Merge commit '0f1ad25835e12bfeccb357db4323ec35841fa837' into HEAD

Author: yashikno

.github/workflows/main.yml

@@ -1,4 +1,5 @@
-name: Windows Rtools44
+# Note that the workflows below use Powershell (pwsh) as they were originally written for Windows runners.
+name: Rtools & ARM64 CI
 
 on:
   pull_request:
@@ -20,101 +21,28 @@ concurrency:
 
 jobs:
   prim-rev:
-    name: prim and rev tests
-    runs-on: windows-latest
+    name: ${{ matrix.config.label }} tests (${{ matrix.os }})
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [windows-latest, ubuntu-24.04-arm]
+        config: [
+          { label: misc, tests: 'test/unit/*_test.cpp test/unit/math/*_test.cpp test/unit/math/memory' },
+          { label: prim, tests: 'test/unit/math/prim' },
+          { label: rev, tests: 'test/unit/math/rev' },
+          { label: fwd, tests: 'test/unit/math/fwd' },
+          { label: 'non-fun mix', tests: 'test/unit/math/mix/core test/unit/math/mix/meta test/unit/math/mix/*_test.cpp' }
+        ]
 
     steps:
     - uses: actions/checkout@v4
     - uses: actions/setup-python@v5
       with:
         python-version: '3.x'
-    - uses: r-lib/actions/setup-r@v2
-      with:
-        r-version: 'release'
-        rtools-version: '44'
 
-    - name: Set path for Rtools44
-      if: runner.os == 'Windows'
-      run: echo "C:/rtools44/usr/bin;C:/rtools44/x86_64-w64-mingw32.static.posix/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
-
-    - name: Build Math libs
-      shell: powershell
-      run: |
-        make -f make/standalone math-libs -j2
-    - name: Add TBB to PATH
-      shell: powershell
-      run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
-    - name: Run prim and rev unit tests
-      shell: powershell
-      run: |
-        python.exe runTests.py -j2 test/unit/*_test.cpp
-        python.exe runTests.py -j2 test/unit/math/*_test.cpp
-        python.exe runTests.py -j2 test/unit/math/prim
-        python.exe runTests.py -j2 test/unit/math/rev
-        python.exe runTests.py -j2 test/unit/math/memory
-
-    - name: Upload gtest_output xml
-      uses: actions/upload-artifact@v4
-      if: failure()
-      with:
-        name: gtest_outputs_xml
-        path: '**/*_test.xml'
-
-  fwd-non-fun-mix:
-    name: fwd tests and non-fun mix tests
-    runs-on: windows-latest
-
-    steps:
-    - uses: actions/checkout@v4
-    - uses: actions/setup-python@v5
-      with:
-        python-version: '3.x'
     - uses: r-lib/actions/setup-r@v2
-      with:
-        r-version: 'release'
-        rtools-version: '44'
-
-    - name: Set path for Rtools44
       if: runner.os == 'Windows'
-      run: echo "C:/rtools44/usr/bin;C:/rtools44/x86_64-w64-mingw32.static.posix/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
-
-    - name: Build Math libs
-      shell: powershell
-      run: |
-        make -f make/standalone math-libs -j2
-    - name: Add TBB to PATH
-      shell: powershell
-      run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
-    - name: Disable running fwd/mix tests
-      shell: powershell
-      run: echo "CXXFLAGS+= -DSTAN_MATH_TESTS_REV_ONLY" | Out-File -Append -FilePath make/local -Encoding utf8
-    - name: Run fwd unit tests and all the mix tests except those in mix/fun
-      shell: powershell
-      run: |
-        python.exe runTests.py test/unit/math/fwd -j2
-        python.exe runTests.py test/unit/math/mix/core -j2
-        python.exe runTests.py test/unit/math/mix/functor -j2
-        python.exe runTests.py test/unit/math/mix/meta -j2
-        python.exe runTests.py test/unit/math/mix/prob -j2
-        python.exe runTests.py test/unit/math/mix/*_test.cpp -j2
-
-    - name: Upload gtest_output xml
-      uses: actions/upload-artifact@v4
-      if: failure()
-      with:
-        name: gtest_outputs_xml
-        path: '**/*_test.xml'
-
-  mix-fun-1:
-    name: mix/fun tests 1
-    runs-on: windows-latest
-
-    steps:
-    - uses: actions/checkout@v4
-    - uses: actions/setup-python@v5
-      with:
-        python-version: '3.x'
-    - uses: r-lib/actions/setup-r@v2
       with:
         r-version: 'release'
         rtools-version: '44'
@@ -124,19 +52,20 @@ jobs:
       run: echo "C:/rtools44/usr/bin;C:/rtools44/x86_64-w64-mingw32.static.posix/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
 
     - name: Build Math libs
-      shell: powershell
+      shell: pwsh
       run: |
+        Add-Content make\local "CPPFLAGS=-w -Wno-psabi -Wno-misleading-indentation`n"
         make -f make/standalone math-libs -j2
+
     - name: Add TBB to PATH
-      shell: powershell
+      if: runner.os == 'Windows'
+      shell: pwsh
       run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
-    - name: Run mix/fun unit tests
-      shell: powershell
+
+    - name: Run ${{ matrix.config.label }} unit tests
+      shell: pwsh
       run: |
-        $MixFunTests = Get-ChildItem -Path test\unit\math\mix\fun\* -Include *.cpp | Resolve-Path -Relative
-        $NumberTests = $MixFunTests.Length
-        $HalfNumberTests = [math]::Floor($NumberTests / 2)
-        python.exe runTests.py $MixFunTests[0..$HalfNumberTests]
+        python runTests.py -j4 ${{ matrix.config.tests }}
 
     - name: Upload gtest_output xml
       uses: actions/upload-artifact@v4
@@ -145,16 +74,23 @@ jobs:
         name: gtest_outputs_xml
         path: '**/*_test.xml'
 
-  mix-fun-2:
-    name: mix/fun tests 2
-    runs-on: windows-latest
+  mix-fun:
+    name: mix fun and prob tests ${{ matrix.group }} (${{ matrix.os }})
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [windows-latest, ubuntu-24.04-arm]
+        group: [1, 2, 3, 4, 5]
 
     steps:
     - uses: actions/checkout@v4
     - uses: actions/setup-python@v5
       with:
         python-version: '3.x'
+
     - uses: r-lib/actions/setup-r@v2
+      if: runner.os == 'Windows'
       with:
         r-version: 'release'
         rtools-version: '44'
@@ -164,20 +100,32 @@ jobs:
       run: echo "C:/rtools44/usr/bin;C:/rtools44/x86_64-w64-mingw32.static.posix/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
 
     - name: Build Math libs
-      shell: powershell
+      shell: pwsh
       run: |
-        Add-Content make\local "O=1`n"
+        Add-Content make\local "CPPFLAGS=-w -Wno-psabi -Wno-misleading-indentation`n"
         make -f make/standalone math-libs -j2
+
     - name: Add TBB to PATH
-      shell: powershell
+      if: runner.os == 'Windows'
+      shell: pwsh
       run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
+
     - name: Run mix/fun unit tests
-      shell: powershell
+      shell: pwsh
       run: |
-        $MixFunTests = Get-ChildItem -Path test\unit\math\mix\fun\* -Include *.cpp | Resolve-Path -Relative
-        $NumberTests = $MixFunTests.Length
-        $HalfNumberTests = [math]::Floor($NumberTests / 2)
-        python.exe runTests.py $MixFunTests[($HalfNumberTests + 1)..($NumberTests - 1)]
+        $MixFunProbTests = Get-ChildItem -Path test\unit\math\mix\fun\*, test\unit\math\mix\prob\* -Include *.cpp | Resolve-Path -Relative
+        $NumberTests = $MixFunProbTests.Length
+        $FifthNumberTests = [math]::Floor($NumberTests / 5)
+
+        $MixFunProbTestsArray = @( `
+          $MixFunProbTests[0..($FifthNumberTests - 1)], `
+          $MixFunProbTests[$FifthNumberTests..(2 * $FifthNumberTests - 1)], `
+          $MixFunProbTests[(2 * $FifthNumberTests)..(3 * $FifthNumberTests - 1)], `
+          $MixFunProbTests[(3 * $FifthNumberTests)..(4 * $FifthNumberTests - 1)], `
+          $MixFunProbTests[(4 * $FifthNumberTests)..($NumberTests - 1)] `
+        )
+
+        python runTests.py -j2 $MixFunProbTestsArray[(${{ matrix.group }} - 1)]
 
     - name: Upload gtest_output xml
       uses: actions/upload-artifact@v4

stan/math/prim/constraint/cholesky_corr_constrain.hpp

@@ -43,9 +43,11 @@ cholesky_corr_constrain(const EigVec& y, int K) {
 }
 
 // FIXME to match above after debugged
-template <typename EigVec, require_eigen_vector_t<EigVec>* = nullptr>
+template <typename EigVec, typename Lp,
+          require_eigen_vector_t<EigVec>* = nullptr,
+          require_convertible_t<return_type_t<EigVec>, Lp>* = nullptr>
 inline Eigen::Matrix<value_type_t<EigVec>, Eigen::Dynamic, Eigen::Dynamic>
-cholesky_corr_constrain(const EigVec& y, int K, return_type_t<EigVec>& lp) {
+cholesky_corr_constrain(const EigVec& y, int K, Lp& lp) {
   using Eigen::Dynamic;
   using Eigen::Matrix;
   using std::sqrt;
@@ -75,28 +77,39 @@ cholesky_corr_constrain(const EigVec& y, int K, return_type_t<EigVec>& lp) {
 }
 
 /**
- * Return The cholesky of a `KxK` correlation matrix. If the `Jacobian`
- * parameter is `true`, the log density accumulator is incremented with the log
- * absolute Jacobian determinant of the transform.  All of the transforms are
- * specified with their Jacobians in the *Stan Reference Manual* chapter
- * Constraint Transforms.
- * @tparam Jacobian if `true`, increment log density accumulator with log
- * absolute Jacobian determinant of constraining transform
- * @tparam T A type inheriting from `Eigen::DenseBase` or a `var_value` with
- *  inner type inheriting from `Eigen::DenseBase` with compile time dynamic rows
- *  and 1 column
+ * Return The cholesky of a `KxK` correlation matrix.
+ * This overload handles looping over the elements of a standard vector.
+ * @tparam T A standard vector with inner type inheriting from
+ * `Eigen::DenseBase` or a `var_value` with inner type inheriting from
+ * `Eigen::DenseBase` with compile time dynamic rows and 1 column
+ * @param y Linearly Serialized vector of size `(K * (K - 1))/2` holding the
+ *  column major order elements of the lower triangurlar
+ * @param K The size of the matrix to return
+ */
+template <typename T, require_std_vector_t<T>* = nullptr>
+inline auto cholesky_corr_constrain(const T& y, int K) {
+  return apply_vector_unary<T>::apply(
+      y, [K](auto&& v) { return cholesky_corr_constrain(v, K); });
+}
+
+/**
+ * Return The cholesky of a `KxK` correlation matrix.
+ * This overload handles looping over the elements of a standard vector.
+ * @tparam T A standard vector with inner type inheriting from
+ * `Eigen::DenseBase` or a `var_value` with inner type inheriting from
+ * `Eigen::DenseBase` with compile time dynamic rows and 1 column
+ * @tparam Lp Scalar type for the lp argument. The scalar type of T should be
+ * convertable to this.
  * @param y Linearly Serialized vector of size `(K * (K - 1))/2` holding the
  *  column major order elements of the lower triangurlar
  * @param K The size of the matrix to return
  * @param[in,out] lp log density accumulator
  */
-template <bool Jacobian, typename T, require_not_std_vector_t<T>* = nullptr>
-inline auto cholesky_corr_constrain(const T& y, int K, return_type_t<T>& lp) {
-  if (Jacobian) {
-    return cholesky_corr_constrain(y, K, lp);
-  } else {
-    return cholesky_corr_constrain(y, K);
-  }
+template <typename T, typename Lp, require_std_vector_t<T>* = nullptr,
+          require_convertible_t<return_type_t<T>, Lp>* = nullptr>
+inline auto cholesky_corr_constrain(const T& y, int K, Lp& lp) {
+  return apply_vector_unary<T>::apply(
+      y, [&lp, K](auto&& v) { return cholesky_corr_constrain(v, K, lp); });
 }
 
 /**
@@ -107,19 +120,24 @@ inline auto cholesky_corr_constrain(const T& y, int K, return_type_t<T>& lp) {
  * Constraint Transforms.
  * @tparam Jacobian if `true`, increment log density accumulator with log
  * absolute Jacobian determinant of constraining transform
- * @tparam T A standard vector with inner type inheriting from
- * `Eigen::DenseBase` or a `var_value` with inner type inheriting from
- * `Eigen::DenseBase` with compile time dynamic rows and 1 column
+ * @tparam T A type inheriting from `Eigen::DenseBase` or a `var_value` with
+ *  inner type inheriting from `Eigen::DenseBase` with compile time dynamic rows
+ *  and 1 column, or a standard vector thereof
+ * @tparam Lp A scalar type for the lp argument. The scalar type of T should be
+ * convertable to this.
  * @param y Linearly Serialized vector of size `(K * (K - 1))/2` holding the
  *  column major order elements of the lower triangurlar
  * @param K The size of the matrix to return
  * @param[in,out] lp log density accumulator
  */
-template <bool Jacobian, typename T, require_std_vector_t<T>* = nullptr>
-inline auto cholesky_corr_constrain(const T& y, int K, return_type_t<T>& lp) {
-  return apply_vector_unary<T>::apply(y, [&lp, K](auto&& v) {
-    return cholesky_corr_constrain<Jacobian>(v, K, lp);
-  });
+template <bool Jacobian, typename T, typename Lp,
+          require_convertible_t<return_type_t<T>, Lp>* = nullptr>
+inline auto cholesky_corr_constrain(const T& y, int K, Lp& lp) {
+  if constexpr (Jacobian) {
+    return cholesky_corr_constrain(y, K, lp);
+  } else {
+    return cholesky_corr_constrain(y, K);
+  }
 }
 
 }  // namespace math

stan/math/prim/constraint/cholesky_corr_free.hpp

@@ -11,9 +11,10 @@ namespace stan {
 namespace math {
 
 template <typename T, require_eigen_t<T>* = nullptr>
-auto cholesky_corr_free(const T& x) {
+inline auto cholesky_corr_free(const T& x) {
   using Eigen::Dynamic;
   using Eigen::Matrix;
+  using std::sqrt;
 
   check_square("cholesky_corr_free", "x", x);
   // should validate lower-triangular, unit lengths
@@ -24,9 +25,9 @@ auto cholesky_corr_free(const T& x) {
   int k = 0;
   for (int i = 1; i < x.rows(); ++i) {
     z.coeffRef(k++) = corr_free(x_ref.coeff(i, 0));
-    double sum_sqs = square(x_ref.coeff(i, 0));
+    auto sum_sqs = square(x_ref.coeff(i, 0));
     for (int j = 1; j < i; ++j) {
-      z.coeffRef(k++) = corr_free(x_ref.coeff(i, j) / std::sqrt(1.0 - sum_sqs));
+      z.coeffRef(k++) = corr_free(x_ref.coeff(i, j) / sqrt(1.0 - sum_sqs));
       sum_sqs += square(x_ref.coeff(i, j));
     }
   }
@@ -41,7 +42,7 @@ auto cholesky_corr_free(const T& x) {
  * @param x The standard vector to untransform.
  */
 template <typename T, require_std_vector_t<T>* = nullptr>
-auto cholesky_corr_free(const T& x) {
+inline auto cholesky_corr_free(const T& x) {
   return apply_vector_unary<T>::apply(
       x, [](auto&& v) { return cholesky_corr_free(v); });
 }