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Wrong result when Zygote differentiate through update_coefficient and concretize #305

@TendonFFF

Description

@TendonFFF

Describe the bug 🐞

Gradients are inconsistent between matrix-based and operator-based formulations of the same LinearProblem. The primal solutions match, but the operator-based gradient is exactly twice the matrix-based one. This suggests ScalarOperator (or update_coefficients) is double-counting sensitivity in the pullback.

Expected behavior

Gradients of the operator-based and matrix-based formulations should agree.

Minimal Reproducible Example 👇

using LinearSolve, Zygote, SciMLOperators, Test

a1 = rand(3,3); a2 = rand(3,3)
func = p -> exp(1 - p)
a = p -> a1 + func(p) * a2

A1 = MatrixOperator(a1); A2 = MatrixOperator(a2)
Func = ScalarOperator(0.0, (A, u, p, t) -> func(p))
A = A1 + Func * A2

b = rand(3)

function sol1(p)
    Ap = update_coefficients(A, 0, p, 0) |> concretize
    prob = LinearProblem(Ap, b)
    sol = solve(prob, KrylovJL_GMRES())
    return sum(sol.u)
end

function sol2(p)
    Ap = a(p)
    prob = LinearProblem(Ap, b)
    sol = solve(prob, KrylovJL_GMRES())
    return sum(sol.u)
end

i = rand()
s1, s2 = sol1(i), sol2(i)
@test s1 == s2   # ✅ primal solutions agree

grad1 = Zygote.gradient(sol1, i)[1]
grad2 = Zygote.gradient(sol2, i)[1]

@test grad1 != grad2   # ❌ gradients unexpectedly differ
@test grad1 == 2 * grad2   # ❌ operator version gives exactly double

Error & Stacktrace ⚠️

No runtime error — all tests pass — but the last two are logically unexpected.

Environment (please complete the following information):

using Pkg; Pkg.status()

->

Status `/usr/local/julia-1.11.6/share/julia/environments/v1.11/Project.toml`
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Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated`
using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)

->

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⌅ [f1835b91] SpeedMapping v0.3.0
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⌃ [90137ffa] StaticArrays v1.9.14
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  [013be700] UnsafeAtomics v0.3.0
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⌃ [3d5dd08c] VectorizationBase v0.21.71
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  [e3aaa7dc] WebP v0.1.3
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⌅ [76a88914] CUDA_Runtime_jll v0.17.1+0
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⌅ [b22a6f82] FFMPEG_jll v6.1.3+0
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  [4607b0f0] SuiteSparse
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  [3f19e933] p7zip_jll v17.4.0+2
Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`
versioninfo()

->

Julia Version 1.11.6
Commit 9615af0f269 (2025-07-09 12:58 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 144 × Intel(R) Xeon(R) Gold 6240L CPU @ 2.60GHz
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, cascadelake)
Threads: 1 default, 0 interactive, 1 GC (on 144 virtual cores)

Additional context

This seems related to the AD rules for ScalarOperator or update_coefficients. Zygote handles the plain matrix case correctly, so the inconsistency likely originates in SciMLOperators’ ChainRules definitions.

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