Add genearlized inverse

[spinkney]

No description provided.

[rok-cesnovar]

@spinkney Nice. You just need to additionally run:

dune runtest
dune promote

and commit the changes.

A simple model that runs the new function in transformed data and transformed parameters would also be good to have. Like https://github.com/stan-dev/stanc3/blob/master/test/integration/good/function-signatures/math/matrix/mdivide_right_tri_low.stan

And that is it.

[spinkney]

A simple model that runs the new function in transformed data and transformed parameters would also be good to have. Like https://github.com/stan-dev/stanc3/blob/master/test/integration/good/function-signatures/math/matrix

Do you need data with the model or just the model code?

[rok-cesnovar]

No data needed. For this simple signature this mode is enough:

data { 
  int d_int;
  matrix[d_int,d_int] d_matrix;
}

transformed data {
  matrix[d_int,d_int] transformed_data_matrix;
  transformed_data_matrix = generalized_inverse(d_matrix);
}
parameters {
  real y_p;
  matrix[d_int,d_int] p_matrix;
}
transformed parameters {
  matrix[d_int,d_int] transformed_param_matrix;

  transformed_param_matrix = generalized_matrix(d_matrix);
  transformed_param_matrix = generalized_matrix(p_matrix);
}
model {  
  y_p ~ normal(0,1);
}

This is needed to double check the signature is supported and also that it compiles on the C++ level.

[spinkney]

@rok-cesnovar I added the stan code. I'm getting an error when trying to build stanc using nix that can't find the libcache.dynlib.

long build message with error

pinkney@Pinkneys-MBP stanc3 % nix-build
unpacking 'https://github.com/NixOS/nixpkgs/archive/19.09.tar.gz'...
these derivations will be built:
  /nix/store/0hny16g8gk9kc8908krrca9w2ri630yc-ocaml4.06.1-stdlib-shims-0.1.0.drv
  /nix/store/y7c8clvp93pc4i0yfzrgjhdcd439k9pp-ocaml4.06.1-stanc-2.23.0.drv
these paths will be fetched (297.82 MiB download, 1576.81 MiB unpacked):
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copying path '/nix/store/fwkncvhxr0l7412w30fc0ij10midfw3s-libX11-1.6.8' from 'https://cache.nixos.org'...
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copying path '/nix/store/hyv92dmqfrywfc1a5rrrjqzf43d3a29k-x11env' from 'https://cache.nixos.org'...
copying path '/nix/store/k3854jvfp86llka0dwdd7dh371pn0pmp-zlib-1.2.11-dev' from 'https://cache.nixos.org'...
copying path '/nix/store/gcvgcshff3i25kab2wcs07knh6ja8sk3-llvm-7.1.0' from 'https://cache.nixos.org'...
copying path '/nix/store/ckjljvac0z43b0l0s5xamcpnglz35r67-cctools-binutils-darwin' from 'https://cache.nixos.org'...
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copying path '/nix/store/d6fpbkzh0196mx4zwgjh9xmdn564v5dx-stdenv-darwin' from 'https://cache.nixos.org'...
copying path '/nix/store/lh403as4d6ls8l12vr9fdf3s94585azk-dune-1.11.3' from 'https://cache.nixos.org'...
copying path '/nix/store/bf0hs3rw6f1lb02gv6k5hqd4v444w10m-menhir-20181113' from 'https://cache.nixos.org'...
copying path '/nix/store/30ndfndalbxdj531491z2hmv5shlxpqf-ocaml-findlib-1.8.1' from 'https://cache.nixos.org'...
copying path '/nix/store/n6x93p6449x9mjk1cp4nmy9gy620a3mc-ocaml4.06.1-biniou-1.2.0' from 'https://cache.nixos.org'...
copying path '/nix/store/jmx0w29cfbqx1qcm1ywgz1k8al5km4l4-ocaml4.06.1-cmdliner-1.0.4' from 'https://cache.nixos.org'...
copying path '/nix/store/rwkns29l6sf5cirk4309w4wl7m0kvlrb-ocaml4.06.1-jane-street-headers-0.11.0' from 'https://cache.nixos.org'...
copying path '/nix/store/56ny0chbmwy66bgn1if45v5xi0v1szld-ocaml4.06.1-fmt-0.8.5' from 'https://cache.nixos.org'...
copying path '/nix/store/68q0fq66klzs7lgyq8qzr46zql8zxxiv-ocaml4.06.1-num-1.1' from 'https://cache.nixos.org'...
copying path '/nix/store/p6qpm1xjkzyfniccl5z96adz6qz1k32d-ocaml4.06.1-ocaml-compiler-libs-0.11.0' from 'https://cache.nixos.org'...
copying path '/nix/store/39fqk0prf5q850y9w349v54lss0yxngz-ocaml4.06.1-octavius-0.2.0' from 'https://cache.nixos.org'...
copying path '/nix/store/4y7xrmwlrlv70jdsyabrgcq2ckz2y1c9-ocaml4.06.1-ppx_derivers-1.2.1' from 'https://cache.nixos.org'...
copying path '/nix/store/hhj7n94wpw5kzclswr59amvzb5j83cd8-ocaml4.06.1-ppx_tools-5.1+4.06.0' from 'https://cache.nixos.org'...
copying path '/nix/store/s4fhyxkp19zs9p2491almwrh945fh6vz-ocaml4.06.1-ocaml-migrate-parsetree-1.4.0' from 'https://cache.nixos.org'...
copying path '/nix/store/cc2sxfmwrr9z7ikmzlbpj7qi95ffwy22-ocaml4.06.1-re-1.9.0' from 'https://cache.nixos.org'...
copying path '/nix/store/35shxf6l73xclcigk7ipmdsb7pkm4zrv-ocaml4.06.1-ppx_deriving-4.4' from 'https://cache.nixos.org'...
copying path '/nix/store/9zqavsdv0svbpm17c5y9nfak50yhj3m9-ocaml4.06.1-sexplib0-0.11.0' from 'https://cache.nixos.org'...
copying path '/nix/store/yyr024w5gkszx8h6c74h5qqc4qka8wqm-ocamlbuild-0.14.0' from 'https://cache.nixos.org'...
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copying path '/nix/store/cjj70577z9jn21av21qp4mkh7znmk658-ocaml4.06.1-stdio-0.11.0' from 'https://cache.nixos.org'...
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copying path '/nix/store/qkvkvyhrdcdwz5x57bqcvwmaixmsjp93-ocaml4.06.1-variantslib-0.11.0' from 'https://cache.nixos.org'...
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building '/nix/store/0hny16g8gk9kc8908krrca9w2ri630yc-ocaml4.06.1-stdlib-shims-0.1.0.drv'...
unpacking sources
unpacking source archive /nix/store/440vpi5xx9jsq8hc3k5l3qsw37yy9xwd-stdlib-shims-0.1.0.tbz
source root is stdlib-shims-0.1.0
setting SOURCE_DATE_EPOCH to timestamp 1550591823 of file stdlib-shims-0.1.0/test/test.ml
patching sources
configuring
no configure script, doing nothing
building
    ocamlopt src/stdlib_shims.cmxs (exit 2)
(cd _build/default && /nix/store/x0rb9yi0ldlp5a8pw3hlxsjq4fwycv7m-ocaml-4.06.1/bin/ocamlopt.opt -w -40 -g -shared -linkall -I src -o src/stdlib_shims.cmxs src/stdlib_shims.cmxa)
ld: file not found: /usr/lib/system/libcache.dylib for architecture x86_64
clang-7: error: linker command failed with exit code 1 (use -v to see invocation)
File "caml_startup", line 1:
Error: Error during linking
                     
builder for '/nix/store/0hny16g8gk9kc8908krrca9w2ri630yc-ocaml4.06.1-stdlib-shims-0.1.0.drv' failed with exit code 1
cannot build derivation '/nix/store/y7c8clvp93pc4i0yfzrgjhdcd439k9pp-ocaml4.06.1-stanc-2.23.0.drv': 1 dependencies couldn't be built
error: build of '/nix/store/y7c8clvp93pc4i0yfzrgjhdcd439k9pp-ocaml4.06.1-stanc-2.23.0.drv' failed

[rok-cesnovar]

I am guessing you are using Big Sur. There seems to be nix issue with it right now: NixOS/nixpkgs#91748, NixOS/nixpkgs#104580

There seems to be some fix but I am not sure if it would fix your case. If you want, I can run those commands and push to the branch. All the manual work is done.

[spinkney]

Yes and yes. I'm on big sur. Now, I'm trying the Opam+Make+Dune route. But, please go ahead and push. ltgm for the next release :)

[rok-cesnovar]

Looks good. Will wait for the Math PR to be merged and that a docs PR is at least open.