Merge pull request #176 from JuliaDiff/myb/alloc

Fix allocation in auto_jacvec!

Author: ChrisRackauckas

src/differentiation/jaches_products.jl

@@ -6,10 +6,10 @@ function auto_jacvec!(
     f,
     x,
     v,
-    cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
+    cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
     cache2 = similar(cache1),
 )
-    cache1 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x)))))
+    cache1 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x)))))
     f(cache2, cache1)
     vecdy = _vec(dy)
     vecdy .= partials.(_vec(cache2), 1)
@@ -20,7 +20,7 @@ _vec(v::AbstractVector) = v
 
 function auto_jacvec(f, x, v)
     vv = reshape(v, axes(x))
-    y = ForwardDiff.Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(vv)))
+    y = ForwardDiff.Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(vv)))
     vec(partials.(vec(f(y)), 1))
 end
 
@@ -127,12 +127,12 @@ function autonum_hesvec!(
     f,
     x,
     v,
-    cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
-    cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
+    cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
+    cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
 )
     cache = FiniteDiff.GradientCache(v[1], cache1, Val{:central})
     g = (dx, x) -> FiniteDiff.finite_difference_gradient!(dx, f, x, cache)
-    cache1 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x)))))
+    cache1 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x)))))
     g(cache2, cache1)
     dy .= partials.(cache2, 1)
 end
@@ -169,16 +169,16 @@ function auto_hesvecgrad!(
     g,
     x,
     v,
-    cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
-    cache3 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x))))),
+    cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
+    cache3 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x))))),
 )
-    cache2 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x)))))
+    cache2 .= Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x)))))
     g(cache3, cache2)
     dy .= partials.(cache3, 1)
 end
 
 function auto_hesvecgrad(g, x, v)
-    y = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(reshape(v, size(x)))))
+    y = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(reshape(v, size(x)))))
     partials.(g(y), 1)
 end
 
@@ -194,8 +194,8 @@ end
 
 function JacVec(f, x::AbstractArray; autodiff = true)
     if autodiff
-        cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(x)))
-        cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(x)))
+        cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(x)))
+        cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(x)))
     else
         cache1 = similar(x)
         cache2 = similar(x)
@@ -263,8 +263,8 @@ end
 
 function HesVecGrad(g, x::AbstractArray; autodiff = false)
     if autodiff
-        cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(x)))
-        cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(Tuple.(x)))
+        cache1 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(x)))
+        cache2 = Dual{typeof(ForwardDiff.Tag(DeivVecTag(),eltype(x))),eltype(x),1}.(x, ForwardDiff.Partials.(tuple.(x)))
     else
         cache1 = similar(x)
         cache2 = similar(x)