csr_matrix_time_vector data * var specialization #2462
Merged
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Summary
This adds a
SparseMatrix<data> * Vector<var>
specialization in rev. I think this is a pretty common case. For instance in brms for random effects models this can optionally be used. I think the pattern here should be faster than the alternative of doing a multi-indexTests
Tests were added in
mix
for the csr matrix times vectorSide Effects
I can also do this for sparse var on the lhs, though I think it requires a little extra fiddling and that would be a bit more of an involved PR
Release notes
Adds reverse mode specialization for `csr_matrix_times_vector(sparse data, dense parameter)
Checklist
Math issue #(issue number)
Copyright holder: Steve Bronder
The copyright holder is typically you or your assignee, such as a university or company. 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
./runTests.py test/unit
)make test-headers
)make test-math-dependencies
)make doxygen
)make cpplint
)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested