Allow constraint tolerance to be adjusted with a compile-time define

[WardBrian]

Summary

Certain advanced usages of the Math library require the tolerance for constraints such a simplex unconstraining to be looser than we normally allow in Stan. This lets those users pass -DSTAN_MATH_CONSTRAINT_TOLERANCE=1e-4, for example, to set the value of the tolerance at compile time.

As an aside, this also allows these checks to essentially be disabled by setting it to some arbitrarily large value.

Tests

None

Side Effects

None for normal users.

Release notes

The constraint tolerance can now be adjusted by defining the STAN_MATH_CONSTRAINT_TOLERANCE macro before including Stan headers. The default value remains 1E-8.

Checklist

• Math issue: Closes feature request: configurable constraint tolerance #2911

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• the basic tests are passing

  • unit tests pass (to run, use: ./runTests.py test/unit)
  • header checks pass, (make test-headers)
  • dependencies checks pass, (make test-math-dependencies)
  • 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

[rok-cesnovar]

Great idea!