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yiz
committed
cross-chain warmup
1 parent b69492b commit a7c61ac

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+1746
-426
lines changed

‎.gitmodules‎

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[submodule "lib/stan_math"]
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path = lib/stan_math
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url = https://github.com/stan-dev/math.git
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branch = mpi_warmup_v2

‎lib/stan_math‎

‎make/mpi_warmup.mk‎

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ifdef MPI_ADAPTED_WARMUP
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CXXFLAGS += -DSTAN_LANG_MPI -DMPI_ADAPTED_WARMUP
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CC=mpicxx
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CXX=mpicxx
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endif

‎makefile‎

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-include $(HOME)/.config/stan/make.local # user-defined variables
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-include make/local # user-defined variables
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-include make/mpi_warmup.mk
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MATH ?= lib/stan_math/
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ifeq ($(OS),Windows_NT)

‎src/stan/callbacks/mpi_stream_writer.hpp‎

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#ifndef STAN_CALLBACKS_MPI_STREAM_WRITER_HPP
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#define STAN_CALLBACKS_MPI_STREAM_WRITER_HPP
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#ifdef MPI_ADAPTED_WARMUP
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#include <stan/callbacks/writer.hpp>
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#include <stan/math/mpi/envionment.hpp>
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#include <ostream>
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#include <vector>
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#include <string>
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namespace stan {
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namespace callbacks {
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/**
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* <code>mpi_stream_writer</code> is an implementation
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* of <code>writer</code> that writes to a stream.
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*/
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class mpi_stream_writer : public writer {
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public:
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/**
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* Constructs a stream writer with an output stream
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* and an optional prefix for comments.
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*
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* @param[in, out] output stream to write
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* @param[in] comment_prefix string to stream before
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* each comment line. Default is "".
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*/
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mpi_stream_writer(int num_chains, std::ostream& output,
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const std::string& comment_prefix = "")
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: num_chains_(num_chains), output_(output),
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comment_prefix_(comment_prefix)
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{}
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/**
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* Virtual destructor
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*/
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virtual ~mpi_stream_writer() {}
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/**
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* Set new value for @c num_chains_.
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*
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* @param[in] n new value of @c num_chains_
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*/
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void set_num_chains(int n) {
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num_chains_ = n;
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}
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/**
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* Writes a set of names on a single line in csv format followed
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* by a newline.
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*
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* Note: the names are not escaped.
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*
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* @param[in] names Names in a std::vector
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*/
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void operator()(const std::vector<std::string>& names) {
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write_vector(names);
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}
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/**
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* Writes a set of values in csv format followed by a newline.
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*
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* Note: the precision of the output is determined by the settings
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* of the stream on construction.
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*
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* @param[in] state Values in a std::vector
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*/
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void operator()(const std::vector<double>& state) {
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write_vector(state);
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}
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/**
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* Writes the comment_prefix to the stream followed by a newline.
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*/
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void operator()() {
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if (stan::math::mpi::Session::is_in_inter_chain_comm(num_chains_)) {
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output_ << comment_prefix_ << std::endl;
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}
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}
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/**
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* Writes the comment_prefix then the message followed by a newline.
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*
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* @param[in] message A string
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*/
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void operator()(const std::string& message) {
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if (stan::math::mpi::Session::is_in_inter_chain_comm(num_chains_)) {
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output_ << comment_prefix_ << message << std::endl;
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}
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}
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private:
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/**
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* nb. of chains that have its own output stream
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*/
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int num_chains_;
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/**
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* Output stream
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*/
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std::ostream& output_;
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/**
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* Comment prefix to use when printing comments: strings and blank lines
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*/
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std::string comment_prefix_;
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/**
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* Writes a set of values in csv format followed by a newline.
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*
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* Note: the precision of the output is determined by the settings
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* of the stream on construction.
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*
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* @param[in] v Values in a std::vector
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*/
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template <class T>
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void write_vector(const std::vector<T>& v) {
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if (stan::math::mpi::Session::is_in_inter_chain_comm(num_chains_)) {
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if (v.empty()) return;
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typename std::vector<T>::const_iterator last = v.end();
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--last;
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for (typename std::vector<T>::const_iterator it = v.begin();
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it != last; ++it)
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output_ << *it << ",";
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output_ << v.back() << std::endl;
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}
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}
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};
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}
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}
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#endif
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#endif

‎src/stan/callbacks/stream_writer.hpp‎

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#include <string>
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namespace stan {
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namespace callbacks {
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namespace callbacks {
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/**
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* <code>stream_writer</code> is an implementation
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* of <code>writer</code> that writes to a stream.
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*/
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class stream_writer : public writer {
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public:
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/**
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* Constructs a stream writer with an output stream
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* and an optional prefix for comments.
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*
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* @param[in, out] output stream to write
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* @param[in] comment_prefix string to stream before
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* each comment line. Default is "".
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*/
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explicit stream_writer(std::ostream& output,
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const std::string& comment_prefix = "")
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: output_(output), comment_prefix_(comment_prefix) {}
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/**
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* <code>stream_writer</code> is an implementation
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* of <code>writer</code> that writes to a stream.
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*/
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class stream_writer : public writer {
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public:
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/**
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* Constructs a stream writer with an output stream
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* and an optional prefix for comments.
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*
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* @param[in, out] output stream to write
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* @param[in] comment_prefix string to stream before
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* each comment line. Default is "".
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*/
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stream_writer(std::ostream& output,
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const std::string& comment_prefix = ""):
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output_(output), comment_prefix_(comment_prefix) {}
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/**
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* Virtual destructor
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*/
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virtual ~stream_writer() {}
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/**
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* Virtual destructor
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*/
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virtual ~stream_writer() {}
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/**
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* Writes a set of names on a single line in csv format followed
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* by a newline.
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*
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* Note: the names are not escaped.
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*
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* @param[in] names Names in a std::vector
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*/
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void operator()(const std::vector<std::string>& names) {
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write_vector(names);
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}
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/**
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* Writes a set of names on a single line in csv format followed
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* by a newline.
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*
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* Note: the names are not escaped.
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*
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* @param[in] names Names in a std::vector
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*/
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void operator()(const std::vector<std::string>& names) {
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write_vector(names);
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}
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/**
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* Writes a set of values in csv format followed by a newline.
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*
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* Note: the precision of the output is determined by the settings
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* of the stream on construction.
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*
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* @param[in] state Values in a std::vector
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*/
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void operator()(const std::vector<double>& state) { write_vector(state); }
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/**
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* Writes a set of values in csv format followed by a newline.
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*
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* Note: the precision of the output is determined by the settings
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* of the stream on construction.
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*
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* @param[in] state Values in a std::vector
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*/
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void operator()(const std::vector<double>& state) {
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write_vector(state);
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}
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/**
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* Writes the comment_prefix to the stream followed by a newline.
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*/
60-
void operator()() { output_ << comment_prefix_ << std::endl; }
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/**
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* Writes the comment_prefix to the stream followed by a newline.
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*/
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void operator()() {
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output_ << comment_prefix_ << std::endl;
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}
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/**
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* Writes the comment_prefix then the message followed by a newline.
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*
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* @param[in] message A string
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*/
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void operator()(const std::string& message) {
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output_ << comment_prefix_ << message << std::endl;
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}
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/**
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* Writes the comment_prefix then the message followed by a newline.
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*
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* @param[in] message A string
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*/
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void operator()(const std::string& message) {
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output_ << comment_prefix_ << message << std::endl;
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}
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private:
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/**
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* Output stream
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*/
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std::ostream& output_;
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private:
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/**
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* Output stream
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*/
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std::ostream& output_;
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/**
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* Comment prefix to use when printing comments: strings and blank lines
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*/
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std::string comment_prefix_;
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/**
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* Comment prefix to use when printing comments: strings and blank lines
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*/
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std::string comment_prefix_;
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/**
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* Writes a set of values in csv format followed by a newline.
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*
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* Note: the precision of the output is determined by the settings
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* of the stream on construction.
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*
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* @param[in] v Values in a std::vector
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*/
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template <class T>
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void write_vector(const std::vector<T>& v) {
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if (v.empty())
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return;
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/**
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* Writes a set of values in csv format followed by a newline.
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*
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* Note: the precision of the output is determined by the settings
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* of the stream on construction.
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*
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* @param[in] v Values in a std::vector
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*/
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template <class T>
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void write_vector(const std::vector<T>& v) {
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if (v.empty()) return;
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typename std::vector<T>::const_iterator last = v.end();
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--last;
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typename std::vector<T>::const_iterator last = v.end();
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--last;
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for (typename std::vector<T>::const_iterator it = v.begin(); it != last;
99-
++it)
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output_ << *it << ",";
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output_ << v.back() << std::endl;
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}
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};
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for (typename std::vector<T>::const_iterator it = v.begin();
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it != last; ++it)
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output_ << *it << ",";
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output_ << v.back() << std::endl;
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}
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};
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105-
} // namespace callbacks
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} // namespace stan
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}
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}
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#endif

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