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vector_mult.c
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147 lines (120 loc) · 3.99 KB
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/*
* Copyright 2026 Daniel Cederberg and William Zhang
*
* This file is part of the DNLP-differentiation-engine project.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
#include "atoms/affine.h"
#include "subexpr.h"
#include "utils/tracked_alloc.h"
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
/* Vector elementwise multiplication: y = a \circ child
* where a comes from param_source */
static void forward(expr *node, const double *u)
{
expr *child = node->left;
vector_mult_expr *vnode = (vector_mult_expr *) node;
/* call forward for param_source expr tree (this extra logic is needed
in case the parameter is a broadcast or promote node which needs to refresh
its values) */
if (vnode->base.needs_parameter_refresh)
{
vnode->param_source->forward(vnode->param_source, NULL);
vnode->base.needs_parameter_refresh = false;
}
const double *a = vnode->param_source->value;
/* child's forward pass */
child->forward(child, u);
/* local forward pass: elementwise multiply by a */
for (int i = 0; i < node->size; i++)
{
node->value[i] = a[i] * child->value[i];
}
}
static void jacobian_init_impl(expr *node)
{
expr *x = node->left;
/* initialize child jacobian */
jacobian_init(x);
/* same sparsity as child */
node->jacobian = new_csr_copy_sparsity(x->jacobian);
}
static void eval_jacobian(expr *node)
{
expr *x = node->left;
const double *a = ((vector_mult_expr *) node)->param_source->value;
/* evaluate x */
x->eval_jacobian(x);
/* row-wise scale child's jacobian */
for (int i = 0; i < node->size; i++)
{
for (int j = x->jacobian->p[i]; j < x->jacobian->p[i + 1]; j++)
{
node->jacobian->x[j] = a[i] * x->jacobian->x[j];
}
}
}
static void wsum_hess_init_impl(expr *node)
{
expr *x = node->left;
/* initialize child's weighted Hessian */
wsum_hess_init(x);
/* same sparsity as child */
node->wsum_hess = new_csr_copy_sparsity(x->wsum_hess);
node->work->dwork = (double *) SP_MALLOC(node->size * sizeof(double));
}
static void eval_wsum_hess(expr *node, const double *w)
{
expr *x = node->left;
const double *a = ((vector_mult_expr *) node)->param_source->value;
/* scale weights w by a */
for (int i = 0; i < node->size; i++)
{
node->work->dwork[i] = a[i] * w[i];
}
x->eval_wsum_hess(x, node->work->dwork);
/* copy values from child to this node */
memcpy(node->wsum_hess->x, x->wsum_hess->x, x->wsum_hess->nnz * sizeof(double));
}
static void free_type_data(expr *node)
{
vector_mult_expr *vnode = (vector_mult_expr *) node;
if (vnode->param_source != NULL)
{
free_expr(vnode->param_source);
vnode->param_source = NULL;
}
}
static bool is_affine(const expr *node)
{
return node->left->is_affine(node->left);
}
expr *new_vector_mult(expr *param_node, expr *child)
{
vector_mult_expr *vnode =
(vector_mult_expr *) SP_CALLOC(1, sizeof(vector_mult_expr));
expr *node = &vnode->base;
init_expr(node, child->d1, child->d2, child->n_vars, forward, jacobian_init_impl,
eval_jacobian, is_affine, wsum_hess_init_impl, eval_wsum_hess,
free_type_data);
node->left = child;
expr_retain(child);
vnode->param_source = param_node;
expr_retain(param_node);
/* special case for handling broadcasting of constants correctly */
vnode->base.needs_parameter_refresh = true;
return node;
}