This is for @bgoodri (or any other Windows build specialist who wants to contribute): Could you please try to get the Intel TBB working for
stan-math with the gcc 4.9.3 from RTools? The branch you can try from
stan-math is the
feature/map_rect-tbb. Whenever you define
-DSTAN_TBB then the Intel TBB will be used as the
map_rect_concurrent backend. The tests which you need to get passed are:
However, I have to say that we have never gotten the thread local storage working on Windows with this compiler. So possibly it is enough to get the
prim version working for the moment only (without defining
STAN_THREADS in this case). Maybe things improve if we merge the current change of how we handle the thread local storage for the AD tape (which I shared in the last meeting)… don’t know yet.
Compiling the Intel TBB on Windows worked for me with a recent minGW compiler suite. If we get this working that would be great as this is probably the biggest hurdle to include the TBB into Stan.
Thanks a lot! Let me know if you need more input.