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Assume commutative multiplication exactly when necessary #540

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Assume commutative multiplication exactly when necessary #540

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c35f043
Remove CommutativeMulNumber restrictions
sethaxen Oct 13, 2021
5e036ca
Simplify rrule for ldiv
sethaxen Oct 13, 2021
331c65f
Release type constraints
sethaxen Oct 13, 2021
405427f
Constrain types where necessary
sethaxen Oct 13, 2021
b4e90dc
Add missing projectors
sethaxen Oct 13, 2021
723ae92
Remove unneeded broadcasting and comments
sethaxen Oct 13, 2021
f7293d2
Small speedup when cotangent is zero
sethaxen Oct 13, 2021
41a7d27
Generalize cross
sethaxen Oct 13, 2021
55d64f1
Merge branch 'main' into commmul
sethaxen Feb 12, 2022
0cb446f
Add some projectors
sethaxen Feb 12, 2022
964e424
More generalizations
sethaxen Feb 12, 2022
d1e8c2a
Revert "Add some projectors"
sethaxen Feb 12, 2022
13d0c84
Remove projector
sethaxen Feb 15, 2022
55abdeb
Fix return arguments
sethaxen Feb 15, 2022
c5f032d
Fix argument order
sethaxen Feb 15, 2022
057d7d6
Undo changes to rrule
sethaxen Feb 15, 2022
ed16465
Work around Julia issue
sethaxen Feb 15, 2022
8fd8c41
Relax constraints
sethaxen Feb 15, 2022
9237994
Remove added projectors
sethaxen Feb 16, 2022
0e6f76b
Fix slash rules
sethaxen Feb 16, 2022
8be7c70
Repair rules for non-commutative mul inputs
sethaxen Feb 17, 2022
9475447
Add quaternion helper
sethaxen Feb 17, 2022
dc29655
Test rules using quaternions
sethaxen Feb 17, 2022
3e6e838
Add note RE source of rand implementations
sethaxen Feb 17, 2022
c05b577
Merge branch 'main' into commmul
sethaxen Feb 20, 2022
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118 changes: 70 additions & 48 deletions src/rulesets/Base/arraymath.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,7 @@ end
function rrule(::typeof(inv), x::AbstractArray)
Ω = inv(x)
function inv_pullback(ΔΩ)
return NoTangent(), -Ω' * ΔΩ * Ω'
return NoTangent(), Ω' * -ΔΩ * Ω'
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Can I ask why you moved the minus?

If it was -true * Ω' * ΔΩ * Ω' then I think you'd save a copy (since this gets fused into mul!).

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So that if ΔΩ is an AbstractZero or a UniformScaling, then the negation is cheaper.

If it was -true * Ω' * ΔΩ * Ω' then I think you'd save a copy (since this gets fused into mul!).

I didn't follow this. How is this fused into the mul!?

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(this was not an important change, and I'm happy to remove)

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@mcabbott mcabbott Oct 14, 2021 •
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Ah, I didn't think about those. For dense matrices there's a 4-arg method which fuses this:

julia> f1(Ω, ΔΩ) = Ω' * -ΔΩ * Ω';

julia> f2(Ω, ΔΩ) = -true * Ω' * ΔΩ * Ω';

julia> @btime f1(Ω, ΔΩ) setup=(N=100; Ω=rand(N,N); ΔΩ=rand(N,N));
  min 74.708 μs, mean 101.133 μs (6 allocations, 234.52 KiB. GC mean 6.51%)

julia> @btime f2(Ω, ΔΩ) setup=(N=100; Ω=rand(N,N); ΔΩ=rand(N,N));
  min 73.125 μs, mean 92.756 μs (4 allocations, 156.34 KiB. GC mean 4.82%)

julia> @which -1 * ones(2,2) * ones(2,2) * ones(2,2)
*(α::Union{Real, Complex}, B::AbstractMatrix{<:Union{Real, Complex}}, C::AbstractMatrix{<:Union{Real, Complex}}, D::AbstractMatrix{<:Union{Real, Complex}}) in LinearAlgebra at /Users/me/.julia/dev/julia/usr/share/julia/stdlib/v1.8/LinearAlgebra/src/matmul.jl:1134

But with I, no fusion, hence f2 is slower. Maybe * should have some extra methods for cases with I.

end
return Ω, inv_pullback
end
Expand All @@ -23,12 +23,7 @@ frule((_, ΔA, ΔB), ::typeof(*), A, B) = A * B, muladd(ΔA, B, A * ΔB)

frule((_, ΔA, ΔB, ΔC), ::typeof(*), A, B, C) = A*B*C, ΔA*B*C + A*ΔB*C + A*B*ΔC


function rrule(
::typeof(*),
A::AbstractVecOrMat{<:CommutativeMulNumber},
B::AbstractVecOrMat{<:CommutativeMulNumber},
)
function rrule(::typeof(*), A::AbstractVecOrMat{<:Number}, B::AbstractVecOrMat{<:Number})
project_A = ProjectTo(A)
project_B = ProjectTo(B)
function times_pullback(ȳ)
Expand All @@ -46,8 +41,8 @@ end
# https://github.com/JuliaDiff/ChainRulesCore.jl/issues/411
function rrule(
::typeof(*),
A::StridedMatrix{<:CommutativeMulNumber},
B::StridedVecOrMat{<:CommutativeMulNumber},
A::StridedMatrix{<:Number},
B::StridedVecOrMat{<:Number},
)
function times_pullback(ȳ)
Ȳ = unthunk(ȳ)
Expand All @@ -64,13 +59,7 @@ function rrule(
return A * B, times_pullback
end



function rrule(
::typeof(*),
A::AbstractVector{<:CommutativeMulNumber},
B::AbstractMatrix{<:CommutativeMulNumber},
)
function rrule(::typeof(*), A::AbstractVector{<:Number}, B::AbstractMatrix{<:Number})
project_A = ProjectTo(A)
project_B = ProjectTo(B)
function times_pullback(ȳ)
Expand All @@ -97,15 +86,24 @@ end
#####

function rrule(
::typeof(*), A::CommutativeMulNumber, B::AbstractArray{<:CommutativeMulNumber}
::typeof(*), A::Number, B::AbstractArray{<:Number}
)
project_A = ProjectTo(A)
project_B = ProjectTo(B)
function times_pullback(ȳ)
Ȳ = unthunk(ȳ)
return (
NoTangent(),
@thunk(project_A(dot(Ȳ, B)')),
Thunk() do
if eltype(B) isa CommutativeMulNumber
project_A(dot(Ȳ, B)')
elseif ndims(B) < 3
# https://github.com/JuliaLang/julia/issues/44152
project_A(dot(conj(Ȳ), conj(B)))
else
project_A(dot(conj(vec(Ȳ)), conj(vec(B))))
end
end,
InplaceableThunk(
X̄ -> mul!(X̄, conj(A), Ȳ, true, true),
@thunk(project_B(A' * Ȳ)),
Expand All @@ -116,7 +114,7 @@ function rrule(
end

function rrule(
::typeof(*), B::AbstractArray{<:CommutativeMulNumber}, A::CommutativeMulNumber
::typeof(*), B::AbstractArray{<:Number}, A::Number
)
project_A = ProjectTo(A)
project_B = ProjectTo(B)
Expand All @@ -128,7 +126,17 @@ function rrule(
X̄ -> mul!(X̄, conj(A), Ȳ, true, true),
@thunk(project_B(A' * Ȳ)),
),
@thunk(project_A(dot(Ȳ, B)')),
# @thunk(project_A(eltype(A) isa CommutativeMulNumber ? dot(Ȳ, B)' : dot(Ȳ', B'))),
Thunk() do
if eltype(B) isa CommutativeMulNumber
project_A(dot(Ȳ, B)')
elseif ndims(B) < 3
# https://github.com/JuliaLang/julia/issues/44152
project_A(dot(conj(Ȳ), conj(B)))
else
project_A(dot(conj(vec(Ȳ)), conj(vec(B))))
end
end,
)
end
return A * B, times_pullback
Expand Down Expand Up @@ -217,9 +225,9 @@ end

function rrule(
::typeof(muladd),
A::AbstractMatrix{<:CommutativeMulNumber},
B::AbstractVecOrMat{<:CommutativeMulNumber},
z::Union{CommutativeMulNumber, AbstractVecOrMat{<:CommutativeMulNumber}},
A::AbstractMatrix{<:Number},
B::AbstractVecOrMat{<:Number},
z::Union{Number, AbstractVecOrMat{<:Number}},
)
project_A = ProjectTo(A)
project_B = ProjectTo(B)
Expand Down Expand Up @@ -255,9 +263,9 @@ end

function rrule(
::typeof(muladd),
ut::LinearAlgebra.AdjOrTransAbsVec{<:CommutativeMulNumber},
v::AbstractVector{<:CommutativeMulNumber},
z::CommutativeMulNumber,
ut::LinearAlgebra.AdjOrTransAbsVec{<:Number},
v::AbstractVector{<:Number},
z::Number,
)
project_ut = ProjectTo(ut)
project_v = ProjectTo(v)
Expand All @@ -268,11 +276,11 @@ function rrule(
dy = unthunk(ȳ)
ut_thunk = InplaceableThunk(
dut -> dut .+= v' .* dy,
@thunk(project_ut(v' .* dy)),
@thunk(project_ut((v * dy')')),
)
v_thunk = InplaceableThunk(
dv -> dv .+= ut' .* dy,
@thunk(project_v(ut' .* dy)),
@thunk(project_v(ut' * dy)),
)
(NoTangent(), ut_thunk, v_thunk, z isa Bool ? NoTangent() : project_z(dy))
end
Expand All @@ -281,9 +289,9 @@ end

function rrule(
::typeof(muladd),
u::AbstractVector{<:CommutativeMulNumber},
vt::LinearAlgebra.AdjOrTransAbsVec{<:CommutativeMulNumber},
z::Union{CommutativeMulNumber, AbstractVecOrMat{<:CommutativeMulNumber}},
u::AbstractVector{<:Number},
vt::LinearAlgebra.AdjOrTransAbsVec{<:Number},
z::Union{Number, AbstractVecOrMat{<:Number}},
)
project_u = ProjectTo(u)
project_vt = ProjectTo(vt)
Expand All @@ -293,8 +301,8 @@ function rrule(
function muladd_pullback_3(ȳ)
Ȳ = unthunk(ȳ)
proj = (
@thunk(project_u(vec(sum(Ȳ .* conj.(vt), dims=2)))),
@thunk(project_vt(vec(sum(u .* conj.(Ȳ), dims=1))')),
@thunk(project_u(Ȳ * vec(vt'))),
@thunk(project_vt((Ȳ' * u)')),
)
addon = if z isa Bool
NoTangent()
Expand All @@ -315,14 +323,14 @@ end
##### `/`
#####

function rrule(::typeof(/), A::AbstractVecOrMat{<:Real}, B::AbstractVecOrMat{<:Real})
function rrule(::typeof(/), A::AbstractVecOrMat{<:Number}, B::AbstractVecOrMat{<:Number})
Aᵀ, dA_pb = rrule(adjoint, A)
Bᵀ, dB_pb = rrule(adjoint, B)
Cᵀ, dS_pb = rrule(\, Bᵀ, Aᵀ)
C, dC_pb = rrule(adjoint, Cᵀ)
function slash_pullback(Ȳ)
function slash_pullback(Ȳ)
# Optimization note: dAᵀ, dBᵀ, dC are calculated no matter which partial you want
_, dC = dC_pb(Ȳ)
_, dC = dC_pb(Ȳ)
_, dBᵀ, dAᵀ = dS_pb(unthunk(dC))

∂A = last(dA_pb(unthunk(dAᵀ)))
Expand All @@ -337,7 +345,7 @@ end
##### `\`
#####

function rrule(::typeof(\), A::AbstractVecOrMat{<:Real}, B::AbstractVecOrMat{<:Real})
function rrule(::typeof(\), A::AbstractVecOrMat{<:Number}, B::AbstractVecOrMat{<:Number})
project_A = ProjectTo(A)
project_B = ProjectTo(B)

Expand All @@ -362,32 +370,46 @@ end
##### `\`, `/` matrix-scalar_rule
#####

function frule((_, ΔA, Δb), ::typeof(/), A::AbstractArray{<:CommutativeMulNumber}, b::CommutativeMulNumber)
return A/b, ΔA/b - A*(Δb/b^2)

function frule((_, ΔA, Δb), ::typeof(/), A::AbstractArray{<:Number}, b::Number)
Y = A / b
return Y, muladd(Y, -Δb, ΔA) / b
end
function frule((_, Δa, ΔB), ::typeof(\), a::CommutativeMulNumber, B::AbstractArray{<:CommutativeMulNumber})
return B/a, ΔB/a - B*(Δa/a^2)
function frule((_, Δa, ΔB), ::typeof(\), a::Number, B::AbstractArray{<:Number})
Y = a \ B
return Y, a \ muladd(-Δa, Y, ΔB)
end

function rrule(::typeof(/), A::AbstractArray{<:CommutativeMulNumber}, b::CommutativeMulNumber)
function rrule(::typeof(/), A::AbstractArray{<:Number}, b::Number)
Y = A/b
function slash_pullback_scalar(ȳ)
Ȳ = unthunk(ȳ)
Athunk = InplaceableThunk(
dA -> dA .+= Ȳ ./ conj(b),
@thunk(Ȳ / conj(b)),
)
bthunk = @thunk(-dot(A,Ȳ) / conj(b^2))
bthunk = @thunk(-dot(Y,Ȳ) / conj(b))
return (NoTangent(), Athunk, bthunk)
end
return Y, slash_pullback_scalar
end

function rrule(::typeof(\), b::CommutativeMulNumber, A::AbstractArray{<:CommutativeMulNumber})
Y, back = rrule(/, A, b)
function backslash_pullback(dY) # just reverses the arguments!
d0, dA, db = back(dY)
return (d0, db, dA)
function rrule(::typeof(\), b::Number, A::AbstractArray{<:Number})
Y = b \ A
function backslash_pullback(ȳ)
Ȳ = unthunk(ȳ)
Athunk = InplaceableThunk(
dA -> dA .+= conj(b) .\ Ȳ,
@thunk(conj(b) \ Ȳ),
)
bthunk = if eltype(Y) isa CommutativeMulNumber
@thunk(-conj(b) \ dot(Y, Ȳ))
else
# NOTE: dot(Ȳ', Y') currently incorrect for non-commutative numbers
# https://github.com/JuliaLang/julia/issues/44152
@thunk(-conj(b) \ dot(conj(Ȳ), conj(Y)))
end
return (NoTangent(), bthunk, Athunk)
end
return Y, backslash_pullback
end
Expand Down
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