Experimental python interface for finitediff

.github/workflows/python.yml → .github/workflows/argmin_testfunctions_py.yml

@@ -29,6 +29,7 @@ jobs:
         target: [x86_64, x86, aarch64, armv7, s390x, ppc64le]
     steps:
       - uses: actions/checkout@v4
+      - uses: Swatinem/rust-cache@v2
       - uses: actions/setup-python@v5
         with:
           python-version: '3.10'
@@ -52,6 +53,7 @@ jobs:
         target: [x64, x86]
     steps:
       - uses: actions/checkout@v4
+      - uses: Swatinem/rust-cache@v2
       - uses: actions/setup-python@v5
         with:
           python-version: '3.10'
@@ -75,6 +77,7 @@ jobs:
         target: [x86_64, aarch64]
     steps:
       - uses: actions/checkout@v4
+      - uses: Swatinem/rust-cache@v2
       - uses: actions/setup-python@v5
         with:
           python-version: '3.10'
@@ -94,6 +97,7 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@v4
+      - uses: Swatinem/rust-cache@v2
       - name: Build sdist
         uses: PyO3/maturin-action@v1
         with:

.github/workflows/ci.yml

@@ -190,11 +190,11 @@ jobs:
       - name: Install wasm-pack
         run: curl https://rustwasm.github.io/wasm-pack/installer/init.sh -sSf | sh 
       - name: Build target wasm32-unknown-unknown
-        run: cargo build --workspace --exclude argmin-observer-spectator --exclude spectator --exclude argmin-observer-paramwriter --exclude "example-*" --exclude argmin-testfunctions-py --target wasm32-unknown-unknown --features wasm-bindgen
+        run: cargo build --workspace --exclude argmin-observer-spectator --exclude spectator --exclude argmin-observer-paramwriter --exclude "example-*" --exclude argmin-testfunctions-py --exclude finitediff-py --target wasm32-unknown-unknown --features wasm-bindgen
       - name: Build target wasm32-wasi with feature wasm-bindgen
-        run: cargo build --workspace --exclude argmin-observer-spectator --exclude spectator --exclude argmin-observer-paramwriter --exclude "example-*" --exclude argmin-testfunctions-py --target wasm32-wasi --features wasm-bindgen
+        run: cargo build --workspace --exclude argmin-observer-spectator --exclude spectator --exclude argmin-observer-paramwriter --exclude "example-*" --exclude argmin-testfunctions-py --exclude finitediff-py --target wasm32-wasi --features wasm-bindgen
       - name: Build target wasm32-unknown-emscripten
-        run: cargo build --workspace --exclude argmin-observer-spectator --exclude spectator --exclude argmin-observer-paramwriter --exclude "example-*" --exclude argmin-testfunctions-py --target wasm32-unknown-emscripten --no-default-features --features wasm-bindgen
+        run: cargo build --workspace --exclude argmin-observer-spectator --exclude spectator --exclude argmin-observer-paramwriter --exclude "example-*" --exclude argmin-testfunctions-py --exclude finitediff-py --target wasm32-unknown-emscripten --no-default-features --features wasm-bindgen
 
   cargo-deny:
     runs-on: ubuntu-latest

.github/workflows/finitediff_py.yml

@@ -0,0 +1,127 @@
+# This file is autogenerated by maturin v1.4.0
+# To update, run
+#
+#    maturin generate-ci github
+#
+name: finitediff-py
+
+on:
+  push:
+    branches:
+      - main
+    tags:
+      - 'finitediff-py-v*'
+  pull_request:
+  workflow_dispatch:
+
+defaults:
+  run:
+    working-directory: ./python/finitediff-py
+
+permissions:
+  contents: read
+
+jobs:
+  linux:
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        target: [x86_64, x86, aarch64, armv7, s390x, ppc64le]
+    steps:
+      - uses: actions/checkout@v4
+      - uses: Swatinem/rust-cache@v2
+      - uses: actions/setup-python@v5
+        with:
+          python-version: '3.10'
+      - name: Build wheels
+        uses: PyO3/maturin-action@v1
+        with:
+          target: ${{ matrix.target }}
+          args: --release --out dist --find-interpreter --manifest-path python/finitediff-py/Cargo.toml
+          sccache: 'true'
+          manylinux: auto
+      - name: Upload wheels
+        uses: actions/upload-artifact@v3
+        with:
+          name: wheels
+          path: dist
+
+  windows:
+    runs-on: windows-latest
+    strategy:
+      matrix:
+        target: [x64, x86]
+    steps:
+      - uses: actions/checkout@v4
+      - uses: Swatinem/rust-cache@v2
+      - uses: actions/setup-python@v5
+        with:
+          python-version: '3.10'
+          architecture: ${{ matrix.target }}
+      - name: Build wheels
+        uses: PyO3/maturin-action@v1
+        with:
+          target: ${{ matrix.target }}
+          args: --release --out dist --find-interpreter --manifest-path python/finitediff-py/Cargo.toml
+          sccache: 'true'
+      - name: Upload wheels
+        uses: actions/upload-artifact@v3
+        with:
+          name: wheels
+          path: dist
+
+  macos:
+    runs-on: macos-latest
+    strategy:
+      matrix:
+        target: [x86_64, aarch64]
+    steps:
+      - uses: actions/checkout@v4
+      - uses: Swatinem/rust-cache@v2
+      - uses: actions/setup-python@v5
+        with:
+          python-version: '3.10'
+      - name: Build wheels
+        uses: PyO3/maturin-action@v1
+        with:
+          target: ${{ matrix.target }}
+          args: --release --out dist --find-interpreter --manifest-path python/finitediff-py/Cargo.toml
+          sccache: 'true'
+      - name: Upload wheels
+        uses: actions/upload-artifact@v3
+        with:
+          name: wheels
+          path: dist
+
+  sdist:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: Swatinem/rust-cache@v2
+      - name: Build sdist
+        uses: PyO3/maturin-action@v1
+        with:
+          command: sdist
+          args: --out dist --manifest-path python/finitediff-py/Cargo.toml
+      - name: Upload sdist
+        uses: actions/upload-artifact@v3
+        with:
+          name: wheels
+          path: dist
+
+  release:
+    name: Release
+    runs-on: ubuntu-latest
+    if: "startsWith(github.ref, 'refs/tags/finitediff-py-v')"
+    needs: [linux, windows, macos, sdist]
+    steps:
+      - uses: actions/download-artifact@v3
+        with:
+          name: wheels
+      - name: Publish to PyPI
+        uses: PyO3/maturin-action@v1
+        env:
+          MATURIN_PYPI_TOKEN: ${{ secrets.PYPI_API_TOKEN }}
+        with:
+          command: upload
+          args: --non-interactive --skip-existing *

Cargo.toml

@@ -5,6 +5,7 @@ members = [
     "crates/*",
     "examples/*",
     "python/argmin-testfunctions-py",
+    "python/finitediff-py",
 ]
 
 exclude = [

python/finitediff-py/.gitignore

@@ -0,0 +1,73 @@
+/target
+
+# Byte-compiled / optimized / DLL files
+__pycache__/
+.pytest_cache/
+*.py[cod]
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+.venv/
+.env/
+env/
+bin/
+build/
+develop-eggs/
+dist/
+eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+include/
+man/
+venv/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+pip-selfcheck.json
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.coverage
+.cache
+nosetests.xml
+coverage.xml
+
+# Translations
+*.mo
+
+# Mr Developer
+.mr.developer.cfg
+.project
+.pydevproject
+
+# Rope
+.ropeproject
+
+# Django stuff:
+*.log
+*.pot
+
+.DS_Store
+
+# Sphinx documentation
+docs/_build/
+
+# PyCharm
+.idea/
+
+# VSCode
+.vscode/
+
+# Pyenv
+.python-version

python/finitediff-py/Cargo.toml

@@ -0,0 +1,25 @@
+[package]
+name = "finitediff-py"
+version = "0.1.0"
+edition = "2021"
+license = "MIT OR Apache-2.0"
+authors = ["Stefan Kroboth <stefan.kroboth@gmail.com>"]
+description = "Finite differences"
+documentation = "https://docs.rs/finitediff/"
+homepage = "http://argmin-rs.org"
+repository = "https://github.com/argmin-rs/argmin"
+readme = "README.md"
+keywords = ["finite differences", "optimization"]
+categories = ["science"]
+publish = false
+
+# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
+[lib]
+name = "finitediff"
+crate-type = ["cdylib"]
+
+[dependencies]
+finitediff_rust = { package = "finitediff", version = "0.1.4", path = "../../crates/finitediff", features = ["ndarray"] }
+numpy = "0.20.0"
+pyo3 = { version = "0.20.0", features = ["extension-module", "anyhow"] }
+anyhow = "1.0"

python/finitediff-py/pyproject.toml

@@ -0,0 +1,16 @@
+[build-system]
+requires = ["maturin>=1.4,<2.0"]
+build-backend = "maturin"
+
+[project]
+name = "finitediff-py"
+requires-python = ">=3.8"
+classifiers = [
+    "Programming Language :: Rust",
+    "Programming Language :: Python :: Implementation :: CPython",
+    "Programming Language :: Python :: Implementation :: PyPy",
+]
+dynamic = ["version"]
+
+[tool.maturin]
+features = ["pyo3/extension-module"]

python/finitediff-py/src/lib.rs

@@ -0,0 +1,388 @@
+use anyhow::Error;
+use finitediff_rust::ndarr;
+use numpy::{ndarray::Array1, IntoPyArray, PyArray1, PyArray2};
+use pyo3::{
+    exceptions::PyTypeError,
+    prelude::*,
+    types::{PyCFunction, PyDict, PyList, PyTuple},
+    PyNativeType, PyTypeInfo,
+};
+
+fn process_arg<T: PyTypeInfo + PyNativeType>(args: &PyTuple, idx: usize) -> PyResult<&T> {
+    Ok(args
+        .get_item(idx)
+        .map_err(|_| PyErr::new::<PyTypeError, _>("Insufficient number of arguments"))?
+        .downcast::<T>()?)
+}
+
+macro_rules! not_callable {
+    ($py:ident, $f:ident) => {
+        Err(PyErr::new::<PyTypeError, _>(format!(
+            "object {} not callable",
+            $f.as_ref($py).get_type()
+        )))
+    };
+}
+
+/// Forward diff
+#[pyfunction]
+fn forward_diff<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray1<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::forward_diff(&|x: &Array1<f64>| -> Result<f64, Error> {
+                        let x = PyArray1::from_array(py, x);
+                        Ok(f.call(py, (x,), None)?.extract(py)?)
+                    }))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array()
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Central diff
+#[pyfunction]
+fn central_diff<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray1<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::central_diff(&|x: &Array1<f64>| -> Result<f64, Error> {
+                        let x = PyArray1::from_array(py, x);
+                        Ok(f.call(py, (x,), None)?.extract(py)?)
+                    }))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array()
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Forward Jacobian
+#[pyfunction]
+fn forward_jacobian<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray2<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::forward_jacobian(
+                        &|x: &Array1<f64>| -> Result<Array1<f64>, Error> {
+                            let x = PyArray1::from_array(py, x);
+                            Ok(f.call(py, (x,), None)?
+                                .extract::<&PyArray1<f64>>(py)?
+                                .to_owned_array())
+                        },
+                    ))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array()
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Central Jacobian
+#[pyfunction]
+fn central_jacobian<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray2<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::central_jacobian(
+                        &|x: &Array1<f64>| -> Result<Array1<f64>, Error> {
+                            let x = PyArray1::from_array(py, x);
+                            Ok(f.call(py, (x,), None)?
+                                .extract::<&PyArray1<f64>>(py)?
+                                .to_owned_array())
+                        },
+                    ))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array()
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Forward Jacobian times vec
+#[pyfunction]
+fn forward_jacobian_vec_prod<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray1<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::forward_jacobian_vec_prod(&|x: &Array1<f64>| -> Result<
+                        Array1<f64>,
+                        Error,
+                    > {
+                        let x = PyArray1::from_array(py, x);
+                        Ok(f.call(py, (x,), None)?
+                            .extract::<&PyArray1<f64>>(py)?
+                            .to_owned_array())
+                    }))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array(),
+                        &process_arg::<PyArray1<f64>>(args, 1)?.to_owned_array(),
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Central Jacobian times vec
+#[pyfunction]
+fn central_jacobian_vec_prod<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray1<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::central_jacobian_vec_prod(&|x: &Array1<f64>| -> Result<
+                        Array1<f64>,
+                        Error,
+                    > {
+                        let x = PyArray1::from_array(py, x);
+                        Ok(f.call(py, (x,), None)?
+                            .extract::<&PyArray1<f64>>(py)?
+                            .to_owned_array())
+                    }))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array(),
+                        &process_arg::<PyArray1<f64>>(args, 1)?.to_owned_array(),
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Forward Hessian
+#[pyfunction]
+fn forward_hessian<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray2<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::forward_hessian(
+                        &|x: &Array1<f64>| -> Result<Array1<f64>, Error> {
+                            let x = PyArray1::from_array(py, x);
+                            Ok(f.call(py, (x,), None)?
+                                .extract::<&PyArray1<f64>>(py)?
+                                .to_owned_array())
+                        },
+                    ))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array()
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Central Hessian
+#[pyfunction]
+fn central_hessian<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray2<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::central_hessian(
+                        &|x: &Array1<f64>| -> Result<Array1<f64>, Error> {
+                            let x = PyArray1::from_array(py, x);
+                            Ok(f.call(py, (x,), None)?
+                                .extract::<&PyArray1<f64>>(py)?
+                                .to_owned_array())
+                        },
+                    ))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array()
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Forward Hessian times vec
+#[pyfunction]
+fn forward_hessian_vec_prod<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray1<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::forward_hessian_vec_prod(&|x: &Array1<f64>| -> Result<
+                        Array1<f64>,
+                        Error,
+                    > {
+                        let x = PyArray1::from_array(py, x);
+                        Ok(f.call(py, (x,), None)?
+                            .extract::<&PyArray1<f64>>(py)?
+                            .to_owned_array())
+                    }))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array(),
+                        &process_arg::<PyArray1<f64>>(args, 1)?.to_owned_array(),
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Central Hessian times vec
+#[pyfunction]
+fn central_hessian_vec_prod<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray1<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::central_hessian_vec_prod(&|x: &Array1<f64>| -> Result<
+                        Array1<f64>,
+                        Error,
+                    > {
+                        let x = PyArray1::from_array(py, x);
+                        Ok(f.call(py, (x,), None)?
+                            .extract::<&PyArray1<f64>>(py)?
+                            .to_owned_array())
+                    }))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array(),
+                        &process_arg::<PyArray1<f64>>(args, 1)?.to_owned_array(),
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Forward Hessian nograd
+#[pyfunction]
+fn forward_hessian_nograd<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray2<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::forward_hessian_nograd(
+                        &|x: &Array1<f64>| -> Result<f64, Error> {
+                            let x = PyArray1::from_array(py, x);
+                            Ok(f.call(py, (x,), None)?.extract::<f64>(py)?)
+                        },
+                    ))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array()
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// Forward Hessian nograd sparse
+#[pyfunction]
+fn forward_hessian_nograd_sparse<'py>(py: Python<'py>, f: Py<PyAny>) -> PyResult<&'py PyCFunction> {
+    if f.as_ref(py).is_callable() {
+        PyCFunction::new_closure(
+            py,
+            None,
+            None,
+            move |args: &PyTuple, _kwargs: Option<&PyDict>| -> PyResult<Py<PyArray2<f64>>> {
+                Python::with_gil(|py| {
+                    let out = (ndarr::forward_hessian_nograd_sparse(
+                        &|x: &Array1<f64>| -> Result<f64, Error> {
+                            let x = PyArray1::from_array(py, x);
+                            Ok(f.call(py, (x,), None)?.extract::<f64>(py)?)
+                        },
+                    ))(
+                        &process_arg::<PyArray1<f64>>(args, 0)?.to_owned_array(),
+                        process_arg::<PyList>(args, 1)?.extract()?,
+                    )?;
+                    Ok(out.into_pyarray(py).into())
+                })
+            },
+        )
+    } else {
+        not_callable!(py, f)
+    }
+}
+
+/// A Python module implemented in Rust.
+#[pymodule]
+fn finitediff(_py: Python, m: &PyModule) -> PyResult<()> {
+    m.add_function(wrap_pyfunction!(forward_diff, m)?)?;
+    m.add_function(wrap_pyfunction!(central_diff, m)?)?;
+    m.add_function(wrap_pyfunction!(forward_jacobian, m)?)?;
+    m.add_function(wrap_pyfunction!(central_jacobian, m)?)?;
+    m.add_function(wrap_pyfunction!(forward_jacobian_vec_prod, m)?)?;
+    m.add_function(wrap_pyfunction!(central_jacobian_vec_prod, m)?)?;
+    m.add_function(wrap_pyfunction!(forward_hessian, m)?)?;
+    m.add_function(wrap_pyfunction!(central_hessian, m)?)?;
+    m.add_function(wrap_pyfunction!(forward_hessian_vec_prod, m)?)?;
+    m.add_function(wrap_pyfunction!(central_hessian_vec_prod, m)?)?;
+    m.add_function(wrap_pyfunction!(forward_hessian_nograd, m)?)?;
+    m.add_function(wrap_pyfunction!(forward_hessian_nograd_sparse, m)?)?;
+    Ok(())
+}

python/finitediff-py/test.py

@@ -0,0 +1,127 @@
+from finitediff import (
+    forward_diff,
+    central_diff,
+    forward_jacobian,
+    central_jacobian,
+    forward_jacobian_vec_prod,
+    central_jacobian_vec_prod,
+    forward_hessian,
+    central_hessian,
+    forward_hessian_vec_prod,
+    central_hessian_vec_prod,
+    forward_hessian_nograd,
+    forward_hessian_nograd_sparse,
+)
+import numpy as np
+
+
+def f(x):
+    return x[0] ** 2 + x[1] ** 2
+
+
+g = forward_diff(f)
+
+x = np.array([1.0, 2.0])
+print(g(x))
+
+
+class Blubb:
+    def __call__(self, x):
+        return x[0] ** 2 + x[1] ** 2
+
+    def blaah(self, x):
+        return x[0] ** 2 + x[1] ** 2
+
+
+pf = Blubb()
+
+g = forward_diff(pf)
+x = np.array([1.0, 2.0])
+print(g(x))
+
+g = forward_diff(pf.blaah)
+x = np.array([1.0, 2.0])
+print(g(x))
+
+g = central_diff(f)
+x = np.array([1.0, 2.0])
+print(g(x))
+
+
+def op(x):
+    return np.array(
+        [
+            2.0 * (x[1] ** 3 - x[0] ** 2),
+            3.0 * (x[1] ** 3 - x[0] ** 2) + 2.0 * (x[2] ** 3 - x[1] ** 2),
+            3.0 * (x[2] ** 3 - x[1] ** 2) + 2.0 * (x[3] ** 3 - x[2] ** 2),
+            3.0 * (x[3] ** 3 - x[2] ** 2) + 2.0 * (x[4] ** 3 - x[3] ** 2),
+            3.0 * (x[4] ** 3 - x[3] ** 2) + 2.0 * (x[5] ** 3 - x[4] ** 2),
+            3.0 * (x[5] ** 3 - x[4] ** 2),
+        ]
+    )
+
+
+j = forward_jacobian(op)
+x = np.array([1.0, 1.0, 1.0, 1.0, 1.0, 1.0])
+print(j(x))
+
+j = central_jacobian(op)
+x = np.array([1.0, 1.0, 1.0, 1.0, 1.0, 1.0])
+print(j(x))
+
+j = forward_jacobian_vec_prod(op)
+x = np.array([1.0, 1.0, 1.0, 1.0, 1.0, 1.0])
+p = np.array([1.0, 2.0, 3.0, 4.0, 5.0, 6.0])
+print(j(x, p))
+
+j = central_jacobian_vec_prod(op)
+x = np.array([1.0, 1.0, 1.0, 1.0, 1.0, 1.0])
+p = np.array([1.0, 2.0, 3.0, 4.0, 5.0, 6.0])
+print(j(x, p))
+
+
+def f(x):
+    return x[0] + x[1] ** 2 + x[2] * x[3] ** 2
+
+
+def g(x):
+    return np.array([1.0, 2.0 * x[1], x[3] ** 2, 2.0 * x[3] * x[2]])
+
+
+h = forward_hessian(g)
+x = np.array([1.0, 1.0, 1.0, 1.0])
+print(h(x))
+
+h = central_hessian(g)
+x = np.array([1.0, 1.0, 1.0, 1.0])
+print(h(x))
+
+h = forward_hessian_vec_prod(g)
+x = np.array([1.0, 1.0, 1.0, 1.0])
+p = np.array([2.0, 3.0, 4.0, 5.0])
+print(h(x, p))
+
+h = central_hessian_vec_prod(g)
+x = np.array([1.0, 1.0, 1.0, 1.0])
+p = np.array([2.0, 3.0, 4.0, 5.0])
+print(h(x, p))
+
+h = forward_hessian_nograd(f)
+x = np.array([1.0, 1.0, 1.0, 1.0])
+print(h(x))
+
+h = forward_hessian_nograd_sparse(f)
+x = np.array([1.0, 1.0, 1.0, 1.0])
+indices = [[1, 1], [2, 3], [3, 3]]
+print(h(x, indices))
+
+
+# class NotCallable:
+#     pass
+
+
+# notcallable = NotCallable()
+
+# g = forward_diff(notcallable)
+# x = np.array([1.0, 2.0])
+# print(g(x))