Opencl pareto_type_2_lpdf, poisson_log_plmf and poisson_log_lpmf

[t4c1]

Summary

Added OpenCL implementations for functions pareto_type_2_lpdf, poisson_log_plmf and poisson_log_lpmf.

Also added support for function multiply_log to kernel generator.

Tests

New functions are tested.

Side Effects

None.

Release notes

Added OpenCL implementations for functions pareto_type_2_lpdf, poisson_log_plmf and poisson_log_lpmf.

Also added support for function multiply_log to kernel generator.

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	3.62	3.64	1.0	-0.43% slower
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.98	-1.63% slower
eight_schools/eight_schools.stan	0.12	0.11	1.05	4.41% faster
gp_regr/gp_regr.stan	0.17	0.17	1.01	0.94% faster
irt_2pl/irt_2pl.stan	5.7	5.73	1.0	-0.45% slower
performance.compilation	88.03	85.39	1.03	3.0% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.56	8.54	1.0	0.22% faster
pkpd/one_comp_mm_elim_abs.stan	29.58	29.66	1.0	-0.28% slower
sir/sir.stan	141.96	133.15	1.07	6.21% faster
gp_regr/gen_gp_data.stan	0.04	0.04	1.01	1.03% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.93	2.99	0.98	-2.01% slower
pkpd/sim_one_comp_mm_elim_abs.stan	0.39	0.38	1.01	1.17% faster
arK/arK.stan	2.48	2.49	1.0	-0.3% slower
arma/arma.stan	0.6	0.6	1.0	-0.4% slower
garch/garch.stan	0.74	0.74	1.01	0.61% faster
Mean result: 1.00860833935

---

Jenkins Console Log
Blue Ocean
Commit hash: f0e2577

---

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	3.51	3.61	0.97	-2.84% slower
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.98	-1.65% slower
eight_schools/eight_schools.stan	0.12	0.11	1.03	2.65% faster
gp_regr/gp_regr.stan	0.17	0.17	1.0	0.18% faster
irt_2pl/irt_2pl.stan	5.67	5.71	0.99	-0.68% slower
performance.compilation	86.99	85.48	1.02	1.74% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.53	8.49	1.0	0.48% faster
pkpd/one_comp_mm_elim_abs.stan	29.73	29.16	1.02	1.93% faster
sir/sir.stan	139.8	128.44	1.09	8.13% faster
gp_regr/gen_gp_data.stan	0.04	0.04	1.0	0.41% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.93	2.99	0.98	-1.86% slower
pkpd/sim_one_comp_mm_elim_abs.stan	0.37	0.37	1.0	0.32% faster
arK/arK.stan	2.47	2.46	1.0	0.49% faster
arma/arma.stan	0.61	0.6	1.02	1.92% faster
garch/garch.stan	0.74	0.74	1.0	0.38% faster
Mean result: 1.00841755175

---

Jenkins Console Log
Blue Ocean
Commit hash: a780cae

---

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.