Replication scripts, measurement data, visualization scripts, and installation instructions for the paper "GPU-based Parallel Computation Support for Stan".
The replication scripts are split in two parts: the C++ function-level measurement scripts for the Cholesky decomposition function and the end-to-end R scripts that run Stan models with generated input data.
Prerequisites to run:
- C++ toolchain (make and a C++ compiler)
- GPU driver with OpenCL support
- A copy of the Stan Math library of version 3.1.1 or newer
These scripts run three time measurements on the C++ level for the Cholesky decomposition function:
- function evaluation when the input is a matrix of doubles
- function evaluation when the input is a matrix of stan::math::var
- gradient evaluation
Prerequisites to run:
- a R enviroment and a C++ toolchain
- GPU driver with OpenCL support
- cmdstanr R package
These scripts run three time measurements on the C++ level for the Cholesky decomposition function:
- function evaluation when the input is a matrix of doubles
- function evaluation when the input is a matrix of stan::math::var
- gradient evaluation