v3.4.0 (26 October 2020)

Math 3.4.0 Release Notes

• Generalize signatures to accept general Eigen expressions (#1844, #1931, #1944, #1945, #1944, #2022, #2023, #2028, #2029, #2056, #2058, #2061, #2062, #2066, #2068, #2069, #2070, #2072, #2073, #2074, #2075, #2081, #2082, #2087, #2088, #2089, #2104, #2109, #2110, #2118, #2119, #2134, #2137, #2140)
• Add templates to var and vari so that autodiff can use multiple floating point types.(#1915)
• Made binomial_lpmf work more reliably when the probability parameter is 0.0 or 1.0(#1988)
• Fixed requires docs(#1990)
• fixed doxygen documentation of hmm_marginal(#1994)
• Vectorised binary scalar functions (#1987, #2002, #2005)
• Added reverse_pass_callback, a simpler and faster alternative to adj_jac_apply. dot_product implementation that accepts pointers has been removed.(#2011)
• Added missing implementations for the unary plus.(#2032)
• Reduced some duplicate ODE test code(#2039)
• Fix problems with higher order gradients in probability test framework(#2042)
• forward_as requires types match exactly -- not just be convertible(#2054)
• C0 in gaussian_dlm_obs_lpdf and gaussian_dlp_obs_rng can now be positive semidefinite(#2143)
• Made behaviour of fmin and fmax with equal inputs equivalent across reverse- and forward-mode(#2063)
• Cleaned up the use of <Eigen/*> outside the main Eigen header file.(#2080)
• fixed numerical issue with quad_form_sym.(#2096)
• Added function for creating an ordered integer sequence(#2108)
• The states returned by hmm_hidden_state_rng now live on {1, 2, ..., K}, rather than {0, 1, ..., K - 1}.(#2113)
• Removed a duplicated check function.(#2126)

var_value:

• Allowed vari to hold an Eigen type(#1952)
• operands_and_partials now supports var_value operands.(#1970)
• Added views for var_valueEigen::Matrix class(#2024)
• Added functions for conversion between var_value and Eigen matrix of vars and a metaprogram that determines return type of a function that accepts a mixture of var_values and Eigen matrices and propagates var_value if present.(#2047)
• Adds softmax function for ˙var_value` matrices and testing scheme for checking array of structs vs struct of arrays matrix var implimentation.(#2050)
• Adds views to vari_value<Matrix> types that allow for compound slicing expressions.(#2064)
• Enabled assigning to blocks and other views into var_value.(#2065)
• Adds multiplication function for var matrices and a test suite for checking the correctness of binary functions that accept var matrices as an input.(#2091)
• Add var and var matrix specializtion elementwise product.(#2121)

Testing:

• Updated test values for pow() to fixed false positives in the testing framework(#2123)
• Upgraded Google Test to v1.10.x.(#1995)
• Added Google Benchmark as a test dependency.(#1995)
• Added testing framework for checking that functions exposed to stan language accept Eigen Expressions.(#1980, #2027)
• Removed unit tests for reduce_sum threading that caused false positives.(#2033)
• Added more tests for vectorized probability functions(#2085)
• Added makefile variables that will be used for optimizations in the upstream interfaces (#2020)
• Jumbo tests are used for all test/unit/math unit tests.(#2057)
• Added address sanitizer to continuous integration.(#2146)

Building:

• Removed the use of the GNU cut utility.(#2126)
• Improved error messaging on Windows if the C++ toolchain was installed in a folder with spaces.(#2009)
• Added flags to suppress warnings when building TBB.(#1993)
• Switched /bin/bash with /usr/bin/env bash in the makefiles.(#1998)

OpenCL backend:

• Added support for elementwise checks to kernel generator(#1977)
• Removed matrix_cl<var> specialization.(#2021)
• OpenCL implementation normal_id_glm_lpdf can also be used when derivatives of x or y are needed.(#2034)
• OpenCL implementations of bernoulli_logit_glm_lpmf and poisson_log_glm_lpmf can also be used when derivatives of x are needed.(#2035)
• Added index operations to kernel generator.(#2051)
• Implemented indexing for kernel generator expressions.(#2052)
• OpenCL implementations of neg_binomial_2_log_glm_lpmf, ordered_logistic_glm_lpmf and categorical_logit_glm_lpmf can also be used when derivatives of x are needed.(#2055)
• Added an option to select the OpenCL device to use at runtime.(#2067)
• Simplified tests of GPU GLMs by moving repeated code into a common utility header.(#2097)
• Added OpenCL reverse mode implementations of matrix multiply and sum.(#2099)
• vari_base can now be constructed with matrix_cl value and adjoint. Copying between host and device is possible for vars containing Eigen::Matrix/matrix_cl. Adjoints are propagated over these copies.(#1967)