Compiling the math library into a shared library or object files

[seantalts]

Was fairly easy to get anice text print out of all of the functions we have defined in Stan: Comparing develop...introspection · stan-dev/stan · GitHub I imagine that was defined somewhere already…

Now to write a script translating those to C++ templated definitions…

@bbbales2

It kinda has to be everything precompiled, or nothing, right? Like with cholesky, even compiling a lone function ends up taking an obscene amount of time.

That’s a good point. I wonder if we could split it into two parts, distributions and everything else, and have the distributions become (potentially) much more careful about what they are including… People might still be happy in a 30% reduction in compile time or w/e, ha.

@bbbales2

Won’t this have to end up looking like all of stan-dev/stan gets precompiled? Cause that includes bits of stan-dev/math. It also probably has its own Eigen/Boost includes and just including that stuff probably counts for a lot of our slow compiles.

stanc is already pre-compiled into an executable in e.g. RStan, so that’s done already :)

@bbbales2

Can this be done in a failsafe way? So if a model doesn’t compile against the header that corresponds to the precompiled object, then we can just compile it against source and be okay?

That’s an interesting idea - have sort of two modes, one precompiled library with all of the most common instantiations, and then a fallback to normal header-only mode. Certainly worst-case we could write instructions such that on linker failure it tries again the old way.