MPI + cmdstan


As we are closing in on the MPI story I started a branch for cmdstan which initializes the MPI cluster resource, see the branch feature/issue-616-mpi in the cmdstan repo.

What I have done so far is to

  • make things work wrt to the makefiles. So if STAN_MPI=true is put in the make/local the respective Stan binary will be linked and build correctly
  • enhanced the main from cmdstan such that the MPI cluster is initialized and a startup message is displayed

Comments on that branch would be helpful. I have never contributed code to cmdstan so I have likely missed some conventions. I am not yet sure on tests / doc. If there are thoughts, that would be great. Even more appreciated would be coding help on this, of course.

… but if you use this branch and couple it with the MPI PR in stan-math then you get a fully working MPI enabled Stan …