Monthly Math development meeting: 09/16/2021, 10 am EDT

Meetings
1

Hey all, we’ve been having monthly Math meetings on the third Thursday of the month. The next one is Thursday, September 16, 2021, at 10 am EDT.

This will last no more than one hour; if we need more time, we will schedule additional time.

This meeting is open to all those that currently contribute to the Math library or that would like to contribute to the Math library. If you’d like an invite to the Google Calendar event, please DM me with your Google handle. If you’d like to just have a copy of the event on your calendar, please use this link:

Direct Google Meet link: https://meet.google.com/hhm-gnpt-jnp

Reminder:

  • this is a chance to collaborate and coordinate efforts. We’re expecting everyone to be kind and courteous. And patient. We have a team with diverse backgrounds.
  • impactful decisions will not be made at these meetings. That will continue to be done online on these forums. The meetings are a good time to discuss and get on the same page, but the decision making will be done online where we can include the opinions of others that can’t make the meeting.
  • important discussions that happen at the meeting will be communicated back online on these forums. If they don’t make it back here, it wasn’t important. No one will be penalized for not being present at a meeting.

If there’s anything you know you want to talk about, please post here. This is a good time to request help from others if there’s expertise that you need.

1 Like
2

cc: @Funko_Unko, @storopoli, @stevebronder

2 Likes
3

I’ll be there about 15 min after the hour

1 Like
4

@stevebronder, @jgaeb is here.

5

We’re talking about error checking… just a general discussion.

6

@jaeb has some stuff to chat about algebra solvers.

Still want to do some short term things.

  • Newton solver and Powell solver. In process of solving, calculate Jacobian. Something that we could do is to use the last Jacobian from the solver. If we do this, it might possibly introduce some error in the Jacobian.
  • Need language spec for fixed point solver for it to be introduced.
  • stan::math namespace vs stan::math::internal namespace
7

Here’s what we’re thinking about right now (paraphrased from @stevebronder):

The internal namespace is for Stan developers does not guarantee backwards compatibility between different Math versions.

We haven’t treated it this way, but thoughts?

@jaeb mentioned adding PRs to move some functions from the algebra solver implementation to the stan::math::internal namespace.

8

@jaeb is giving us a tutorial on fixed point solvers! And how it’s being implemented.

9

@spinkney is talking about partial cholesky and the generalized inverse. (A lot of this is over my head… and I’m barely catching some of these keywords.)

10

@spinkney: want to get multi variate student t derivatives in. That will come up soon.

11

don’t worry, most of this was over my head until a week ago!

12

There was a bunch more talk about stuff that went over my head. =).

Meeting adjourned! Thanks, all.