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Alternative fix to extra allocations in get_gradient! from Jacobian #301

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merged 5 commits into from
Oct 8, 2023
Merged

Alternative fix to extra allocations in get_gradient! from Jacobian #301

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c0a3103
Alternative fix to extra allocations in get_gradient! from Jacobian
mateuszbaran Oct 6, 2023
3287868
docs
mateuszbaran Oct 6, 2023
0eddfce
add new function to docs.
kellertuer Oct 7, 2023
60ad5f7
add some tests
mateuszbaran Oct 7, 2023
b3e9c88
bump version
mateuszbaran Oct 8, 2023
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "Manopt"
uuid = "0fc0a36d-df90-57f3-8f93-d78a9fc72bb5"
authors = ["Ronny Bergmann <[email protected]>"]
version = "0.4.37"
version = "0.4.38"

[deps]
ColorSchemes = "35d6a980-a343-548e-a6ea-1d62b119f2f4"
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6 changes: 6 additions & 0 deletions docs/src/plans/objective.md
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Expand Up @@ -130,6 +130,12 @@ and internally
get_gradient_function
```

#### Internal Helpers

```@docs
get_gradient_from_Jacobian!
```

### Subgradient Objective

```@docs
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34 changes: 28 additions & 6 deletions src/plans/nonlinear_least_squares_plan.jl
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Expand Up @@ -70,6 +70,33 @@ function get_cost(
return 1//2 * norm(residual_values)^2
end

"""
get_gradient_from_Jacobian!(
M::AbstractManifold,
X,
nlso::NonlinearLeastSquaresObjective{InplaceEvaluation},
p,
Jval=zeros(nlso.num_components, manifold_dimension(M)),
)

Compute gradient of [`NonlinearLeastSquaresObjective`](@ref) `nlso` at point `p` in place of
`X`, with temporary Jacobian stored in the optional argument `Jval`.
"""
function get_gradient_from_Jacobian!(
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M::AbstractManifold,
X,
nlso::NonlinearLeastSquaresObjective{InplaceEvaluation},
p,
Jval=zeros(nlso.num_components, manifold_dimension(M)),
)
basis_p = _maybe_get_basis(M, p, nlso.jacobian_tangent_basis)
nlso.jacobian!!(M, Jval, p; basis_domain=basis_p)
residual_values = zeros(nlso.num_components)
nlso.f(M, residual_values, p)
get_vector!(M, X, p, transpose(Jval) * residual_values, basis_p)
return X
end

function get_gradient(
M::AbstractManifold, nlso::NonlinearLeastSquaresObjective{AllocatingEvaluation}, p
)
Expand Down Expand Up @@ -101,12 +128,7 @@ end
function get_gradient!(
M::AbstractManifold, X, nlso::NonlinearLeastSquaresObjective{InplaceEvaluation}, p
)
basis_p = _maybe_get_basis(M, p, nlso.jacobian_tangent_basis)
Jval = zeros(nlso.num_components, manifold_dimension(M))
nlso.jacobian!!(M, Jval, p; basis_domain=basis_p)
residual_values = zeros(nlso.num_components)
nlso.f(M, residual_values, p)
get_vector!(M, X, p, transpose(Jval) * residual_values, basis_p)
get_gradient_from_Jacobian!(M, X, nlso, p)
return X
end

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5 changes: 3 additions & 2 deletions src/solvers/LevenbergMarquardt.jl
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Expand Up @@ -206,8 +206,9 @@ function initialize_solver!(
dmp::DefaultManoptProblem{mT,<:NonlinearLeastSquaresObjective{InplaceEvaluation}},
lms::LevenbergMarquardtState,
) where {mT<:AbstractManifold}
get_objective(dmp).f(get_manifold(dmp), lms.residual_values, lms.p)
lms.X = get_gradient(dmp, lms.p)
M = get_manifold(dmp)
get_objective(dmp).f(M, lms.residual_values, lms.p)
get_gradient_from_Jacobian!(M, lms.X, get_objective(dmp), lms.p, lms.jacF)
return lms
end

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2 changes: 2 additions & 0 deletions test/solvers/test_Levenberg_Marquardt.jl
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Expand Up @@ -217,6 +217,7 @@ end
X_r2 = similar(x0)
get_gradient!(p_r2, X_r2, x0)
@test isapprox(X_r2, [270.3617451389837, 677.6730784956912])
@test isapprox(get_gradient(p_r2, x0), [270.3617451389837, 677.6730784956912])

p_r2_mut = DefaultManoptProblem(
M,
Expand All @@ -228,6 +229,7 @@ end
X_r2 = similar(x0)
get_gradient!(p_r2_mut, X_r2, x0)
@test isapprox(X_r2, [270.3617451389837, 677.6730784956912])
@test isapprox(get_gradient(p_r2_mut, x0), [270.3617451389837, 677.6730784956912])

@testset "errors" begin
@test_throws ArgumentError LevenbergMarquardtState(
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