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Optimise von_mises_lpdf gradient calc #3010

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merged 2 commits into from
Jan 31, 2024
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andrjohns
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Summary

Closes #3008 by using the reflection identity of the modified_bessel_first_kind to use order 1 instead of -1, as Boost's implementation is more optimised with order 1

Tests

Replaced the von_mises_lpdf mix tests with the AD testing framework, expanded to test vectorised signatures as well

Side Effects

N/A

Release notes

Improved efficiency of von_mises_lpdf gradient calculation, credit to @venpopov

Checklist

  • Copyright holder: Andrew Johnson

    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

    • 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

@SteveBronder
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@andrjohns freeze is over so good to merge if this is ready!

@andrjohns andrjohns merged commit 70f8047 into develop Jan 31, 2024
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@andrjohns andrjohns deleted the issue-3008-von_mises-optim branch January 31, 2024 10:10
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Inefficient modified bessel function and von_mises_lpdf derivative calculation
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