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[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2 (tags/RELEASE_600/final)
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‎stan/math/rev/functor/cvodes_integrator.hpp‎

Lines changed: 107 additions & 97 deletions
Original file line numberDiff line numberDiff line change
@@ -85,47 +85,47 @@ class cvodes_integrator_memory : public chainable_alloc {
8585
SUNLinearSolver LS_;
8686

8787
cvodes_integrator_memory(const F& f,
88-
const Eigen::Matrix<T_y0, Eigen::Dynamic, 1>& y0,
89-
const T_t0& t0, const std::vector<T_ts>& ts,
90-
const T_Args&... args) :
91-
N_(y0.size()),
92-
f_(f),
93-
y0_(y0),
94-
t0_(t0),
95-
ts_(ts),
96-
args_tuple_(std::make_tuple(args...)),
97-
value_of_args_tuple_(std::make_tuple(value_of(args)...)),
98-
y_(ts_.size()),
99-
cvodes_mem_(nullptr),
100-
state(value_of(y0)) {
101-
if(N_ > 0) {
88+
const Eigen::Matrix<T_y0, Eigen::Dynamic, 1>& y0,
89+
const T_t0& t0, const std::vector<T_ts>& ts,
90+
const T_Args&... args)
91+
: N_(y0.size()),
92+
f_(f),
93+
y0_(y0),
94+
t0_(t0),
95+
ts_(ts),
96+
args_tuple_(std::make_tuple(args...)),
97+
value_of_args_tuple_(std::make_tuple(value_of(args)...)),
98+
y_(ts_.size()),
99+
cvodes_mem_(nullptr),
100+
state(value_of(y0)) {
101+
if (N_ > 0) {
102102
nv_state_ = N_VMake_Serial(N_, state.data());
103103
A_ = SUNDenseMatrix(N_, N_);
104104
LS_ = SUNDenseLinearSolver(nv_state_, A_);
105105

106106
cvodes_mem_ = CVodeCreate(Lmm);
107107
if (cvodes_mem_ == nullptr) {
108-
throw std::runtime_error("CVodeCreate failed to allocate memory");
108+
throw std::runtime_error("CVodeCreate failed to allocate memory");
109109
}
110110
}
111111
}
112112

113113
~cvodes_integrator_memory() {
114-
if(N_ > 0) {
114+
if (N_ > 0) {
115115
SUNLinSolFree(LS_);
116116
SUNMatDestroy(A_);
117117

118118
N_VDestroy_Serial(nv_state_);
119119

120-
if(cvodes_mem_) {
121-
CVodeFree(&cvodes_mem_);
120+
if (cvodes_mem_) {
121+
CVodeFree(&cvodes_mem_);
122122
}
123123
}
124124
}
125125

126126
friend class cvodes_integrator_vari<Lmm, F, T_y0, T_t0, T_ts, T_Args...>;
127127
};
128-
128+
129129
/**
130130
* Integrator interface for CVODES' ODE solvers (Adams & BDF
131131
* methods).
@@ -233,9 +233,9 @@ class cvodes_integrator_vari : public vari {
233233
inline void rhs(double t, const double y[], double dy_dt[]) const {
234234
const Eigen::VectorXd y_vec = Eigen::Map<const Eigen::VectorXd>(y, N_);
235235

236-
Eigen::VectorXd dy_dt_vec
237-
= apply([&](auto&&... args) { return memory->f_(t, y_vec, msgs_, args...); },
238-
memory->value_of_args_tuple_);
236+
Eigen::VectorXd dy_dt_vec = apply(
237+
[&](auto&&... args) { return memory->f_(t, y_vec, msgs_, args...); },
238+
memory->value_of_args_tuple_);
239239

240240
check_size_match("cvodes_integrator::rhs", "dy_dt", dy_dt_vec.size(),
241241
"states", N_);
@@ -266,9 +266,9 @@ class cvodes_integrator_vari : public vari {
266266
for (size_t i = 0; i < y_vars.size(); ++i)
267267
y_vars(i) = new vari(y_vec(i));
268268

269-
Eigen::Matrix<var, Eigen::Dynamic, 1> f_y_t_vars
270-
= apply([&](auto&&... args) { return memory->f_(t, y_vars, msgs_, args...); },
271-
memory->value_of_args_tuple_);
269+
Eigen::Matrix<var, Eigen::Dynamic, 1> f_y_t_vars = apply(
270+
[&](auto&&... args) { return memory->f_(t, y_vars, msgs_, args...); },
271+
memory->value_of_args_tuple_);
272272

273273
check_size_match("coupled_ode_system1", "dy_dt", f_y_t_vars.size(),
274274
"states", N_);
@@ -303,15 +303,15 @@ class cvodes_integrator_vari : public vari {
303303
nested_rev_autodiff nested;
304304

305305
auto local_args_tuple = apply(
306-
[&](auto&&... args) {
306+
[&](auto&&... args) {
307307
return std::tuple<decltype(deep_copy_vars(args))...>(
308308
deep_copy_vars(args)...);
309309
},
310310
memory->args_tuple_);
311311

312-
Eigen::Matrix<var, Eigen::Dynamic, 1> f_y_t_vars
313-
= apply([&](auto&&... args) { return memory->f_(t, y_vec, msgs_, args...); },
314-
local_args_tuple);
312+
Eigen::Matrix<var, Eigen::Dynamic, 1> f_y_t_vars = apply(
313+
[&](auto&&... args) { return memory->f_(t, y_vec, msgs_, args...); },
314+
local_args_tuple);
315315

316316
check_size_match("coupled_ode_system2", "dy_dt", f_y_t_vars.size(),
317317
"states", N_);
@@ -335,8 +335,9 @@ class cvodes_integrator_vari : public vari {
335335
Eigen::MatrixXd Jfy;
336336

337337
auto f_wrapped = [&](const Eigen::Matrix<var, Eigen::Dynamic, 1>& y) {
338-
return apply([&](auto&&... args) { return memory->f_(t, y, msgs_, args...); },
339-
memory->value_of_args_tuple_);
338+
return apply(
339+
[&](auto&&... args) { return memory->f_(t, y, msgs_, args...); },
340+
memory->value_of_args_tuple_);
340341
};
341342

342343
jacobian(f_wrapped, Eigen::Map<const Eigen::VectorXd>(NV_DATA_S(y), N_), fy,
@@ -362,8 +363,9 @@ class cvodes_integrator_vari : public vari {
362363
Eigen::MatrixXd Jfy;
363364

364365
auto f_wrapped = [&](const Eigen::Matrix<var, Eigen::Dynamic, 1>& y) {
365-
return apply([&](auto&&... args) { return memory->f_(t, y, msgs_, args...); },
366-
memory->value_of_args_tuple_);
366+
return apply(
367+
[&](auto&&... args) { return memory->f_(t, y, msgs_, args...); },
368+
memory->value_of_args_tuple_);
367369
};
368370

369371
jacobian(f_wrapped, Eigen::Map<const Eigen::VectorXd>(NV_DATA_S(y), N_), fy,
@@ -404,8 +406,8 @@ class cvodes_integrator_vari : public vari {
404406
const T_Args&... args)
405407
: vari(NOT_A_NUMBER),
406408
N_(y0.size()),
407-
returned_(false),
408-
memory(NULL),
409+
returned_(false),
410+
memory(NULL),
409411
msgs_(msgs),
410412
relative_tolerance_(relative_tolerance),
411413
absolute_tolerance_(absolute_tolerance),
@@ -424,9 +426,9 @@ class cvodes_integrator_vari : public vari {
424426
args_vars_)) {
425427
const char* fun = "cvodes_integrator::integrate";
426428

427-
memory = new cvodes_integrator_memory
428-
<Lmm, F, T_y0, T_t0, T_ts, T_Args...>(f, y0, t0, ts, args...);
429-
429+
memory = new cvodes_integrator_memory<Lmm, F, T_y0, T_t0, T_ts, T_Args...>(
430+
f, y0, t0, ts, args...);
431+
430432
save_varis(t0_varis_, t0);
431433
save_varis(ts_varis_, ts);
432434
save_varis(y0_varis_, y0);
@@ -454,8 +456,7 @@ class cvodes_integrator_vari : public vari {
454456
check_positive(fun, "max_num_steps", max_num_steps_);
455457
}
456458

457-
~cvodes_integrator_vari() {
458-
}
459+
~cvodes_integrator_vari() {}
459460

460461
/**
461462
* Solve the ODE initial value problem y' = f(t, y), y(t0) = y0 at a set of
@@ -469,51 +470,54 @@ class cvodes_integrator_vari : public vari {
469470
const double t0_dbl = value_of(memory->t0_);
470471
const std::vector<double> ts_dbl = value_of(memory->ts_);
471472

472-
check_flag_sundials(CVodeInit(memory->cvodes_mem_, &cvodes_integrator_vari::cv_rhs, t0_dbl,
473-
memory->nv_state_),
474-
"CVodeInit");
473+
check_flag_sundials(
474+
CVodeInit(memory->cvodes_mem_, &cvodes_integrator_vari::cv_rhs, t0_dbl,
475+
memory->nv_state_),
476+
"CVodeInit");
475477

476478
// Assign pointer to this as user data
477479
check_flag_sundials(
478-
CVodeSetUserData(memory->cvodes_mem_, reinterpret_cast<void*>(this)),
479-
"CVodeSetUserData");
480+
CVodeSetUserData(memory->cvodes_mem_, reinterpret_cast<void*>(this)),
481+
"CVodeSetUserData");
480482

481-
cvodes_set_options(memory->cvodes_mem_, relative_tolerance_, absolute_tolerance_,
482-
max_num_steps_);
483+
cvodes_set_options(memory->cvodes_mem_, relative_tolerance_,
484+
absolute_tolerance_, max_num_steps_);
483485

484486
// for the stiff solvers we need to reserve additional memory
485487
// and provide a Jacobian function call. new API since 3.0.0:
486488
// create matrix object and linear solver object; resource
487489
// (de-)allocation is handled in the cvodes_ode_data
488-
check_flag_sundials(CVodeSetLinearSolver(memory->cvodes_mem_, memory->LS_, memory->A_),
489-
"CVodeSetLinearSolver");
490+
check_flag_sundials(
491+
CVodeSetLinearSolver(memory->cvodes_mem_, memory->LS_, memory->A_),
492+
"CVodeSetLinearSolver");
490493

491494
check_flag_sundials(
492-
CVodeSetJacFn(memory->cvodes_mem_,
493-
&cvodes_integrator_vari::cv_jacobian_states),
494-
"CVodeSetJacFn");
495+
CVodeSetJacFn(memory->cvodes_mem_,
496+
&cvodes_integrator_vari::cv_jacobian_states),
497+
"CVodeSetJacFn");
495498

496499
// initialize forward sensitivity system of CVODES as needed
497500
if (t0_vars_ + ts_vars_ + y0_vars_ + args_vars_ > 0) {
498501
check_flag_sundials(CVodeAdjInit(memory->cvodes_mem_, 25, CV_HERMITE),
499-
"CVodeAdjInit");
502+
"CVodeAdjInit");
500503
}
501504

502505
double t_init = t0_dbl;
503506
for (size_t n = 0; n < ts_dbl.size(); ++n) {
504507
double t_final = ts_dbl[n];
505508

506509
if (t_final != t_init) {
507-
if (t0_vars_ + ts_vars_ + y0_vars_ + args_vars_ > 0) {
508-
int ncheck;
509-
check_flag_sundials(CVodeF(memory->cvodes_mem_, t_final, memory->nv_state_, &t_init,
510-
CV_NORMAL, &ncheck),
511-
"CVodeF");
512-
} else {
513-
check_flag_sundials(
514-
CVode(memory->cvodes_mem_, t_final, memory->nv_state_, &t_init, CV_NORMAL),
515-
"CVode");
516-
}
510+
if (t0_vars_ + ts_vars_ + y0_vars_ + args_vars_ > 0) {
511+
int ncheck;
512+
check_flag_sundials(
513+
CVodeF(memory->cvodes_mem_, t_final, memory->nv_state_, &t_init,
514+
CV_NORMAL, &ncheck),
515+
"CVodeF");
516+
} else {
517+
check_flag_sundials(CVode(memory->cvodes_mem_, t_final,
518+
memory->nv_state_, &t_init, CV_NORMAL),
519+
"CVode");
520+
}
517521
}
518522

519523
memory->y_[n] = memory->state;
@@ -528,13 +532,13 @@ class cvodes_integrator_vari : public vari {
528532
virtual void chain() {
529533
// std::cout << "chain" << std::endl; <-- Good way to verify it's only
530534
// being called once
531-
if(memory == NULL)
535+
if (memory == NULL)
532536
return;
533537

534-
if(memory->cvodes_mem_ == NULL)
538+
if (memory->cvodes_mem_ == NULL)
535539
return;
536-
537-
if(returned_ == false)
540+
541+
if (returned_ == false)
538542
return;
539543

540544
if (t0_vars_ + ts_vars_ + y0_vars_ + args_vars_ == 0) {
@@ -559,25 +563,27 @@ class cvodes_integrator_vari : public vari {
559563
check_flag_sundials(CVodeCreateB(memory->cvodes_mem_, Lmm, &indexB),
560564
"CVodeCreateB");
561565

562-
check_flag_sundials(
563-
CVodeSetUserDataB(memory->cvodes_mem_, indexB, reinterpret_cast<void*>(this)),
564-
"CVodeSetUserDataB");
566+
check_flag_sundials(CVodeSetUserDataB(memory->cvodes_mem_, indexB,
567+
reinterpret_cast<void*>(this)),
568+
"CVodeSetUserDataB");
565569

566570
// The ode_rhs_adj_sense functions passed in here cause problems with
567571
// the autodiff stack (they can cause reallocations of the internal
568572
// vectors and cause segfaults)
569-
check_flag_sundials(CVodeInitB(memory->cvodes_mem_, indexB,
570-
&cvodes_integrator_vari::cv_rhs_adj_sens,
571-
value_of(memory->ts_.back()), nv_state_sens),
572-
"CVodeInitB");
573+
check_flag_sundials(
574+
CVodeInitB(memory->cvodes_mem_, indexB,
575+
&cvodes_integrator_vari::cv_rhs_adj_sens,
576+
value_of(memory->ts_.back()), nv_state_sens),
577+
"CVodeInitB");
573578

574579
check_flag_sundials(
575580
CVodeSStolerancesB(memory->cvodes_mem_, indexB, relative_tolerance_,
576581
absolute_tolerance_),
577582
"CVodeSStolerancesB");
578583

579-
check_flag_sundials(CVodeSetLinearSolverB(memory->cvodes_mem_, indexB, LSB_, AB_),
580-
"CVodeSetLinearSolverB");
584+
check_flag_sundials(
585+
CVodeSetLinearSolverB(memory->cvodes_mem_, indexB, LSB_, AB_),
586+
"CVodeSetLinearSolverB");
581587

582588
// The same autodiff issue that applies to ode_rhs_adj_sense applies
583589
// here
@@ -594,12 +600,13 @@ class cvodes_integrator_vari : public vari {
594600
"CVodeQuadInitB");
595601

596602
check_flag_sundials(
597-
CVodeQuadSStolerancesB(memory->cvodes_mem_, indexB, relative_tolerance_,
598-
absolute_tolerance_),
603+
CVodeQuadSStolerancesB(memory->cvodes_mem_, indexB,
604+
relative_tolerance_, absolute_tolerance_),
599605
"CVodeQuadSStolerancesB");
600606

601-
check_flag_sundials(CVodeSetQuadErrConB(memory->cvodes_mem_, indexB, SUNTRUE),
602-
"CVodeSetQuadErrConB");
607+
check_flag_sundials(
608+
CVodeSetQuadErrConB(memory->cvodes_mem_, indexB, SUNTRUE),
609+
"CVodeSetQuadErrConB");
603610
}
604611

605612
// At every time step, collect the adjoints from the output
@@ -608,18 +615,19 @@ class cvodes_integrator_vari : public vari {
608615
for (int i = memory->ts_.size() - 1; i >= 0; --i) {
609616
// Take in the adjoints from all the output variables at this point
610617
// in time
611-
Eigen::VectorXd step_sens = Eigen::VectorXd::Zero(N_);
618+
Eigen::VectorXd step_sens = Eigen::VectorXd::Zero(N_);
612619
for (int j = 0; j < N_; j++) {
613-
//std::cout << "i: " << i << ", j: " << j << std::endl;
620+
// std::cout << "i: " << i << ", j: " << j << std::endl;
614621
state_sens(j) += non_chaining_varis_[i * N_ + j]->adj_;
615622
step_sens(j) += non_chaining_varis_[i * N_ + j]->adj_;
616623
}
617624

618625
if (ts_vars_ > 0 && i >= 0) {
619626
ts_varis_[i]->adj_ += apply(
620627
[&](auto&&... args) {
621-
double adj = step_sens.dot(memory->f_(t_init, memory->y_[i], msgs_, args...));
622-
//std::cout << "adj: " << adj << ", i: " << i << std::endl;
628+
double adj = step_sens.dot(
629+
memory->f_(t_init, memory->y_[i], msgs_, args...));
630+
// std::cout << "adj: " << adj << ", i: " << i << std::endl;
623631
return adj;
624632
},
625633
memory->value_of_args_tuple_);
@@ -631,27 +639,29 @@ class cvodes_integrator_vari : public vari {
631639
CVodeReInitB(memory->cvodes_mem_, indexB, t_init, nv_state_sens),
632640
"CVodeReInitB");
633641

634-
if(args_vars_ > 0) {
635-
check_flag_sundials(CVodeQuadReInitB(memory->cvodes_mem_, indexB, nv_quad),
636-
"CVodeQuadReInitB");
637-
}
642+
if (args_vars_ > 0) {
643+
check_flag_sundials(
644+
CVodeQuadReInitB(memory->cvodes_mem_, indexB, nv_quad),
645+
"CVodeQuadReInitB");
646+
}
638647

639648
check_flag_sundials(CVodeB(memory->cvodes_mem_, t_final, CV_NORMAL),
640649
"CVodeB");
641650

642-
check_flag_sundials(
643-
CVodeGetB(memory->cvodes_mem_, indexB, &t_init, nv_state_sens),
644-
"CVodeGetB");
645-
646-
if(args_vars_ > 0) {
647-
check_flag_sundials(CVodeGetQuadB(memory->cvodes_mem_, indexB, &t_init, nv_quad),
648-
"CVodeGetQuadB");
649-
}
651+
check_flag_sundials(
652+
CVodeGetB(memory->cvodes_mem_, indexB, &t_init, nv_state_sens),
653+
"CVodeGetB");
654+
655+
if (args_vars_ > 0) {
656+
check_flag_sundials(
657+
CVodeGetQuadB(memory->cvodes_mem_, indexB, &t_init, nv_quad),
658+
"CVodeGetQuadB");
659+
}
650660
}
651661
}
652662

653663
if (t0_vars_ > 0) {
654-
Eigen::VectorXd y0d = value_of(memory->y0_);
664+
Eigen::VectorXd y0d = value_of(memory->y0_);
655665
t0_varis_[0]->adj_ += apply(
656666
[&](auto&&... args) {
657667
return -state_sens.dot(memory->f_(t_init, y0d, msgs_, args...));

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