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How to implement functions in OpenCL #16
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Fantastic stuff Tadej! To provide a bit more context to anyone reading this. I asked Tadej to go over this list of supported Stan Math signatures and to evaluate what functions could be solved using the kernel generator he is working on and which functions would benefit from a custom OpenCL kernel. So there are a total of 31 signatures that would still benefit from a custom implementation (+ whichever of those 25+ question marks will require custom kernels):
Others will be solved using the generator at some point. There is also a lot of overlap in these function so it wont actually be completely separate kernels. The integrate functions require a function argument so that one will need some additional compiler support. As will the algebra solver. |
Thanks @t4c1! fyi the reason I'm so adamant about the kernel generator being well doc'd and tested is because of how much stuff it's going to touch in the future (which is good and cool!)
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Stan has many function, so there might be errors in the list. Each function should be reevaluated when OpenCL implementation is being developed. |
Description
As requested by @rok-cesnovar I prepared a list of all functions in Stan Math and proposed how to implement them in OpenCL. Most are probably possible using kernel generator.
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List
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