`algebra_solver` does not compile with generalized lambda functions

[bgoodri]

Description

The algebra_solver function does not compile when given a generalized lambda function. @charlesm93

Example

library(Rcpp)
sourceCpp(code =
'
// [[Rcpp::depends(BH)]]
// [[Rcpp::depends(RcppEigen)]]
// [[Rcpp::depends(StanHeaders)]]
#include <stan/math.hpp>
#include <Rcpp.h>
#include <RcppEigen.h>

// [[Rcpp::plugins(cpp14)]]

// [[Rcpp::export]]
auto eigenvector(Eigen::MatrixXd S, Eigen::VectorXd y_guess) {
  Eigen::VectorXd theta;
  auto y = stan::math::algebra_solver([&S](auto y, auto theta,
                                           auto x_r, auto x_i, std::ostream *msgs) {
    auto v = S * y - y; // eigenvalue assumed to be 1.0
    return v.eval();
  }, y_guess, theta, {}, {});
  return y;
}
')

yields

In file included from file331a1065fadb.cpp:5:
In file included from /home/ben/r-devel/library/StanHeaders/include/stan/math.hpp:4:
In file included from /home/ben/r-devel/library/StanHeaders/include/stan/math/rev/mat.hpp:63:
In file included from /home/ben/r-devel/library/StanHeaders/include/stan/math/rev/mat/functor/algebra_solver.hpp:4:
/home/ben/r-devel/library/StanHeaders/include/stan/math/rev/mat/functor/algebra_system.hpp:38:3: error: constructor for 'stan::math::system_functor<(lambda at file331a1065fadb.cpp:14:39),
      double, double, true>' must explicitly initialize the member 'f_' which does not have a default constructor
  system_functor() {}
  ^
/home/ben/r-devel/library/StanHeaders/include/stan/math/rev/mat/functor/algebra_solver.hpp:155:9: note: in instantiation of member function 'stan::math::system_functor<(lambda at
      file331a1065fadb.cpp:14:39), double, double, true>::system_functor' requested here
  Fx fx(Fs(), f, value_of(x), y, dat, dat_int, msgs);
        ^
file331a1065fadb.cpp:14:24: note: in instantiation of function template specialization 'stan::math::algebra_solver<(lambda at file331a1065fadb.cpp:14:39), double>' requested here
  auto y = stan::math::algebra_solver([&S](auto y, auto theta,
                       ^
/home/ben/r-devel/library/StanHeaders/include/stan/math/rev/mat/functor/algebra_system.hpp:26:5: note: member is declared here
  F f_;
    ^
file331a1065fadb.cpp:14:39: note: '(lambda at file331a1065fadb.cpp:14:39)' declared here
  auto y = stan::math::algebra_solver([&S](auto y, auto theta,
                                      ^
1 warning and 1 error generated.
make: *** [file331a1065fadb.o] Error 1

Expected Output

A compiled object

Current Version:

v2.18.1

[bob-carpenter]

I'll tackle this one. I've recreated the bug as a unit test not involving rcpp.

[bob-carpenter]

Here's a unit test that doesn't involve Rcpp:

TEST(MathMatrix, algebra_solver_lambdas) {
 using stan::math::var;
 using stan::math::algebra_solver;
 Eigen::VectorXd y(3);
  y << 5, 4, 2;

  int n_x = 2;
  Eigen::Matrix<var, Eigen::Dynamic, 1> x(n_x);
  x << 1, 1;

  std::vector<double> dat;
  std::vector<int> dat_int;

  auto f1 = simple_eq_functor();
  auto f2 = [&f1](const Eigen::Matrix<var, Eigen::Dynamic, 1>& x,
                  const Eigen::Matrix<double, Eigen::Dynamic, 1>& y,
                  const std::vector<double>& dat_r,
                  const std::vector<int>& dat_i,
                  std::ostream* pstream) {
    return f1(x, y, dat_r, dat_i, pstream);
  };
  auto f3 = [&f1](const auto& x,
                  const auto& y,
                  const auto& dat_r,
                  const auto& dat_i,
                  auto* pstream) {
    return f1(x, y, dat_r, dat_i, pstream);
  };


  Eigen::VectorXd theta
      = algebra_solver(f3, x, y, dat, dat_int);

}

[bgoodri]

Also, map_rect does not work with generalized lambda functions, only structs. If f is a generalized lambda, I get:

file238457276673.cpp:135:14: error: no matching function for call to 'map_rect'
  auto out = stan::math::map_rect<0, f>(theta, eta, x_d, x_i, &Rcpp::Rcout);
             ^~~~~~~~~~~~~~~~~~~~~~~~~~
/home/ben/R/x86_64-pc-linux-gnu-library/3.3/StanHeaders/include/stan/math/prim/mat/functor/map_rect.hpp:123:1: note: candidate template ignored: invalid explicitly-specified argument for template parameter 'F'
map_rect(const Eigen::Matrix<T_shared_param, Eigen::Dynamic, 1>& shared_params,
^

[wds15]

I think this does not work by design for map rect. I can verify if you want

[bob-carpenter]

I think it's probably the same problem---we need functors with polymorphism, not a single lambda. Any map_rect that gets instantiated with var will also get instantiated with double when it comes to generated quantities (in method write_array in generated model class).