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Fix repeated evaluation of fx0 in forward gradient computation #203

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Merged
merged 5 commits into from
Aug 16, 2025
Merged

Fix repeated evaluation of fx0 in forward gradient computation #203

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1f15677
Fix repeated evaluation of fx0 in forward gradient computation
ChrisRackauckas Aug 16, 2025
fdf769d
Update src/gradients.jl
ChrisRackauckas Aug 16, 2025
5ce3014
Update src/gradients.jl
ChrisRackauckas Aug 16, 2025
d79e161
Update ordinarydiffeq_tridiagonal_solve.jl
ChrisRackauckas Aug 16, 2025
62990cb
Update runtests.jl
ChrisRackauckas Aug 16, 2025
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26 changes: 6 additions & 20 deletions src/gradients.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -372,37 +372,23 @@ function finite_difference_gradient!(
end
copyto!(c3, x)
if fdtype == Val(:forward)
fx0 = fx === nothing ? fx : f(x)
for i in eachindex(x)
epsilon = compute_epsilon(fdtype, x[i], relstep, absstep, dir)
x_old = x[i]
if typeof(fx) != Nothing
c3[i] += epsilon
dfi = (f(c3) - fx) / epsilon
c3[i] = x_old
else
fx0 = f(x)
c3[i] += epsilon
dfi = (f(c3) - fx0) / epsilon
c3[i] = x_old
end
c3[i] += epsilon
dfi = (f(c3) - fx0) / epsilon
c3[i] = x_old

df[i] = real(dfi)
if eltype(df) <: Complex
if eltype(x) <: Complex
c3[i] += im * epsilon
if typeof(fx) != Nothing
dfi = (f(c3) - fx) / (im * epsilon)
else
dfi = (f(c3) - fx0) / (im * epsilon)
end
dfi = (f(c3) - fx0) / (im * epsilon)
c3[i] = x_old
else
c1[i] += im * epsilon
if typeof(fx) != Nothing
dfi = (f(c1) - fx) / (im * epsilon)
else
dfi = (f(c1) - fx0) / (im * epsilon)
end
dfi = (f(c1) - fx0) / (im * epsilon)
c1[i] = x_old
end
df[i] -= im * imag(dfi)
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