Hi Cynon,
There is now a section on how to setup Cmdstan to work with OpenCL: 14 Parallelization | CmdStan User’s Guide
There is also a section in the users guide which is unfortunately a bit short: 23.3 OpenCL | Stan User’s Guide
We are working on expanding that. Any suggestion on what is needed is always welcome.
Both of these sections are new and probably not easily found via searches yet.
There is also work on a vignette for cmdstanr: Add OpenCL device selection at runtime and a OpenCL vignette by rok-cesnovar · Pull Request #439 · stan-dev/cmdstanr · GitHub
This will basically explain the example I have shown here: Help setting up for GPU computation (OSX) - #3 by rok_cesnovar