Running multiple chains in one Stan program

.gitignore

@@ -46,5 +46,7 @@ make/local
 src/docs/**/*.pdf
 
 output.csv
-
+output*.csv
 *.d
+# gdb
+.gdb_history

make/command

@@ -2,11 +2,11 @@ ifeq ($(CMDSTAN_SUBMODULES),1)
 bin/cmdstan/stansummary.o : src/cmdstan/stansummary_helper.hpp
 bin/cmdstan/%.o : src/cmdstan/%.cpp
 	@mkdir -p $(dir $@)
-	$(COMPILE.cpp) -fvisibility=hidden $(OUTPUT_OPTION) $<
+	$(COMPILE.cpp) -fvisibility=hidden $(OUTPUT_OPTION) $(LDLIBS) $<
 
 .PRECIOUS: bin/print$(EXE) bin/stansummary$(EXE) bin/diagnose$(EXE)
 bin/print$(EXE) bin/stansummary$(EXE) bin/diagnose$(EXE) : CPPFLAGS_MPI =
-bin/print$(EXE) bin/stansummary$(EXE) bin/diagnose$(EXE) : LDFLAGS_MPI = 
+bin/print$(EXE) bin/stansummary$(EXE) bin/diagnose$(EXE) : LDFLAGS_MPI =
 bin/print$(EXE) bin/stansummary$(EXE) bin/diagnose$(EXE) : LDLIBS_MPI =
 bin/print$(EXE) bin/stansummary$(EXE) bin/diagnose$(EXE) : bin/%$(EXE) : bin/cmdstan/%.o
 	@mkdir -p $(dir $@)

make/tests

@@ -57,8 +57,8 @@ test-headers: $(HEADER_TESTS)
 TEST_MODELS := $(wildcard src/test/test-models/*.stan)
 
 .PHONY: test-models-hpp
-test-models-hpp: 
-	$(MAKE) $(patsubst %.stan,%$(EXE),$(TEST_MODELS)) 
+test-models-hpp:
+	$(MAKE) $(patsubst %.stan,%$(EXE),$(TEST_MODELS))
 
 ##
 # Tests that depend on compiled models

makefile

@@ -244,7 +244,7 @@ build-mpi: $(MPI_TARGETS)
 
 ifeq ($(CMDSTAN_SUBMODULES),1)
 .PHONY: build
-build: bin/stanc$(EXE) bin/stansummary$(EXE) bin/print$(EXE) bin/diagnose$(EXE) $(LIBSUNDIALS) $(MPI_TARGETS) $(TBB_TARGETS) $(CMDSTAN_MAIN_O) $(PRECOMPILED_MODEL_HEADER)
+build: bin/stanc$(EXE) $(LIBSUNDIALS) $(MPI_TARGETS) $(TBB_TARGETS) $(CMDSTAN_MAIN_O) $(PRECOMPILED_MODEL_HEADER) bin/stansummary$(EXE) bin/print$(EXE) bin/diagnose$(EXE)
 	@echo ''
 ifeq ($(OS),Windows_NT)
 		@echo 'NOTE: Please add $(TBB_BIN_ABSOLUTE_PATH) to your PATH variable.'
@@ -338,3 +338,6 @@ compile_info:
 ##
 .PHONY: print-%
 print-%  : ; @echo $* = $($*)
+
+.PHONY: clean-build
+clean-build: clean-all build

src/cmdstan/arguments/arg_id.hpp

@@ -11,8 +11,8 @@ class arg_id : public int_argument {
     _name = "id";
     _description = "Unique process identifier";
     _validity = "id >= 0";
-    _default = "0";
-    _default_value = 0;
+    _default = "1";
+    _default_value = 1;
     _constrained = true;
     _good_value = 2.0;
     _bad_value = -1.0;

src/cmdstan/arguments/arg_num_chains.hpp

@@ -0,0 +1,22 @@
+#ifndef CMDSTAN_ARGUMENTS_ARG_NUM_CHAINS_HPP
+#define CMDSTAN_ARGUMENTS_ARG_NUM_CHAINS_HPP
+
+#include <cmdstan/arguments/singleton_argument.hpp>
+
+namespace cmdstan {
+
+class arg_num_chains : public int_argument {
+ public:
+  arg_num_chains() : int_argument() {
+    _name = "num_chains";
+    _description = std::string("Number of chains");
+    _default = "1";
+    _default_value = 1;
+    _value = _default_value;
+  }
+
+  bool is_valid(int value) { return value > 0; }
+};
+
+}  // namespace cmdstan
+#endif

src/cmdstan/arguments/arg_num_threads.hpp

@@ -0,0 +1,25 @@
+#ifndef CMDSTAN_ARGUMENTS_ARG_NUM_THREADS_HPP
+#define CMDSTAN_ARGUMENTS_ARG_NUM_THREADS_HPP
+
+#include <cmdstan/arguments/singleton_argument.hpp>
+
+namespace cmdstan {
+
+class arg_num_threads : public int_argument {
+ public:
+  arg_num_threads() : int_argument() {
+    _name = "num_threads";
+    _description = std::string("Number of threads available to the program.");
+    _default = "1";
+    _default_value = 1;
+    _value = _default_value;
+  }
+#ifdef STAN_THREADS
+  bool is_valid(int value) { return value > -2 && value != 0; }
+#else
+  bool is_valid(int value) { return value == 1; }
+#endif
+};
+
+}  // namespace cmdstan
+#endif

src/cmdstan/arguments/arg_sample.hpp

@@ -2,6 +2,7 @@
 #define CMDSTAN_ARGUMENTS_ARG_SAMPLE_HPP
 
 #include <cmdstan/arguments/arg_adapt.hpp>
+#include <cmdstan/arguments/arg_num_chains.hpp>
 #include <cmdstan/arguments/arg_num_samples.hpp>
 #include <cmdstan/arguments/arg_num_warmup.hpp>
 #include <cmdstan/arguments/arg_sample_algo.hpp>
@@ -23,6 +24,7 @@ class arg_sample : public categorical_argument {
     _subarguments.push_back(new arg_thin());
     _subarguments.push_back(new arg_adapt());
     _subarguments.push_back(new arg_sample_algo());
+    _subarguments.push_back(new arg_num_chains());
   }
 };