Add vector construction utilities #1620

mcol · 2020-01-15T19:37:50Z

Summary

This adds the following function signatures (well the underlying code to implement them):

vector constant_vector(int K, real c)
vector one_hot_vector(int K, int k)
vector ones_vector(int K)
vector set_spaced_vector(int K, real low, real high)
vector uniform_simplex(int K)
vector zeros_vector(int K)
matrix identity_matrix(int K)

This departs slightly from the signatures mentioned in #692 for constant_vector, one_hot_vector and set_spaced_vector, in that K is always the first parameter, which is also what Eigen uses.

Tests

Added.

Side Effects

None.

Checklist

Math issue Container construction utilities #692
Copyright holder: Marco Colombo

The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
- unit tests pass (to run, use: ./runTests.py test/unit)
- header checks pass, (make test-headers)
- docs build, (make doxygen)
- code passes the built in C++ standards checks (make cpplint)
the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested

stan-buildbot · 2020-01-17T14:48:26Z

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	4.97	4.95	1.0	0.44% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.98	-1.87% slower
eight_schools/eight_schools.stan	0.09	0.09	1.0	-0.43% slower
gp_regr/gp_regr.stan	0.22	0.22	0.99	-0.82% slower
irt_2pl/irt_2pl.stan	6.08	6.09	1.0	-0.11% slower
performance.compilation	89.22	86.69	1.03	2.83% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	7.34	7.32	1.0	0.27% faster
pkpd/one_comp_mm_elim_abs.stan	20.33	20.47	0.99	-0.7% slower
sir/sir.stan	104.48	105.7	0.99	-1.17% slower
gp_regr/gen_gp_data.stan	0.04	0.05	0.98	-2.23% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.96	2.96	1.0	0.02% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.32	0.32	1.01	1.02% faster
arK/arK.stan	1.76	1.75	1.01	0.65% faster
arma/arma.stan	0.79	0.81	0.97	-2.9% slower
garch/garch.stan	0.59	0.59	0.99	-0.59% slower
Mean result: 0.996473621875

Jenkins Console Log
Blue Ocean
Commit hash: f699da1

Machine information

ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

bob-carpenter · 2020-01-17T15:36:57Z

I'll review this one.

bob-carpenter

This is really nicely documented and tested overall. I requested a bunch of simple changes on documenting exceptions and testing boundary conditions. The only real substantive change is that creating a simplex of size 0 should throw an exception and explaining what happens to linearly spaced with K = 0 and K = 1.

stan/math/prim/fun/constant_vector.hpp

stan/math/prim/fun/identity_matrix.hpp

stan/math/prim/fun/one_hot_vector.hpp

test/unit/math/prim/fun/ones_vector_test.cpp

test/unit/math/prim/fun/set_spaced_vector_test.cpp

test/unit/math/prim/fun/uniform_simplex_test.cpp

test/unit/math/prim/fun/zeros_vector_test.cpp

mcol · 2020-01-17T21:34:30Z

Thanks Bob! I've addressed almost everything, I've answered you for things I was not sure.

As suggested I replaced most tests with loops, even if they used the same functions used in the headers being tested, but I left the tests for set_spaced_vector unchanged as they convey more clearly what linearly spaced means.

I've also changed the check in one_hot_vector not to allow 0-size vectors: this is because the function would throw anyway because on a size 0 vector there's no way we can specify an index of at least 1. In either case we throw, but now it's at least more obvious.

stan-buildbot · 2020-01-18T03:53:07Z

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	4.89	4.94	0.99	-1.11% slower
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	1.0	0.17% faster
eight_schools/eight_schools.stan	0.09	0.09	1.0	-0.12% slower
gp_regr/gp_regr.stan	0.22	0.23	0.99	-0.78% slower
irt_2pl/irt_2pl.stan	6.09	6.07	1.0	0.21% faster
performance.compilation	87.92	86.75	1.01	1.33% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	7.3	7.32	1.0	-0.26% slower
pkpd/one_comp_mm_elim_abs.stan	20.34	20.63	0.99	-1.43% slower
sir/sir.stan	95.55	98.79	0.97	-3.4% slower
gp_regr/gen_gp_data.stan	0.05	0.05	0.96	-3.9% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.95	2.96	1.0	-0.37% slower
pkpd/sim_one_comp_mm_elim_abs.stan	0.32	0.32	1.01	0.67% faster
arK/arK.stan	1.75	1.74	1.0	0.27% faster
arma/arma.stan	0.81	0.79	1.02	2.26% faster
garch/garch.stan	0.63	0.63	0.99	-1.05% slower
Mean result: 0.995244270132

Jenkins Console Log
Blue Ocean
Commit hash: 3732d4d

Machine information

ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

stan-buildbot · 2020-01-18T18:59:32Z

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	4.95	4.91	1.01	0.78% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	1.0	-0.38% slower
eight_schools/eight_schools.stan	0.09	0.09	1.01	0.71% faster
gp_regr/gp_regr.stan	0.22	0.23	0.99	-1.02% slower
irt_2pl/irt_2pl.stan	6.1	6.1	1.0	0.06% faster
performance.compilation	88.79	87.74	1.01	1.19% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	7.29	7.32	1.0	-0.38% slower
pkpd/one_comp_mm_elim_abs.stan	20.65	20.36	1.01	1.39% faster
sir/sir.stan	93.53	93.38	1.0	0.16% faster
gp_regr/gen_gp_data.stan	0.04	0.05	0.99	-0.66% slower
low_dim_gauss_mix/low_dim_gauss_mix.stan	2.96	2.96	1.0	0.03% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.32	0.32	1.01	1.27% faster
arK/arK.stan	1.76	1.75	1.0	0.47% faster
arma/arma.stan	0.81	0.77	1.04	4.11% faster
garch/garch.stan	0.63	0.63	0.99	-0.71% slower
Mean result: 1.00486294415

Jenkins Console Log
Blue Ocean
Commit hash: 3732d4d

Machine information

ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

bob-carpenter · 2020-01-19T01:52:19Z

For K=0, the vector will be empty, for K=1 it returns high, which is what Eigen does. I'll add this to docs and tests.

Thanks! I had no idea what it did.

mcol added 6 commits January 15, 2020 19:27

Add constant_vector, ones_vector and zeros_vector

6c9712f

Add one_hot_vector, set_spaced_vector and uniform_simplex

83418ce

Add identity_matrix

339ff10

Replace long with int to pass cpplint

41be2f1

Declare functions inline to solve issue with multiple translation units

5516a37

Remove tests on inf/nan for integers

f699da1

bob-carpenter requested changes Jan 17, 2020

View reviewed changes

Address review requests

3732d4d

mcol requested a review from bob-carpenter January 20, 2020 20:44

bob-carpenter approved these changes Jan 21, 2020

View reviewed changes

bob-carpenter merged commit 12cbb63 into develop Jan 21, 2020

mcol deleted the feature/692-container-construction-utilities branch January 21, 2020 17:42

mcol mentioned this pull request Jan 21, 2020

Add row vector, array and int_array construction utilities #1636

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mcol mentioned this pull request Jan 31, 2020

expose new container construction utilities stan-dev/stanc3#452

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Add vector construction utilities #1620

Add vector construction utilities #1620

mcol commented Jan 15, 2020 •

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Add vector construction utilities #1620

Add vector construction utilities #1620

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mcol commented Jan 15, 2020 • edited Loading

Summary

Tests

Side Effects

Checklist

stan-buildbot commented Jan 17, 2020

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mcol commented Jan 17, 2020

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stan-buildbot commented Jan 18, 2020

bob-carpenter commented Jan 19, 2020 via email

mcol commented Jan 15, 2020 •

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