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symbolic_diff.jl
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module SymbolicUtils
using SymEngine
using CommonSubexpressions
using MacroTools: postwalk
using ..RocketlandDefns
struct Deriv
fn::Symbol
derv::Vector{Int}
end
Base.isequal(a::Deriv, b::Deriv) = (a.fn == b.fn) && (a.derv == b.derv)
Base.:(==)(a::Deriv, b::Deriv) = isequal(a,b)
Base.hash(a::Deriv, h::UInt=0) = hash(a.derv, hash(a.fn, h))
Base.hash(a::Deriv, h::Int=0) = hash(a, convert(UInt, h))
function diff_fun(f::Function, nargs::Int, funs_and_derivs::Dict{Deriv, Symbol})
args = [symbols("x$i") for i=1:nargs]
symbolic = f(args...)
return symbolic
end
fs_rgx = r"(.*?)\("
function get_fnsym_name(ex::Basic)
return match(fs_rgx, SymEngine.toString(ex))[1]
end
function _convert_deriv(ex::Basic, derivs::Dict{Deriv, Symbol}, substs::Dict{Symbol, Any})
args = SymEngine.get_args(ex)
call = args[1]
fnd = Symbol(get_fnsym_name(call))
fnargs = SymEngine.get_args(call)
argo = Dict{Symbol, Int64}(map(p->(Symbol(p[2]),p[1]), enumerate(fnargs)))
sig = [argo[Symbol(var)] for var in args[2:end]]
key = Deriv(fnd, sig)
#dfun = derivs[key]
return Expr(:ref, Expr(:call, fnd, Val{:jac}, [_convert_diff(a, derivs, substs) for a in fnargs]...), sig[1])
end
SymEngine.N(b::SymEngine.BasicType{Val{:Integer}}) = convert(Float64, convert(BigInt, b))
SymEngine.N(b::SymEngine.BasicType{Val{:Rational}}) = N(numerator(b))/N(denominator(b))
function _convert_diff(ex::Basic, derivs::Dict{Deriv, Symbol}, substs::Dict{Symbol, Any})
fn = SymEngine.get_symengine_class(ex)
if fn == :Symbol
sym = Symbol(SymEngine.toString(ex))
if haskey(substs, sym)
return substs[sym]
else
return sym
end
elseif (fn in SymEngine.number_types) || (fn == :Constant)
return N(ex)
elseif fn == :Pow
as = SymEngine.get_args(ex)
bdy = _convert_diff(as[1], derivs, substs)
pow = _convert_diff(as[2], derivs, substs)
if pow == 0.5
return :(sqrt($bdy))
elseif pow == -0.5
return :(1.0/sqrt($bdy))
elseif pow == 1.0
return bdy
elseif pow == 2.0
return :($bdy ^ 2)
else
return :($bdy ^ $pow)
end
elseif fn == :FunctionSymbol
fn = Symbol(get_fnsym_name(ex))
elseif fn == :Derivative
return _convert_deriv(ex, derivs, substs)
elseif fn == :Subs
nsubsts = copy(substs)
args = SymEngine.get_args(ex)
nsubsts[_convert_diff(args[2], derivs, substs)] =
_convert_diff(args[3], derivs, substs)
return _convert_diff(args[1], derivs, nsubsts)
end
as = SymEngine.get_args(ex)
Expr(:call, SymEngine.map_fn(fn, SymEngine.fn_map),
[_convert_diff(a,derivs,substs) for a in as]...)
end
function convert_diff(ex::Basic, derivs::Dict{Deriv, Symbol}, substs::Dict{Symbol, Any})
fn = SymEngine.get_symengine_class(ex)
if fn == :Symbol
return Expr(:call, :*, Symbol(SymEngine.toString(ex)), 1)
elseif (fn in SymEngine.number_types) || (fn == :Constant)
return SymEngine.N(ex)
end
return _convert_diff(ex, derivs, substs)
end
function convert_diff(exes::AbstractArray{Basic}, derivs::Dict{Deriv, Symbol}, substs::Dict{Symbol, Any})
return map(expr -> convert_diff(expr, derivs, substs), exes)
end
function make_simplified(name, fun, nargs; postprocess = nothing, expected_args = Set{Symbol}())
# symbolically execute the body
args = [symbols("x$i") for i = 1:nargs]
retv = fun(args)
exprs = convert_diff(retv, Dict{Deriv,Symbol}(), Dict{Symbol,Any}())
if exprs isa Array{T, 1} where T
rexpr = Expr(:vect, exprs...)
elseif exprs isa Array{T, 2} where T
rexpr = Expr(:vect, reshape(exprs, length(exprs))...)
else
rexpr = Expr(:vect, exprs)
end
if !isnothing(postprocess)
rexpr = postprocess(rexpr)
end
body = macroexpand(CommonSubexpressions,:(@cse $rexpr))
# compute the extra arguments
need_args = Set{Symbol}()
map(x -> push!(need_args, x), vcat(map(x -> map(Symbol, SymEngine.free_symbols(x)), retv)...))
needed_state = intersect(need_args, Set{Symbol}(map(Symbol, args)))
map(x -> delete!(need_args, Symbol(x)), args)
ordered_args = sort(collect(union(need_args, expected_args)))
# generate the header
header = map((idx,var) -> :($(Symbol(var)) = inp[$idx]),
parse.(Int, map(x -> String(x)[2:end], collect(needed_state))), needed_state)
# generate the in-place assignment
if exprs isa Array{T, 1} where T
assignment = map(x -> :(J[$(x[1])] = $(x[2])), enumerate(body.args[end].args))
elseif exprs isa Array{T, 2} where T
bargs = reshape(body.args[end].args, size(exprs))
assignment = vcat([[:(J[$rown, $coln] = $(bargs[rown, coln]))
for (rown, cell) in enumerate(col) if bargs[rown, coln] != 0.0]
for (coln, col) in enumerate(eachcol(exprs))]...)
else
assignment = Expr[:(return $(body.args[end].args...))]
end
#output the simplified function
fbody = (Expr(:block, header...,
body.args[1:end-1]...,
assignment...))
if exprs isa Array
return :($(name)(J, inp, $(ordered_args...)) = $(fbody.args...))
else
return :($(name)(inp, $(ordered_args...)) = $(fbody.args...))
end
end
function make_simplified_array(name, fun, nargs; postprocess = nothing, expected_args = Set{Symbol}())
# symbolically execute the body
args = [symbols("x$i") for i = 1:nargs]
retv = fun(args)
exprs = convert_diff(retv, Dict{Deriv,Symbol}(), Dict{Symbol,Any}())
if exprs isa Array{T, 1} where T
rexpr = Expr(:vect, exprs...)
elseif exprs isa Array{T, 2} where T
rexpr = Expr(:vect, reshape(exprs, length(exprs))...)
else
rexpr = Expr(:vect, exprs)
end
if !isnothing(postprocess)
rexpr = postprocess(rexpr)
end
body = macroexpand(CommonSubexpressions,:(@cse $rexpr))
# compute the extra arguments
need_args = Set{Symbol}()
map(x -> push!(need_args, x), vcat(map(x -> map(Symbol, SymEngine.free_symbols(x)), retv)...))
needed_state = intersect(need_args, Set{Symbol}(map(Symbol, args)))
map(x -> delete!(need_args, Symbol(x)), args)
ordered_args = sort(collect(union(need_args, expected_args)))
# generate the header
header = map((idx,var) -> :($(Symbol(var)) = inp[$idx]),
parse.(Int, map(x -> String(x)[2:end], collect(needed_state))), needed_state)
result = body.args[end]
result.head = :call
pushfirst!(result.args, :SVector)
#output the simplified function
fbody = (Expr(:block, header...,
body.args[1:end-1]...,
result))
outexp = :($(name)(inp, $(ordered_args...)) = $(fbody.args...))
#println(outexp)
return outexp
end
function make_jacobian(fnname, fun, nargs)
#=
dfs = Dict{Deriv,Symbol}(
[Deriv(c.args[2].args[1], [c.args[2].args[2:end]...]) => c.args[3] for c in idfs.args])
vects = Dict{Symbol,Tuple{Symbol, Int}}(
[c.args[2] => (c.args[3].args[1], c.args[3].args[2]) for c in ivects.args])
;
postprocess = mat -> postwalk(x -> x isa Expr && x.head == :call && haskey(vects, x.args[1]) ?
begin (fn,idx)=vects[x.args[1]]; op = :($(fn)($(x.args[2:end]...))[$(idx)]); op end : x, mat)
=#
return make_simplified(fnname, x -> begin frs = fun(x);
res = [diff(row, var) for row in frs, var in x];
return res end, nargs)
end
#=
dp = DescentProblem()
pri = ProbInfo(dp)
@make_simplified(dxs, st -> dx(st[1:14], st[15:17], pri), 17)
@make_jacobian(dx, st -> dx(st[1:14], st[15:17], pri), 17,
[ilift[1]=>ilift1, ilift[2]=>ilift2,
idrag[1]=>idrag1, idrag[2]=>idrag2],
[ilift => ilift[1], ilift1 => ilift[2], ilift2 => ilift[3],
idrag => idrag[1], idrag1 => idrag[2], idrag2 => idrag[3]])
=#
end