untangle reverse-mode from forward-mode autodiff; include finite diffs - Githubissues

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untangle reverse-mode from forward-mode autodiff; include finite diffs #1074

Closed bob-carpenter closed 9 years ago

bob-carpenter commented 9 years ago

As of Stan 2.4, the code in agrad/fwd has dependencies into agrad/rev and the finite diff code is spread all over.

What I propose is creating four directories under agrad:

finite-diff: for finite difference code
fwd: forward mode only, no dependency on reverse mode
rev: reverse mode only, no dependency on forward mode
fwd-rev: mixed code that depends on both fwd and rev

and moving pieces into the appropriate place to remove the spaghetti dependencies.

[ ] src/stan/agrad/fwd/matrix/typedefs.hpp includes rev

syclik commented 9 years ago

this was fixed with #1222.