Merge pull request #11 from SciML/dw/finitedifferences

Add AD type for FiniteDifferences

Project.toml

@@ -1,7 +1,7 @@
 name = "ADTypes"
 uuid = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
 authors = ["Vaibhav Dixit <vaibhavyashdixit@gmail.com> and contributors"]
-version = "0.1.5"
+version = "0.1.6"
 
 [compat]
 julia = "1"

src/ADTypes.jl

@@ -16,6 +16,12 @@ function AutoFiniteDiff(; fdtype = Val(:forward), fdjtype = fdtype,
  AutoFiniteDiff(fdtype, fdjtype, fdhtype)
 end
 
+struct AutoFiniteDifferences{T} <: AbstractADType
+ fdm::T
+end
+
+AutoFiniteDifferences(; fdm = nothing) = AutoFiniteDifferences(fdm)
+
 struct AutoForwardDiff{chunksize} <: AbstractADType end
 
 function AutoForwardDiff(chunksize = nothing)
@@ -51,5 +57,5 @@ function AutoSparseForwardDiff(chunksize = nothing)
  AutoSparseForwardDiff{chunksize}()
 end
 
-export AutoFiniteDiff, AutoForwardDiff, AutoReverseDiff, AutoZygote, AutoEnzyme, AutoTracker, AutoModelingToolkit, AutoSparseFiniteDiff, AutoSparseForwardDiff
+export AutoFiniteDiff, AutoFiniteDifferences, AutoForwardDiff, AutoReverseDiff, AutoZygote, AutoEnzyme, AutoTracker, AutoModelingToolkit, AutoSparseFiniteDiff, AutoSparseForwardDiff
 end

test/runtests.jl

@@ -6,6 +6,17 @@ using Test
  @test adtype isa ADTypes.AbstractADType
  @test adtype isa AutoFiniteDiff
 
+ adtype = AutoFiniteDifferences()
+ @test adtype isa ADTypes.AbstractADType
+ @test adtype isa AutoFiniteDifferences{Nothing}
+
+ # In practice, you would rather specify a
+ # `fdm::FiniteDifferences.FiniteDifferenceMethod`, e.g. constructed with
+ # `FiniteDifferences.central_fdm` or `FiniteDifferences.forward_fdm`
+ adtype = AutoFiniteDifferences(; fdm = Val(:forward))
+ @test adtype isa ADTypes.AbstractADType
+ @test adtype isa AutoFiniteDifferences{Val{:forward}}
+
  adtype = AutoForwardDiff()
  @test adtype isa ADTypes.AbstractADType
  @test adtype isa AutoForwardDiff