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ScaledPlan backwards rule #1173

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ScaledPlan backwards rule #1173

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21b37b4
Add backwards rule for fft ScaledPlan
gaurav-arya Feb 23, 2022
d3c9dff
Add more comprehensive tests
gaurav-arya Feb 23, 2022
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16 changes: 15 additions & 1 deletion src/lib/array.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -814,7 +814,21 @@ end
@adjoint function \(P::AbstractFFTs.Plan, xs)
return P \ xs, function(Δ)
N = prod(size(Δ)[[P.region...]])
return (nothing, (P * Δ)/N)
return (nothing, (P * Δ) / N)
end
end

@adjoint function *(P::AbstractFFTs.ScaledPlan, xs)
return P * xs, function(Δ)
N = prod(size(xs)[[P.p.region...]])
return (nothing, N * P.scale^2 * (P \ Δ))
end
end

@adjoint function \(P::AbstractFFTs.ScaledPlan, xs)
return P \ xs, function(Δ)
N = prod(size(xs)[[P.p.region...]])
return (nothing, (P * Δ) / (N * P.scale^2))
end
end

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42 changes: 20 additions & 22 deletions test/gradcheck.jl
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Expand Up @@ -1530,35 +1530,33 @@ end
mirrorI = mirrorIndex(i,sizeX[1])
FreqIndMat = findicateMat(mirrorI, j, size(X̂r,1), sizeX[2])
listOfSols = [(fft, bfft(indicateMat), bfft(indicateMat*im),
plan_fft(X), i, X),
(ifft, 1/N*fft(indicateMat), 1/N*fft(indicateMat*im),
plan_fft(X), i, X),
(bfft, fft(indicateMat), fft(indicateMat*im), nothing, i,
X),
(rfft, real.(brfft(FreqIndMat, sizeX[1])),
real.(brfft(FreqIndMat*im, sizeX[1])), plan_rfft(X),
mirrorI, X),
((K)->(irfft(K,sizeX[1])), 1/N * rfft(indicateMat),
zeros(size(X̂r)), plan_rfft(X), i, X̂r)]
for (trans, solRe, solIm, P, mI, evalX) in listOfSols
plan_fft(X), plan_ifft(X), i, X),
(ifft, 1/N*fft(indicateMat), 1/N*fft(indicateMat*im),
plan_ifft(X), plan_fft(X), i, X),
(bfft, fft(indicateMat), fft(indicateMat*im),
plan_bfft(X), nothing, i, X),
(rfft, real.(brfft(FreqIndMat, sizeX[1])),
real.(brfft(FreqIndMat*im, sizeX[1])), plan_rfft(X),
plan_irfft(X̂r, sizeX[1]), mirrorI, X),
((K)->(irfft(K, sizeX[1])), 1/N * rfft(indicateMat),
zeros(size(X̂r)), plan_irfft(X̂r, sizeX[1]),
plan_rfft(X), i, X̂r)] # 3 of the FFT plan tests fail for this case, hence the checks eltype(evalX) <: Real
for (trans, solRe, solIm, P, Pinv, mI, evalX) in listOfSols
@test oldgradient((X)->real.(trans(X))[mI, j], evalX)[1] ≈
solRe
@test oldgradient((X)->imag.(trans(X))[mI, j], evalX)[1] ≈
solIm
if typeof(P) <:AbstractFFTs.Plan && maximum(trans .== [fft,rfft])
@test oldgradient((X)->real.(P * X)[mI, j], evalX)[1] ≈
if typeof(P) <:AbstractFFTs.Plan
(eltype(evalX) <: Real) && @test oldgradient((X)->real.(P * X)[mI, j], evalX)[1] ≈
solRe
@test oldgradient((X)->imag.(P * X)[mI, j], evalX)[1] ≈
(eltype(evalX) <: Real) && @test oldgradient((X)->imag.(P * X)[mI, j], evalX)[1] ≈
solIm
elseif typeof(P) <: AbstractFFTs.Plan
@test oldgradient((X)->real.(P \ X)[mI, j], evalX)[1] ≈
end
if typeof(Pinv) <: AbstractFFTs.Plan
@test oldgradient((X)->real.(Pinv \ X)[mI, j], evalX)[1] ≈
solRe
# for whatever reason the rfft_plan doesn't handle this case well,
# even though irfft does
if eltype(evalX) <: Real
@test oldgradient((X)->imag.(P \ X)[mI, j], evalX)[1] ≈
solIm
end
(eltype(evalX) <: Real) && @test oldgradient((X)->imag.(Pinv \ X)[mI, j], evalX)[1] ≈
solIm
end
end
end
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