Feature/reduce mem pathfinder

src/stan/callbacks/unique_stream_writer.hpp

@@ -58,6 +58,20 @@ class unique_stream_writer final : public writer {
       return;
     write_vector(names);
   }
+  /**
+   * Writes a set of names on a single line in csv format followed
+   * by a newline.
+   *
+   * Note: the names are not escaped.
+   *
+   * @param[in] names Names in a std::vector
+   * @param[in, out] ss A stringstream to use as a buffer
+   */
+  void operator()(const std::vector<std::string>& names, std::stringstream& ss) {
+    if (output_ == nullptr)
+      return;
+    write_vector(names, ss);
+  }
 
   /**
    * Get the underlying stream
@@ -77,6 +91,20 @@ class unique_stream_writer final : public writer {
       return;
     write_vector(values);
   }
+  /**
+   * Writes a set of values in csv format followed by a newline.
+   *
+   * Note: the precision of the output is determined by the settings
+   *  of the stream on construction.
+   *
+   * @param[in] values Values in a std::vector
+   * @param[in, out] ss ignored
+   */
+  void operator()(const std::vector<double>& values, std::stringstream& ss) {
+    if (output_ == nullptr)
+      return;
+    write_vector(values);
+  }
 
   /**
    * Writes multiple rows and columns of values in csv format.
@@ -88,12 +116,96 @@ class unique_stream_writer final : public writer {
    * parameters in the rows and samples in the columns. The matrix is then
    * transposed for the output.
    */
-  void operator()(const Eigen::Ref<Eigen::Matrix<double, -1, -1>>& values) {
+  void operator()(const Eigen::Matrix<double, -1, -1>& values) {
     if (output_ == nullptr)
       return;
     *output_ << values.transpose().format(CommaInitFmt);
   }
 
+  /**
+   * Writes multiple rows and columns of values in csv format.
+   *
+   * Note: the precision of the output is determined by the settings
+   *  of the stream on construction.
+   *
+   * @param[in] values A matrix of values. The input is expected to have
+   * parameters in the rows and samples in the columns. The matrix is then
+   * transposed for the output.
+   * @param[in, out] ss ignored
+   */
+  void operator()(const Eigen::Matrix<double, -1, -1>& values, std::stringstream& /* ss */) {
+    if (output_ == nullptr)
+      return;
+    *output_ << values.transpose().format(CommaInitFmt);
+  }
+
+  /**
+   * Writes a row of values in csv format.
+   *
+   * Note: the precision of the output is determined by the settings
+   *  of the stream on construction.
+   *
+   * @param[in] values A row vector of values. The input is expected to have
+   * samples in the columns.
+   * @param[in, out] ss ignored
+   */
+   void operator()(const Eigen::Matrix<double, 1, -1>& values) {
+    if (output_ == nullptr)
+      return;
+    *output_ << values.format(CommaInitFmt);
+  }
+
+  /**
+   * Writes a row of values in csv format.
+   *
+   * Note: the precision of the output is determined by the settings
+   *  of the stream on construction.
+   *
+   * @param[in] values A row vector of values. The input is expected to have
+   * samples in the columns.
+   * @param[in, out] ss ignored
+   */
+  void operator()(const Eigen::Matrix<double, 1, -1>& values, std::stringstream& /* ss */) {
+    if (output_ == nullptr)
+      return;
+    *output_ << values.format(CommaInitFmt);
+  }
+
+  /**
+   * Writes a row of values in csv format.
+   *
+   * Note: the precision of the output is determined by the settings
+   *  of the stream on construction.
+   *
+   * @param[in] values A column vector of values. The input is expected to have
+   * samples in the rows. The matrix is then
+   * transposed for the output.
+   * @param[in, out] ss ignored
+   */
+  void operator()(const Eigen::Matrix<double, -1, 1>& values) {
+    if (output_ == nullptr)
+      return;
+    *output_ << values.transpose().format(CommaInitFmt);
+  }
+
+  /**
+   * Writes a row of values in csv format.
+   *
+   * Note: the precision of the output is determined by the settings
+   *  of the stream on construction.
+   *
+   * @param[in] values A column vector of values. The input is expected to have
+   * samples in the rows. The matrix is then
+   * transposed for the output.
+   */
+  void operator()(const Eigen::Matrix<double, -1, 1>& values, std::stringstream& /* ss */) {
+    if (output_ == nullptr)
+      return;
+    *output_ << values.transpose().format(CommaInitFmt);
+  }
+
+
+
   /**
    * Writes the comment_prefix to the stream followed by a newline.
    */
@@ -114,6 +226,18 @@ class unique_stream_writer final : public writer {
     *output_ << comment_prefix_ << message << std::endl;
   }
 
+  /**
+   * Writes the comment_prefix then the message followed by a newline.
+   *
+   * @param[in] message A string
+   @ @param[in, out] ss ignored
+   */
+  void operator()(const std::string& message, std::stringstream& /* ss */) {
+    if (output_ == nullptr)
+      return;
+    *output_ << comment_prefix_ << message << std::endl;
+  }
+
  private:
   /**
    * Comma formatter for writing Eigen matrices
@@ -153,6 +277,30 @@ class unique_stream_writer final : public writer {
     }
     *output_ << v.back() << std::endl;
   }
+  /**
+   * Writes a set of values in csv format followed by a newline.
+   *
+   * Note: the precision of the output is determined by the settings
+   *  of the stream on construction.
+   *
+   * @param[in] v Values in a std::vector
+   * @param[in, out] ss A stringstream to use as a buffer
+   */
+  template <class T>
+  void write_vector(const std::vector<T>& v, std::stringstream& ss) {
+    if (output_ == nullptr)
+      return;
+    if (v.empty()) {
+      return;
+    }
+    auto last = v.end();
+    --last;
+    for (auto it = v.begin(); it != last; ++it) {
+      ss << *it << ",";
+    }
+    ss << v.back() << std::endl;
+    *output_ << ss.str();
+  }
 };
 
 }  // namespace callbacks

src/stan/services/optimize/laplace_sample.hpp

@@ -55,9 +55,9 @@ void laplace_sample(const Model& model, const Eigen::VectorXd& theta_hat,
   // create log density functor for vars and vals
   std::stringstream log_density_msgs;
   auto log_density_fun
-      = [&](const Eigen::Matrix<stan::math::var, -1, 1>& theta) {
+      = [&](auto& theta) {
           return model.template log_prob<true, jacobian, stan::math::var>(
-              const_cast<Eigen::Matrix<stan::math::var, -1, 1>&>(theta),
+              theta,
               &log_density_msgs);
         };