Replication scripts, measurement data, visualization scripts, and installation instructions for the paper "GPU-based Parallel Computation Support for Stan".

The replication scripts are split in two parts: the C++ function-level measurement scripts for the Cholesky decomposition function and the end-to-end R scripts that run Stan models with generated input data.

Link

Prerequisites to run:

• C++ toolchain (make and a C++ compiler)
• GPU driver with OpenCL support
• A copy of the Stan Math library of version 3.1.1 or newer

These scripts run three time measurements on the C++ level for the Cholesky decomposition function:

• function evaluation when the input is a matrix of doubles
• function evaluation when the input is a matrix of stan::math::var
• gradient evaluation

Link

Prerequisites to run:

• a R enviroment and a C++ toolchain
• GPU driver with OpenCL support
• cmdstanr R package

These scripts run three time measurements on the C++ level for the Cholesky decomposition function:

• function evaluation when the input is a matrix of doubles
• function evaluation when the input is a matrix of stan::math::var
• gradient evaluation