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Reshape jacobian of real input and complex output to ensure complex output #594

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Reshape jacobian of real input and complex output to ensure complex output #594

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16 changes: 14 additions & 2 deletions autograd/differential_operators.py
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Original file line number Diff line number Diff line change
Expand Up @@ -58,10 +58,22 @@ def jacobian(fun, x):
(out1, out2, ...) then the Jacobian has shape (out1, out2, ..., in1, in2, ...).
"""
vjp, ans = _make_vjp(fun, x)
x_vspace = vspace(x)
ans_vspace = vspace(ans)
jacobian_shape = ans_vspace.shape + vspace(x).shape
jacobian_shape = ans_vspace.shape + x_vspace.shape
grads = map(vjp, ans_vspace.standard_basis())
return np.reshape(np.stack(grads), jacobian_shape)
grads = np.stack(grads)

if (ans_vspace.iscomplex) and (not x_vspace.iscomplex):
# Reshape with doubled size of flattened grad (2*ans.size,x.size) due to complex fun and real x
jacobian_reshape = ans_vspace.shape + (2,) + x_vspace.shape
jacobian_moveaxis = (ans_vspace.ndim,0)
grads = np.moveaxis(np.reshape(grads, jacobian_reshape), *jacobian_moveaxis)

# Return complex components of jacobian
return grads[0] - 1j*grads[1]
else:
return np.reshape(grads, jacobian_shape)

@unary_to_nary
def holomorphic_grad(fun, x):
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