Opencl weibull_lpdf, neg_binomial_2_log_lpmf and neg_binomial_2_lpmf

[t4c1]

Summary

Added OpenCL implementations for functions weibull_lpdf, neg_binomial_2_log_lpmf and neg_binomial_2_lpmf.

Tests

New functions are tested.

Side Effects

None.

Release notes

Added OpenCL implementations for functions weibull_lpdf, neg_binomial_2_log_lpmf and neg_binomial_2_lpmf.

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	3.54	3.49	1.01	1.29% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	1.01	0.88% faster
eight_schools/eight_schools.stan	0.11	0.12	0.94	-6.48% slower
gp_regr/gp_regr.stan	0.17	0.17	1.0	-0.06% slower
irt_2pl/irt_2pl.stan	5.71	5.79	0.99	-1.39% slower
performance.compilation	86.93	86.25	1.01	0.77% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.44	8.45	1.0	-0.07% slower
pkpd/one_comp_mm_elim_abs.stan	29.22	29.46	0.99	-0.83% slower
sir/sir.stan	128.46	130.43	0.98	-1.54% slower
gp_regr/gen_gp_data.stan	0.05	0.05	1.02	2.19% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.92	2.93	1.0	-0.28% slower
pkpd/sim_one_comp_mm_elim_abs.stan	0.38	0.41	0.93	-7.73% slower
arK/arK.stan	1.76	1.76	0.99	-0.53% slower
arma/arma.stan	0.74	0.73	1.01	1.28% faster
garch/garch.stan	0.63	0.61	1.02	2.16% faster
Mean result: 0.993873531318

---

Jenkins Console Log
Blue Ocean
Commit hash: 5e37b98

---

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	3.49	3.49	1.0	-0.22% slower
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.95	-5.81% slower
eight_schools/eight_schools.stan	0.11	0.12	0.98	-1.57% slower
gp_regr/gp_regr.stan	0.16	0.16	1.0	0.24% faster
irt_2pl/irt_2pl.stan	5.77	5.81	0.99	-0.74% slower
performance.compilation	86.98	85.65	1.02	1.53% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.44	8.45	1.0	-0.07% slower
pkpd/one_comp_mm_elim_abs.stan	29.36	30.49	0.96	-3.86% slower
sir/sir.stan	127.79	131.49	0.97	-2.89% slower
gp_regr/gen_gp_data.stan	0.04	0.04	1.0	-0.14% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.94	2.92	1.01	0.59% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.38	0.38	1.01	1.45% faster
arK/arK.stan	1.77	1.79	0.99	-1.19% slower
arma/arma.stan	0.73	0.75	0.98	-2.11% slower
garch/garch.stan	0.61	0.62	0.99	-1.02% slower
Mean result: 0.98991987972

---

Jenkins Console Log
Blue Ocean
Commit hash: 5e37b98

---

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]

This looks good but needs a merge with develop (we changed the header).

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	3.53	3.55	1.0	-0.41% slower
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.99	-0.98% slower
eight_schools/eight_schools.stan	0.11	0.12	0.97	-2.63% slower
gp_regr/gp_regr.stan	0.17	0.17	1.01	1.15% faster
irt_2pl/irt_2pl.stan	5.79	5.76	1.0	0.44% faster
performance.compilation	88.03	85.97	1.02	2.34% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	8.42	8.4	1.0	0.16% faster
pkpd/one_comp_mm_elim_abs.stan	29.12	30.05	0.97	-3.21% slower
sir/sir.stan	137.86	135.61	1.02	1.63% faster
gp_regr/gen_gp_data.stan	0.04	0.04	0.99	-1.06% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.92	2.94	0.99	-0.58% slower
pkpd/sim_one_comp_mm_elim_abs.stan	0.4	0.39	1.01	1.24% faster
arK/arK.stan	1.76	1.78	0.99	-1.2% slower
arma/arma.stan	0.73	0.73	1.0	0.43% faster
garch/garch.stan	0.61	0.62	0.99	-0.93% slower
Mean result: 0.997809427034

---

Jenkins Console Log
Blue Ocean
Commit hash: 8948a24

---

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]

I took the liberty to merge develop in. Looked good otherwise.