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Merged
ChrisRackauckas merged 1 commit into from
Oct 5, 2024
Merged

refactor: move SparseArrays into an extension #192

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9 changes: 5 additions & 4 deletions Project.toml
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Original file line number Diff line number Diff line change
@@ -1,22 +1,22 @@
name = "FiniteDiff"
uuid = "6a86dc24-6348-571c-b903-95158fe2bd41"
version = "2.24.0"
version = "2.25.0"

[deps]
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
Setfield = "efcf1570-3423-57d1-acb7-fd33fddbac46"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"

[weakdeps]
BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
BlockBandedMatrices = "ffab5731-97b5-5995-9138-79e8c1846df0"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"

[extensions]
FiniteDiffBandedMatricesExt = "BandedMatrices"
FiniteDiffBlockBandedMatricesExt = "BlockBandedMatrices"
FiniteDiffSparseArraysExt = "SparseArrays"
FiniteDiffStaticArraysExt = "StaticArrays"

[compat]
Expand All @@ -32,8 +32,9 @@ BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
BlockBandedMatrices = "ffab5731-97b5-5995-9138-79e8c1846df0"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[targets]
test = ["Test", "BlockBandedMatrices", "BandedMatrices", "Pkg", "SafeTestsets", "StaticArrays"]
test = ["Test", "BlockBandedMatrices", "BandedMatrices", "Pkg", "SafeTestsets", "SparseArrays", "StaticArrays"]
55 changes: 55 additions & 0 deletions ext/FiniteDiffSparseArraysExt.jl
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@@ -0,0 +1,55 @@
module FiniteDiffSparseArraysExt

using SparseArrays
using FiniteDiff

# jacobians.jl
function FiniteDiff._make_Ji(::SparseMatrixCSC, rows_index, cols_index, dx, colorvec, color_i, nrows, ncols)
pick_inds = [i for i in 1:length(rows_index) if colorvec[cols_index[i]] == color_i]
rows_index_c = rows_index[pick_inds]
cols_index_c = cols_index[pick_inds]
Ji = sparse(rows_index_c, cols_index_c, dx[rows_index_c], nrows, ncols)
Ji
end

function FiniteDiff._make_Ji(::SparseMatrixCSC, xtype, dx, color_i, nrows, ncols)
Ji = sparse(1:nrows, fill(color_i, nrows), dx, nrows, ncols)
Ji
end

@inline function FiniteDiff._colorediteration!(J, sparsity::SparseMatrixCSC, rows_index, cols_index, vfx, colorvec, color_i, ncols)
@inbounds for col_index in 1:ncols
if colorvec[col_index] == color_i
@inbounds for row_index in view(sparsity.rowval, sparsity.colptr[col_index]:sparsity.colptr[col_index+1]-1)
J[row_index, col_index] = vfx[row_index]
end
end
end
end

@inline FiniteDiff.fill_matrix!(J::AbstractSparseMatrix, v) = fill!(nonzeros(J), v)

@inline function FiniteDiff.fast_jacobian_setindex!(J::AbstractSparseMatrix, rows_index, cols_index, _color, color_i, vfx)
@. FiniteDiff.void_setindex!((J.nzval,), getindex((J.nzval,), rows_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx,), rows_index), rows_index)
end

# iteration_utils.jl
## fast version for the case where J and sparsity have the same sparsity pattern
@inline function FiniteDiff._colorediteration!(Jsparsity::SparseMatrixCSC, vfx, colorvec, color_i, ncols)
@inbounds for col_index in 1:ncols
if colorvec[col_index] == color_i
@inbounds for spidx in nzrange(Jsparsity, col_index)
row_index = Jsparsity.rowval[spidx]
Jsparsity.nzval[spidx] = vfx[row_index]
end
end
end
end

FiniteDiff._use_findstructralnz(::SparseMatrixCSC) = false

FiniteDiff._use_sparseCSC_common_sparsity(J::SparseMatrixCSC, sparsity::SparseMatrixCSC) =
((J.colptr == sparsity.colptr) && (J.rowval == sparsity.rowval))


end
2 changes: 1 addition & 1 deletion src/FiniteDiff.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,7 @@ Fast non-allocating calculations of gradients, Jacobians, and Hessians with spar
"""
module FiniteDiff

using LinearAlgebra, SparseArrays, ArrayInterface
using LinearAlgebra, ArrayInterface

import Base: resize!

Expand Down
26 changes: 0 additions & 26 deletions src/iteration_utils.jl
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Expand Up @@ -6,34 +6,8 @@
end
end

@inline function _colorediteration!(J,sparsity::SparseMatrixCSC,rows_index,cols_index,vfx,colorvec,color_i,ncols)
@inbounds for col_index in 1:ncols
if colorvec[col_index] == color_i
@inbounds for row_index in view(sparsity.rowval,sparsity.colptr[col_index]:sparsity.colptr[col_index+1]-1)
J[row_index,col_index]=vfx[row_index]
end
end
end
end

# fast version for the case where J and sparsity have the same sparsity pattern
@inline function _colorediteration!(Jsparsity::SparseMatrixCSC,vfx,colorvec,color_i,ncols)
@inbounds for col_index in 1:ncols
if colorvec[col_index] == color_i
@inbounds for spidx in nzrange(Jsparsity, col_index)
row_index = Jsparsity.rowval[spidx]
Jsparsity.nzval[spidx]=vfx[row_index]
end
end
end
end

#override default setting of using findstructralnz
_use_findstructralnz(sparsity) = ArrayInterface.has_sparsestruct(sparsity)
_use_findstructralnz(::SparseMatrixCSC) = false

# test if J, sparsity are both SparseMatrixCSC and have the same sparsity pattern of stored values
_use_sparseCSC_common_sparsity(J, sparsity) = false
_use_sparseCSC_common_sparsity(J::SparseMatrixCSC, sparsity::SparseMatrixCSC) =
((J.colptr == sparsity.colptr) && (J.rowval == sparsity.rowval))

46 changes: 11 additions & 35 deletions src/jacobians.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -125,14 +125,6 @@ function JacobianCache(
JacobianCache{typeof(_x1),typeof(_x2),typeof(_fx),typeof(fx1),typeof(colorvec),typeof(sparsity),fdtype,returntype}(_x1,_x2,_fx,fx1,colorvec,sparsity)
end

function _make_Ji(::SparseMatrixCSC, rows_index,cols_index,dx,colorvec,color_i,nrows,ncols)
pick_inds = [i for i in 1:length(rows_index) if colorvec[cols_index[i]] == color_i]
rows_index_c = rows_index[pick_inds]
cols_index_c = cols_index[pick_inds]
Ji = sparse(rows_index_c, cols_index_c, dx[rows_index_c],nrows,ncols)
Ji
end

function _make_Ji(::AbstractArray, rows_index,cols_index,dx,colorvec,color_i,nrows,ncols)
pick_inds = [i for i in 1:length(rows_index) if colorvec[cols_index[i]] == color_i]
rows_index_c = rows_index[pick_inds]
Expand All @@ -145,12 +137,6 @@ function _make_Ji(::AbstractArray, rows_index,cols_index,dx,colorvec,color_i,nro
Ji
end

function _make_Ji(::SparseMatrixCSC, xtype, dx, color_i, nrows, ncols)
Ji = sparse(1:nrows,fill(color_i,nrows),dx,nrows,ncols)
Ji
end


function _make_Ji(::AbstractArray, xtype, dx, color_i, nrows, ncols)
Ji = mapreduce(i -> i==color_i ? dx : zero(dx), hcat, 1:ncols)
size(Ji) != (nrows, ncols) ? reshape(Ji, (nrows, ncols)) : Ji #branch when size(dx) == (1,) => size(Ji) == (1,) while size(J) == (1,1)
Expand Down Expand Up @@ -445,11 +431,7 @@ function finite_difference_jacobian!(
end

if sparsity !== nothing
if J isa AbstractSparseMatrix
fill!(nonzeros(J),false)
else
fill!(J,false)
end
fill_matrix!(J, false)
end

# fast path if J and sparsity are both AbstractSparseMatrix and have the same sparsity pattern
Expand Down Expand Up @@ -497,11 +479,7 @@ function finite_difference_jacobian!(
J[rows_index, cols_index] .+= (colorvec[cols_index] .== color_i) .* vfx1[rows_index]
+= means requires a zero'd out start
=#
if J isa AbstractSparseMatrix
@. void_setindex!((J.nzval,), getindex((J.nzval,), rows_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx1,), rows_index), rows_index)
else
@. void_setindex!((J,), getindex((J,), rows_index, cols_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx1,), rows_index), rows_index, cols_index)
end
fast_jacobian_setindex!(J, rows_index, cols_index, _color, color_i, vfx1)
end
# Now return x1 back to its original value
@. x1 = x1 - epsilon * (_color == color_i)
Expand Down Expand Up @@ -535,11 +513,7 @@ function finite_difference_jacobian!(
_colorediteration!(J,sparsity,rows_index,cols_index,vfx1,colorvec,color_i,n)
end
else
if J isa AbstractSparseMatrix
@. void_setindex!((J.nzval,), getindex((J.nzval,), rows_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx1,), rows_index), rows_index)
else
@. void_setindex!((J,), getindex((J,), rows_index, cols_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx1,), rows_index), rows_index, cols_index)
end
fast_jacobian_setindex!(J, rows_index, cols_index, _color, color_i, vfx1)
end
@. x1 = x1 - epsilon * (_color == color_i)
@. x = x + epsilon * (_color == color_i)
Expand All @@ -565,11 +539,7 @@ function finite_difference_jacobian!(
_colorediteration!(J,sparsity,rows_index,cols_index,vfx,colorvec,color_i,n)
end
else
if J isa AbstractSparseMatrix
@. void_setindex!((J.nzval,), getindex((J.nzval,), rows_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx,),rows_index), rows_index)
else
@. void_setindex!((J,), getindex((J,), rows_index, cols_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx,), rows_index), rows_index, cols_index)
end
fast_jacobian_setindex!(J, rows_index, cols_index, _color, color_i, vfx)
end
@. x1 = x1 - im * epsilon * (_color == color_i)
end
Expand All @@ -583,7 +553,13 @@ end
function resize!(cache::JacobianCache, i::Int)
resize!(cache.x1, i)
resize!(cache.fx, i)
cache.fx1 != nothing && resize!(cache.fx1, i)
cache.fx1 !== nothing && resize!(cache.fx1, i)
cache.colorvec = 1:i
nothing
end

@inline fill_matrix!(J, v) = fill!(J, v)

@inline function fast_jacobian_setindex!(J, rows_index, cols_index, _color, color_i, vfx)
@. void_setindex!((J,), getindex((J,), rows_index, cols_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx,), rows_index), rows_index, cols_index)
end