Symmetric coloring and decompression for Hessians (#272)

* Symmetric Hessian coloring

* Bump SMC compat

Author: gdalle

DifferentiationInterface/Project.toml

@@ -61,7 +61,7 @@ PolyesterForwardDiff = "0.1.1"
 ReverseDiff = "1.15.1"
 SparseArrays = "<0.0.1,1"
 SparseConnectivityTracer = "0.4.2"
-SparseMatrixColorings = "0.3.1"
+SparseMatrixColorings = "0.3.2"
 Symbolics = "5.27.1"
 Tapir = "0.2.4"
 Tracker = "0.2.33"

DifferentiationInterface/src/DifferentiationInterface.jl

@@ -37,10 +37,12 @@ using SparseArrays: SparseMatrixCSC, nonzeros, nzrange, rowvals, sparse
 using SparseMatrixColorings:
     GreedyColoringAlgorithm,
     color_groups,
-    decompress_columns!,
     decompress_columns,
+    decompress_columns!,
+    decompress_rows,
     decompress_rows!,
-    decompress_rows
+    decompress_symmetric,
+    decompress_symmetric!
 
 abstract type Extras end
 

DifferentiationInterface/src/sparse/hessian.jl

@@ -19,7 +19,7 @@ end
 function prepare_hessian(f::F, backend::AutoSparse, x) where {F}
     initial_sparsity = hessian_sparsity(f, x, sparsity_detector(backend))
     sparsity = col_major(initial_sparsity)
-    colors = column_coloring(sparsity, coloring_algorithm(backend))  # no star coloring
+    colors = symmetric_coloring(sparsity, coloring_algorithm(backend))
     groups = color_groups(colors)
     seeds = map(groups) do group
         seed = zero(x)
@@ -41,7 +41,7 @@ function hessian!(f::F, hess, backend::AutoSparse, x, extras::SparseHessianExtra
         hvp!(f, products[k], backend, x, seeds[k], hvp_extras_same)
         copyto!(view(compressed, :, k), vec(products[k]))
     end
-    decompress_columns!(hess, sparsity, compressed, colors)
+    decompress_symmetric!(hess, sparsity, compressed, colors)
     return hess
 end
 
@@ -51,5 +51,5 @@ function hessian(f::F, backend::AutoSparse, x, extras::SparseHessianExtras) wher
     compressed = stack(eachindex(seeds, products); dims=2) do k
         vec(hvp(f, backend, x, seeds[k], hvp_extras_same))
     end
-    return decompress_columns(sparsity, compressed, colors)
+    return decompress_symmetric(sparsity, compressed, colors)
 end