Merge branch 'master' into develop

Author: serban-nicusor-toptal

.github/ISSUE_TEMPLATE.md

@@ -10,7 +10,7 @@ def runTests(String testPath, boolean jumbo = false) {
             sh "./runTests.py -j${env.PARALLEL} ${testPath}"
         }
     }
-    finally { junit 'test/**/*.xml' }
+    finally { junit 'test/**/*.xml' }    
 }
 
 def runTestsWin(String testPath, boolean buildLibs = true, boolean jumbo = false) {
@@ -19,11 +19,11 @@ def runTestsWin(String testPath, boolean buildLibs = true, boolean jumbo = false
        if (buildLibs){
            bat "mingw32-make.exe -f make/standalone math-libs"
        }
-       try {
+       try { 
            if (jumbo) {
-               bat "runTests.py -j${env.PARALLEL} ${testPath} --jumbo"
+               bat "runTests.py -j${env.PARALLEL} ${testPath} --jumbo" 
             } else {
-               bat "runTests.py -j${env.PARALLEL} ${testPath}"
+               bat "runTests.py -j${env.PARALLEL} ${testPath}" 
             }
        }
        finally { junit 'test/**/*.xml' }
@@ -252,7 +252,7 @@ pipeline {
                                 runTestsWin("test/unit/math/opencl", false, false)
                                 runTestsWin("test/unit/multiple_translation_units_test.cpp", false, false)
                                 runTestsWin("test/unit/math/prim/fun/gp_exp_quad_cov_test.cpp", false, false)
-                                runTestsWin("test/unit/math/prim/fun/multiply_test.cpp", false, false)
+                                runTestsWin("test/unit/math/prim/fun/multiply_test.cpp", false, false)          
                                 runTestsWin("test/unit/math/rev/fun/multiply_test.cpp", false, false)
                             }
                         }
@@ -286,10 +286,10 @@ pipeline {
                                 runTestsWin("test/unit/math/opencl", false, false)
                                 runTestsWin("test/unit/multiple_translation_units_test.cpp", false, false)
                                 runTestsWin("test/unit/math/prim/fun/gp_exp_quad_cov_test.cpp", false, false)
-                                runTestsWin("test/unit/math/prim/fun/multiply_test.cpp", false, false)
+                                runTestsWin("test/unit/math/prim/fun/multiply_test.cpp", false, false)             
                                 runTestsWin("test/unit/math/rev/fun/multiply_test.cpp", false, false)
                             }
-
+                            
                         }
                     }
                 }
@@ -339,7 +339,7 @@ pipeline {
                                 sh "find . -name *_test.xml | xargs rm"
                                 runTests("test/unit -f reduce_sum")
                             }
-                        }
+                        }                      
                     }
                     post { always { retry(3) { deleteDir() } } }
                 }

Jenkinsfile

@@ -1,7 +1,15 @@
 Stan Math Library Release Notes
 
 ======================================================================
-v4.0.0 (26 January 2020)
+v4.0.1 (17 February 2021)
+======================================================================
+
+- Fixed issue with `cholesky_decompose` not propagating derivatives correctly .
+- Fixed OpenCL implementations of distributions mostly not working with row vectors.
+- Fixed handling of input expressions with reduce_sum.
+
+======================================================================
+v4.0.0 (26 January 2021)
 ======================================================================
 
 New functions:  
@@ -124,7 +132,6 @@ OpenCL backend:
   - Added OpenCL reverse mode implementations of matrix multiply and sum.(#2099)
   - vari_base can now be constructed with matrix_cl value and adjoint. Copying between host and device is possible for vars containing Eigen::Matrix/matrix_cl. Adjoints are propagated over these copies.(#1967)
 
-
 ======================================================================
 v3.3.0 (28 July 2020)
 ======================================================================

README.md

@@ -403,10 +403,10 @@ def benchmark(
                     n,
                     (arg_overload, cpp_arg_template, stan_arg),
             ) in enumerate(zip(arg_overloads, cpp_arg_templates, stan_args)):
-                n_vec, inner_type = parse_array(stan_arg)
-                if n_vec:
+                if stan_arg.endswith("]"):
+                    stan_arg2, vec = stan_arg.split("[")
                     benchmark_name += (
-                            "_" + arg_overload + "_" + inner_type + str(n_vec)
+                            "_" + arg_overload + "_" + stan_arg2 + str(len(vec))
                     )
                 else:
                     benchmark_name += "_" + arg_overload + "_" + stan_arg

RELEASE-NOTES.txt

@@ -38,7 +38,7 @@ PROJECT_NAME           = "Stan Math Library"
 # could be handy for archiving the generated documentation or if some version
 # control system is used.
 
-PROJECT_NUMBER         = 4.0.0
+PROJECT_NUMBER         = 4.0.1
 
 # Using the PROJECT_BRIEF tag one can provide an optional one line description
 # for a project that appears at the top of each page and should give viewer a

benchmarks/benchmark.py

@@ -144,12 +144,9 @@ import option ;
 import tools/boost\_install/boost-install ;
 
 path-constant BOOST_ROOT : . ;
-constant BOOST_VERSION : 1.75.0 ;
+constant BOOST_VERSION : 1.72.0 ;
 constant BOOST_JAMROOT_MODULE : $(__name__) ;
 
-# Allow subprojects to simply `import config : requires ;` to get access to the requires rule
-modules.poke : BOOST_BUILD_PATH : $(BOOST_ROOT)/libs/config/checks [ modules.peek : BOOST_BUILD_PATH ] ;
-
 boostcpp.set-version $(BOOST_VERSION) ;
 
 use-project /boost/architecture : libs/config/checks/architecture ;

doxygen/doxygen.cfg

@@ -9,8 +9,8 @@
 /// \brief Combine the (transformed) elements of a sequence (or two) into a single value.
 /// \author Marshall Clow
 
-#ifndef BOOST_ALGORITHM_INCLUSIVE_SCAN_HPP
-#define BOOST_ALGORITHM_INCLUSIVE_SCAN_HPP
+#ifndef BOOST_ALGORITHM_TRANSFORM_REDUCE_HPP
+#define BOOST_ALGORITHM_TRANSFORM_REDUCE_HPP
 
 #include <functional>     // for std::plus
 #include <iterator>       // for std::iterator_traits
@@ -58,4 +58,4 @@ OutputIterator inclusive_scan(InputIterator first, InputIterator last,
 
 }} // namespace boost and algorithm
 
-#endif // BOOST_ALGORITHM_INCLUSIVE_SCAN_HPP
+#endif // BOOST_ALGORITHM_TRANSFORM_REDUCE_HPP

lib/boost_1.75.0/Jamroot renamed to lib/boost_1.72.0/Jamroot

@@ -22,10 +22,9 @@
 
 #include <algorithm>                // for std::stable_partition
 #include <functional>
-#include <utility>                  // for std::make_pair
 
 #include <boost/config.hpp>
-#include <boost/bind/bind.hpp>      // for boost::bind
+#include <boost/bind.hpp>           // for boost::bind
 #include <boost/range/begin.hpp>    // for boost::begin(range)
 #include <boost/range/end.hpp>      // for boost::end(range)
 
@@ -82,14 +81,13 @@ namespace boost { namespace algorithm {
 */
 
 template <
-    typename BidirectionalIterator,  // models BidirectionalIterator
-    typename Pred>                   // models UnaryPredicate
+    typename BidirectionalIterator,  // Iter models BidirectionalIterator
+    typename Pred>                   // Pred models UnaryPredicate
 std::pair<BidirectionalIterator, BidirectionalIterator> gather 
         ( BidirectionalIterator first, BidirectionalIterator last, BidirectionalIterator pivot, Pred pred )
 {
 //  The first call partitions everything up to (but not including) the pivot element,
 //  while the second call partitions the rest of the sequence.
-    using namespace boost::placeholders;
     return std::make_pair (
         std::stable_partition ( first, pivot, !boost::bind<bool> ( pred, _1 )),
         std::stable_partition ( pivot, last,   boost::bind<bool> ( pred, _1 )));