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promote.c
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117 lines (100 loc) · 3.4 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 "utils/tracked_alloc.h"
#include <assert.h>
#include <stdlib.h>
#include <string.h>
/* Promote broadcasts a scalar expression to a vector/matrix shape.
* This matches CVXPY's promote atom which only handles scalars. */
static void forward(expr *node, const double *u)
{
node->left->forward(node->left, u);
/* broadcast scalar value to all output elements */
for (int i = 0; i < node->size; i++)
{
node->value[i] = node->left->value[0];
}
}
static void jacobian_init_impl(expr *node)
{
expr *x = node->left;
jacobian_init(x);
/* each output row copies the single row from child's jacobian */
int nnz = node->size * x->jacobian->nnz;
node->jacobian = new_csr_matrix(node->size, node->n_vars, nnz);
/* fill sparsity pattern */
CSR_Matrix *J = node->jacobian;
J->nnz = 0;
for (int row = 0; row < node->size; row++)
{
J->p[row] = J->nnz;
memcpy(J->i + J->nnz, x->jacobian->i, x->jacobian->nnz * sizeof(int));
J->nnz += x->jacobian->nnz;
}
assert(J->nnz == nnz);
J->p[node->size] = J->nnz;
}
static void eval_jacobian(expr *node)
{
node->left->eval_jacobian(node->left);
CSR_Matrix *child_jac = node->left->jacobian;
CSR_Matrix *jac = node->jacobian;
int child_nnz = child_jac->p[1] - child_jac->p[0];
/* Copy child's row values to each output row */
for (int row = 0; row < node->size; row++)
{
memcpy(jac->x + row * child_nnz, child_jac->x + child_jac->p[0],
child_nnz * sizeof(double));
}
}
static void wsum_hess_init_impl(expr *node)
{
wsum_hess_init(node->left);
/* same sparsity as child since we're summing weights */
CSR_Matrix *child_hess = node->left->wsum_hess;
node->wsum_hess = new_csr_copy_sparsity(child_hess);
}
static void eval_wsum_hess(expr *node, const double *w)
{
/* Sum all weights (they all correspond to the same scalar child) */
double sum_w = 0.0;
for (int i = 0; i < node->size; i++)
{
sum_w += w[i];
}
/* evaluate child's wsum_hess with summed weight */
node->left->eval_wsum_hess(node->left, &sum_w);
/* copy values */
CSR_Matrix *child_hess = node->left->wsum_hess;
memcpy(node->wsum_hess->x, child_hess->x, child_hess->nnz * sizeof(double));
}
static bool is_affine(const expr *node)
{
return node->left->is_affine(node->left);
}
expr *new_promote(expr *child, int d1, int d2)
{
assert(child->size == 1);
expr *node = (expr *) SP_CALLOC(1, sizeof(expr));
init_expr(node, d1, d2, child->n_vars, forward, jacobian_init_impl,
eval_jacobian, is_affine, wsum_hess_init_impl, eval_wsum_hess, NULL);
node->left = child;
expr_retain(child);
return node;
}