stan-dev / stan-dev/math

Ambiguity between `fwd` and `mix` signatures for `hessian()`

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Description

Description

With the current signatures for hessian in fwd and mix, it is not possible to call the fwd implementation with double types.

mix/functor/hessian.hpp:

template <typename F>
void hessian(const F& f, const Eigen::Matrix<double, Eigen::Dynamic, 1>& x,
             double& fx, Eigen::Matrix<double, Eigen::Dynamic, 1>& grad,
             Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic>& H)

fwd/functor/hessian.hpp:

template <typename T, typename F>
void hessian(const F& f, const Eigen::Matrix<T, Eigen::Dynamic, 1>& x, T& fx,
             Eigen::Matrix<T, Eigen::Dynamic, 1>& grad,
             Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic>& H)

Because the scalar type is explicit in the mix signature and templated in the fwd signature, calls to hessian with double types will always resolve to the mix implementation. This makes testing/validation (or even just use as an alternative) a bit of a hurdle.

I think any kind of fix for this would imply a breaking change (changing function names/arguments), so could be bundled in the 5.0 release (@SteveBronder)?

Current Version:

v4.8.1

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Research direction

Start by comparing the overloads in mix/functor/hessian.hpp and fwd/functor/hessian.hpp, then reproduce the reported call-resolution behavior with double types. Determine an API change that lets the fwd implementation be called for validation without creating unresolved ambiguity, and confirm the result against the stated v4.8.1 behavior.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp
Domain
backend-api-design
Issue type
Bug
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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