Backporting Eigen code changes

[andrjohns]

Description

In order to fix the compile errors with multiplying/solving CWiseUnaryViews (which originally necessitated the val_op and adj_op member introductions), I've submitted patches to Eigen's code which are needed for fixing our implementations.

For reference, the Eigen PR is here: https://gitlab.com/libeigen/eigen/-/merge_requests/792
And a Math PR that shows tests passing with the code changes is here: #2604

However, I think we'll need to agree on a method on backporting these changes until they're in an Eigen release. While the simplest method would be to modify the Eigen headers included in the Math library directly, this would break compatibility with rstan, which links against Eigen headers in an external package.

To work around this, I'm proposing that we include the Eigen headers with necessary modifications in the Math library itself (I'm proposing creating a /prim/plugins folder). The existing header guards for these would prevent the source (unmodified) versions from being included when run via rstan.

I have a branch with this proposed structure and backported Eigen changes here: https://github.com/stan-dev/math/compare/develop...andrjohns:feature/backport-view-stride?expand=1

Thoughts?

Tagging @hsbadr, @bgoodri, and @SteveBronder given their involvement in the rstan and Eigen future states

Current Version:

v4.2.1

[bgoodri]

That is more or less what rstan has done with BH when stuff like this happens.

…

On Wed, Jan 12, 2022 at 11:34 AM Andrew Johnson ***@***.***> wrote: Description In order to fix the compile errors with multiplying/solving CWiseUnaryViews (which originally necessitated the val_op and adj_op member introductions), I've submitted patches to Eigen's code which are needed for fixing our implementations. For reference, the Eigen PR is here: https://gitlab.com/libeigen/eigen/-/merge_requests/792 And a Math PR that shows tests passing with the code changes is here: #2604 <#2604> However, I think we'll need to agree on a method on backporting these changes until they're in an Eigen release. While the simplest method would be to modify the Eigen headers included in the Math library directly, this would break compatibility with rstan, which links against Eigen headers in an external package. To work around this, I'm proposing that we include the Eigen headers with necessary modifications in the Math library itself (I'm proposing creating a /prim/plugins folder). The existing header guards for these would prevent the source (unmodified) versions from being included when run via rstan. I have a branch with this proposed structure and backported Eigen changes here: https://github.com/stan-dev/math/compare/develop...andrjohns:feature/backport-view-stride?expand=1 Thoughts? Tagging @hsbadr <https://github.com/hsbadr>, @bgoodri <https://github.com/bgoodri>, and @SteveBronder <https://github.com/SteveBronder> given their involvement in the rstan and Eigen future states Current Version: v4.2.1 — Reply to this email directly, view it on GitHub <#2653>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAZ2XKSFGLWIGG4DWJG6OXDUVWUQLANCNFSM5LZNZOAA> . Triage notifications on the go with GitHub Mobile for iOS <https://apps.apple.com/app/apple-store/id1477376905?ct=notification-email&mt=8&pt=524675> or Android <https://play.google.com/store/apps/details?id=com.github.android&referrer=utm_campaign%3Dnotification-email%26utm_medium%3Demail%26utm_source%3Dgithub>. You are receiving this because you were mentioned.Message ID: ***@***.***>

[andrjohns]

Nice to know I'm on the right track! Any chance you could point me towards some of the rstan source where this has been implemented? That way I can make things as compatible as possible

[bgoodri]

We don't have any of that stuff at the moment because everything in the latest BH works as far as we know of. But over the years, we sometimes put modified .hpp files into rstan/rstan/rstan/inst/include/boost_not_in_BH, which you can see at https://github.com/stan-dev/rstan/search?q=boost_not_in_BH

[andrjohns]

Perfect, thanks