Use allowed_setindex! for cache

Author: avik-pal

src/SparseDiffTools.jl

@@ -14,7 +14,7 @@ import ADTypes: AbstractADType, AutoSparseZygote, AbstractSparseForwardMode,
 import ForwardDiff: Dual, jacobian, partials, DEFAULT_CHUNK_THRESHOLD
 # Array Packages
 using ArrayInterface, SparseArrays
-import ArrayInterface: matrix_colors
+import ArrayInterface: matrix_colors, allowed_setindex!
 import StaticArrays
 import StaticArrays: StaticArray, SArray, MArray, Size
 # Others

src/differentiation/vecjac_products.jl

@@ -15,6 +15,21 @@ function num_vecjac!(du, f::F, x, v, cache1 = similar(v), cache2 = similar(v),
     return du
 end
 
+# Special Non-Allocating case for StaticArrays
+function num_vecjac(f::F, x::SArray, v::SArray, f0 = nothing) where {F}
+    f0 === nothing ? (_f0 = f(x)) : (_f0 = f0)
+    vv = reshape(v, axes(_f0))
+    T = eltype(x)
+    ϵ = sqrt(eps(real(T))) * max(one(real(T)), abs(norm(x)))
+    du = zeros(typeof(x))
+    for i in 1:length(x)
+        cache = Base.setindex(x, x[i] + ϵ, i)
+        f0 = f(cache)
+        du = Base.setindex(du, (((f0 .- _f0) ./ ϵ)' * vv), i)
+    end
+    return du
+end
+
 function num_vecjac(f::F, x, v, f0 = nothing) where {F}
     f0 === nothing ? (_f0 = f(x)) : (_f0 = f0)
     vv = reshape(v, axes(_f0))
@@ -25,10 +40,10 @@ function num_vecjac(f::F, x, v, f0 = nothing) where {F}
     cache = similar(x)
     copyto!(cache, x)
     for i in 1:length(x)
-        cache[i] += ϵ
+        cache = allowed_setindex!(cache, x[i] + ϵ, i)
         f0 = f(cache)
-        cache[i] = x[i]
-        du[i] = (((f0 .- _f0) ./ ϵ)' * vv)[1]
+        cache = allowed_setindex!(cache, x[i], i)
+        du = allowed_setindex!(du, (((f0 .- _f0) ./ ϵ)' * vv)[1], i)
     end
     return vec(du)
 end

test/test_vecjac_products.jl

@@ -1,5 +1,6 @@
-using SparseDiffTools, Zygote
+using SparseDiffTools, Zygote, ForwardDiff
 using LinearAlgebra, Test
+using StaticArrays
 
 using Random
 Random.seed!(123)
@@ -170,3 +171,17 @@ L = VecJac(f3_iip, copy(x); autodiff = AutoFiniteDiff(), fu = copy(y))
 L = VecJac(f3_oop, copy(x); autodiff = AutoZygote())
 @test size(L) == (length(x), length(y))
 @test L * y ≈ Zygote.jacobian(f3_oop, copy(x))[1]' * y
+
+@info "Testing StaticArrays"
+
+const A_sa = rand(SMatrix{4, 4, Float32})
+_f_sa(x) = A_sa * (x .^ 2)
+
+u = rand(SVector{4, Float32})
+v = rand(SVector{4, Float32})
+
+J = ForwardDiff.jacobian(_f_sa, u)
+Jᵀv_true = J' * v
+
+@test num_vecjac(_f_sa, u, v) isa SArray
+@test num_vecjac(_f_sa, u, v)≈Jᵀv_true atol=1e-3