Opencl rayleigh_lpdf, scaled_inv_chi_square and skew_normal_lpdf

[t4c1]

Summary

Added OpenCL implementations for functions rayleigh_lpdf, scaled_inv_chi_square and skew_normal_lpdf.

Tests

New functions are tested.

Side Effects

None.

Release notes

Added OpenCL implementations for functions rayleigh_lpdf, scaled_inv_chi_square and skew_normal_lpdf.

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	3.66	3.57	1.02	2.41% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	1.01	0.71% faster
eight_schools/eight_schools.stan	0.11	0.12	0.97	-3.55% slower
gp_regr/gp_regr.stan	0.17	0.17	0.98	-2.44% slower
irt_2pl/irt_2pl.stan	5.93	5.98	0.99	-0.9% slower
performance.compilation	87.31	85.57	1.02	2.0% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.42	8.43	1.0	-0.13% slower
pkpd/one_comp_mm_elim_abs.stan	29.06	30.97	0.94	-6.59% slower
sir/sir.stan	127.12	127.09	1.0	0.02% faster
gp_regr/gen_gp_data.stan	0.04	0.05	0.9	-10.98% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.95	2.95	1.0	-0.1% slower
pkpd/sim_one_comp_mm_elim_abs.stan	0.39	0.38	1.03	3.24% faster
arK/arK.stan	2.47	2.46	1.0	0.36% faster
arma/arma.stan	0.59	0.59	1.0	0.13% faster
garch/garch.stan	0.54	0.55	1.0	-0.44% slower
Mean result: 0.990432584541

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Jenkins Console Log
Blue Ocean
Commit hash: 09fcdce

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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.