Code

Feature/adjoint odes#1905

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wds15 merged 236 commits intodevelopstan-dev/math:developfrom feature/adjoint-odesstan-dev/math:feature/adjoint-odesCopy head branch name to clipboardMay 17, 2021

+1,536-78

Commits

Commits on May 22, 2020

• Revert "Revert back to forward mode sensitivity for cvodes (to make separate branch for adjoint ODEs)"

  Show description for 0389837
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• Merge branch 'feature/parameter-pack-odes' into feature/adjoint-odes

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Commits on Jan 2, 2021

• Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes-v2

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• add adjoint integrator first version

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• adding sho tests

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• reroute ode_adams to ode_bdf_adjoint

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• bump

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Commits on Jan 3, 2021

• introduce plain_type_t

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• fix eigen expression stuff for cvodes_integrator_adjoint

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• Changed how tuples initialized in ODE adjoint memory

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• Merge branch 'feature/adjoint-odes-v2' of https://github.com/stan-dev/math into feature/adjoint-odes-v2

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• more expression things

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• Merge branch 'feature/adjoint-odes-v2' into feature/adjoint-odes

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• add simple benchmark in the form of a test

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• recycle argument vari's

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Jan 4, 2021

• fix

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• add plain_type_t

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• Merge commit 'b2eaa329ee3427245dbe06482ee937569cb6032f' into HEAD

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• bump

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• route calls correctly

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Commits on Jan 5, 2021

• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• too much work error message

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• bump

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• Merge commit '7d5f626b55d822f2544138cc5fbeabbd4d86a92c' into HEAD

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Commits on Jan 6, 2021

• add maximal number of steps option to backward solve

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Jan 7, 2021

• add scaling test

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• Merge commit 'aa1c1c48372fb8e60da9ca7af6f0403b83f99d9d' into HEAD

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• align tolerances

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Commits on Jan 11, 2021

• fix scaling benchmark

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• Merge commit '3b0ddba22615efe779da52f7185ec15863b0a7e6' into HEAD

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• Set adjoints to 1 in benchmark test.

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Commits on Jan 13, 2021

• add toy model

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• fix

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• fix cvodes init / reinit logic

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• Merge commit '6ac9c2e5ab14bb53a5f4a0e31d3a783015fe1dd7' into HEAD

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Jan 14, 2021

• add sum test

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• Merge commit 'd2e485cf1597d1a30fbfdf9330540033c432683c' into HEAD

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• fix linked mass flow example

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Jan 17, 2021

• add SBC codes

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• bump

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Commits on Jan 18, 2021

• adding eval and some notes on how the math works out

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Feb 22, 2021

• Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

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• revert adams back to actual adams

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• make signature work as decribed in design doc

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• make first test work with new function

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Commits on Feb 23, 2021

• make vector absolute tolerance work and expose solver choice

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Feb 24, 2021

• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• add tol call

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• Merge commit '94e16d87d9cb464b4e05b8914f6cbbc8ea20ac0b' into HEAD

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Feb 26, 2021

• add various benchmarks

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Commits on Mar 2, 2021

• tune sparse matrix support

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• Merge commit '5533797fb87828108b4412e80537084fc168b092' into HEAD

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Commits on Mar 4, 2021

• disable sparse matrix stuff on CVODES and switch to new function names for ode_adjoint_tol_ctl names

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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• enable more tests

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• Merge commit 'b7eff4c4d5d0f6b55523be91e4b757c8b766d676' into HEAD

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• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Mar 5, 2021

• use vector for abs_tol_b

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Commits on Mar 6, 2021

• Switch to reference types

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Commits on Mar 7, 2021

• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Mar 11, 2021

• align defaults of simplified ode_adjoint_tol interface with doc

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• revert to hermite polynomials which appear more stable

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• bump examples

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Commits on Mar 12, 2021

• align notation with user guide

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Commits on Mar 15, 2021

• export all tolerances for example

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• make use of Eigen vector expressions and use coeff indexing

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• put apply call in separate function to clean code

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Commits on Mar 22, 2021

• Merge branch 'feature/adjoint-odes' of https://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Mar 31, 2021

• Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

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Commits on Apr 15, 2021

• Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

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• backport adjoint code and integrate into testing framework in a first step

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Commits on Apr 16, 2021

• cpplint

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Commits on Apr 19, 2021

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• Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math into feature/adjoint-odes

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Commits on Apr 22, 2021

• refactor adjoint solver to not use extra memory object

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• some more simplifcations

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• move build_varis function inside cvodes_integrator_adjoint

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• undo last change

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Commits on Apr 26, 2021

• port over changes from review3 branch

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Commits on Apr 27, 2021

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• Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math into feature/adjoint-odes

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Commits on May 1, 2021

• Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math into feature/adjoint-odes

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• Update stan/math/rev/functor/cvodes_integrator_adjoint.hpp

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• update adjoint ode to not have to make seperate vari

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Commits on May 4, 2021

• Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math into feature/adjoint-odes

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• Merge branch 'review/ode-adjoint4' into feature/adjoint-odes

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Commits on May 5, 2021

• Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math into feature/adjoint-odes

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• fix tests (hopefully)

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Commits on May 7, 2021

• Merge remote-tracking branch 'origin/develop' into feature/adjoint-odes

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Commits on May 9, 2021

• 1. Cleaning up the actual functions these are called from in order to accept eigen expressions.

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Commits on May 10, 2021

• Merge branch 'feature/adjoint-odes' of ssh://github.com/stan-dev/math into feature/adjoint-odes

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• address review comments (split tests, test for no vari on stack when double only case)

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• save function name in a string

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• register solver adjoint only in case of AD

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• optimize case when only ts is a var

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Commits on May 11, 2021

• nest adjoint ODE integrator vari call for double only case

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• make use of adjoint_of where it works

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Commits on May 15, 2021

• improve error messages

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Commits on May 16, 2021

• revert harmonic oscillator

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• make Eigen inputs expression compatible

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• move ode argument tuple into the cvodes_solvers object

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• add in decay_t again as before

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