Add basic sparse handling

Project.toml

@@ -8,6 +8,7 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"
+SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
 [compat]

src/ChainRules.jl

@@ -9,6 +9,7 @@ using LinearAlgebra.BLAS
 using Random
 using Requires
 using Statistics
+using SparseArrays
 
 # Basically everything this package does is overloading these, so we make an exception
 # to the normal rule of only overload via `ChainRulesCore.rrule`.
@@ -37,6 +38,8 @@ include("rulesets/LinearAlgebra/dense.jl")
 include("rulesets/LinearAlgebra/structured.jl")
 include("rulesets/LinearAlgebra/factorization.jl")
 
+include("rulesets/SparseArrays/array.jl")
+
 include("rulesets/Random/random.jl")
 
 # Note: The following is only required because package authors sometimes do not

src/rulesets/SparseArrays/array.jl

@@ -0,0 +1,16 @@
+using SparseArrays
+
+function rrule(::Type{<:SparseMatrixCSC{T,N}}, arr) where {T,N}
+ function SparseMatrix_pullback(Δ)
+ (collect(Δ),)
+ end
+ SparseMatrixCSC{T,N}(arr), SparseMatrix_pullback
+end
+
+function rrlue(::typeof(diagm), x)
+ diagm(x), d -> (diag(d),)
+end
+
+function rrlue(::typeof(issymmetric), x)
+ issymmetric(x), d -> (d,)
+end

test/rulesets/SparseArrays/array.jl

@@ -0,0 +1,6 @@
+using SparseArrays
+
+@testset "Sparse" begin
+ x = rand(3,3)
+ rrule_test(sparse, x)
+end

test/runtests.jl

@@ -10,6 +10,7 @@ using LinearAlgebra.BLAS
 using LinearAlgebra: dot
 using Random
 using Statistics
+using SparseArrays
 using Test
 
 Random.seed!(1) # Set seed that all testsets should reset to.
@@ -48,6 +49,12 @@ println("Testing ChainRules.jl")
 
  print(" ")
 
+ @testset "SparseArrays" begin
+ include(joinpath("rulesets", "SparseArrays", "array.jl"))
+ end
+
+ print(" ")
+
  @testset "packages" begin
  include(joinpath("rulesets", "packages", "NaNMath.jl"))
  include(joinpath("rulesets", "packages", "SpecialFunctions.jl"))