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Stan Math Library
4.9.0
Automatic Differentiation
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Stan Math Library
4.9.0
Automatic Differentiation
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This struct always provides access to the autodiff stack using the singleton pattern.
Read warnings below!
The singleton instance_ is a global static pointer, which is thread local (TLS) if the STAN_THREADS preprocess variable is defined.
The use of a pointer is motivated by performance reasons for the threading case. When a TLS is used, initialization with a constant expression at compile time is required for fast access to the TLS. As the autodiff storage struct is non-POD, its initialization is a dynamic expression at compile time. These dynamic expressions are wrapped, in the TLS case, by a TLS wrapper function which slows down its access. Using a pointer instead allows to initialize at compile time to nullptr, which is a compile time constant. In this case, the compiler avoids the use of a TLS wrapper function.
For performance reasons we use the __thread keyword on compilers which support it. The __thread keyword is a GNU compiler-specific (gcc, clang, Intel) extension which requires initialization with a compile time constant expression. The C++11 keyword thread_local does allow for constant and dynamic initialization of the TLS. Thus, only the __thread keyword guarantees that constant initialization and its implied speedup, is used.
The initialization of the AD instance at run-time is handled by the lifetime of a AutodiffStackSingleton object. More specifically, the first instance of the AutodiffStackSingleton object will initialize the AD instance and take ownership (it is the only one instance with the private member own_instance_ being true). Thus, whenever the first instance of the AutodiffStackSingleton object gets destructed, the AD tape will be destructed as well. Within stan-math the initialization of the AD instance for the main thread of the program is handled by instantiating the singleton once in the init_chainablestack.hpp file. Whenever STAN_THREADS is defined then all created child threads must instantiate a AutodiffStackSingleton object within the child thread before accessing the AD system in order to initialize the TLS AD tape within the child thread.
The design of a globally held (optionally TLS) pointer, which is globally initialized, allows the compiler to apply necessary inlining to get maximal performance. However, the design suffers from "the static init order fiasco"[0]. Whenever the static init order fiasco occurs, the C++ client of the library may instantiate an AutodiffStackSingleton object at the adequate code position prior to any AD tape access to ensure proper initialization order. In exchange, we get a more performant singleton pattern with automatic initialization of the AD stack for the main thread. There has been some discussion on earlier designs using the Meyer singleton approach; see [1] and [2] and the discussions those PRs link to as well.
[0] https://isocpp.org/wiki/faq/ctors#static-init-order [1] https://github.com/stan-dev/math/pull/840 [2] https://github.com/stan-dev/math/pull/826 [3] http://discourse.mc-stan.org/t/potentially-dropping-support-for-older-versions-of-apples-version-of-clang/3780/
Definition at line 89 of file autodiffstackstorage.hpp.
#include <autodiffstackstorage.hpp>
Classes | |
| struct | AutodiffStackStorage |
Public Types | |
| using | AutodiffStackSingleton_t = AutodiffStackSingleton< ChainableT, ChainableAllocT > |
Public Member Functions | |
| AutodiffStackSingleton () | |
| ~AutodiffStackSingleton () | |
| AutodiffStackSingleton (AutodiffStackSingleton_t const &)=delete | |
| AutodiffStackSingleton & | operator= (const AutodiffStackSingleton_t &)=delete |
Static Public Attributes | |
| static thread_local AutodiffStackStorage * | instance_ |
Static Private Member Functions | |
| static bool | init () |
Private Attributes | |
| bool | own_instance_ |