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.
positive ordered, ordered, and simplex constraints do not currently have custom reverse mode autodiff implementations. custom autodiff would be nice cause it would make them faster. This is the issue paired with pull req. #959
Expected Output
There should be no change to the functionality of the math library. Custom autodiff should just make these faster.
andrjohns
commented
5 years ago
Description
positive ordered, ordered, and simplex constraints do not currently have custom reverse mode autodiff implementations. custom autodiff would be nice cause it would make them faster. This is the issue paired with pull req. #959
Expected Output
There should be no change to the functionality of the math library. Custom autodiff should just make these faster.
Current Math Version
v2.18.0