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clarify README.md #1821

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101 changes: 75 additions & 26 deletions README.md
Original file line number Diff line number Diff line change
@@ -1,14 +1,25 @@
The <b>Stan Math Library</b> is a C++, reverse-mode automatic differentiation library designed to be usable, extensive and extensible, efficient, scalable, stable, portable, and redistributable in order to facilitate the construction and utilization of algorithms that utilize derivatives.
The <b>Stan Math Library</b> is a C++, reverse-mode automatic
differentiation library designed to be usable, extensive and
extensible, efficient, scalable, stable, portable, and redistributable
in order to facilitate the construction and utilization of algorithms
that utilize derivatives.

\htmlonly
<div><a href="https://zenodo.org/badge/latestdoi/38388440"><img src="https://zenodo.org/badge/38388440.svg"/></a></div>
\endhtmlonly

Licensing
---------
The Stan Math Library is licensed under the [new BSD license](https://github.com/stan-dev/math/blob/develop/LICENSE%2Emd).
The Stan Math Library is licensed under the [new BSD
license](https://github.com/stan-dev/math/blob/develop/LICENSE%2Emd).

The Stan Math Library depends on the Intel TBB library which is licensed under the Apache 2.0 license. This dependency implies an additional restriction as compared to the new BSD lincense alone. The Apache 2.0 license is incompatible with GPL-2 licensed code if distributed as a unitary binary. You may refer to the Apache 2.0 evaluation page on the [Stan Math wiki](https://github.com/stan-dev/math/wiki/Apache-2.0-License-Evaluation).
The Stan Math Library depends on the Intel TBB library which is
licensed under the Apache 2.0 license. This dependency implies an
additional restriction as compared to the new BSD license alone. The
Apache 2.0 license is incompatible with GPL-2 licensed code if
distributed as a unitary binary. You may refer to the Apache 2.0
evaluation page on the [Stan Math
wiki](https://github.com/stan-dev/math/wiki/Apache-2.0-License-Evaluation).

Required Libraries
------------------
Expand All @@ -19,7 +30,8 @@ Stan Math depends on four libraries:
- SUNDIALS (version 5.1.0): [Sundials Home Page](https://computation.llnl.gov/projects/sundials/sundials-software)
- Intel TBB (version 2019_U8): [Intel TBB Home Page](https://www.threadingbuildingblocks.org)

These are distributed under the `lib/` subdirectory. Only these versions of the dependent libraries have been tested with Stan Math.
These are distributed under the `lib/` subdirectory. Only these
versions of the dependent libraries have been tested with Stan Math.

Documentation
------------
Expand All @@ -28,7 +40,10 @@ Documentation for Stan math is available at [mc-stan.org/math](https://mc-stan.o

Installation
------------
The Stan Math Library is a C++ library which depends on the Intel TBB library and requires for some functionality (ordinary differential equations and root solving) on the Sundials library. The build system used is the make facility, which is used to manage all dependencies.
The Stan Math Library is a C++ library which depends on the Intel TBB
library and requires for some functionality (ordinary differential
equations and root solving) the Sundials library. The build system is
the make facility, which is used to manage all dependencies.

A simple hello world program using Stan Math is as follows:

Expand All @@ -43,43 +58,77 @@ int main() {
}
```

If this is in the file `/path/to/foo/foo.cpp`, then you can compile and run this with something like this, with the `path/to` business replaced with actual paths:
If this is in the file `/path/to/foo/foo.cpp`, then you can compile
and run this with something like this, with the `/path/to` business
replaced with actual paths:

```bash
> cd /path/to/foo
> make -f path/to/stan-math/make/standalone math-libs
> make -f path/to/stan-math/make/standalone foo
> make -j4 -f /path/to/stan-math/make/standalone math-libs
> make -f /path/to/stan-math/make/standalone foo
> ./foo
log normal(1 | 2, 3)=-2.07311
```

The first make command with the `math-libs` target ensures that all binary dependencies are built and ready to use. The second make command ensures that all dependencies of Stan Math are available to the compiler. These are:
The first make command with the `math-libs` target ensures that all
binary dependencies of Stan Math are built and ready to use. The `-j4`
instructs `make` to use 4 cores concurrently which should be adapted
to your needs. The second make command ensures that the Stan Math
sources and all of the dependencies are available to the compiler when
building `foo`.

* Stan Math Library: path to source directory that contains `stan` as a subdirectory
* Eigen C++ Matrix Library: path to source directory that contains `Eigen` as a subdirectory
* Boost C++ Library: path to source directory that contains `boost` as a subdirectory
* SUNDIALS: path to source directory that contains `cvodes` and `idas` as a subdirectory
* Intel TBB: path to source directory that contains `tbb` as a subdirectory

Note that the paths should *not* include the final directories `stan`, `Eigen`, or `boost` on the paths. An example of a real instantiation:
An example of a real instantiation whenever the path to Stan Math is
`~/stan-dev/math/`:

```bash
> make -f ~/stan-dev/math/make/standalone math-libs
> make -j4 -f ~/stan-dev/math/make/standalone math-libs
> make -f ~/stan-dev/math/make/standalone foo
```
The `math-libs` target has to be called only once, and can be omitted for subsequent compilations.

The standalone makefile ensures that all the required `-I` include statements are given to the compiler and the necessary libraries are linked: `~/stan-dev/math/stan` and `~/stan-dev/math/lib/eigen_3.3.3/Eigen` and `~/stan-dev/math/lib/boost_1.69.0/boost` and `~/stan-dev/math/lib/sundials_5.1.0/include` and `~/stan-dev/math/lib/tbb_2019_U8/include`. The `~/stan-dev/math/lib/tbb` directory is created by the `math-libs` makefile target automatically. The flags `-Wl,-rpath,...` instruct the linker to hard-code the path to the Intel TBB library inside the stan-math directory into the final binary. This way the Intel TBB is found when executing the program.

Note for Windows users: On Windows the `-rpath` feature as used by Stan Math to hardcode an absolute path to a dynamically loaded library does not work. On Windows the Intel TBB dynamic library `tbb.dll` is located in the `math/lib/tbb` directory. The user can choose to copy this file to the same directory of the executable or to add the directory `path/to/math/lib/tbb` as absolute path to the system-wide `PATH` variable.
The `math-libs` target has to be called only once, and can be omitted
for subsequent compilations.

The standalone makefile ensures that all the required `-I` include
statements are given to the compiler and the necessary libraries are
linked: `~/stan-dev/math` and `~/stan-dev/math/lib/eigen_3.3.3` and
`~/stan-dev/math/lib/boost_1.72.0` and
`~/stan-dev/math/lib/sundials_5.1.0/include` and
`~/stan-dev/math/lib/tbb_2019_U8/include`. The
`~/stan-dev/math/lib/tbb` directory is created by the `math-libs`
makefile target automatically and contains the dynamically loaded
Intel TBB library. The flags `-Wl,-rpath,...` instruct the linker to
hard-code the path to the dynamically loaded Intel TBB library inside
the stan-math directory into the final binary. This way the Intel TBB
is found when executing the program.

Note for Windows users: On Windows the `-rpath` feature as used by
Stan Math to hardcode an absolute path to a dynamically loaded library
does not work. On Windows the Intel TBB dynamic library `tbb.dll` is
located in the `math/lib/tbb` directory. The user can choose to copy
this file to the same directory of the executable or to add the
directory `/path/to/math/lib/tbb` as absolute path to the system-wide
`PATH` variable.

Compilers
---------
The above example will use the default compiler of the system as determined by `make`. On Linux this is usually `g++`, on MacOS `clang++`, and for Windows this is `g++` if the RTools for Windows are used. There's nothing special about any of these and they can be changed through the `CXX` variable of `make`. The recommended way to set this variable for the Stan Math library is by creating a `make/local` file within the Stan Math library directory. Defining `CXX=g++` in this file will ensure that the GNU C++ compiler is always used, for example. The compiler must be able to fully support C++11 and partially the C++14 standard. The `g++` 4.9.3 version part of RTools for Windows currently defines the minimal C++ feature set required by the Stan Math library.

Note that whenever the compiler is changed, the user usually must clean and rebuild all binary dependencies with the commands:
The above example will use the default compiler of the system as
determined by `make`. On Linux this is usually `g++`, on MacOS
`clang++`, and for Windows this is `g++` if the RTools for Windows are
used. There's nothing special about any of these and they can be
changed through the `CXX` variable of `make`. The recommended way to
set this variable for the Stan Math library is by creating a
`make/local` file within the Stan Math library directory. Defining
`CXX=g++` in this file will ensure that the GNU C++ compiler is always
used, for example. The compiler must be able to fully support C++11
and partially the C++14 standard. The `g++` 4.9.3 version part of
RTools for Windows currently defines the minimal C++ feature set
required by the Stan Math library.

Note that whenever the compiler is changed, the user usually must
clean and rebuild all binary dependencies with the commands:
```bash
> make -f path/to/stan-math/make/standalone math-clean
> make -f path/to/stan-math/make/standalone math-libs
> make -j4 -f path/to/stan-math/make/standalone math-libs
```
This ensures that the binary dependencies are created with the new compiler.
This ensures that the binary dependencies are created with the new
compiler.
2 changes: 1 addition & 1 deletion stan/math/opencl/kernel_generator/load.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -49,7 +49,7 @@ class load_
* Creates a deep copy of this expression.
* @return copy of \c *this
*/
inline load_<T&> deep_copy() const& { return load_<T&>(a_); }
inline load_<T&> deep_copy() const & { return load_<T&>(a_); }
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inline load_<T> deep_copy() && { return load_<T>(std::forward<T>(a_)); }

/**
Expand Down