Revert "Merge branch 'master' into develop"

This reverts commit 526a078, reversing
changes made to 40a3fc1.

Author: serban-nicusor-toptal

.github/ISSUE_TEMPLATE.md

@@ -25,4 +25,4 @@ If this is a **feature request**, show what you expect to happen if the feature
 
 
 #### Current Version:
-v4.0.1
+v4.0.0

Jenkinsfile

@@ -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() } } }
                 }

README.md

@@ -25,7 +25,7 @@ Required Libraries
 ------------------
 Stan Math depends on four libraries:
 
-- Boost (version 1.72.0): [Boost Home Page](https://www.boost.org)
+- Boost (version 1.75.0): [Boost Home Page](https://www.boost.org)
 - Eigen (version 3.3.9: [Eigen Home Page](https://eigen.tuxfamily.org/index.php?title=Main_Page)
 - SUNDIALS (version 5.6.1): [Sundials Home Page](https://computation.llnl.gov/projects/sundials/sundials-software)
 - Intel TBB (version 2019_U8): [Intel TBB Home Page](https://www.threadingbuildingblocks.org)
@@ -90,7 +90,7 @@ for subsequent compilations.
 The standalone makefile ensures that all the required `-I` include
 statements are given to the compiler and the necessary libraries are
 linked: `~/stan-dev/math` and `~/stan-dev/math/lib/eigen_3.3.9` and
-`~/stan-dev/math/lib/boost_1.72.0` and
+`~/stan-dev/math/lib/boost_1.75.0` and
 `~/stan-dev/math/lib/sundials_5.6.1/include` and
 `~/stan-dev/math/lib/tbb_2019_U8/include`. The
 `~/stan-dev/math/lib/tbb` directory is created by the `math-libs`
@@ -108,6 +108,41 @@ this file to the same directory of the executable or to add the
 directory `/path/to/math/lib/tbb` as absolute path to the system-wide
 `PATH` variable.
 
+Intel TBB
+---------
+
+`math` now supports the new interface of Intel TBB and allows using external library (e.g., with [`oneTBB`](https://github.com/oneapi-src/oneTBB) or the system TBB library), using `TBB_LIB` and `TBB_INC` environment variables.
+
+To build the development version of `math` with [`oneTBB`](https://github.com/oneapi-src/oneTBB):
+
+- Install [`oneTBB`](https://github.com/oneapi-src/oneTBB).
+
+For example, installing [`oneTBB`](https://github.com/oneapi-src/oneTBB) on Linux 64-bit (`x86_64`) to `$HOME` directory (change if needed!):
+```bash
+TBB_VERSION="2021.1.1"
+
+wget https://github.com/oneapi-src/oneTBB/releases/download/v2021.1.1/oneapi-tbb-$TBB_VERSION-lin.tgz
+tar zxvf oneapi-tbb-$TBB_VERSION-lin.tgz -C $HOME
+
+export TBB="$HOME/oneapi-tbb-$TBB_VERSION"
+```
+
+- Set the TBB environment variables (specifically: `TBB` for the installation prefix, `TBB_INC` for the directory that includes the header files, and `TBB_LIB` for the libraries directory).
+
+For example, installing [`oneTBB`](https://github.com/oneapi-src/oneTBB) on Linux 64-bit (`x86_64`) to `$HOME` directory (change if needed!):
+```bash
+source $TBB/env/vars.sh intel64
+
+export TBB_INC="$TBB/include"
+export TBB_LIB="$TBB/lib/intel64/gcc4.8"
+```
+
+- Set `Stan` local compiler flags to use the new TBB interface:
+```bash
+mkdir -p ~/.config/stan
+echo TBB_INTERFACE_NEW=true>> ~/.config/stan/make.local
+```
+
 Compilers
 ---------
 

RELEASE-NOTES.txt

@@ -1,15 +1,7 @@
 Stan Math Library Release Notes
 
 ======================================================================
-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)
+v4.0.0 (26 January 2020)
 ======================================================================
 
 New functions:  
@@ -132,6 +124,7 @@ 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)
 ======================================================================

benchmarks/benchmark.py

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

doxygen/doxygen.cfg

@@ -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         = 4.0.1
+PROJECT_NUMBER         = 4.0.0
 
 # 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