Merge commit 'c02589c1513c57593661ec7b21f17923b55cd9f3' into HEAD

Author: yashikno

stan/math/rev/core/grad.hpp

@@ -28,20 +28,12 @@ namespace math {
  * derivative propagation.
  */
 static void grad(vari* vi) {
-  // simple reference implementation (intended as doc):
-  //   vi->init_dependent();
-  //   size_t end = var_stack_.size();
-  //   size_t begin = empty_nested() ? 0 : end - nested_size();
-  //   for (size_t i = end; --i > begin; )
-  //     var_stack_[i]->chain();
-
-  using it_t = std::vector<vari*>::reverse_iterator;
   vi->init_dependent();
-  it_t begin = ChainableStack::instance_->var_stack_.rbegin();
-  it_t end = empty_nested() ? ChainableStack::instance_->var_stack_.rend()
-                            : begin + nested_size();
-  for (it_t it = begin; it < end; ++it) {
-    (*it)->chain();
+  std::vector<vari*>& var_stack = ChainableStack::instance_->var_stack_;
+  size_t end = var_stack.size();
+  size_t beginning = empty_nested() ? 0 : end - nested_size();
+  for (size_t i = end; i-- > beginning;) {
+    var_stack[i]->chain();
   }
 }
 

test/unit/math/rev/core/agrad_test.cpp

@@ -0,0 +1,92 @@
+#include <gtest/gtest.h>
+#include <test/unit/math/rev/fun/util.hpp>
+#include <stan/math/rev/core.hpp>
+#include <stan/math/rev/fun/sin.hpp>
+#include <vector>
+
+TEST(AgradRev, multiple_grads) {
+  for (int i = 0; i < 100; ++i) {
+    AVAR a = 2.0;
+    AVAR b = 3.0 * a;
+    AVAR c = sin(a) * b;
+    // fixes warning regarding unused variable
+    c = c;
+
+    AVAR nothing;
+  }
+
+  AVAR d = 2.0;
+  AVAR e = 3.0;
+  AVAR f = d * e;
+
+  AVEC x = createAVEC(d, e);
+  VEC grad_f;
+  f.grad(x, grad_f);
+
+  EXPECT_FLOAT_EQ(3.0, d.adj());
+  EXPECT_FLOAT_EQ(2.0, e.adj());
+
+  EXPECT_FLOAT_EQ(3.0, grad_f[0]);
+  EXPECT_FLOAT_EQ(2.0, grad_f[1]);
+}
+
+TEST(AgradRev, ensure_first_vari_chained) {
+  using stan::math::var;
+
+  // Make sure there aren't any varis on stack
+  stan::math::recover_memory();
+
+  int N = 10;
+  std::vector<var> vars;
+
+  var total = 0.0;
+  for (int i = 0; i < N; ++i) {
+    vars.push_back(0.0);
+    total += vars.back();
+  }
+
+  total.grad();
+
+  EXPECT_FLOAT_EQ(0.0, total.val());
+  for (int i = 0; i < N; ++i) {
+    EXPECT_FLOAT_EQ(1.0, vars[i].adj());
+  }
+}
+
+namespace stan {
+namespace math {
+
+class test_vari : public vari {
+ public:
+  test_vari() : vari(0.0) {}
+
+  virtual void chain() {
+    stan::math::nested_rev_autodiff nested;
+
+    // Add enough vars to make the the var_stack_ vector reallocate
+    int N_new_vars = ChainableStack::instance_->var_stack_.capacity() + 1;
+
+    var total = 0.0;
+    for (int i = 0; i < N_new_vars; ++i) {
+      total += i;
+    }
+
+    total.grad();
+  }
+};
+
+}  // namespace math
+}  // namespace stan
+
+TEST(AgradRev, nested_grad_during_chain) {
+  using stan::math::var;
+
+  var total = 0.0;
+  for (int i = 0; i < 2; ++i) {
+    total += i;
+  }
+
+  var test_var(new stan::math::test_vari());
+
+  test_var.grad();
+}