Broadcast (#31)

* Implement broadcasting

* Remove MutableArithmetics

* Add tests

* Fix format

Author: blegat

perf/neural.jl

@@ -5,5 +5,6 @@ using ArrayDiff
 n = 2
 X = rand(n, n)
 model = Model()
-@variable(model, W[1:n, 1:n], container = ArrayDiff.ArrayOfVariables)
-W * X
+@variable(model, W1[1:n, 1:n], container = ArrayDiff.ArrayOfVariables)
+@variable(model, W2[1:n, 1:n], container = ArrayDiff.ArrayOfVariables)
+W2 * tanh.(W1 * X)

src/JuMP/JuMP.jl

@@ -4,6 +4,7 @@ import JuMP
 
 # Equivalent of `AbstractJuMPScalar` but for arrays
 abstract type AbstractJuMPArray{T,N} <: AbstractArray{T,N} end
+const AbstractJuMPMatrix{T} = AbstractJuMPArray{T,2}
 
 include("variables.jl")
 include("nlp_expr.jl")

src/JuMP/nlp_expr.jl

@@ -3,9 +3,13 @@ struct GenericArrayExpr{V<:JuMP.AbstractVariableRef,N} <:
     head::Symbol
     args::Vector{Any}
     size::NTuple{N,Int}
+    broadcasted::Bool
 end
 
+const GenericMatrixExpr{V<:JuMP.AbstractVariableRef} = GenericArrayExpr{V,2}
 const ArrayExpr{N} = GenericArrayExpr{JuMP.VariableRef,N}
+const MatrixExpr = ArrayExpr{2}
+const VectorExpr = ArrayExpr{1}
 
 function Base.getindex(::GenericArrayExpr, args...)
     return error(
@@ -14,3 +18,5 @@ function Base.getindex(::GenericArrayExpr, args...)
 end
 
 Base.size(expr::GenericArrayExpr) = expr.size
+
+JuMP.variable_ref_type(::Type{GenericMatrixExpr{V}}) where {V} = V

src/JuMP/operators.jl

@@ -1,7 +1,30 @@
-function Base.:(*)(A::MatrixOfVariables, B::Matrix)
-    return GenericArrayExpr{JuMP.variable_ref_type(A.model),2}(
-        :*,
-        Any[A, B],
-        (size(A, 1), size(B, 2)),
-    )
+function _matmul(::Type{V}, A, B) where {V}
+    return GenericMatrixExpr{V}(:*, Any[A, B], (size(A, 1), size(B, 2)), false)
+end
+
+function Base.:(*)(A::AbstractJuMPMatrix, B::Matrix)
+    return _matmul(JuMP.variable_ref_type(A), A, B)
+end
+function Base.:(*)(A::Matrix, B::AbstractJuMPMatrix)
+    return _matmul(JuMP.variable_ref_type(B), A, B)
+end
+function Base.:(*)(A::AbstractJuMPMatrix, B::AbstractJuMPMatrix)
+    return _matmul(JuMP.variable_ref_type(A), A, B)
+end
+
+function __broadcast(
+    ::Type{V},
+    axes::NTuple{N,Base.OneTo{Int}},
+    op::Function,
+    args::Vector{Any},
+) where {V,N}
+    return GenericArrayExpr{V,N}(Symbol(op), args, length.(axes), true)
+end
+
+function _broadcast(::Type{V}, op::Function, args...) where {V}
+    return __broadcast(V, Broadcast.combine_axes(args...), op, Any[args...])
+end
+
+function Base.broadcasted(op::Function, x::AbstractJuMPArray)
+    return _broadcast(JuMP.variable_ref_type(x), op, x)
 end

src/JuMP/variables.jl

@@ -15,6 +15,10 @@ function Base.getindex(A::ArrayOfVariables{T}, I...) where {T}
     return JuMP.GenericVariableRef{T}(A.model, MOI.VariableIndex(index))
 end
 
+function JuMP.variable_ref_type(::Type{ArrayOfVariables{T,N}}) where {T,N}
+    return JuMP.variable_ref_type(JuMP.GenericModel{T})
+end
+
 function JuMP.Containers.container(
     f::Function,
     indices::JuMP.Containers.VectorizedProductIterator{

test/JuMP.jl

@@ -16,25 +16,41 @@ function runtests()
     return
 end
 
-function test_array_product()
+function test_neural()
     n = 2
     X = rand(n, n)
     model = Model()
-    @variable(model, W[1:n, 1:n], container = ArrayDiff.ArrayOfVariables)
-    @test W isa ArrayDiff.MatrixOfVariables{Float64}
-    @test JuMP.index(W[1, 1]) == MOI.VariableIndex(1)
-    @test JuMP.index(W[2, 1]) == MOI.VariableIndex(2)
-    @test JuMP.index(W[2]) == MOI.VariableIndex(2)
-    @test sprint(show, W) ==
+    @variable(model, W1[1:n, 1:n], container = ArrayDiff.ArrayOfVariables)
+    @variable(model, W2[1:n, 1:n], container = ArrayDiff.ArrayOfVariables)
+    @test W1 isa ArrayDiff.MatrixOfVariables{Float64}
+    @test JuMP.index(W1[1, 1]) == MOI.VariableIndex(1)
+    @test JuMP.index(W1[2, 1]) == MOI.VariableIndex(2)
+    @test JuMP.index(W1[2]) == MOI.VariableIndex(2)
+    @test sprint(show, W1) ==
           "2×2 ArrayDiff.ArrayOfVariables{Float64, 2} with offset 0"
-    prod = W * X
-    @test prod isa ArrayDiff.ArrayExpr{2}
-    @test sprint(show, prod) ==
-          "2×2 ArrayDiff.GenericArrayExpr{JuMP.VariableRef, 2}"
-    err = ErrorException(
-        "`getindex` not implemented, build vectorized expression instead",
-    )
-    @test_throws err prod[1, 1]
+    for prod in [W1 * X, X * W1]
+        @test prod isa ArrayDiff.MatrixExpr
+        @test prod.head == :*
+        @test !prod.broadcasted
+        @test sprint(show, prod) ==
+              "2×2 ArrayDiff.GenericArrayExpr{JuMP.VariableRef, 2}"
+        err = ErrorException(
+            "`getindex` not implemented, build vectorized expression instead",
+        )
+        @test_throws err prod[1, 1]
+    end
+    Y1 = W1 * X
+    X1 = tanh.(Y1)
+    @test X1 isa ArrayDiff.MatrixExpr
+    @test X1.head == :tanh
+    @test X1.broadcasted
+    @test X1.args[] === Y1
+    Y2 = W2 * X1
+    @test Y2.head == :*
+    @test !Y2.broadcasted
+    @test length(Y2.args) == 2
+    @test Y2.args[1] === W2
+    @test Y2.args[2] === X1
     return
 end