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rok-cesnovar / math

The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
https://mc-stan.org
BSD 3-Clause "New" or "Revised" License
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Once 2.25 is released, can you update this repo #9

Open spinkney opened 3 years ago

spinkney commented 3 years ago

We're building some big models off of this and looking for any speed ups we can get. Since we do a lot of vectorization and matrix multiplication I'm hoping we'll see some nice increases.

Thanks for all the great dev work you and the Stan dev team have done!

rok-cesnovar commented 3 years ago

Sure.

If you don't mind, please comment on https://github.com/stan-dev/stanc3/issues/712 It might help get that issue some traction and get things rolling on that front which would simplify including stuff like this in cmdstan and subsequently cmdstanr. Thanks!

rok-cesnovar commented 3 years ago

Hey @spinkney

finally coming back to this. I updated the branches and generated new stanc3 binaries. When you have the chance try it out and close the issue if everything looks fine. Thanks and sorry for the delay, was busy the last few weeks, cleaning the backlog now.

spinkney commented 3 years ago

Will check it out soon. I'm going to have someone on my team take a look. Thank you!!