Merge branch 'develop' into feature/param-names-dims-flags

.github/ISSUE_TEMPLATE.md

@@ -24,4 +24,4 @@ Describe what you expect the output to be. Knowing the correct behavior is also
 Provide any additional information here.
 
 #### Current Version:
-v2.30.0
+v2.31.0

.github/workflows/testing.yml

@@ -21,7 +21,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ubuntu-latest]
+        os: [ubuntu-20.04]
         python-version: [3.8]
       fail-fast: false
     steps:
@@ -36,3 +36,25 @@ jobs:
           echo "CXX=clang++-${{ env.clangppVersion }}" >> make/local
           echo "O=0" >> make/local
           python runTests.py -j 2 src/test/unit
+
+  run-fvar-var-tests:
+    name: run stan fvar-var model tests
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-20.04]
+        python-version: [3.8]
+      fail-fast: false
+    steps:
+      - name: Check out source code
+        uses: actions/checkout@v2
+        with:
+          submodules:  true
+      - name: Install clang++
+        run: sudo apt-get install clang-${{ env.clangppVersion }}++
+      - name: Run tests
+        run: |
+          echo "CXX=clang++-${{ env.clangppVersion }}" >> make/local
+          echo "CXXFLAGS+=-DSTAN_MODEL_FVAR_VAR" >> make/local
+          echo "O=0" >> make/local
+          python runTests.py -j 2 src/test/unit/model/

Jenkinsfile

@@ -64,7 +64,7 @@ String stan_pr() {
         env.BRANCH_NAME
     }
 }
-String integration_tests_flags() { 
+String integration_tests_flags() {
     if (params.compile_all_model) {
         '--no-ignore-models '
     } else {
@@ -97,7 +97,7 @@ pipeline {
     }
     environment {
         GCC = 'g++'
-        PARALLEL = 8
+        PARALLEL = 4
         MAC_CXX = 'clang++'
         LINUX_CXX = 'clang++-6.0'
         WIN_CXX = 'g++'
@@ -366,7 +366,6 @@ pipeline {
                             cd performance-tests-cmdstan/cmdstan
                             echo 'O=0' >> make/local
                             echo 'CXX=${LINUX_CXX}' >> make/local
-                            echo 'PRECOMPILED_HEADERS=false' >> make/local
                             make clean-all
                             make -j${PARALLEL} build
                             cd ..

RELEASE-NOTES.txt

@@ -5,6 +5,12 @@ Note: these are the release notes for the stan-dev/stan repository.
 Further changes may arise at the interface level (stan-dev/{rstan,
 pystan, cmdstan}) and math library level (stan-dev/math).
 
+v2.31.0 (21 November 2022)
+======================================================================
+- RapidJSON library is now a part of Stan (previously part of CmdStan) (#3143)
+- Added a #define flag flag to enable nested autodiff in model_base class (#3144)
+- Set up the service function so interfaces can offer Laplace approximation. (#3148)
+
 v2.30.0 (1 July 2022)
 ======================================================================
 - Added `const noexcept` modifiers to the three accessors related to step-size (nominal, current, and jitter). (3124)

lib/rapidjson_1.1.0/rapidjson/allocators.h

@@ -0,0 +1,284 @@
+// Tencent is pleased to support the open source community by making RapidJSON available.
+// 
+// Copyright (C) 2015 THL A29 Limited, a Tencent company, and Milo Yip. All rights reserved.
+//
+// Licensed under the MIT License (the "License"); you may not use this file except
+// in compliance with the License. You may obtain a copy of the License at
+//
+// http://opensource.org/licenses/MIT
+//
+// Unless required by applicable law or agreed to in writing, software distributed 
+// under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR 
+// CONDITIONS OF ANY KIND, either express or implied. See the License for the 
+// specific language governing permissions and limitations under the License.
+
+#ifndef RAPIDJSON_ALLOCATORS_H_
+#define RAPIDJSON_ALLOCATORS_H_
+
+#include "rapidjson.h"
+
+RAPIDJSON_NAMESPACE_BEGIN
+
+///////////////////////////////////////////////////////////////////////////////
+// Allocator
+
+/*! \class rapidjson::Allocator
+    \brief Concept for allocating, resizing and freeing memory block.
+    
+    Note that Malloc() and Realloc() are non-static but Free() is static.
+    
+    So if an allocator need to support Free(), it needs to put its pointer in 
+    the header of memory block.
+
+\code
+concept Allocator {
+    static const bool kNeedFree;    //!< Whether this allocator needs to call Free().
+
+    // Allocate a memory block.
+    // \param size of the memory block in bytes.
+    // \returns pointer to the memory block.
+    void* Malloc(size_t size);
+
+    // Resize a memory block.
+    // \param originalPtr The pointer to current memory block. Null pointer is permitted.
+    // \param originalSize The current size in bytes. (Design issue: since some allocator may not book-keep this, explicitly pass to it can save memory.)
+    // \param newSize the new size in bytes.
+    void* Realloc(void* originalPtr, size_t originalSize, size_t newSize);
+
+    // Free a memory block.
+    // \param pointer to the memory block. Null pointer is permitted.
+    static void Free(void *ptr);
+};
+\endcode
+*/
+
+
+/*! \def RAPIDJSON_ALLOCATOR_DEFAULT_CHUNK_CAPACITY
+    \ingroup RAPIDJSON_CONFIG
+    \brief User-defined kDefaultChunkCapacity definition.
+
+    User can define this as any \c size that is a power of 2.
+*/
+
+#ifndef RAPIDJSON_ALLOCATOR_DEFAULT_CHUNK_CAPACITY
+#define RAPIDJSON_ALLOCATOR_DEFAULT_CHUNK_CAPACITY (64 * 1024)
+#endif
+
+
+///////////////////////////////////////////////////////////////////////////////
+// CrtAllocator
+
+//! C-runtime library allocator.
+/*! This class is just wrapper for standard C library memory routines.
+    \note implements Allocator concept
+*/
+class CrtAllocator {
+public:
+    static const bool kNeedFree = true;
+    void* Malloc(size_t size) { 
+        if (size) //  behavior of malloc(0) is implementation defined.
+            return std::malloc(size);
+        else
+            return NULL; // standardize to returning NULL.
+    }
+    void* Realloc(void* originalPtr, size_t originalSize, size_t newSize) {
+        (void)originalSize;
+        if (newSize == 0) {
+            std::free(originalPtr);
+            return NULL;
+        }
+        return std::realloc(originalPtr, newSize);
+    }
+    static void Free(void *ptr) { std::free(ptr); }
+};
+
+///////////////////////////////////////////////////////////////////////////////
+// MemoryPoolAllocator
+
+//! Default memory allocator used by the parser and DOM.
+/*! This allocator allocate memory blocks from pre-allocated memory chunks. 
+
+    It does not free memory blocks. And Realloc() only allocate new memory.
+
+    The memory chunks are allocated by BaseAllocator, which is CrtAllocator by default.
+
+    User may also supply a buffer as the first chunk.
+
+    If the user-buffer is full then additional chunks are allocated by BaseAllocator.
+
+    The user-buffer is not deallocated by this allocator.
+
+    \tparam BaseAllocator the allocator type for allocating memory chunks. Default is CrtAllocator.
+    \note implements Allocator concept
+*/
+template <typename BaseAllocator = CrtAllocator>
+class MemoryPoolAllocator {
+public:
+    static const bool kNeedFree = false;    //!< Tell users that no need to call Free() with this allocator. (concept Allocator)
+
+    //! Constructor with chunkSize.
+    /*! \param chunkSize The size of memory chunk. The default is kDefaultChunkSize.
+        \param baseAllocator The allocator for allocating memory chunks.
+    */
+    MemoryPoolAllocator(size_t chunkSize = kDefaultChunkCapacity, BaseAllocator* baseAllocator = 0) : 
+        chunkHead_(0), chunk_capacity_(chunkSize), userBuffer_(0), baseAllocator_(baseAllocator), ownBaseAllocator_(0)
+    {
+    }
+
+    //! Constructor with user-supplied buffer.
+    /*! The user buffer will be used firstly. When it is full, memory pool allocates new chunk with chunk size.
+
+        The user buffer will not be deallocated when this allocator is destructed.
+
+        \param buffer User supplied buffer.
+        \param size Size of the buffer in bytes. It must at least larger than sizeof(ChunkHeader).
+        \param chunkSize The size of memory chunk. The default is kDefaultChunkSize.
+        \param baseAllocator The allocator for allocating memory chunks.
+    */
+    MemoryPoolAllocator(void *buffer, size_t size, size_t chunkSize = kDefaultChunkCapacity, BaseAllocator* baseAllocator = 0) :
+        chunkHead_(0), chunk_capacity_(chunkSize), userBuffer_(buffer), baseAllocator_(baseAllocator), ownBaseAllocator_(0)
+    {
+        RAPIDJSON_ASSERT(buffer != 0);
+        RAPIDJSON_ASSERT(size > sizeof(ChunkHeader));
+        chunkHead_ = reinterpret_cast<ChunkHeader*>(buffer);
+        chunkHead_->capacity = size - sizeof(ChunkHeader);
+        chunkHead_->size = 0;
+        chunkHead_->next = 0;
+    }
+
+    //! Destructor.
+    /*! This deallocates all memory chunks, excluding the user-supplied buffer.
+    */
+    ~MemoryPoolAllocator() {
+        Clear();
+        RAPIDJSON_DELETE(ownBaseAllocator_);
+    }
+
+    //! Deallocates all memory chunks, excluding the user-supplied buffer.
+    void Clear() {
+        while (chunkHead_ && chunkHead_ != userBuffer_) {
+            ChunkHeader* next = chunkHead_->next;
+            baseAllocator_->Free(chunkHead_);
+            chunkHead_ = next;
+        }
+        if (chunkHead_ && chunkHead_ == userBuffer_)
+            chunkHead_->size = 0; // Clear user buffer
+    }
+
+    //! Computes the total capacity of allocated memory chunks.
+    /*! \return total capacity in bytes.
+    */
+    size_t Capacity() const {
+        size_t capacity = 0;
+        for (ChunkHeader* c = chunkHead_; c != 0; c = c->next)
+            capacity += c->capacity;
+        return capacity;
+    }
+
+    //! Computes the memory blocks allocated.
+    /*! \return total used bytes.
+    */
+    size_t Size() const {
+        size_t size = 0;
+        for (ChunkHeader* c = chunkHead_; c != 0; c = c->next)
+            size += c->size;
+        return size;
+    }
+
+    //! Allocates a memory block. (concept Allocator)
+    void* Malloc(size_t size) {
+        if (!size)
+            return NULL;
+
+        size = RAPIDJSON_ALIGN(size);
+        if (chunkHead_ == 0 || chunkHead_->size + size > chunkHead_->capacity)
+            if (!AddChunk(chunk_capacity_ > size ? chunk_capacity_ : size))
+                return NULL;
+
+        void *buffer = reinterpret_cast<char *>(chunkHead_) + RAPIDJSON_ALIGN(sizeof(ChunkHeader)) + chunkHead_->size;
+        chunkHead_->size += size;
+        return buffer;
+    }
+
+    //! Resizes a memory block (concept Allocator)
+    void* Realloc(void* originalPtr, size_t originalSize, size_t newSize) {
+        if (originalPtr == 0)
+            return Malloc(newSize);
+
+        if (newSize == 0)
+            return NULL;
+
+        originalSize = RAPIDJSON_ALIGN(originalSize);
+        newSize = RAPIDJSON_ALIGN(newSize);
+
+        // Do not shrink if new size is smaller than original
+        if (originalSize >= newSize)
+            return originalPtr;
+
+        // Simply expand it if it is the last allocation and there is sufficient space
+        if (originalPtr == reinterpret_cast<char *>(chunkHead_) + RAPIDJSON_ALIGN(sizeof(ChunkHeader)) + chunkHead_->size - originalSize) {
+            size_t increment = static_cast<size_t>(newSize - originalSize);
+            if (chunkHead_->size + increment <= chunkHead_->capacity) {
+                chunkHead_->size += increment;
+                return originalPtr;
+            }
+        }
+
+        // Realloc process: allocate and copy memory, do not free original buffer.
+        if (void* newBuffer = Malloc(newSize)) {
+            if (originalSize)
+                std::memcpy(newBuffer, originalPtr, originalSize);
+            return newBuffer;
+        }
+        else
+            return NULL;
+    }
+
+    //! Frees a memory block (concept Allocator)
+    static void Free(void *ptr) { (void)ptr; } // Do nothing
+
+private:
+    //! Copy constructor is not permitted.
+    MemoryPoolAllocator(const MemoryPoolAllocator& rhs) /* = delete */;
+    //! Copy assignment operator is not permitted.
+    MemoryPoolAllocator& operator=(const MemoryPoolAllocator& rhs) /* = delete */;
+
+    //! Creates a new chunk.
+    /*! \param capacity Capacity of the chunk in bytes.
+        \return true if success.
+    */
+    bool AddChunk(size_t capacity) {
+        if (!baseAllocator_)
+            ownBaseAllocator_ = baseAllocator_ = RAPIDJSON_NEW(BaseAllocator)();
+        if (ChunkHeader* chunk = reinterpret_cast<ChunkHeader*>(baseAllocator_->Malloc(RAPIDJSON_ALIGN(sizeof(ChunkHeader)) + capacity))) {
+            chunk->capacity = capacity;
+            chunk->size = 0;
+            chunk->next = chunkHead_;
+            chunkHead_ =  chunk;
+            return true;
+        }
+        else
+            return false;
+    }
+
+    static const int kDefaultChunkCapacity = RAPIDJSON_ALLOCATOR_DEFAULT_CHUNK_CAPACITY; //!< Default chunk capacity.
+
+    //! Chunk header for perpending to each chunk.
+    /*! Chunks are stored as a singly linked list.
+    */
+    struct ChunkHeader {
+        size_t capacity;    //!< Capacity of the chunk in bytes (excluding the header itself).
+        size_t size;        //!< Current size of allocated memory in bytes.
+        ChunkHeader *next;  //!< Next chunk in the linked list.
+    };
+
+    ChunkHeader *chunkHead_;    //!< Head of the chunk linked-list. Only the head chunk serves allocation.
+    size_t chunk_capacity_;     //!< The minimum capacity of chunk when they are allocated.
+    void *userBuffer_;          //!< User supplied buffer.
+    BaseAllocator* baseAllocator_;  //!< base allocator for allocating memory chunks.
+    BaseAllocator* ownBaseAllocator_;   //!< base allocator created by this object.
+};
+
+RAPIDJSON_NAMESPACE_END
+
+#endif // RAPIDJSON_ENCODINGS_H_