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left_matmul: one Jacobian path through BA_kron_matrices_* #166

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Merged
dance858 merged 2 commits into from
Oct 13, 2026
Merged

left_matmul: one Jacobian path through BA_kron_matrices_* #166

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6594d18
left_matmul: one Jacobian path through BA_kron_matrices_*
dance858 Oct 13, 2026
c412826
Pin sparsediff_linalg to v0.5.1
dance858 Oct 13, 2026
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2 changes: 1 addition & 1 deletion sparsediff_linalg
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Submodule sparsediff_linalg updated 13 files
+4 −0 include/sparsediff_linalg/matmul.h
+9 −0 include/sparsediff_linalg/matmul_kron.h
+2 −17 include/sparsediff_linalg/matrix.h
+3 −0 src/internal/permuted_dense.h
+3 −0 src/internal/sparse_matrix.h
+3 −0 src/internal/stacked_pd.h
+18 −0 src/matmul_dispatchers.c
+32 −0 src/matmul_kron_dispatchers.c
+1 −2 src/permuted_dense/permuted_dense.c
+1 −2 src/sparse/sparse_matrix.c
+1 −2 src/stacked_pd/stacked_pd.c
+3 −0 tests/sparsediff_linalg_tests.c
+137 −0 tests/test_matmul_dispatchers.h
78 changes: 10 additions & 68 deletions src/atoms/affine/left_matmul.c
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Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,6 @@
*/
#include "atoms/affine.h"
#include "sparsediff_linalg/dense.h"
#include "sparsediff_linalg/matmul.h"
#include "sparsediff_linalg/matmul_kron.h"
#include "sparsediff_linalg/matrix.h"
#include "sparsediff_linalg/tracked_alloc.h"
Expand Down Expand Up @@ -109,81 +108,26 @@ static void free_type_data(expr *node)
lnode->param_source = NULL;
}

/* jacobian_init for dense left matmul */
static void jacobian_init_dense(expr *node)
/* J_y = kron(I_p, A) J_f; the dispatcher routes on A's kind and on p == 1. */
static void jacobian_init_impl(expr *node)
{
/* initialize jacobian of child */
expr *x = node->left;
left_matmul_expr *lnode = (left_matmul_expr *) node;
jacobian_init(x);

/* initialize this node's jacobian */
if (lnode->n_blocks == 1)
{
node->jacobian = BA_matrices_alloc(lnode->A, x->jacobian);
}
else
{
node->jacobian =
BA_dense_kron_matrices_alloc(lnode->A, lnode->n_blocks, x->jacobian);
}
}

/* eval_jacobian for dense left matmul. */
static void eval_jacobian_dense(expr *node)
{
/* evaluate jacobian of child */
left_matmul_expr *lnode = (left_matmul_expr *) node;
expr *x = node->left;
eval_jacobian(x);

if (lnode->n_blocks == 1)
{
BA_matrices_fill_values(lnode->A, x->jacobian, node->jacobian);
}
else
{
BA_dense_kron_matrices_fill_values(lnode->A, lnode->n_blocks, x->jacobian,
node->jacobian);
}
node->jacobian = BA_kron_matrices_alloc(lnode->A, lnode->n_blocks, x->jacobian);
}

/* jacobian_init for sparse left matmul */
static void jacobian_init_sparse(expr *node)
{
/* initialize jacobian of child */
expr *x = node->left;
left_matmul_expr *lnode = (left_matmul_expr *) node;
jacobian_init(x);

/* J_y = A J_f through the dispatchers, like the dense case. */
if (lnode->n_blocks == 1)
{
node->jacobian = BA_matrices_alloc(lnode->A, x->jacobian);
return;
}

/* J_y = kron(I_p, A) J_f */
node->jacobian =
BA_sparse_kron_matrices_alloc(lnode->A, lnode->n_blocks, x->jacobian);
}

/* eval_jacobian for sparse left matmul */
static void eval_jacobian_sparse(expr *node)
static void eval_jacobian_impl(expr *node)
{
/* evaluate jacobian of child */
left_matmul_expr *lnode = (left_matmul_expr *) node;
expr *x = node->left;
eval_jacobian(x);

if (lnode->n_blocks == 1)
{
BA_matrices_fill_values(lnode->A, x->jacobian, node->jacobian);
return;
}

BA_sparse_kron_matrices_fill_values(lnode->A, lnode->n_blocks, x->jacobian,
node->jacobian);
BA_kron_matrices_fill_values(lnode->A, lnode->n_blocks, x->jacobian,
node->jacobian);
}

static void wsum_hess_init_impl(expr *node)
Expand Down Expand Up @@ -264,10 +208,8 @@ expr *new_left_matmul(expr *param_node, expr *u, const CSR_matrix *A)
left_matmul_expr *lnode =
(left_matmul_expr *) sp_calloc(1, sizeof(left_matmul_expr));
expr *node = &lnode->base;
/* Sparse A: a single block goes through BA_matrices_*, the kron form
through BA_sparse_kron_matrices_*. */
init_expr(node, d1, d2, u->n_vars, forward, jacobian_init_sparse,
eval_jacobian_sparse, is_affine, wsum_hess_init_impl,
init_expr(node, d1, d2, u->n_vars, forward, jacobian_init_impl,
eval_jacobian_impl, is_affine, wsum_hess_init_impl,
eval_wsum_hess_impl, free_type_data);
node->left = u;
expr_retain(u);
Expand Down Expand Up @@ -300,8 +242,8 @@ expr *new_left_matmul_dense(expr *param_node, expr *u, int m, int n,
left_matmul_expr *lnode =
(left_matmul_expr *) sp_calloc(1, sizeof(left_matmul_expr));
expr *node = &lnode->base;
init_expr(node, d1, d2, u->n_vars, forward, jacobian_init_dense,
eval_jacobian_dense, is_affine, wsum_hess_init_impl,
init_expr(node, d1, d2, u->n_vars, forward, jacobian_init_impl,
eval_jacobian_impl, is_affine, wsum_hess_init_impl,
eval_wsum_hess_impl, free_type_data);
node->left = u;
expr_retain(u);
Expand Down
1 change: 1 addition & 0 deletions src/atoms/affine/vector_mult.c
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Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,7 @@
* limitations under the License.
*/
#include "atoms/affine.h"
#include "sparsediff_linalg/matmul.h"
#include "sparsediff_linalg/tracked_alloc.h"
#include "subexpr.h"
#include <stdio.h>
Expand Down
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