echidna 0.8.2

A high-performance automatic differentiation library for Rust
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
#![cfg(feature = "bytecode")]

use echidna::{record, Scalar};

fn rosenbrock<T: Scalar>(x: &[T]) -> T {
    let one = T::from_f(<T::Float as num_traits::FromPrimitive>::from_f64(1.0).unwrap());
    let hundred = T::from_f(<T::Float as num_traits::FromPrimitive>::from_f64(100.0).unwrap());
    let mut sum = T::zero();
    for i in 0..x.len() - 1 {
        let t1 = one - x[i];
        let t2 = x[i + 1] - x[i] * x[i];
        sum = sum + t1 * t1 + hundred * t2 * t2;
    }
    sum
}

#[test]
fn diagonal_pattern() {
    // f(x,y) = x^2 + y^2 -> diagonal Hessian, no cross terms
    let x = [3.0_f64, 4.0];
    let (tape, _) = record(|v| v[0] * v[0] + v[1] * v[1], &x);
    let pattern = tape.detect_sparsity();

    // Should have diagonal entries (0,0) and (1,1)
    assert!(pattern.contains(0, 0));
    assert!(pattern.contains(1, 1));
    // Should NOT have off-diagonal entries
    assert!(!pattern.contains(0, 1));
}

#[test]
fn full_pattern() {
    // f(x,y) = x*y -> full Hessian (cross term)
    let x = [2.0_f64, 3.0];
    let (tape, _) = record(|v| v[0] * v[1], &x);
    let pattern = tape.detect_sparsity();

    assert!(pattern.contains(0, 1));
    assert!(pattern.contains(1, 0));
}

#[test]
fn mixed_pattern() {
    // f(x,y,z) = x^2 + y*z -> {(0,0), (1,2)/(2,1)}
    let x = [1.0_f64, 2.0, 3.0];
    let (tape, _) = record(|v| v[0] * v[0] + v[1] * v[2], &x);
    let pattern = tape.detect_sparsity();

    assert!(pattern.contains(0, 0));
    assert!(pattern.contains(1, 2));
    // x is independent of y,z
    assert!(!pattern.contains(0, 1));
    assert!(!pattern.contains(0, 2));
}

#[test]
fn tridiagonal() {
    // f(x) = sum x[i]*x[i+1] -> banded pattern, chromatic number = 2
    let n = 10;
    let x: Vec<f64> = (0..n).map(|i| 0.5 + 0.01 * i as f64).collect();
    let (tape, _) = record(
        |v| {
            let mut sum = v[0] - v[0]; // zero
            for i in 0..v.len() - 1 {
                sum = sum + v[i] * v[i + 1];
            }
            sum
        },
        &x,
    );

    let pattern = tape.detect_sparsity();

    // Check banded structure: only (i, i+1) pairs
    for i in 0..n - 1 {
        assert!(pattern.contains(i, i + 1), "missing ({}, {})", i, i + 1);
    }
    // No far-off-diagonal entries
    for i in 0..n {
        for j in 0..n {
            if (i as isize - j as isize).unsigned_abs() > 1 {
                assert!(!pattern.contains(i, j), "unexpected ({}, {})", i, j);
            }
        }
    }

    // Chromatic number of G^2 for a path graph is 3
    let (_, num_colors) = echidna::sparse::greedy_coloring(&pattern);
    assert_eq!(num_colors, 3);
}

#[test]
fn sparse_vs_dense_match() {
    // Verify sparse_hessian values match hessian at all pattern entries
    let n = 5;
    let x: Vec<f64> = (0..n).map(|i| 0.5 + 0.01 * i as f64).collect();

    let (tape, _) = record(|v| rosenbrock(v), &x);
    let (val1, grad1, hess_dense) = tape.hessian(&x);
    let (val2, grad2, pattern, hess_values) = tape.sparse_hessian(&x);

    assert!((val1 - val2).abs() < 1e-10);
    for i in 0..n {
        assert!((grad1[i] - grad2[i]).abs() < 1e-10);
    }

    // Check every sparse entry matches the dense Hessian
    for (k, (&row, &col)) in pattern.rows.iter().zip(pattern.cols.iter()).enumerate() {
        let r = row as usize;
        let c = col as usize;
        assert!(
            (hess_values[k] - hess_dense[r][c]).abs() < 1e-8,
            "mismatch at ({}, {}): sparse={}, dense={}",
            r,
            c,
            hess_values[k],
            hess_dense[r][c]
        );
    }
}

#[test]
fn fully_dense() {
    // f(x) = (sum x[i])^2 -> all pairs interact
    let n = 5;
    let x: Vec<f64> = (0..n).map(|i| 1.0 + 0.1 * i as f64).collect();

    let (tape, _) = record(
        |v| {
            let mut s = v[0] - v[0]; // zero
            for i in 0..v.len() {
                s = s + v[i];
            }
            s * s
        },
        &x,
    );

    let (_, _, pattern, hess_values) = tape.sparse_hessian(&x);
    let (_, _, hess_dense) = tape.hessian(&x);

    // Pattern should contain all lower-triangle entries
    for i in 0..n {
        for j in 0..=i {
            assert!(pattern.contains(i, j), "missing ({}, {})", i, j);
        }
    }

    // Values should match
    for (k, (&row, &col)) in pattern.rows.iter().zip(pattern.cols.iter()).enumerate() {
        assert!(
            (hess_values[k] - hess_dense[row as usize][col as usize]).abs() < 1e-8,
            "mismatch at ({}, {})",
            row,
            col
        );
    }
}

#[test]
fn api_sparse_hessian() {
    let x = vec![1.5_f64, 2.0];
    let (val, grad, pattern, values) = echidna::sparse_hessian(|v| rosenbrock(v), &x);

    // Basic sanity: value and gradient should be correct
    let (val2, grad2, _) = echidna::hessian(|v| rosenbrock(v), &x);
    assert!((val - val2).abs() < 1e-10);
    for i in 0..2 {
        assert!((grad[i] - grad2[i]).abs() < 1e-10);
    }
    assert!(!pattern.is_empty());
    assert!(!values.is_empty());
}

// ══════════════════════════════════════════════
//  sparse_hessian_vec tests
// ══════════════════════════════════════════════

#[test]
fn sparse_hessian_vec_matches_sparse_tridiag() {
    let n = 10;
    let x: Vec<f64> = (0..n).map(|i| 0.5 + 0.01 * i as f64).collect();
    let (tape, _) = record(
        |v| {
            let mut sum = v[0] - v[0];
            for i in 0..v.len() - 1 {
                sum = sum + v[i] * v[i + 1];
            }
            sum
        },
        &x,
    );

    let (val1, grad1, pat1, vals1) = tape.sparse_hessian(&x);
    let (val2, grad2, pat2, vals2) = tape.sparse_hessian_vec::<4>(&x);

    assert!((val1 - val2).abs() < 1e-10);
    assert_eq!(pat1.nnz(), pat2.nnz());

    for i in 0..n {
        assert!((grad1[i] - grad2[i]).abs() < 1e-10);
    }

    for k in 0..vals1.len() {
        assert!(
            (vals1[k] - vals2[k]).abs() < 1e-8,
            "tridiag mismatch at k={}: scalar={}, vec={}",
            k,
            vals1[k],
            vals2[k]
        );
    }
}

#[test]
fn sparse_hessian_vec_matches_sparse_rosenbrock() {
    let n = 5;
    let x: Vec<f64> = (0..n).map(|i| 0.5 + 0.01 * i as f64).collect();
    let (tape, _) = record(|v| rosenbrock(v), &x);

    let (_, _, _, vals1) = tape.sparse_hessian(&x);
    let (_, _, _, vals2) = tape.sparse_hessian_vec::<4>(&x);

    for k in 0..vals1.len() {
        assert!(
            (vals1[k] - vals2[k]).abs() < 1e-8,
            "rosenbrock mismatch at k={}: scalar={}, vec={}",
            k,
            vals1[k],
            vals2[k]
        );
    }
}

#[test]
fn sparse_hessian_vec_padding() {
    // N=4 with 2 colors — tests lane padding
    let x = [3.0_f64, 4.0];
    let (tape, _) = record(|v| v[0] * v[0] + v[1] * v[1], &x);

    let (_, _, _, vals_scalar) = tape.sparse_hessian(&x);
    let (_, _, _, vals_vec) = tape.sparse_hessian_vec::<4>(&x);

    for k in 0..vals_scalar.len() {
        assert!(
            (vals_scalar[k] - vals_vec[k]).abs() < 1e-10,
            "padding mismatch at k={}",
            k
        );
    }
}

#[test]
fn sparse_hessian_vec_fully_dense() {
    let n = 5;
    let x: Vec<f64> = (0..n).map(|i| 1.0 + 0.1 * i as f64).collect();
    let (tape, _) = record(
        |v| {
            let mut s = v[0] - v[0];
            for i in 0..v.len() {
                s = s + v[i];
            }
            s * s
        },
        &x,
    );

    let (_, _, _, vals_scalar) = tape.sparse_hessian(&x);
    let (_, _, _, vals_vec) = tape.sparse_hessian_vec::<8>(&x);

    for k in 0..vals_scalar.len() {
        assert!(
            (vals_scalar[k] - vals_vec[k]).abs() < 1e-8,
            "dense mismatch at k={}",
            k
        );
    }
}

#[test]
fn api_sparse_hessian_vec() {
    let x = vec![1.5_f64, 2.0];
    let (val1, grad1, _, vals1) = echidna::sparse_hessian(|v| rosenbrock(v), &x);
    let (val2, grad2, _, vals2) = echidna::sparse_hessian_vec::<f64, 4>(|v| rosenbrock(v), &x);

    assert!((val1 - val2).abs() < 1e-10);
    for i in 0..2 {
        assert!((grad1[i] - grad2[i]).abs() < 1e-10);
    }
    for k in 0..vals1.len() {
        assert!((vals1[k] - vals2[k]).abs() < 1e-8);
    }
}

// ══════════════════════════════════════════════
//  CSR format tests
// ══════════════════════════════════════════════

#[test]
fn csr_lower_roundtrip() {
    let n = 5;
    let x: Vec<f64> = (0..n).map(|i| 0.5 + 0.01 * i as f64).collect();
    let (tape, _) = record(|v| rosenbrock(v), &x);
    let (_, _, pattern, _) = tape.sparse_hessian(&x);

    let csr = pattern.to_csr_lower();
    assert_eq!(csr.dim, n);
    assert_eq!(csr.nnz(), pattern.nnz());
    assert_eq!(csr.row_ptr.len(), n + 1);

    // Verify row_ptr and col_ind are consistent
    for row in 0..n {
        let start = csr.row_ptr[row] as usize;
        let end = csr.row_ptr[row + 1] as usize;
        // col_ind should be sorted within each row
        for i in start + 1..end {
            assert!(csr.col_ind[i] > csr.col_ind[i - 1]);
        }
        // All col_ind should be <= row (lower triangle)
        for i in start..end {
            assert!(csr.col_ind[i] <= row as u32);
        }
    }
}

#[test]
fn csr_symmetric() {
    let x = [1.0_f64, 2.0, 3.0];
    let (tape, _) = record(|v| v[0] * v[1] + v[1] * v[2], &x);
    let (_, _, pattern, _) = tape.sparse_hessian(&x);

    let csr = pattern.to_csr();
    // Every off-diagonal (r,c) should have both (r,c) and (c,r)
    for row in 0..csr.dim {
        let start = csr.row_ptr[row] as usize;
        let end = csr.row_ptr[row + 1] as usize;
        for idx in start..end {
            let col = csr.col_ind[idx] as usize;
            if row != col {
                // Check that (col, row) also exists
                let col_start = csr.row_ptr[col] as usize;
                let col_end = csr.row_ptr[col + 1] as usize;
                assert!(
                    csr.col_ind[col_start..col_end].contains(&(row as u32)),
                    "missing mirror ({}, {}) for ({}, {})",
                    col,
                    row,
                    row,
                    col
                );
            }
        }
    }
}

#[test]
fn csr_reorder_values() {
    let n = 5;
    let x: Vec<f64> = (0..n).map(|i| 0.5 + 0.01 * i as f64).collect();
    let (tape, _) = record(|v| rosenbrock(v), &x);
    let (_, _, pattern, hess_values) = tape.sparse_hessian(&x);

    let csr = pattern.to_csr_lower();
    let reordered = csr.reorder_values(&pattern, &hess_values);
    assert_eq!(reordered.len(), hess_values.len());

    // Verify each reordered value matches the COO value
    for row in 0..csr.dim {
        let start = csr.row_ptr[row] as usize;
        let end = csr.row_ptr[row + 1] as usize;
        for idx in start..end {
            let col = csr.col_ind[idx];
            // Find this entry in COO
            let coo_idx = pattern
                .rows
                .iter()
                .zip(pattern.cols.iter())
                .position(|(&r, &c)| r == row as u32 && c == col)
                .unwrap();
            assert!(
                (reordered[idx] - hess_values[coo_idx]).abs() < 1e-15,
                "reorder mismatch at CSR idx {}",
                idx
            );
        }
    }
}

#[test]
fn csr_empty_pattern() {
    // f(x,y) = x + y => linear, no Hessian entries
    let (tape, _) = record(|v| v[0] + v[1], &[1.0_f64, 2.0]);
    let pattern = tape.detect_sparsity();
    assert!(pattern.is_empty());

    let csr_lower = pattern.to_csr_lower();
    assert_eq!(csr_lower.nnz(), 0);
    assert_eq!(csr_lower.row_ptr, vec![0, 0, 0]);

    let csr = pattern.to_csr();
    assert_eq!(csr.nnz(), 0);
}

#[test]
fn csr_single_diagonal() {
    // f(x) = x^2 => single diagonal entry
    let (tape, _) = record(|v| v[0] * v[0], &[2.0_f64]);
    let pattern = tape.detect_sparsity();

    let csr = pattern.to_csr_lower();
    assert_eq!(csr.nnz(), 1);
    assert_eq!(csr.row_ptr, vec![0, 1]);
    assert_eq!(csr.col_ind, vec![0]);
}

// ══════════════════════════════════════════════
//  Zero-adjoint pruning test
// ══════════════════════════════════════════════

#[test]
fn pruning_preserves_eps_contributions() {
    // Ensure that zero-adjoint pruning with IsAllZero doesn't incorrectly
    // drop tangent (eps) contributions. We test this indirectly by verifying
    // Hessian correctness on a function with sparse adjoint patterns.
    let n = 5;
    let x: Vec<f64> = (0..n).map(|i| 0.5 + 0.01 * i as f64).collect();

    let (tape, _) = record(
        |v| {
            // Function with many zero intermediate adjoints
            let a = v[0] * v[0]; // only depends on x0
            let b = v[3] * v[4]; // only depends on x3, x4
            a + b
        },
        &x,
    );

    // Dense Hessian should be correct even with pruning
    let (_, _, hess) = tape.hessian(&x);

    // H[0][0] = 2, H[3][4] = H[4][3] = 1, all others = 0
    assert!((hess[0][0] - 2.0).abs() < 1e-10);
    assert!((hess[3][4] - 1.0).abs() < 1e-10);
    assert!((hess[4][3] - 1.0).abs() < 1e-10);
    // Off-entries should be zero
    assert!(hess[0][1].abs() < 1e-10);
    assert!(hess[1][1].abs() < 1e-10);
    assert!(hess[2][2].abs() < 1e-10);
}