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Add GPU Cholesky Primitive #1059

Merged
merged 77 commits into from Feb 12, 2019
Merged

Add GPU Cholesky Primitive #1059

merged 77 commits into from Feb 12, 2019

Commits on Oct 28, 2018

  1. revised cholesky prim

    @rok-cesnovar
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  2. added comments & minor stuff

    @rok-cesnovar
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Commits on Oct 29, 2018

  1. inverse fixes and added function to /prim

    @rok-cesnovar
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  2. removed files

    @rok-cesnovar
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  3. now passing

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Commits on Oct 30, 2018

  1. Merge remote-tracking branch 'upstream/develop' into gpu_cholesky_prim

    @SteveBronder
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  2. Adds to docs, cleans up some code, use auto and const where possible

    @SteveBronder
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  3. Fixes docs and changes name of test against cpu for fixed matrix

    @SteveBronder
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  4. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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  5. forgot to include algorithm, we need to fix that lint check

    @SteveBronder
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  6. Merge branch 'gpu_cholesky_prim' of https://github.com/bstatcomp/math … 

    …into gpu_cholesky_prim
    @SteveBronder
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  7. include algorithm again

    @rok-cesnovar
    rok-cesnovar committed Oct 30, 2018
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  8. remove auto on return type

    @rok-cesnovar
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  9. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Nov 9, 2018

  1. move check for square and symmetric to top of cholesky decompose prim

    @SteveBronder
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  2. [Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/… 

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Commits on Nov 10, 2018

  1. Move STAN_OPENCL check to above includes for both tests

    @SteveBronder
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Commits on Nov 15, 2018

  1. Remove unneded comments, removes the call to the zero kernel and fill… 

    …s B with zeroes at the beginning of the cholesky_decompose kernel
    @SteveBronder
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  2. fixed the zeroing in the kernel

    @rok-cesnovar
    rok-cesnovar committed Nov 15, 2018
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  3. moved the recursion or kernel step to a separate function

    @rok-cesnovar
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  4. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Nov 16, 2018

  1. Merge branch 'develop' into gpu_cholesky_prim

    @rok-cesnovar
    rok-cesnovar committed Nov 16, 2018
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  2. using operators for * and -

    @rok-cesnovar
    rok-cesnovar committed Nov 16, 2018
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  3. added tests for edge cases of lower_tri_inverse

    @rok-cesnovar
    rok-cesnovar committed Nov 16, 2018
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  4. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Nov 17, 2018

  1. Merge remote-tracking branch 'upstream/develop' into gpu_cholesky_prim

    @SteveBronder
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  2. Merge branch 'gpu_cholesky_prim' of https://github.com/bstatcomp/math … 

    …into gpu_cholesky_prim
    @SteveBronder
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Commits on Nov 18, 2018

  1. Adds size checks to the cholesky and removes the part in the docs abo… 

    …ut the cholesky kernel's B argument needed to be filled with zeros beforehand
    @SteveBronder
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Commits on Dec 26, 2018

  1. merge to dev

    @SteveBronder
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  2. merge to dev

    @SteveBronder
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Commits on Dec 29, 2018

  1. adds floor and uses half the rows of m in chol for the starting block… 

    … size
    @SteveBronder
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  2. Merge pull request #8 from bstatcomp/gpu-chol-prim-floor 

    adds floor and uses half the rows of m in chol for the starting block size
    @SteveBronder
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  3. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Jan 4, 2019

  1. merge to develop

    @SteveBronder
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  2. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Jan 23, 2019

  1. Remove extra ifdef in prim

    @SteveBronder
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  2. Remove extra ifdef in prim

    @SteveBronder
    SteveBronder committed Jan 23, 2019
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Commits on Jan 24, 2019

  1. Removes tuning parameters from gpu cholesky and recursion

    @SteveBronder
    SteveBronder committed Jan 24, 2019
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  2. Adds argument in cholesky_gpu for the min block size

    @SteveBronder
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  3. Merge commit 'fb2cc51188b0171d70d63d5ef8be44998f5b3814' into HEAD

    @yashikno
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  4. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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  5. replace | with || in if for cholesky recursion

    @SteveBronder
    SteveBronder committed Jan 24, 2019
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  6. Fix docs

    @SteveBronder
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  7. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Jan 26, 2019

  1. Restructure GPU cholesky to get rid of the explicit recursion functio… 

    …n and make the original method recursive.
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  2. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Jan 27, 2019

  1. 1. Places recursive cholesky in the internal namespace. This 

    is so that users are not exposed to the min_block parameter.

2. Makes a user facing chol function that then call the above

3. Changes the minimum rows to move over to the GPU to be 1200

4. Sets the minimum numbers for doing submatrix Chol to 50

5. Fixes tests so gpu is always called for big tests
    @SteveBronder
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  2. Merge branch 'gpu_cholesky_prim' of https://github.com/bstatcomp/math … 

    …into gpu_cholesky_prim
    @SteveBronder
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  3. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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  4. Fix ifdef in chol prim

    @SteveBronder
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Commits on Jan 28, 2019

  1. Fix docs to match code

    @SteveBronder
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Commits on Jan 29, 2019

  1. Changes the min_block logic to be a bit more clever. Catch local size… 

    … error when doing Chol comp in recursion.
    @SteveBronder
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  2. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Jan 30, 2019

  1. Minor comment cleanups, remove excessive auto, use max_thread_block_s… 

    …ize instead of 1024 for choosing to do the cholesky
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  2. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Jan 31, 2019

  1. Merge remote-tracking branch 'upstream/develop' into gpu_cholesky_prim

    @SteveBronder
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Commits on Feb 1, 2019

  1. Merge remote-tracking branch 'upstream/develop' into gpu_cholesky_prim

    @SteveBronder
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Commits on Feb 3, 2019

  1. Merge remote-tracking branch 'upstream/develop' into gpu_cholesky_prim

    @SteveBronder
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  2. Update so that Cholesky pulls the required size to run the Chol kerne… 

    …l out of the context
    @SteveBronder
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  3. Make a catch for old devices with small max thread block size for cho… 

    …lesky iterator
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  4. [Jenkins] auto-formatting by clang-format version 5.0.2-svn328729-1~e… 

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  5. Hard coded values for Cholesky tuning are now moved to the opencl con… 

    …text
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  6. Update Opencl context

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  8. update context and cholesky docs

    @SteveBronder
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  9. Merge branch 'gpu_cholesky_prim' of https://github.com/bstatcomp/math … 

    …into gpu_cholesky_prim
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Commits on Feb 4, 2019

  1. removed zeroing, changed to >= in the size check

    @rok-cesnovar
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Commits on Feb 9, 2019

  1. Fix names for opencl cholesky and add tests for tuning parameters

    @SteveBronder
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  2. Merge commit '70edefd8b0f009e3d657f9488fe4f1cedb823ba1' into HEAD

    @yashikno
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  3. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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  4. forgot to include vector in opencl chol test

    @SteveBronder
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  5. forgot to remove doc for opencl_context.tuning_opts()

    @SteveBronder
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  6. prim was not using the return value

    @rok-cesnovar
    rok-cesnovar committed Feb 9, 2019
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Commits on Feb 10, 2019

  1. added zeroing for multiply(Nx0,0xM)

    @rok-cesnovar
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  2. [Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta… 

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Commits on Feb 11, 2019

  1. Reduce and broaden chol test

    @seantalts
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  2. Fix runTests.py argument parsing

    @seantalts
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