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Add sum_to_zero_constrain and _free for matrix types#3169

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WardBrian merged 6 commits intodevelopfrom
sum-to-zero-matrix
Mar 27, 2025
Merged

Add sum_to_zero_constrain and _free for matrix types#3169
WardBrian merged 6 commits intodevelopfrom
sum-to-zero-matrix

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@WardBrian WardBrian commented Mar 25, 2025

Summary

Closes #3132. This adds new overloads for sum_to_zero_constrain and sum_to_zero_free that accept Eigen Matrix types.

The return value of sum_to_zero_constrain sums to zero along each row and column (as well as the entire matrix summing to 0).

Tests

I added existing tests based on the ones already in the code for the vector overload

Side Effects

None

Release notes

Added new overloads for sum_to_zero_constrain and sum_to_zero_free that accept Eigen Matrix types.

Checklist

  • Copyright holder: Simons Foundation (@WardBrian), Omnicom Media Group (@spinkney)

    The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
    - Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
    - Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

  • the basic tests are passing

    • unit tests pass (to run, use: ./runTests.py test/unit)
    • header checks pass, (make test-headers)
    • dependencies checks pass, (make test-math-dependencies)
    • docs build, (make doxygen)
    • code passes the built in C++ standards checks (make cpplint)

  • the code is written in idiomatic C++ and changes are documented in the doxygen

  • the new changes are tested

@WardBrian WardBrian linked an issue Mar 25, 2025 that may be closed by this pull request
Add sum_to_zero_matrix #3132
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@WardBrian WardBrian mentioned this pull request Mar 25, 2025
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@WardBrian WardBrian mentioned this pull request Mar 25, 2025
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stan-buildbot commented Mar 26, 2025

Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.34 0.31 1.1 8.95% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.05 4.8% faster
gp_regr/gen_gp_data.stan 0.03 0.02 1.11 9.56% faster
gp_regr/gp_regr.stan 0.1 0.09 1.07 6.92% faster
sir/sir.stan 70.85 66.69 1.06 5.86% faster
irt_2pl/irt_2pl.stan 4.24 3.96 1.07 6.73% faster
eight_schools/eight_schools.stan 0.06 0.05 1.08 7.58% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.26 0.24 1.07 6.78% faster
pkpd/one_comp_mm_elim_abs.stan 20.0 18.7 1.07 6.51% faster
garch/garch.stan 0.43 0.41 1.06 5.63% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.75 2.6 1.06 5.64% faster
arK/arK.stan 1.84 1.72 1.07 6.56% faster
gp_pois_regr/gp_pois_regr.stan 2.96 2.7 1.1 8.68% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 8.61 8.38 1.03 2.66% faster
performance.compilation 181.1 179.93 1.01 0.64% faster
Mean result: 1.067071020482482

Jenkins Console Log
Blue Ocean
Commit hash: 4adb4ac5420f16dca008d1b8a4c39b44dd6fea4d

Machine information No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal

CPU:
Architecture: x86_64
CPU op-mode(s): 32-bit, 64-bit
Byte Order: Little Endian
Address sizes: 46 bits physical, 48 bits virtual
CPU(s): 80
On-line CPU(s) list: 0-79
Thread(s) per core: 2
Core(s) per socket: 20
Socket(s): 2
NUMA node(s): 2
Vendor ID: GenuineIntel
CPU family: 6
Model: 85
Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz
Stepping: 4
CPU MHz: 2400.000
CPU max MHz: 3700.0000
CPU min MHz: 1000.0000
BogoMIPS: 4800.00
Virtualization: VT-x
L1d cache: 1.3 MiB
L1i cache: 1.3 MiB
L2 cache: 40 MiB
L3 cache: 55 MiB
NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78
NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79
Vulnerability Gather data sampling: Mitigation; Microcode
Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled
Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable
Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Meltdown: Mitigation; PTI
Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Reg file data sampling: Not affected
Vulnerability Retbleed: Mitigation; IBRS
Vulnerability Spec rstack overflow: Not affected
Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2: Mitigation; IBRS; IBPB conditional; STIBP conditional; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds: Not affected
Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable
Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities

G++:
g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:
clang version 10.0.0-4ubuntu1
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

spinkney
spinkney previously approved these changes Mar 26, 2025
View reviewed changes
stan/math/prim/constraint/sum_to_zero_constrain.hpp
double a_i = inv_sqrt((i + 1.0) * (i + 2.0));
double b_i = (i + 1.0) * a_i;

auto b_i_x = b_i * x_ref.coeff(i, j) - ax_previous;
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@spinkney spinkney Mar 26, 2025

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can this be declared without `auto'?

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@WardBrian WardBrian Mar 26, 2025

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It could be value_type_t<Mat>, if we wanted. I'm an auto fan, though

@WardBrian WardBrian requested a review from spinkney March 26, 2025 19:46
spinkney
spinkney approved these changes Mar 26, 2025
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looks good!

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stan-buildbot commented Mar 26, 2025

Name Old Result New Result Ratio Performance change( 1 - new / old )
arma/arma.stan 0.32 0.31 1.05 5.07% faster
low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.03 3.11% faster
gp_regr/gen_gp_data.stan 0.03 0.02 1.08 7.49% faster
gp_regr/gp_regr.stan 0.09 0.09 1.07 6.12% faster
sir/sir.stan 71.15 67.84 1.05 4.65% faster
irt_2pl/irt_2pl.stan 4.25 3.99 1.06 5.9% faster
eight_schools/eight_schools.stan 0.06 0.05 1.03 3.26% faster
pkpd/sim_one_comp_mm_elim_abs.stan 0.26 0.25 1.02 2.27% faster
pkpd/one_comp_mm_elim_abs.stan 19.76 18.54 1.07 6.17% faster
garch/garch.stan 0.48 0.4 1.19 16.18% faster
low_dim_gauss_mix/low_dim_gauss_mix.stan 2.79 2.59 1.08 7.37% faster
arK/arK.stan 1.83 1.71 1.07 6.95% faster
gp_pois_regr/gp_pois_regr.stan 2.92 2.71 1.08 7.28% faster
low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 9.12 8.29 1.1 9.08% faster
performance.compilation 179.72 183.51 0.98 -2.11% slower
Mean result: 1.064712187728599

Jenkins Console Log
Blue Ocean
Commit hash: 4adb4ac5420f16dca008d1b8a4c39b44dd6fea4d

Machine information No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focal

CPU:
Architecture: x86_64
CPU op-mode(s): 32-bit, 64-bit
Byte Order: Little Endian
Address sizes: 46 bits physical, 48 bits virtual
CPU(s): 80
On-line CPU(s) list: 0-79
Thread(s) per core: 2
Core(s) per socket: 20
Socket(s): 2
NUMA node(s): 2
Vendor ID: GenuineIntel
CPU family: 6
Model: 85
Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz
Stepping: 4
CPU MHz: 2400.000
CPU max MHz: 3700.0000
CPU min MHz: 1000.0000
BogoMIPS: 4800.00
Virtualization: VT-x
L1d cache: 1.3 MiB
L1i cache: 1.3 MiB
L2 cache: 40 MiB
L3 cache: 55 MiB
NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78
NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79
Vulnerability Gather data sampling: Mitigation; Microcode
Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled
Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable
Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Meltdown: Mitigation; PTI
Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Reg file data sampling: Not affected
Vulnerability Retbleed: Mitigation; IBRS
Vulnerability Spec rstack overflow: Not affected
Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2: Mitigation; IBRS; IBPB conditional; STIBP conditional; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds: Not affected
Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable
Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities

G++:
g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:
clang version 10.0.0-4ubuntu1
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

@WardBrian WardBrian merged commit bc4b4bc into develop Mar 27, 2025
24 checks passed
@WardBrian WardBrian deleted the sum-to-zero-matrix branch March 27, 2025 19:16
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@spinkney spinkney spinkney approved these changes

@SteveBronder SteveBronder Awaiting requested review from SteveBronder

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Add sum_to_zero_matrix

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