Differential Algebraic Solver in Stan Math?

Developers
1

Hi!

I noticed that the differential algebraic solver integrate_dae has not been exposed ever since it was written (https://github.com/stan-dev/math/blob/develop/stan/math/rev/functor/integrate_dae.hpp) .

Should we expose this thing, leave this feature hidden in stan math or should we drop it from stan math?

Tagging @yizhang who wrote the thing as I recall.

Sebastian

2

It was intended to be a user-facing feature. We should expose it if it works and fix it if it doesn’t work.

3

There are unit tests and all that available. It’s just that there is no user facing thing in stan and there is no doc anywhere (user facing).

Do we have applications needing it? We should have a plan as to when this hits stan (user facing) … or remove it from the source base - that is my intuition here.

Hopefully @yizhang can give a hand?

4

All it should need is an interface with the parser and code generator plus doc. It’s another special case like the ODE integrator, but shouldn’t be too bad.

The plan, like a lot of things, is ASAP, meaning whenever a developer gets around to it. Given that none of us can assign work to our developers, it’s hard to meet time deadlines without doing all the work oneself.

I agree that it’d be good to get rid of things that aren’t being used. This one’s going to get used, though.

5

Dig this out. Looks like there was a PR but I didn’t follow up for some reason. Let me see how it can be brought up to the current stan.

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