ForwardDiff.jl

ForwardDiff v0.10.36

Diff since v0.10.35

Closed issues:

• Using a Pkg extension to reduce package load time caused by StaticArrays (#629)
• AD in-place instead of broadcast (#645)
• Is the mutating code the problem here? How could I debug this? (#646)

Merged pull requests:

• avoid defining one arg hash (#631) (@KristofferC)
• enable dependabot for GitHub actions (#635) (@ranocha)
• Fix two typos (#638) (@goggle)
• Bump codecov/codecov-action from 1 to 3 (#641) (@dependabot[bot])
• Bump actions/checkout from 2 to 3 (#642) (@dependabot[bot])
• Bump actions/cache from 1 to 3 (#643) (@dependabot[bot])
• Add test of second-order derivative of t -> abs(t)^2 (#650) (@devmotion)
• floatmin for nested Duals sharing the same tag (#656) (@chriselrod)
• example in docs (#657) (@cossio)

ForwardDiff v0.10.35

Diff since v0.10.34

Closed issues:

• type instabilities when passing a function to jacobian! (#516)
• Highly invalidating method: promote_rule(::Type{R}, ::Type{ForwardDiff.Dual{T, V, N}}) where {R<:Real, T, V, N} (#620)
• The Hessian of the LinearAlgebra.jl dot is incorrect (#622)
• Jacobian returns zero matrix (#623)

Merged pull requests:

• Forbid offsets (#586) (@mcabbott)
• Add Invalidations.yml [ci skip] [skip tests] (#596) (@ranocha)
• Version 0.11 (#613) (@mcabbott)
• Support specializing on functions (#615) (@j-fu)
• Remove if VERSION ≥ v"1.4" etc. (#616) (@mcabbott)
• Fix minor typo in advanced.md (#621) (@thomvet)
• Turn StaticArrays into an Extension Package (#625) (@ChrisRackauckas)
• make StaticArrays dependency into an extension on v0.11-dev (#628) (@ChrisRackauckas)

ForwardDiff v0.10.34

Diff since v0.10.33

Closed issues:

• Building ranges with Duals (#385)
• Automatic ChainRules compatibility (#579)
• Incorrect behavior of max(d::Dual, ::Float64) when partials are -Inf (#603)

Merged pull requests:

• Add link to ForwardDiffChainRules.jl (#608) (@gdalle)
• Backport #605 (dual exponent) to release-0.10 (#614) (@mcabbott)

ForwardDiff v0.10.33

This release was yanked in https://github.com/JuliaRegistries/General/pull/73304, i.e. ] up will not install it.

Changes here should be in 0.11, see #613

Diff since v0.10.32

Closed issues:

• support for the determinant function (#197)
• Derivative of matrix inverse for diagonal matrix is not correct? (#490)
• Incorrect gradient with cascaded reshape, linear equation solver operations (#506)
• Derivative lost in 3-arg mul (#536)
• Inconsistent behavior in assignment to sparse matrices of Dual numbers (#542)
• The Hessian of x-> dot(x,H,x) should be H+H', not zero (#551)
• ==(x,y) is true when only partials(y) have NaNs (#600)
• • Operator not defined for ForwardDiff.Dual{...} (#601)
• ldexp does not maintain type of Float32 arguments (#604)

Merged pull requests:

• Change == to ignore measure-zero branches (#481) (@mcabbott)
• Expand explanation of Preferences (#598) (@devmotion)
• dual exponent (#605) (@ptiede)

ForwardDiff v0.10.32

Diff since v0.10.31

Merged pull requests:

• DEFAULT_CHUNK_THRESHOLD is configurable via Preferences.jl (#582) (@lassepe)
• check for iszero(partials(x)) in pow (#592) (@chriselrod)

ForwardDiff v0.10.31

Diff since v0.10.30

Merged pull requests:

• Define SpecialFunctions.gamma_inc for ForwardDiff.Dual (#587) (@devmotion)
• Update README.md (#588) (@mcabbott)

ForwardDiff v0.10.30

Diff since v0.10.29

Closed issues:

• Forward AD for mod2pi() (#113)
• Calculating gradient wrt to logpdf/loglikelihood of Gamma distributions (#283)
• realmin and realmax not defined (#306)
• derivative(xlogx, 0.) gives 0 (should be -Inf) (#365)
• Define prevfloat/nextfloat for Dual Numbers (#371)
• minor: link to upgrade guide on main README.md is broken, needs updating (#454)

Merged pull requests:

• Add definition for logabsgamma (#585) (@devmotion)

ForwardDiff v0.10.29

Diff since v0.10.28

Closed issues:

• Spurious type promotions due to Float64 coefficients in the diff rules (#566)

Merged pull requests:

• Differentiation of eigen(::Symmetric) (#575) (@KnutAM)

ForwardDiff v0.10.28

Diff since v0.10.27

Merged pull requests:

• Support complex output in derivative (#583) (@antoine-levitt)

ForwardDiff v0.10.27

Diff since v0.10.26

Merged pull requests:

• Fix DiffRules-based definitions for complex-valued functions (#577) (@devmotion)

ForwardDiff v0.10.26

Diff since v0.10.25

Closed issues:

• Incorrect second derivative of sinc nearby zero (#466)

Merged pull requests:

• Bump NaNMath version (#576) (@mlubin)
• Define precision for Dual (#580) (@devmotion)
• Add overloads for fld and cld (#581) (@sethaxen)

ForwardDiff v0.10.25

Diff since v0.10.24

Merged pull requests:

• Avoid recursion heuristic? (#574) (@chriselrod)

ForwardDiff v0.10.24

Diff since v0.10.23

Closed issues:

• derivative of "sind" function (#556)

Merged pull requests:

• use SIMD.jl for explicit vectorization of partial operations (#557) (@KristofferC)
• improve type stability in jacobian for a certain case (#558) (@KristofferC)
• use explicit simd for iszero check on partials (#559) (@KristofferC)
• define sin/cos on Dual to use sincos (#561) (@KristofferC)
• explicitly SIMD muladd with duals (#562) (@KristofferC)
• CompatHelper: bump compat for SpecialFunctions to 2, (keep existing compat) (#564) (@github-actions[bot])
• Fix ldexp test errors (#568) (@devmotion)
• Revert SIMD.jl usage (#569) (@KristofferC)

ForwardDiff v0.10.23

Diff since v0.10.22

Merged pull requests:

• Fix deprecation warning introduced by DiffRules v1.4 (#553) (@odow)
• Fix flakey tests in DualTest.jl (#554) (@odow)

ForwardDiff v0.10.22

Diff since v0.10.21

Merged pull requests:

• Fix the documentation badge (#545) (@hyrodium)
• Use specified threshold instead of DEFAULT_CHUNK_THRESHOLD in pickchunksize (#552) (@chriselrod)

ForwardDiff v0.10.21

Diff since v0.10.20

Merged pull requests:

• use the preference system for nan safe mode (#539) (@KristofferC)

ForwardDiff v0.10.20

Diff since v0.10.19

Closed issues:

• Addition of LogExpFunctions generates lots of warnings. (#543)
• Segfault from collecting a range of duals (#548)

Merged pull requests:

• define ArithmeticStyle for Dual (#549) (@KristofferC)

ForwardDiff v0.10.19

Diff since v0.10.18

Closed issues:

• ForwardDiff.derivative(float, 1) returns Float16(1.0) (#362)
• float(::Dual) disagrees with Base (#492)
• Support normalize (#521)
• DiffRules [1.1,1.2] breaks precompilation (#529)
• method conj overwritten in dual.jl (#531)

Merged pull requests:

• Int(::Dual) and Integer(::Dual) (#508) (@dlfivefifty)
• Error message contains "expexts"; changed it to expects (#522) (@jwscook)
• Overload floatmin, floatmax (#525) (@dlfivefifty)
• Ignore rules with more than two arguments (#530) (@mcabbott)
• Remove rule for conj (#532) (@mcabbott)
• fix float(::Dual) and add float(::Type{<:Dual}) (#535) (@stevengj)

ForwardDiff v0.10.18

Diff since v0.10.17

Closed issues:

• Broadcast max is not supported (#512)

Merged pull requests:

• Fix "FowardDiff.can_dual" typo (#500) (@mcabbott)
• allow printing using at-printf (#511) (@ranocha)
• eigen and eigvals for Symmetric, Hermitian, and SymTridiagonal (#513) (@dlfivefifty)

ForwardDiff v0.10.17

Diff since v0.10.16

Closed issues:

• ForwardDiff 10x slower than FiniteDiff equivalent (#502)
• Support structured (banded) Jacobians? (#507)

Merged pull requests:

• Update README.md (#505) (@ViralBShah)
• Remove pure function annotation (#509) (@mohamed82008)