Merge pull request #484 from mohamed82008/mt/lazy_rrule

Make the rrule's outer product lazy

Author: ChrisRackauckas

Project.toml

@@ -1,7 +1,7 @@
 name = "LinearSolve"
 uuid = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
 authors = ["SciML"]
-version = "2.27.0"
+version = "3.0.0"
 
 [deps]
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
@@ -14,6 +14,7 @@ GPUArraysCore = "46192b85-c4d5-4398-a991-12ede77f4527"
 InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 KLU = "ef3ab10e-7fda-4108-b977-705223b18434"
 Krylov = "ba0b0d4f-ebba-5204-a429-3ac8c609bfb7"
+LazyArrays = "5078a376-72f3-5289-bfd5-ec5146d43c02"
 Libdl = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MKL_jll = "856f044c-d86e-5d09-b602-aeab76dc8ba7"
@@ -85,6 +86,7 @@ KLU = "0.6"
 KernelAbstractions = "0.9.16"
 Krylov = "0.9"
 KrylovKit = "0.6"
+LazyArrays = "1"
 Libdl = "1.10"
 LinearAlgebra = "1.10"
 MPI = "0.20"

docs/Project.toml

@@ -4,4 +4,4 @@ LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
 
 [compat]
 Documenter = "1"
-LinearSolve = "1, 2"
+LinearSolve = "1, 2, 3"

src/LinearSolve.jl

@@ -13,6 +13,7 @@ PrecompileTools.@recompile_invalidations begin
     using LinearAlgebra
     using SparseArrays
     using SparseArrays: AbstractSparseMatrixCSC, nonzeros, rowvals, getcolptr
+    using LazyArrays: @~, BroadcastArray
     using SciMLBase: AbstractLinearAlgorithm
     using SciMLOperators
     using SciMLOperators: AbstractSciMLOperator, IdentityOperator

src/adjoint.jl

@@ -76,7 +76,8 @@ function CRC.rrule(::typeof(SciMLBase.solve), prob::LinearProblem,
                 invprob, sensealg.linsolve; cache.abstol, cache.reltol, cache.verbose).u
         end
 
-        ∂A = -λ * transpose(sol.u)
+        tu = transpose(sol.u)
+        ∂A = BroadcastArray(@~ .-(λ .* tu))
         ∂b = λ
         ∂prob = LinearProblem(∂A, ∂b, ∂∅)
 

test/adjoint.jl

@@ -1,6 +1,7 @@
 using Zygote, ForwardDiff
 using LinearSolve, LinearAlgebra, Test
 using FiniteDiff
+using LazyArrays: BroadcastArray
 
 n = 4
 A = rand(n, n);
@@ -18,6 +19,7 @@ end
 f(A, b1) # Uses BLAS
 
 dA, db1 = Zygote.gradient(f, A, b1)
+@test dA isa BroadcastArray
 
 dA2 = ForwardDiff.gradient(x -> f(x, eltype(x).(b1)), copy(A))
 db12 = ForwardDiff.gradient(x -> f(eltype(x).(A), x), copy(b1))
@@ -34,6 +36,7 @@ _ff = (x, y) -> f(x,
 _ff(copy(A), copy(b1))
 
 dA, db1 = Zygote.gradient(_ff, copy(A), copy(b1))
+@test dA isa BroadcastArray
 
 dA2 = ForwardDiff.gradient(x -> f(x, eltype(x).(b1)), copy(A))
 db12 = ForwardDiff.gradient(x -> f(eltype(x).(A), x), copy(b1))
@@ -50,6 +53,7 @@ function f3(A, b1, b2; alg = KrylovJL_GMRES())
 end
 
 dA, db1, db2 = Zygote.gradient(f3, A, b1, b1)
+@test dA isa BroadcastArray
 
 dA2 = FiniteDiff.finite_difference_gradient(
     x -> f3(x, eltype(x).(b1), eltype(x).(b1)), copy(A))
@@ -71,6 +75,7 @@ function f4(A, b1, b2; alg = LUFactorization())
 end
 
 dA, db1, db2 = Zygote.gradient(f4, A, b1, b1)
+@test dA isa BroadcastArray
 
 dA2 = ForwardDiff.gradient(x -> f4(x, eltype(x).(b1), eltype(x).(b1)), copy(A))
 db12 = ForwardDiff.gradient(x -> f4(eltype(x).(A), x, eltype(x).(b1)), copy(b1))