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softabs metric calling wrong Hessian functional #2321

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bob-carpenter opened this issue Jun 13, 2017 · 0 comments
Closed

softabs metric calling wrong Hessian functional #2321

bob-carpenter opened this issue Jun 13, 2017 · 0 comments
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@bob-carpenter
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Summary:

The softabs metric in src/stan/mcmc/hmc/hamiltonians/softabs_metric.hpp is calling the forward-mode Hessian function with stan::math::hessian<double>(softabs_fun<Model>(this->model_, 0).... It should just be calling stan::math::hessian(softabs_fun...) or it should instantiate the reverse-mode method's template parameters.

Reproducible Steps:

The problem is arising in the math lib pull request stan-dev/math#562, where the forward-mode version is split out and thus not found by the softabs_metric function.

Current Version:

v2.15.0

@bob-carpenter bob-carpenter added this to the 2.15.0++ milestone Jun 13, 2017
@bob-carpenter bob-carpenter self-assigned this Jun 13, 2017
bob-carpenter pushed a commit that referenced this issue Jun 14, 2017
…nctional

resolve hessian() in mcmc and model, fixes #2321
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