JuliaMath / JuliaMath/QuadGK.jl

Enzyme ext does not support Duplicated/MixedDuplicated closure as integrand

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Description

The Enzyme extension only implements reverse rules for integrands whose activity is `Union{Const,Active}`. In my problem, the integrand wraps an ApproxFun.jl Chebyshev interpolant specified by a `Const` function space and `Duplicated` coefficients, hence the closure ends up having `MixedDuplicated` activity, so Enzyme throws an error when trying to differentiate the QuadGK call. Support for this would be hugely appreciated!

cc @wsmoses

Brb with an MWE/test case

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