tag

Author: ChrisRackauckas

Project.toml

@@ -1,7 +1,7 @@
 name = "PreallocationTools"
 uuid = "d236fae5-4411-538c-8e31-a6e3d9e00b46"
 authors = ["Chris Rackauckas <[email protected]>"]
-version = "0.1.0"
+version = "0.1.1"
 
 [deps]
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"

README.md

@@ -90,105 +90,6 @@ prob = ODEProblem(foo, ones(5, 5), (0., 1.0), (ones(5,5), dualcache(zeros(5,5)))
 solve(prob, TRBDF2())
 ```
 
-### Handling Chunk Sizes
-
-It is important that the `DiffCache` matches the chunk sizes used in the actual differentiation. Let's
-understand this by looking at a real problem:
-
-```julia
-using ForwardDiff
-using PreallocationTools
-
-randmat = rand(10, 2)
-sto = similar(randmat)
-stod = dualcache(sto)
-
-function claytonsample!(sto, τ; randmat=randmat)
-    sto = get_tmp(sto, τ)
-    @show typeof(τ)
-    @show size(sto), size(randmat)
-    sto .= randmat
-    τ == 0 && return sto
-
-    n = size(sto, 1)
-    for i in 1:n
-        v = sto[i, 2]
-        u = sto[i, 1]
-        sto[i, 2] = (1 - u^(-τ) + u^(-τ)*v^(-(τ/(1 + τ))))^(-1/τ)
-    end
-    return sto
-end
-
-ForwardDiff.derivative(τ -> claytonsample!(stod, τ), 0.3)
-```
-
-Notice that by default the `dualcache` builds a cache that is compatible with differentiation w.r.t the
-a variable sized as the cache variable, i.e. it's naturally made for Jacobians.
-
-```julia
-julia> typeof(dualcache(sto))
-PreallocationTools.DiffCache{Matrix{Float64}, Matrix{ForwardDiff.Dual{nothing, Float64, 10}}}
-```
-
-Notice that it choose a chunk size of 10, matching the chunk size that would be used if `ForwardDiff.jacobian` is used
-to calculate the derivative w.r.t. an input matching the size of `sto` (i.e., the Jacobian of `claytonsample!` w.r.t. `randmat`).
-However, in our actual differentiation we have:
-
-```julia
-typeof(τ) = ForwardDiff.Dual{ForwardDiff.Tag{var"#49#50", Float64}, Float64, 1}
-```
-
-a single chunk size because it's differentiating w.r.t. a single dimension. This messes with the sizes in the reinterpretation:
-
-```julia
-(size(sto), size(randmat)) = ((55, 2), (10, 2))
-```
-
-The fix is to ensure that the cache is generated with the correct chunk size, i.e.:
-
-```julia
-stod = dualcache(sto,Val{1})
-```
-
-Thus the following code successfully computes the derivative in a non-allocating way:
-
-```julia
-using ForwardDiff
-using PreallocationTools
-
-randmat = rand(10, 2)
-sto = similar(randmat)
-stod = dualcache(sto,Val{1})
-
-function claytonsample!(sto, τ; randmat=randmat)
-    sto = get_tmp(sto, τ)
-    sto .= randmat
-    τ == 0 && return sto
-
-    n = size(sto, 1)
-    for i in 1:n
-        v = sto[i, 2]
-        u = sto[i, 1]
-        sto[i, 2] = (1 - u^(-τ) + u^(-τ)*v^(-(τ/(1 + τ))))^(-1/τ)
-    end
-    return sto
-end
-
-ForwardDiff.derivative(τ -> claytonsample!(stod, τ), 0.3)
-
-10×2 Matrix{Float64}:
- 0.0   0.171602
- 0.0  -0.412736
- 0.0   0.149273
- 0.0   0.18172
- 0.0   0.144151
- 0.0  -0.110773
- 0.0   0.221714
- 0.0  -0.111034
- 0.0  -0.0723283
- 0.0   0.251095
-```
-
 ## LazyBufferCache
 
 ```julia