Ben Bales bbbales2
bbbales2
/ test_jacobian.cpp
Created
September 9, 2017 18:30
File for benchmarking different ways to compute Jacobians
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| #include <iostream> | |
| #include "stan/math.hpp" | |
| #include "stan/math/fwd/mat.hpp" | |
| using namespace stan::math; | |
| template<typename T1, typename T2> | |
| std::vector<typename stan::return_type<T1, T2>::type > ode(const double& t, | |
| const std::vector<T1>& u, | |
| const std::vector<T2>& D, |
bbbales2
/ adj_jac_apply_benchmark_test.cpp
Last active
September 4, 2018 14:17
adj_jac_apply additiion benchmarks
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| #include <stan/math/rev/core.hpp> | |
| #include <test/unit/math/rev/mat/util.hpp> | |
| #include <gtest/gtest.h> | |
| #include <algorithm> | |
| #include <sstream> | |
| #include <tuple> | |
| #include <vector> | |
| #include <chrono> | |
| namespace stan { |
bbbales2
/ solve_functor_test.cpp
Last active
September 4, 2018 17:22
Example use of adj_jac_apply to solve Ax = b
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| #include <stan/math/rev/core.hpp> | |
| #include <test/unit/math/rev/mat/util.hpp> | |
| #include <gtest/gtest.h> | |
| #include <algorithm> | |
| #include <random> | |
| #include <sstream> | |
| #include <tuple> | |
| namespace stan { | |
| namespace math { |
bbbales2
/ apply_x_unary
Created
May 11, 2020 20:29
Functions in stan/math/prim using apply_scalar_unary or apply_vector_unary
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| These are all the files in stan/math/prim/fun that reference apply_scalar_unity: | |
| acosh.hpp | |
| acos.hpp | |
| approx.hpp | |
| asinh.hpp | |
| asin.hpp | |
| atanh.hpp | |
| atan.hpp | |
| cbrt.hpp |
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| MatrixExponential | |
| accumulator | |
| add | |
| add_diag | |
| append_col | |
| append_row | |
| assign | |
| autocorrelation | |
| autocovariance | |
| block |
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| #include <benchmark/benchmark.h> | |
| #include <stan/math.hpp> | |
| #include <utility> | |
| // Just to kick off the stack allocation | |
| static void geometric_series(benchmark::State& state) { | |
| using stan::math::var; | |
| for (auto _ : state) { | |
| auto start = std::chrono::high_resolution_clock::now(); | |
| var r = 1.0; |
bbbales2
/ rev_fun.txt
Last active
September 23, 2020 23:55
List of functions in stan/math/rev/fun that need reverse mode implementations for var_type<Eigen::MatrixXd>
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| adj_jac_apply - deprecated | |
| # Fully converted to var<mat> | |
| softmax | |
| dot_self | |
| columns_dot_self | |
| determinant | |
| inverse | |
| sum | |
| multiply |
bbbales2
/ scalar_bench.cpp
Created
December 15, 2020 21:44
Benchmark scalar read/write of varmat/matvar
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| #include <benchmark/benchmark.h> | |
| #include <stan/math.hpp> | |
| #include <utility> | |
| static void toss_me(benchmark::State& state) { | |
| using stan::math::var; | |
| Eigen::Matrix<double, -1, -1> x_vals = Eigen::MatrixXd::Random(256, 256); | |
| Eigen::Matrix<double, -1, -1> y_vals = Eigen::MatrixXd::Random(256, 256); | |
| using stan::math::var; | |
| using stan::math::sum; |
bbbales2
/ scalar_bench2.cpp
Created
December 16, 2020 19:22
Benchmark scalar operations on varmat and matvar
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| #include <benchmark/benchmark.h> | |
| #include <stan/math.hpp> | |
| #include <utility> | |
| static void toss_me(benchmark::State& state) { | |
| using stan::math::var; | |
| Eigen::Matrix<double, -1, -1> x_vals = Eigen::MatrixXd::Random(256, 256); | |
| Eigen::Matrix<double, -1, -1> y_vals = Eigen::MatrixXd::Random(256, 256); | |
| using stan::math::var; | |
| using stan::math::sum; |
bbbales2
/ vector_sum.cpp
Created
December 29, 2020 19:01
Benchmark column/row sums varmat vs. matvar
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| #include <benchmark/benchmark.h> | |
| #include <stan/math.hpp> | |
| #include <utility> | |
| static void toss_me(benchmark::State& state) { | |
| using stan::math::var; | |
| Eigen::Matrix<double, -1, -1> x_vals = Eigen::MatrixXd::Random(256, 256); | |
| Eigen::Matrix<double, -1, -1> y_vals = Eigen::MatrixXd::Random(256, 256); | |
| using stan::math::var; | |
| using stan::math::sum; |