Working with composite types

When encountering a composite type, ReverseDiffSource builds a Vector{Any} to hold its derivative accumulator. Its structure is derived from the fields of the composite type: Float for a Real number, an array of Floats for Arrays, or another Vector{Any} if the field is a type. No special declaration has to be made beforehand to ReverseDiffSource.

However you do need to declare how each function using the composite type changes its derivative accumulator.

Suppose you have type Bar defined as:

type Bar

And an associated function norm(z::Bar):

norm(z::Bar) = z.x*z.x + z.y*z.y

And finally an expression to derive making use of Bar and norm():

ex = :( z = Bar(2^a, sin(a)) ; norm(z) )

You need to declare how both the constructor Bar and the function norm behave regarding the derivative accumulator (which will be a 2 element vector of type Any for the two fields x and``y``):

@deriv_rule  Bar(x,y)      x  ds[1]   # Derivative accumulator of x is increased by ds[1]
@deriv_rule  Bar(x,y)      y  ds[2]   # Derivative accumulator of y is increased by ds[2]

@deriv_rule  norm(z::Bar)  z  Any[ 2*z.x*ds , 2*z.y*ds ]  # Note : produces a 2-vector since z is a Bar

We are now ready to derive:

julia> res = rdiff(ex, a=0.)
julia> @eval df(a) = $res

julia> df(1)