fix(FiniteDiff): use fdhtype for hvp to match hessian accuracy#1022
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fix(FiniteDiff): use fdhtype for hvp to match hessian accuracy#1022bdrhill wants to merge 2 commits into
bdrhill wants to merge 2 commits into
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Route hvp through fdhtype (default Val(:hcentral)) instead of the generic JVP-of-gradient fallback which used fdtype (default Val(:forward)). The forward-over-forward finite difference composition loses precision. Fixes JuliaDiff#1012 Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #1022 +/- ##
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+ Coverage 98.14% 98.15% +0.01%
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Files 138 138
Lines 8131 8194 +63
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+ Hits 7980 8043 +63
Misses 151 151
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- Fix matrix input handling by using vec/reshape for proper dimensions - Enable hvp tests in test_differentiation (remove from excluded) - Add step size tests for prepare_hvp - Add explicit HVP accuracy tests for issue JuliaDiff#1012 Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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Summary
hvp,hvp!,gradient_and_hvp, andgradient_and_hvp!forAutoFiniteDifffdhtype(defaultVal(:hcentral)) for the Hessian computation instead of the generic JVP-of-gradient fallback which usedfdtype(defaultVal(:forward))Fixes #1012
Test plan
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