Opencl gamma_lpdf and gumbel_lpdf

[t4c1]

Summary

Adds OpenCL implementations for functions gamma_lpdf and gumbel_lpdf.

Also fixes a bug in check_cl, which in case of throwing an exception, caused it to report wrong indices of error.

Tests

New functions adre tested.

Side Effects

None.

Release notes

Added OpenCL implementations for functions gamma_lpdf and gumbel_lpdf.

Fixed a bug in check_cl, which in case of throwing an exception, caused it to report wrong indices of error.

Checklist

• Math issue Add OpenCL distributions #2152

• Copyright holder: Tadej Ciglarič

  The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
  - Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
  - Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

• the basic tests are passing

  • unit tests pass (to run, use: ./runTests.py test/unit)
  • header checks pass, (make test-headers)
  • dependencies checks pass, (make test-math-dependencies)
  • docs build, (make doxygen)
  • code passes the built in C++ standards checks (make cpplint)

• the code is written in idiomatic C++ and changes are documented in the doxygen

• the new changes are tested

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	3.02	2.99	1.01	1.08% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.96	-3.7% slower
eight_schools/eight_schools.stan	0.11	0.12	0.99	-1.15% slower
gp_regr/gp_regr.stan	0.17	0.17	1.01	0.63% faster
irt_2pl/irt_2pl.stan	5.69	5.65	1.01	0.71% faster
performance.compilation	87.61	85.31	1.03	2.63% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.46	8.51	0.99	-0.53% slower
pkpd/one_comp_mm_elim_abs.stan	29.08	28.71	1.01	1.26% faster
sir/sir.stan	130.65	141.16	0.93	-8.05% slower
gp_regr/gen_gp_data.stan	0.05	0.04	1.03	2.77% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.98	2.97	1.0	0.3% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.39	0.41	0.96	-4.7% slower
arK/arK.stan	1.79	1.77	1.01	1.47% faster
arma/arma.stan	0.6	0.61	0.99	-0.76% slower
garch/garch.stan	0.74	0.74	1.0	-0.29% slower
Mean result: 0.995224450227

---

Jenkins Console Log
Blue Ocean
Commit hash: db886ad

---

Machine information

ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	3.68	3.57	1.03	2.93% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.97	-2.94% slower
eight_schools/eight_schools.stan	0.11	0.12	0.98	-1.97% slower
gp_regr/gp_regr.stan	0.16	0.16	1.0	-0.31% slower
irt_2pl/irt_2pl.stan	5.69	5.71	1.0	-0.37% slower
performance.compilation	86.95	85.76	1.01	1.37% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.52	8.51	1.0	0.19% faster
pkpd/one_comp_mm_elim_abs.stan	30.84	31.42	0.98	-1.9% slower
sir/sir.stan	138.42	131.03	1.06	5.34% faster
gp_regr/gen_gp_data.stan	0.05	0.04	1.07	6.65% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.96	2.95	1.01	0.59% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.38	0.38	1.0	-0.1% slower
arK/arK.stan	1.76	1.78	0.99	-0.86% slower
arma/arma.stan	0.6	0.6	1.0	0.36% faster
garch/garch.stan	0.58	0.6	0.97	-3.3% slower
Mean result: 1.004549942

---

Jenkins Console Log
Blue Ocean
Commit hash: 7aca964

---

Machine information

ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

[rok-cesnovar]

Looks good!