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Make min/max on Dual consistent with isless #869

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Make min/max on Dual consistent with isless #869

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9 changes: 8 additions & 1 deletion src/dual.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -474,7 +474,7 @@ Base.float(d::Dual) = convert(float(typeof(d)), d)
###################################

for (M, f, arity) in DiffRules.diffrules(filter_modules = nothing)
if (M, f) in ((:Base, :^), (:NaNMath, :pow), (:Base, :/), (:Base, :+), (:Base, :-), (:Base, :sin), (:Base, :cos))
if (M, f) in ((:Base, :^), (:NaNMath, :pow), (:Base, :/), (:Base, :+), (:Base, :-), (:Base, :sin), (:Base, :cos), (:Base, :min), (:Base, :max))
continue # Skip methods which we define elsewhere.
elseif !(isdefined(@__MODULE__, M) && isdefined(getfield(@__MODULE__, M), f))
continue # Skip rules for methods not defined in the current scope
Expand Down Expand Up @@ -543,6 +543,13 @@ end
end
)

# min/max #
#---------#

# Consistent with `isless` (also on ties in value), and propagate NaN like `min`/`max` on floats; see issue #868
@inline Base.min(x::D, y::D) where {D<:Dual} = ifelse(isnan(x) | (!isnan(y) & !isless(y, x)), x, y)
@inline Base.max(x::D, y::D) where {D<:Dual} = ifelse(isnan(x) | (!isnan(y) & !isless(x, y)), x, y)

# exponentiation #
#----------------#

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42 changes: 42 additions & 0 deletions test/DualTest.jl
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Expand Up @@ -702,6 +702,48 @@ end
@test floatmin(Dual{Nothing, ForwardDiff.Dual{Nothing, Float64, 2}, 1}) === Dual{Nothing}(Dual{Nothing}(floatmin(Float64),0.0,0.0),Dual{Nothing}(0.0,0.0,0.0))
end

@testset "min/max consistent with isless (issue #868)" begin
D(v, p...) = Dual{TestTag}(v, p...)
one_ = D(1.0, 0.0)
one_pos = D(1.0, 1.0)
one_neg = D(1.0, -1.0)
one_nan = D(1.0, NaN)
nan_ = D(NaN, 0.0)
nested_one = D(D(1.0, 0.0), D(0.0, 0.0))
nested_one_pos = D(D(1.0, 1.0), D(0.0, 0.0))
nested_one_innernan = D(D(1.0, NaN), D(0.0, 0.0))
nested_one_outernan = D(D(1.0, 0.0), D(NaN, 0.0))
nested_nan = D(D(NaN, 0.0), D(0.0, 0.0))

# (a, b, min(a, b), max(a, b))
cases = [
(one_pos, 1.0, one_, one_pos),
(one_pos, 1, one_, one_pos),
(one_neg, 1.0, one_neg, one_),
(one_pos, one_neg, one_neg, one_pos),
(one_pos, D(2.0, -1.0), one_pos, D(2.0, -1.0)),
(one_nan, one_, one_, one_nan),
(nan_, one_pos, nan_, nan_),
(nan_, 1.0, nan_, nan_),
(nested_one_pos, 1.0, nested_one, nested_one_pos),
(nested_one_innernan, nested_one, nested_one, nested_one_innernan),
(nested_one_outernan, nested_one, nested_one, nested_one_outernan),
(nested_nan, nested_one_pos, nested_nan, nested_nan),
(nested_nan, 1.0, nested_nan, nested_nan),
]
for (a, b, lo, hi) in cases
@test min(a, b) === min(b, a) === lo
@test max(a, b) === max(b, a) === hi
if !isnan(a) && !isnan(b)
@test !isless(a, min(a, b)) && !isless(b, min(a, b))
@test !isless(max(a, b), a) && !isless(max(a, b), b)
end
end

@test ForwardDiff.derivative(t -> min(t, 48.0), 48.0) === ForwardDiff.derivative(t -> min(48.0, t), 48.0) === 0.0
@test ForwardDiff.derivative(t -> max(t, 48.0), 48.0) === ForwardDiff.derivative(t -> max(48.0, t), 48.0) === 1.0
end

@testset "Integer" begin
x = Dual(1.0,0)
@test Int(x) ≡ Integer(x) ≡ convert(Int,x) ≡ convert(Integer,x) ≡ 1
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