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Add the relstep and absstep parameters to AutoFiniteDiff #102

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Merged
merged 7 commits into from
Jan 21, 2025
Merged

Add the relstep and absstep parameters to AutoFiniteDiff #102

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2376772
add relstep and absstep to AutoFiniteDiff
1-Bart-1 Jan 21, 2025
716acbe
add relstep and absstep documentation
1-Bart-1 Jan 21, 2025
5d95bd1
add tests for relstep and absstep
1-Bart-1 Jan 21, 2025
9e783ca
Fix typo in doc
1-Bart-1 Jan 21, 2025
14b641f
improve step test
1-Bart-1 Jan 21, 2025
a87d7dc
improve step test
1-Bart-1 Jan 21, 2025
ca5a814
update minor version
1-Bart-1 Jan 21, 2025
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "ADTypes"
uuid = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
authors = ["Vaibhav Dixit <[email protected]>, Guillaume Dalle and contributors"]
version = "1.11.0"
version = "1.12.0"

[deps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
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12 changes: 10 additions & 2 deletions src/dense.jl
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Expand Up @@ -106,18 +106,22 @@ Defined by [ADTypes.jl](https://github.com/SciML/ADTypes.jl).

# Constructors

AutoFiniteDiff(; fdtype=Val(:forward), fdjtype=fdtype, fdhtype=Val(:hcentral))
AutoFiniteDiff(; fdtype=Val(:forward), fdjtype=fdtype, fdhtype=Val(:hcentral), relstep=nothing, absstep=nothing)

# Fields

- `fdtype::T1`: finite difference type
- `fdjtype::T2`: finite difference type for the Jacobian
- `fdhtype::T3`: finite difference type for the Hessian
- `relstep`: relative finite difference step size
- `absstep`: absolute finite difference step size
"""
Base.@kwdef struct AutoFiniteDiff{T1, T2, T3} <: AbstractADType
fdtype::T1 = Val(:forward)
fdjtype::T2 = fdtype
fdhtype::T3 = Val(:hcentral)
relstep = nothing
absstep = nothing
end

mode(::AutoFiniteDiff) = ForwardMode()
Expand All @@ -129,7 +133,11 @@ function Base.show(io::IO, backend::AutoFiniteDiff)
backend.fdjtype != backend.fdtype &&
print(io, "fdjtype=", repr(backend.fdjtype; context = io), ", ")
backend.fdhtype != Val(:hcentral) &&
print(io, "fdhtype=", repr(backend.fdhtype; context = io))
print(io, "fdhtype=", repr(backend.fdhtype; context = io), ", ")
!isnothing(backend.relstep) &&
print(io, "relstep=", repr(backend.relstep; context = io), ", ")
!isnothing(backend.absstep) &&
print(io, "absstep=", repr(backend.absstep; context = io))
print(io, ")")
end

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6 changes: 5 additions & 1 deletion test/dense.jl
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Expand Up @@ -67,14 +67,18 @@ end
@test ad.fdtype === Val(:forward)
@test ad.fdjtype === Val(:forward)
@test ad.fdhtype === Val(:hcentral)
@test ad.relstep === nothing
@test ad.absstep === nothing

ad = AutoFiniteDiff(; fdtype = Val(:central), fdjtype = Val(:forward))
ad = AutoFiniteDiff(; fdtype = Val(:central), fdjtype = Val(:forward), relstep = 1e-3, absstep = 1e-4)
@test ad isa AbstractADType
@test ad isa AutoFiniteDiff
@test mode(ad) isa ForwardMode
@test ad.fdtype === Val(:central)
@test ad.fdjtype === Val(:forward)
@test ad.fdhtype === Val(:hcentral)
@test ad.relstep == 1e-3
@test ad.absstep == 1e-4
end

@testset "AutoFiniteDifferences" begin
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