Getting the right is_nan

Developers
1

This test (below) is failing on my bugfix branch. The issue is that I’m checking for NaN and including the is_nan from stan/math/prim/scal/fun which obviously doesn’t have a non-double version. All the other code in stan/math/prim/scal seems to use is_nan the way I do—include the header and then just use it. If I include the is_nan from stan/math/rev/scal this passes but the prim functions aren’t supposed to include rev headers so another tests fails. What’s the Stan solution here?

Krzysztof

clang++ -I . -isystem lib/eigen_3.2.9 -isystem lib/boost_1.62.0 -isystemlib/cvodes_2.9.0/include -Wall -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DNO_FPRINTF_OUTPUT -pipe -Wno-unused-function -Wno-uninitialized -Wno-c++11-long-long   -c -O0 -include stan/math/rev/scal/fun/grad_inc_beta.hpp -o /dev/null test/dummy.cpp
In file included from <built-in>:325:
In file included from <command line>:5:
In file included from ./stan/math/rev/scal/fun/grad_inc_beta.hpp:4:
./stan/math/prim/scal/fun/grad_2F1.hpp:53:13: error: no matching function for call to 'is_nan'
        if (is_nan(r) || r == 0)
            ^~~~~~
./stan/math/rev/scal/fun/grad_inc_beta.hpp:42:9: note: in instantiation of function template specialization
      'stan::math::grad_2F1<stan::math::var>' requested here
        grad_2F1(dF1, dF2, a + b, var(1.0), a + 1, z);
        ^
./stan/math/prim/scal/fun/is_nan.hpp:17:17: note: candidate function not viable: no known conversion from
      'const stan::math::var' to 'double' for 1st argument
    inline bool is_nan(double x) {
                ^
1 error generated.
2

I think you want to include the stan/math/rev/scal.hpp file in your test.

Where is the test file located? And what includes do you have at the top?

3

I wasn’t clear, it’s the header test in the math library. I’ll write
something clearer when I’m at a computer again.

4

Daniel’s right—you need to include the definition of is_nan for var. Then it’ll get picked up by argument dependent lookup.

5

So the file that’s triggering the issue first is stan/math/prim/scal/fun/grad_2F1.hpp, if you look on the branch the headers (actually, I’ll just dump; the whole file here) are:

#ifndef STAN_MATH_PRIM_SCAL_FUN_GRAD_2F1_HPP
#define STAN_MATH_PRIM_SCAL_FUN_GRAD_2F1_HPP

#include <stan/math/prim/scal/err/domain_error.hpp>
#include <stan/math/prim/scal/fun/is_nan.hpp>
#include <cmath>

namespace stan {
  namespace math {

    /**
     * Gradient of the hypergeometric function, 2F1(a1, a2, b1, z)
     * with respect to a1 and b1 only.
     *
     * The generalized hypergeometric function is a power series. This
     * implementation computes gradient by computing the power series
     * directly stopping when the series converges to within
     * <code>precision</code> or takes <code>max_steps</code>.
     *
     * If more than <code>max_steps</code> are taken without
     * converging, the function will throw a domain_error.
     *
     * @tparam T type of arguments and result
     * @param[out] gradA1 output argument for partial w.r.t. a1
     * @param[out] gradB1 output argument for partial w.r.t. b1
     * @param[in] a1 a1, see generalized hypergeometric function definition.
     * @param[in] a2 a2, see generalized hypergeometric function definition.
     * @param[in] b1 b1, see generalized hypergeometric function definition.
     * @param[in] z z, see generalized hypergeometric function definition.
     * @param[in] precision precision of the infinite sum. defaults to 1e-6
     * @param[in] max_steps number of steps to take. defaults to 10000
     * @throw throws std::domain_error if not converged after max_steps
     *
     */
    template<typename T>
    void grad_2F1(T& gradA1, T& gradB1, const T& a1, const T& a2,
      const T& b1, const T& z, T precision = 1e-6, int max_steps = 1e5) {
      using std::fabs;

      gradA1 = 0;
      gradB1 = 0;

      T gradA1old = 0;
      T gradB1old = 0;

      int k = 0;
      T tDak = 1.0 / (a1 - 1);

      do {
        const T r = ( (a1 + k) / (b1 + k) ) * ( (a2 + k) / (k + 1) ) * z;
        tDak = r * tDak * (a1 + (k - 1)) / (a1 + k);

        if (is_nan(r) || r == 0)
          break;

        gradA1old = r * gradA1old + tDak;
        gradB1old = r * gradB1old - tDak * ((a1 + k) / (b1 + k));

        gradA1 += gradA1old;
        gradB1 += gradB1old;

        ++k;
        if (k >= max_steps) {
          domain_error("grad_2F1", "k (internal counter)", max_steps,
            "exceeded ",
            " iterations, hypergeometric function did not converge.");
        }
      } while (fabs(tDak * (a1 + (k - 1)) ) > precision);
    }

  }
}
#endif

This fails the math repo’s make-headers test and I had the same thought as Daniel—need to add the rev definition. So I changed the headers to:

#ifndef STAN_MATH_PRIM_SCAL_FUN_GRAD_2F1_HPP
#define STAN_MATH_PRIM_SCAL_FUN_GRAD_2F1_HPP

#include <stan/math/prim/scal/err/domain_error.hpp>
#include <stan/math/rev/scal/fun/is_nan.hpp>
#include <cmath>

This fails make test-math-dependencies, output from Jenkins:

+ make test-math-dependencies
stan/math/prim/scal/fun/grad_2F1.hpp(5): File includes a stan/math/rev header file. [prim]
[WARNINGS] Parsing warnings in console log with parser math-dependencies
[WARNINGS] Computing warning deltas based on reference build #710
[WARNINGS] Ignore new warnings since this is the first valid build
[WARNINGS] Plug-in Result: Failed - <a href="warningsResult">1 warning</a> exceeds the threshold of 0 by 1
Build step 'Scan for compiler warnings' changed build result to FAILURE
Finished: FAILURE

So I guess the question is more how do I include the definition for var in a file in prim?

6

You shouldn’t include rev files in anything defined in prim. I believe Dan’s point is that you need to include the rev version in the test file where you actually use the function and all of the templates get instantiated, no?

7

So my confusion is from the fact that this isn’t a test I wrote. The test is make test-headers in the math repo, and the problem is in https://github.com/stan-dev/math/blob/bugfix/issue-487-hypergeometric-functions/stan/math/rev/scal/fun/grad_inc_beta.hpp which I haven’t touched (although I did modify the grad_2F1 function and that’s where the error is triggered). Seems like grad_2F1 should include enough so that when you include it you don’t need to include something else to make it compile, right? grad_2F1 is a little sloppy about assuming all its types are the same so maybe that’s the source of the problem but I don’t see how.

8

Not quite. We are distributing the code over two cross-cutting graphs: prim, rev, fwd, and mix for the underlying scalar type and scal, arr and mat for the container type. Often you have to include more than one file to get a class to work because it might be partly implemented in prim/scal but need matrices or vectors to be included or reverse mode autodiff to run relevant examples.

This all gets sorted out for users in the 12 (4 x 3) top level includes for the product of the scalar type and container type distinctions.

1 Like
9

Ok, good to have that confirmed. I’m understanding that this is a feature
of how we’re organizing. I just kept imagining that there would be a clean
solution. K