1.42924, 1.44775, 1.46432, 1.48171, 1.49969, 1.51516, 1.53001, 1.54571, 1.5566, 1.56814, 1.57522, 1.58168, 1.58206, 1.57869, 1.56907, 1.55064, 1.51982, 1.4737, 1.40944, 1.32047, 1.21218, 1.09157, 0.965488, 0.834108, 0.697552, 0.558304, 0.418827, 0.279262, 0.139695, 0.000127237]
Isoplot
https://github.com/JuliaGeochronology/Isoplot.jl.git