Updated backend autodiff

sn248 · Jun 13, 2024 · 0fb0353 · 0fb0353
1 parent 4d66792
commit 0fb0353
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Showing 25 changed files with 541 additions and 479 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -14,7 +14,7 @@ Suggests:
     rmarkdown,
     tinytest
 Encoding: UTF-8
-RoxygenNote: 7.2.1
+RoxygenNote: 7.3.1
 Imports: Rcpp (>= 1.0.8.3), RcppEigen
 LinkingTo: Rcpp, RcppEigen
 VignetteBuilder: knitr
diff --git a/inst/include/autodiff/BUILD b/inst/include/autodiff/BUILD
@@ -7,15 +7,15 @@ cc_library(
 
 cc_library(
     name = "reverse",
-    hdrs = glob(["reverse.hpp", "reverse/**/*.hpp"]),
+    hdrs = glob(["var.hpp", "reverse/**/*.hpp"]),
     deps = ["@com_github_eigen_eigen//:eigen",
             ":common"],
     visibility = ["//visibility:public"],
 )
 
 cc_library(
     name = "forward",
-    hdrs = glob(["forward.hpp", "forward/**/*.hpp"]),
+    hdrs = glob(["dual.hpp", "real.hpp", "forward/**/*.hpp"]),
     deps = [
         "@com_github_eigen_eigen//:eigen",
         ":common",

diff --git a/inst/include/autodiff/CMakeLists.txt b/inst/include/autodiff/CMakeLists.txt
@@ -14,6 +14,10 @@ target_include_directories(autodiff
         $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
 )
 
+if(CMAKE_CUDA_COMPILER)
+    target_compile_options(autodiff INTERFACE $<$<COMPILE_LANGUAGE:CUDA>:--expt-relaxed-constexpr --extended-lambda>)
+endif()
+
 # Install autodiff interface library
 install(TARGETS autodiff EXPORT autodiffTargets)
 

diff --git a/inst/include/autodiff/common/binomialcoefficient.hpp b/inst/include/autodiff/common/binomialcoefficient.hpp
@@ -7,7 +7,7 @@
 //
 // Licensed under the MIT License <http://opensource.org/licenses/MIT>.
 //
-// Copyright (c) 2018-2022 Allan Leal
+// Copyright © 2018–2024 Allan Leal
 //
 // Permission is hereby granted, free of charge, to any person obtaining a copy
 // of this software and associated documentation files (the "Software"), to deal

diff --git a/inst/include/autodiff/common/classtraits.hpp b/inst/include/autodiff/common/classtraits.hpp
@@ -7,7 +7,7 @@
 //
 // Licensed under the MIT License <http://opensource.org/licenses/MIT>.
 //
-// Copyright (c) 2018-2022 Allan Leal
+// Copyright © 2018–2024 Allan Leal
 //
 // Permission is hereby granted, free of charge, to any person obtaining a copy
 // of this software and associated documentation files (the "Software"), to deal
@@ -95,5 +95,12 @@ CREATE_MEMBER_CHECK(size);
 template<typename T>
 constexpr bool hasSize = has_member_size<PlainType<T>>::value;
 
+// Create type trait struct `has_operator_bracket`.
+template<class, typename T> struct has_operator_bracket_impl : std::false_type {};
+template<typename T> struct has_operator_bracket_impl<decltype( void(std::declval<T>().operator [](0)) ), T> : std::true_type {};
+
+/// Boolean type that is true if type T implements `operator[](int)` method.
+template<typename T> struct has_operator_bracket : has_operator_bracket_impl<void, T> {};
+
 } // namespace detail
 } // namespace autodiff
diff --git a/inst/include/autodiff/common/eigen.hpp b/inst/include/autodiff/common/eigen.hpp
@@ -7,7 +7,7 @@
 //
 // Licensed under the MIT License <http://opensource.org/licenses/MIT>.
 //
-// Copyright (c) 2018-2022 Allan Leal
+// Copyright © 2018–2024 Allan Leal
 //
 // Permission is hereby granted, free of charge, to any person obtaining a copy
 // of this software and associated documentation files (the "Software"), to deal
@@ -130,6 +130,15 @@ struct VectorTraits<Eigen::Ref<MatrixType>>
     using ReplaceValueType = VectorReplaceValueType<MatrixType, NewValueType>;
 };
 
+template<typename VectorType, int MapOptions, typename StrideType>
+struct VectorTraits<Eigen::Map<VectorType, MapOptions, StrideType>>
+{
+    using ValueType = VectorValueType<VectorType>;
+
+    template<typename NewValueType>
+    using ReplaceValueType = Eigen::Map<VectorReplaceValueType<VectorType, NewValueType>, MapOptions, StrideType>;
+};
+
 //=====================================================================================================================
 //
 // AUXILIARY TEMPLATE TYPE ALIASES

diff --git a/inst/include/autodiff/common/meta.hpp b/inst/include/autodiff/common/meta.hpp
@@ -7,7 +7,7 @@
 //
 // Licensed under the MIT License <http://opensource.org/licenses/MIT>.
 //
-// Copyright (c) 2018-2022 Allan Leal
+// Copyright © 2018–2024 Allan Leal
 //
 // Permission is hereby granted, free of charge, to any person obtaining a copy
 // of this software and associated documentation files (the "Software"), to deal
@@ -34,24 +34,39 @@
 #include <tuple>
 #include <type_traits>
 
+#ifndef AUTODIFF_DEVICE_FUNC
+#ifdef AUTODIFF_EIGEN_FOUND
+    #include <Eigen/src/Core/util/Macros.h>
+    #define AUTODIFF_DEVICE_FUNC EIGEN_DEVICE_FUNC
+#else
+    #define AUTODIFF_DEVICE_FUNC
+#endif
+#endif
+
 namespace autodiff {
 namespace detail {
 
 template<bool value>
-using EnableIf = typename std::enable_if<value>::type;
+using EnableIf = std::enable_if_t<value>;
+
+template<bool value>
+using Requires = std::enable_if_t<value, bool>;
 
 template<typename T>
-using PlainType = typename std::remove_cv<typename std::remove_reference<T>::type>::type;
+using PlainType = std::remove_cv_t<std::remove_reference_t<T>>;
 
 template<bool Cond, typename WhenTrue, typename WhenFalse>
-using ConditionalType = typename std::conditional<Cond, WhenTrue, WhenFalse>::type;
+using ConditionalType = std::conditional_t<Cond, WhenTrue, WhenFalse>;
 
 template<typename A, typename B>
-using CommonType = typename std::common_type<A, B>::type;
+using CommonType = std::common_type_t<A, B>;
 
 template<typename Fun, typename... Args>
 using ReturnType = std::invoke_result_t<Fun, Args...>;
 
+template<typename T>
+constexpr bool isConst = std::is_const_v<std::remove_reference_t<T>>;
+
 template<typename T, typename U>
 constexpr bool isConvertible = std::is_convertible<PlainType<T>, U>::value;
 
@@ -62,13 +77,13 @@ template<typename Tuple>
 constexpr auto TupleSize = std::tuple_size_v<std::decay_t<Tuple>>;
 
 template<typename Tuple>
-constexpr auto TupleHead(Tuple&& tuple)
+AUTODIFF_DEVICE_FUNC constexpr auto TupleHead(Tuple&& tuple)
 {
     return std::get<0>(std::forward<Tuple>(tuple));
 }
 
 template<typename Tuple>
-constexpr auto TupleTail(Tuple&& tuple)
+AUTODIFF_DEVICE_FUNC constexpr auto TupleTail(Tuple&& tuple)
 {
     auto g = [&](auto&&, auto&&... args) constexpr {
         return std::forward_as_tuple(args...);
@@ -85,7 +100,7 @@ struct Index
 };
 
 template<size_t i, size_t ibegin, size_t iend, typename Function>
-constexpr auto AuxFor(Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto AuxFor(Function&& f)
 {
     if constexpr (i < iend) {
         f(Index<i>{});
@@ -94,19 +109,19 @@ constexpr auto AuxFor(Function&& f)
 }
 
 template<size_t ibegin, size_t iend, typename Function>
-constexpr auto For(Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto For(Function&& f)
 {
     AuxFor<ibegin, ibegin, iend>(std::forward<Function>(f));
 }
 
 template<size_t iend, typename Function>
-constexpr auto For(Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto For(Function&& f)
 {
     For<0, iend>(std::forward<Function>(f));
 }
 
 template<size_t i, size_t ibegin, size_t iend, typename Function>
-constexpr auto AuxReverseFor(Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto AuxReverseFor(Function&& f)
 {
     if constexpr (i < iend)
     {
@@ -116,19 +131,19 @@ constexpr auto AuxReverseFor(Function&& f)
 }
 
 template<size_t ibegin, size_t iend, typename Function>
-constexpr auto ReverseFor(Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto ReverseFor(Function&& f)
 {
     AuxReverseFor<ibegin, ibegin, iend>(std::forward<Function>(f));
 }
 
 template<size_t iend, typename Function>
-constexpr auto ReverseFor(Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto ReverseFor(Function&& f)
 {
     ReverseFor<0, iend>(std::forward<Function>(f));
 }
 
 template<typename Tuple, typename Function>
-constexpr auto ForEach(Tuple&& tuple, Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto ForEach(Tuple&& tuple, Function&& f)
 {
     constexpr auto N = TupleSize<Tuple>;
     For<N>([&](auto i) constexpr {
@@ -144,7 +159,7 @@ constexpr auto ForEach(Tuple&& tuple, Function&& f)
 }
 
 template<typename Tuple1, typename Tuple2, typename Function>
-constexpr auto ForEach(Tuple1&& tuple1, Tuple2&& tuple2, Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto ForEach(Tuple1&& tuple1, Tuple2&& tuple2, Function&& f)
 {
     constexpr auto N1 = TupleSize<Tuple1>;
     constexpr auto N2 = TupleSize<Tuple2>;
@@ -155,7 +170,7 @@ constexpr auto ForEach(Tuple1&& tuple1, Tuple2&& tuple2, Function&& f)
 }
 
 template<size_t ibegin, size_t iend, typename Function>
-constexpr auto Sum(Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto Sum(Function&& f)
 {
     using ResultType = std::invoke_result_t<Function, Index<ibegin>>;
     ResultType res = {};
@@ -166,7 +181,7 @@ constexpr auto Sum(Function&& f)
 }
 
 template<typename Tuple, typename Function>
-constexpr auto Reduce(Tuple&& tuple, Function&& f)
+AUTODIFF_DEVICE_FUNC constexpr auto Reduce(Tuple&& tuple, Function&& f)
 {
     using ResultType = std::invoke_result_t<Function, decltype(std::get<0>(tuple))>;
     ResultType res = {};

diff --git a/inst/include/autodiff/common/numbertraits.hpp b/inst/include/autodiff/common/numbertraits.hpp
@@ -7,7 +7,7 @@
 //
 // Licensed under the MIT License <http://opensource.org/licenses/MIT>.
 //
-// Copyright (c) 2018-2022 Allan Leal
+// Copyright © 2018–2024 Allan Leal
 //
 // Permission is hereby granted, free of charge, to any person obtaining a copy
 // of this software and associated documentation files (the "Software"), to deal

diff --git a/inst/include/autodiff/common/vectortraits.hpp b/inst/include/autodiff/common/vectortraits.hpp
@@ -7,7 +7,7 @@
 //
 // Licensed under the MIT License <http://opensource.org/licenses/MIT>.
 //
-// Copyright (c) 2018-2022 Allan Leal
+// Copyright © 2018–2024 Allan Leal
 //
 // Permission is hereby granted, free of charge, to any person obtaining a copy
 // of this software and associated documentation files (the "Software"), to deal

diff --git a/inst/include/autodiff/forward/dual.hpp b/inst/include/autodiff/forward/dual.hpp
@@ -7,7 +7,7 @@
 //
 // Licensed under the MIT License <http://opensource.org/licenses/MIT>.
 //
-// Copyright (c) 2018-2022 Allan Leal
+// Copyright © 2018–2024 Allan Leal
 //
 // Permission is hereby granted, free of charge, to any person obtaining a copy
 // of this software and associated documentation files (the "Software"), to deal