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Reduce the cost of NaN-safe mode by checking the scalar factor once #859

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Reduce the cost of NaN-safe mode by checking the scalar factor once #859

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2 changes: 2 additions & 0 deletions src/dual.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -416,6 +416,8 @@ end

Base.iszero(x::Dual) = iszero(value(x)) && iszero(partials(x)) # shortcut, equivalent to x == zero(x)

@inline _isfinite_all(x::Dual) = _isfinite_all(value(x)) & all(_isfinite_all, partials(x).values)

for pred in [:isequal, :(==)]
@eval begin
@define_binary_dual_op(
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38 changes: 29 additions & 9 deletions src/partials.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -85,15 +85,27 @@ Base.convert(::Type{Partials{N,V}}, partials::Partials{N,V}) where {N,V} = parti
@inline Base.:*(x::Real, partials::Partials) = partials*x

@inline function Base.:*(partials::Partials, x::Real)
return Partials(scale_tuple(partials.values, x))
if _mul_needs_mask(x)
return Partials(scale_tuple(_mul_partial, partials.values, x))
else
return Partials(scale_tuple(*, partials.values, x))
end
end

@inline function Base.:/(partials::Partials, x::Real)
return Partials(div_tuple_by_scalar(partials.values, x))
if _div_needs_mask(x)
return Partials(div_tuple_by_scalar(_div_partial, partials.values, x))
else
return Partials(div_tuple_by_scalar(/, partials.values, x))
end
end

@inline function _mul_partials(a::Partials{N}, b::Partials{N}, x_a, x_b) where N
return Partials(mul_tuples(a.values, b.values, x_a, x_b))
if _mul_needs_mask(x_a) | _mul_needs_mask(x_b)
return Partials(mul_tuples(_mul_partial, a.values, b.values, x_a, x_b))
else
return Partials(mul_tuples(*, a.values, b.values, x_a, x_b))
end
end

@inline function _div_partials(a::Partials, b::Partials, aval, bval)
Expand All @@ -117,11 +129,19 @@ if NANSAFE_MODE_ENABLED
y = partial / x
return iszero(partial) ? zero(y) : y
end
@inline _mul_needs_mask(x::Real) = !_isfinite_all(x)
@inline _div_needs_mask(x::Real) = true
@inline _div_needs_mask(x::Base.IEEEFloat) = !isfinite(x) | iszero(x)
else
@inline _mul_partial(partial::Real, x::Real) = partial * x
@inline _div_partial(partial::Real, x::Real) = partial / x
@inline _mul_needs_mask(x::Real) = false
@inline _div_needs_mask(x::Real) = false
end

# Whether `x` and, for dual numbers, all of its partials are finite
@inline _isfinite_all(x::Real) = isfinite(x)

# edge cases where N == 0 #
#-------------------------#

Expand Down Expand Up @@ -199,12 +219,12 @@ end
return tupexpr(i -> :(rand(V)), N)
end

@generated function scale_tuple(tup::NTuple{N}, x) where N
return tupexpr(i -> :(_mul_partial(tup[$i], x)), N)
@generated function scale_tuple(f::F, tup::NTuple{N}, x) where {F,N}
return tupexpr(i -> :(f(tup[$i], x)), N)
end

@generated function div_tuple_by_scalar(tup::NTuple{N}, x) where N
return tupexpr(i -> :(_div_partial(tup[$i], x)), N)
@generated function div_tuple_by_scalar(f::F, tup::NTuple{N}, x) where {F,N}
return tupexpr(i -> :(f(tup[$i], x)), N)
end

@generated function add_tuples(a::NTuple{N}, b::NTuple{N}) where N
Expand All @@ -219,8 +239,8 @@ end
return tupexpr(i -> :(-tup[$i]), N)
end

@generated function mul_tuples(a::NTuple{N}, b::NTuple{N}, afactor, bfactor) where N
return tupexpr(i -> :(_mul_partial(a[$i], afactor) + _mul_partial(b[$i], bfactor)), N)
@generated function mul_tuples(f::F, a::NTuple{N}, b::NTuple{N}, afactor, bfactor) where {F,N}
return tupexpr(i -> :(f(a[$i], afactor) + f(b[$i], bfactor)), N)
end

###################
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