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v4.2.0 (5 October 2021)
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@serban-nicusor-toptal serban-nicusor-toptal released this 05 Oct 14:07
· 2581 commits to develop since this release
v4.2.0
9995ae4

Miscellaneous:

  • Updated Powell and Newton solvers to use an adjoint method to propagate derivatives in reverse mode which should result in modest speed-up. Added variadic interfaces (algebra_solver_powell_impl and algebra_solver_newton_impl). (#2421)
  • Cleanup unused local typedefs. (#2505)
  • Fix tbb initialization so that if STAN_THREADS is not defined then the number of threads is set to 1. (#2514)
  • Bugfix for range checks not overriding STAN_THREADS. (#2530)
  • Bugfix for vectorized log include order. (#2542)
  • Added vectorized checks called by the stanc compiler. (#2556)
  • Adds an overload for the constrain functions on whether to accumulate jacobians into log probability argument.(#2559)
  • Updated algorithm for inv_Phi which is approximately 2x faster with precision of 16 digits. Based on the Fortran algorithm described in Wichura, M. J. (1988) Algorithm AS 241: The percentage points of the normal distribution. Applied Statistics, 37, 477–484.(#2566)
  • Vectorized unconstrain and constraing functions. (#2574, #2580)
  • Fixed generalized inverse so that it works for less than full rank symmetric matrices. (#2577)

Varmat:

  • Added var<Matrix> overloads for append_row(), append_col(), rep_vector(), rep_row_vector(), to_vector(), divide(). (#2484, #2487, #2521, #2557)
  • Added nested vectorized functions for the new matrix type. (#2502)
  • Added support for basic slicing and dimension queries operators support var types. (#2507)
  • Added several unary functions for var<Matrix> as well as division.(#2527)
  • Allow accumulator to accept var<Matrix> matrix types(#2535)

Complex:

  • Unary vectorized functions support containers of complex numbers(#2549)
  • Added complex scalar functions get_real(), get_imag(), and to_complex.(#2554)

OpenCL:

  • Added prim-only OpenCL implementations for qr_Q, qr_R, qr_thin_Q, qr_thin_R. (#2479)
  • Fixed a bug for kernel generator operation block, eigenvalues_sym, eigenvectors_sym. (#2479, #2512)
  • Added OpenCL implementation for cumulative_sum. (#2483)
  • Fixed a bug that made OpenCL identity_matrix unusable. (#2499)
  • Added reverse mode for indexing.(#2511)
  • Fixed a number of bugs related to conversions of arena_matrix_cl into matrix_cl. Before this PR such a conversion invoked kernel generator and made a copy of data. Now only references to data are updated.(#2538)
  • Fixes kernel generator allocating more local memory than it needed.(#2541)
  • Added OpenCL implementation of sorting (sort_asc and sort_desc).(#2550)
  • Bugfix OpenCL kernels so that they can no longer modify a const matrix_cl.(#2553)
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