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Add basic complex functions, fix 2-arg atan #64

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merged 5 commits into from
Aug 31, 2019
Merged

Add basic complex functions, fix 2-arg atan #64

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878d361
add rules for complex util functions
simeonschaub Aug 29, 2019
f2740fc
fix accidentally deleted line
simeonschaub Aug 29, 2019
62bac61
fix test cases
simeonschaub Aug 29, 2019
541658d
Merge branch 'complex_utils' of https://github.com/simeonschaub/Chain…
simeonschaub Aug 29, 2019
e7d4d48
Merge branch 'master' into complex_utils
simeonschaub Aug 31, 2019
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8 changes: 7 additions & 1 deletion src/rulesets/Base/base.jl
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Expand Up @@ -83,14 +83,20 @@

@scalar_rule(hypot(x, y), (x / Ω, y / Ω))
@scalar_rule(sincos(x), @setup((sinx, cosx) = Ω), cosx, -sinx)
@scalar_rule(atan(x, y), @setup(u = x^2 + y^2), (y / u, -x / u))
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@scalar_rule(atan(y, x), @setup(u = x^2 + y^2), (x / u, -y / u))

@scalar_rule(max(x, y), @setup(gt = x > y), (gt, !gt))
@scalar_rule(min(x, y), @setup(gt = x > y), (!gt, gt))
@scalar_rule(mod(x, y), @setup((u, nan) = promote(x / y, NaN16)),
(ifelse(isint, nan, one(u)), ifelse(isint, nan, -floor(u))))
@scalar_rule(rem(x, y), @setup((u, nan) = promote(x / y, NaN16)),
(ifelse(isint, nan, one(u)), ifelse(isint, nan, -trunc(u))))
@scalar_rule(angle(x::Complex), @setup(u = abs2(x)), Wirtinger(-im//2 * x' / u, im//2 * x / u))
@scalar_rule(angle(x::Real), Zero())
@scalar_rule(real(x::Complex), Wirtinger(1//2, 1//2))
@scalar_rule(real(x::Real), One())
@scalar_rule(imag(x::Complex), Wirtinger(-im//2, im//2))
@scalar_rule(imag(x::Real), Zero())

# product rule requires special care for arguments where `mul` is non-commutative

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13 changes: 13 additions & 0 deletions test/rulesets/Base/base.jl
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Expand Up @@ -99,6 +99,19 @@
end
end

@testset "Unary complex functions" begin
for x in (-6, rand.((Float32, Float64, Complex{Float32}, Complex{Float64}))...)
rtol = x isa Complex{Float32} ? 1e-6 : 1e-9
test_scalar(real, x; rtol=rtol)
test_scalar(imag, x; rtol=rtol)
# TODO: implement correct complex derivative
x isa Real && test_scalar(abs, x; rtol=rtol)
test_scalar(angle, x; rtol=rtol)
test_scalar(abs2, x; rtol=rtol)
test_scalar(conj, x; rtol=rtol)
end
end

@testset "*(x, y)" begin
x, y = rand(3, 2), rand(2, 5)
z, (dx, dy) = rrule(*, x, y)
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2 changes: 1 addition & 1 deletion test/runtests.jl
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Expand Up @@ -12,7 +12,7 @@ using Test
# For testing purposes we use a lot of
using ChainRulesCore: cast, extern, accumulate, accumulate!, store!, @scalar_rule,
Wirtinger, wirtinger_primal, wirtinger_conjugate,
Zero, One, Casted, DNE, Thunk, DNERule
Zero, One, Casted, DNE, Thunk, DNERule, AbstractDifferential

include("test_util.jl")

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