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Remove unnecessary assignment to fix type instability in ForwardDiff.hessian! #316

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Merged
jrevels merged 1 commit into from
Jun 18, 2018
Merged

Remove unnecessary assignment to fix type instability in ForwardDiff.hessian! #316

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22 changes: 15 additions & 7 deletions src/hessian.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -34,6 +34,19 @@ function hessian!(result::AbstractArray, f, x::AbstractArray, cfg::HessianConfig
return result
end


mutable struct GradF{R,CFG,F}
result::R
cfg::CFG
f::F # Add tag check on constructino of GradF???
end
function (x::GradF)(y, z)
inner_result = DiffResult(zero(eltype(y)), y)
gradient!(inner_result, x.f, z, x.cfg.gradient_config, Val{false}())
x.result = DiffResults.value!(x.result, value(DiffResults.value(inner_result)))
return y
end

"""
ForwardDiff.hessian!(result::DiffResult, f, x::AbstractArray, cfg::HessianConfig = HessianConfig(f, result, x), check=Val{true}())

Expand All @@ -45,14 +58,9 @@ Set `check` to `Val{false}()` to disable tag checking. This can lead to perturba
"""
function hessian!(result::DiffResult, f, x::AbstractArray, cfg::HessianConfig{T} = HessianConfig(f, result, x), ::Val{CHK}=Val{true}()) where {T,CHK}
CHK && checktag(T, f, x)
∇f! = (y, z) -> begin
inner_result = DiffResult(zero(eltype(y)), y)
gradient!(inner_result, f, z, cfg.gradient_config, Val{false}())
result = DiffResults.value!(result, value(DiffResults.value(inner_result)))
return y
end
∇f! = GradF(result, cfg, f)
jacobian!(DiffResults.hessian(result), ∇f!, DiffResults.gradient(result), x, cfg.jacobian_config, Val{false}())
return result
return ∇f!.result
end

hessian(f, x::SArray) = jacobian(y -> gradient(f, y), x)
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