[WIP] Tools for testing identities

[martinmodrak]

Summary

A simple tool to help write tests involving identities.

Tests

TODO

Side Effects

None

Checklist

• Math issue Tools for testing identitites #1671

• Copyright holder: Institute of Microbiology of the Czech Academy of Sciences

By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

• the basic tests are passing

  • unit tests pass (to run, use: ./runTests.py test/unit)
  • header checks pass, (make test-headers)
  • dependencies checks pass, (make test-math-dependencies)
  • docs build, (make doxygen)
  • code passes the built in C++ standards checks (make cpplint)

• the code is written in idiomatic C++ and changes are documented in the doxygen

• the new changes are tested

[stan-buildbot]

---

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
gp_pois_regr/gp_pois_regr.stan	4.88	4.89	1.0	-0.26% slower
low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.97	-3.6% slower
eight_schools/eight_schools.stan	0.09	0.09	1.01	1.13% faster
gp_regr/gp_regr.stan	0.22	0.22	0.99	-1.07% slower
irt_2pl/irt_2pl.stan	6.12	6.06	1.01	1.1% faster
performance.compilation	88.05	87.19	1.01	0.98% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	7.35	7.4	0.99	-0.7% slower
pkpd/one_comp_mm_elim_abs.stan	21.87	20.33	1.08	7.05% faster
sir/sir.stan	92.52	92.19	1.0	0.35% faster
gp_regr/gen_gp_data.stan	0.05	0.05	1.01	0.91% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan	3.0	2.99	1.0	0.24% faster
pkpd/sim_one_comp_mm_elim_abs.stan	0.31	0.3	1.0	0.35% faster
arK/arK.stan	1.79	1.77	1.01	1.16% faster
arma/arma.stan	0.8	0.75	1.06	5.8% faster
garch/garch.stan	0.63	0.62	1.01	1.47% faster
Mean result: 1.01068075681

---

Jenkins Console Log
Blue Ocean
Commit hash: de3b0c6

---

Machine information

ProductName: Mac OS X ProductVersion: 10.11.6 BuildVersion: 15G22010

CPU:
Intel(R) Xeon(R) CPU E5-1680 v2 @ 3.00GHz

G++:
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

Clang:
Apple LLVM version 7.0.2 (clang-700.1.81)
Target: x86_64-apple-darwin15.6.0
Thread model: posix

[bbbales2]

@martinmodrak you have an open testing pull request, so I'm gonna take that as an opening to ask -- do you have any interest in helping us figure out the test framework stuff that needs to come along with the static matrix stuff that @SteveBronder is leading (I don't want to call static matrices but we don't have another name for it yet)? Also we should probably be passing matrix expression types to all our functions as well: stan-dev/design-docs#23 ?

Also I remember when we discussed this last we talked about test-framework for vars only. That also would be really useful for complicated interfaces like the variadic ODEs, but also even for development of all the static matrix stuff it'll be nice to get compile errors that don't have more than just var_value<T> types.

[martinmodrak]

@bbbales2 Sorry, I am a bit underwater with other commitments right now, so I won't be moving forward on any Stan development at least until the fall (unless something I need for my models crops up).

[bbbales2]

@martinmodrak no problem, good luck with your stuff!

[syclik]

@martinmodrak and @bbbales2, I'm marking this as WIP and closing it for now. Please feel free to reopen later.