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Feature/issue 2401 alg solver adjoint #2421

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fc65777
New implementation of algebraic_solver_vari compiles.
jgaeb Mar 10, 2021
06045c6
Compiling and most tests passing.
jgaeb Mar 10, 2021
1cb5249
algebra_solver_vari chain method calls itself recursively.
jgaeb Mar 10, 2021
0955051
Fix improper initialization of nested reverse mode stack.
jgaeb Mar 12, 2021
406f197
Merge commit '7e088168b76722426c88a75e7c9d91b719137164' into HEAD
yashikno Mar 12, 2021
fe45cbb
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Mar 12, 2021
53e637c
Minor changes.
jgaeb Mar 23, 2021
f33250c
Fix gradient being uniformly zero.
jgaeb Mar 23, 2021
7ea35df
All tests (except for degenerate_eq_test) passing.
jgaeb Mar 23, 2021
64e3e2e
Merge linting.
jgaeb Mar 23, 2021
0ae8bb4
Merge commit '51669a650fbd2a57f1163342d30c597351080cf5' into HEAD
yashikno Mar 23, 2021
a4f1605
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Mar 23, 2021
21ec967
Fix one additional linting issue.
jgaeb Mar 23, 2021
5b4151a
Reformat algebra_solver_vari constructor.
jgaeb Mar 23, 2021
88fda19
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Mar 23, 2021
4b20978
Revert to passing y_eval instead of y_val to algebra_solver_var const…
jgaeb Mar 23, 2021
03d39d1
Lots of updates to the algebra solver!
bbbales2 Mar 23, 2021
f474abe
Merge branch 'feature/issue-2401-alg-solver-adjoint' of github.com:jg…
bbbales2 Mar 23, 2021
4848150
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Mar 23, 2021
b8804d3
Variadic stuff
bbbales2 Mar 24, 2021
7ef6851
Merge branch 'feature/issue-2401-alg-solver-adjoint' of github.com:jg…
bbbales2 Mar 24, 2021
abc63db
Merge commit '21ed6f2c82e97091e1d0039790e7e24127943f2e' into HEAD
yashikno Mar 24, 2021
a68bd4e
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Mar 24, 2021
19bea28
Add adapter.
jgaeb Mar 31, 2021
0f26004
Fix templating issue and remove print statements.
jgaeb Mar 31, 2021
7b85902
Add back specialization for when y is a vector of double instead of var.
jgaeb Mar 31, 2021
15f2fa2
Merge commit '0956b106f01187a59d32dee8a7822a6a720777e1' into HEAD
yashikno Mar 31, 2021
8421de0
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Mar 31, 2021
d2c7a96
Add back additional tests. (Message tests are broken now?)
jgaeb Mar 31, 2021
19f9a89
Merge branch 'feature/issue-2401-alg-solver-adjoint' of github.com:jg…
jgaeb Mar 31, 2021
dd5e119
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Mar 31, 2021
473b659
Merge remote-tracking branch 'origin/develop' into feature/issue-2401…
bbbales2 Apr 2, 2021
fe41913
Make algebra_solver_newton double variadic
bbbales2 Apr 2, 2021
28fd6e4
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Apr 2, 2021
e93899b
Finish Newton solver.
jgaeb Apr 14, 2021
31e4a1b
Merge commit 'c0de977b5a3c701b1e71c4f7a15d806b0159d4c6' into HEAD
yashikno Apr 14, 2021
5694e57
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Apr 14, 2021
a4ed898
Added more input checks (Issue #2401)
bbbales2 Apr 17, 2021
360e9e0
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Apr 17, 2021
0a40184
Clean up how x is used (Issue #2401)
bbbales2 Apr 17, 2021
bf4f660
Merge branch 'feature/issue-2401-alg-solver-adjoint' of github.com:jg…
bbbales2 Apr 17, 2021
f49c28f
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Apr 17, 2021
f92741f
Removed system functor test
bbbales2 Apr 17, 2021
e7d9b1d
Switch to using Cholesky factors to do matrix solve.
jgaeb Apr 27, 2021
0532d67
Switch to LU decomp for matrix solve in general case.
jgaeb Apr 27, 2021
29185c6
Fix variable names.
jgaeb May 17, 2021
81cfdb1
Fix CppLint errors.
jgaeb May 17, 2021
21bde1b
Merge commit '5534e2238a4240a496e888ccb0ee2be09d2ef7b5' into HEAD
yashikno May 18, 2021
665c9d8
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot May 18, 2021
8f1873b
Clean up includes.
jgaeb Jun 20, 2021
4da599e
Make naming more consistent.
jgaeb Jun 20, 2021
1388c05
Make fixed point algebra solver variadic.
jgaeb Jun 20, 2021
2db3f10
Make calculation consistent with explanation and fix test typo.
jgaeb Jun 20, 2021
706eb07
Better templating.
jgaeb Jun 20, 2021
9753b97
Get all tests compiling.
jgaeb Jun 20, 2021
a73a4d3
All tests passing except one.
jgaeb Jun 21, 2021
6664afe
Fix issue in last test.
jgaeb Jun 21, 2021
3c1f8e0
Merge branch 'feature/issue-2401-alg-solver-adjoint' of github.com:jg…
jgaeb Jun 21, 2021
e72e481
Merge commit 'da36ba4ca4b2fcf0fea9a9214b785895f07a1c95' into HEAD
yashikno Jun 21, 2021
a1a9a70
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jun 21, 2021
12f2949
Remove unnecessary NOLINTs
jgaeb Jun 21, 2021
177f695
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jun 21, 2021
4f7b442
Properly template expression function signature.
jgaeb Jun 22, 2021
8afb387
Fully template expression so it can be applied with arena types.
jgaeb Jun 22, 2021
fbe6a8d
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jun 22, 2021
901b603
Revert "Fully template expression so it can be applied with arena typ…
jgaeb Jun 22, 2021
bdb74b3
Fully template the simple equation functor signature.
jgaeb Jun 22, 2021
4d472f8
(Actually) revert the mistaken change introduced before.
jgaeb Jun 22, 2021
70f02f8
Try to prevent double eval.
jgaeb Jun 22, 2021
6a58089
Switched to make_chainable_ptr in powell solver (Issue #2401)
bbbales2 Jun 25, 2021
dec5dc4
Don't double evaluate expressions (Issue #2401)
bbbales2 Jun 26, 2021
425d30b
Merge commit '00405fb90982bdd3f18b8edf746e32207e7de02b' into HEAD
yashikno Jun 26, 2021
e7317f9
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jun 26, 2021
d3d5fbb
Fix small signature issues.
jgaeb Jun 29, 2021
b7ac36a
Fix formatting issue.
jgaeb Jun 29, 2021
82df062
Make first set of requested changes.
jgaeb Jun 29, 2021
c8291af
Merge commit 'c2edd605b30d68da5d22665de26bb3e1203c8403' into HEAD
yashikno Jun 29, 2021
d178dfa
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jun 29, 2021
86ce197
Respond to all comments except LU factorization.
jgaeb Jun 30, 2021
f05ab11
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jun 30, 2021
ff3a35d
Fix use of long int type.
jgaeb Jun 30, 2021
f02003a
Merge commit '64778f054da0145d7aec17dea4ef38bf79448f69' into HEAD
yashikno Jun 30, 2021
4926856
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jun 30, 2021
d7d9356
Cleanup algebra solvers
SteveBronder Jun 30, 2021
b0ab910
Merge commit '6b7515c0611006b12416b214acc85adffe4d1b4c' into HEAD
yashikno Jul 11, 2021
df179ad
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jul 11, 2021
8d864cb
Updated newton test
bbbales2 Jul 11, 2021
a93e0a7
Merge branch 'feature/issue-2401-alg-solver-adjoint' of github.com:jg…
bbbales2 Jul 11, 2021
dbf5515
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jul 11, 2021
2414959
move newton back to rev and fix check test for algebra solver newton
SteveBronder Jul 15, 2021
a569b1f
Merge commit 'c87156b59b772f8988dbf29f242eb73169398786' into HEAD
yashikno Jul 15, 2021
48e44ed
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Jul 15, 2021
759161a
add back tests for newton solver
SteveBronder Jul 15, 2021
5be45ce
update to remote
SteveBronder Jul 15, 2021
bd72a6e
Respond to comments and temporarily patch failing test.
jgaeb Aug 3, 2021
ecefac5
Add unsafe chainable object unit tests.
jgaeb Aug 3, 2021
6a2b5b9
Add variadic tests for newton and powell solvers.
jgaeb Aug 9, 2021
24e943a
Undo changes to fixed point solver.
jgaeb Aug 10, 2021
54dbf64
Remove fixed point solve from prim functor header.
jgaeb Aug 10, 2021
a9e511f
Fix FP solver test.
jgaeb Aug 10, 2021
a0dcf9c
Fix minor formatting issues.
jgaeb Aug 10, 2021
8dd7fdd
update to develop
SteveBronder Aug 10, 2021
e19c26e
Merge branch 'feature/issue-2401-alg-solver-adjoint' of github.com:jg…
SteveBronder Aug 10, 2021
f6c5db6
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Aug 10, 2021
5ce9d32
Fix AVEC / VEC in newton solver tests.
jgaeb Aug 11, 2021
70d5817
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Aug 11, 2021
5f7709a
Restore memory leak fix for fp test.
jgaeb Aug 11, 2021
3ad4384
Merge branch 'feature/issue-2401-alg-solver-adjoint' of github.com:jg…
jgaeb Aug 11, 2021
044fa01
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Aug 11, 2021
fec4d1f
Fix pesky multiple evaluation bug.
jgaeb Aug 11, 2021
b852e9a
Fully document algebra_solver_powell_call_solver.
jgaeb Aug 11, 2021
8d4e2db
Merge commit '02dc560b022f328f917af80a1b9b7f1feb249ee4' into HEAD
yashikno Aug 11, 2021
09e1544
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Aug 11, 2021
0b93db8
Attempt to resolve non-const lvalue reference issue.
jgaeb Aug 12, 2021
09ca12d
hard copy x before passing it to the solver impl for powell. Use a ch…
SteveBronder Aug 13, 2021
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Fix one additional linting issue.
jgaeb committed Mar 23, 2021
commit 21ec967803e981c775689224b8be3c60a2ad6645
5 changes: 0 additions & 5 deletions stan/math/rev/functor/algebra_solver_powell.hpp
Original file line number Diff line number Diff line change
@@ -51,13 +51,8 @@ struct algebra_solver_vari : public vari {
x_size_(x.size()),
x_val_(x),
Jf_x_(fx.get_jacobian(x_val_)),
<<<<<<< HEAD
x_(ChainableStack::instance_->memalloc_.alloc_array<vari*>(x_size_))
{
=======
fx_(fx),
x_(ChainableStack::instance_->memalloc_.alloc_array<vari*>(x_size_)) {
>>>>>>> origin/feature/issue-2401-alg-solver-adjoint
using Eigen::Map;
using Eigen::MatrixXd;