[WIP] Add cmake build scheme

.github/workflows/main.yml

@@ -40,18 +40,18 @@ jobs:
     - name: Build Math libs
       shell: powershell
       run: |
-        make -f make/standalone math-libs -j2
+        make -f make/standalone math-libs -j4
     - name: Add TBB to PATH
       shell: powershell
       run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
     - name: Run prim and rev unit tests
       shell: powershell
       run: |
-        python.exe runTests.py -j2 test/unit/*_test.cpp
-        python.exe runTests.py -j2 test/unit/math/*_test.cpp
-        python.exe runTests.py -j2 test/unit/math/prim
-        python.exe runTests.py -j2 test/unit/math/rev
-        python.exe runTests.py -j2 test/unit/math/memory
+        cmake -S . -B build -DCMAKE_BUILD_TYPE=RELEASE
+        cd build
+        make -j4 unit_math_prim_rev_subtests
+        cd test
+        ctest -R "unit_math_prim_rev"
 
     - name: Upload gtest_output xml
       uses: actions/upload-artifact@v4
@@ -81,7 +81,7 @@ jobs:
     - name: Build Math libs
       shell: powershell
       run: |
-        make -f make/standalone math-libs -j2
+        make -f make/standalone math-libs -j4
     - name: Add TBB to PATH
       shell: powershell
       run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
@@ -91,12 +91,11 @@ jobs:
     - name: Run fwd unit tests and all the mix tests except those in mix/fun
       shell: powershell
       run: |
-        python.exe runTests.py test/unit/math/fwd -j2
-        python.exe runTests.py test/unit/math/mix/core -j2
-        python.exe runTests.py test/unit/math/mix/functor -j2
-        python.exe runTests.py test/unit/math/mix/meta -j2
-        python.exe runTests.py test/unit/math/mix/prob -j2
-        python.exe runTests.py test/unit/math/mix/*_test.cpp -j2
+        cmake -S . -B build -DCMAKE_BUILD_TYPE=RELEASE
+        cd build
+        make -j4 unit_math_fwd_nonfun_mix_subtests
+        cd test
+        ctest -R "unit_math_fwd_nonfun_mix"
 
     - name: Upload gtest_output xml
       uses: actions/upload-artifact@v4
@@ -126,17 +125,18 @@ jobs:
     - name: Build Math libs
       shell: powershell
       run: |
-        make -f make/standalone math-libs -j2
+        make -f make/standalone math-libs -j4
     - name: Add TBB to PATH
       shell: powershell
       run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
     - name: Run mix/fun unit tests
       shell: powershell
       run: |
-        $MixFunTests = Get-ChildItem -Path test\unit\math\mix\fun\* -Include *.cpp | Resolve-Path -Relative
-        $NumberTests = $MixFunTests.Length
-        $HalfNumberTests = [math]::Floor($NumberTests / 2)
-        python.exe runTests.py $MixFunTests[0..$HalfNumberTests]
+        cmake -S . -B build -DCMAKE_BUILD_TYPE=RELEASE
+        cd build
+        make -j4 test_unit_math_mix_fun
+        cd test
+        ctest -L "unit_math_mix_fun"
 
     - name: Upload gtest_output xml
       uses: actions/upload-artifact@v4
@@ -145,40 +145,6 @@ jobs:
         name: gtest_outputs_xml
         path: '**/*_test.xml'
 
-  mix-fun-2:
-    name: mix/fun tests 2
-    runs-on: windows-latest
-
-    steps:
-    - uses: actions/checkout@v4
-    - uses: actions/setup-python@v5
-      with:
-        python-version: '3.x'
-    - uses: r-lib/actions/setup-r@v2
-      with:
-        r-version: 'release'
-        rtools-version: '44'
-
-    - name: Set path for Rtools44
-      if: runner.os == 'Windows'
-      run: echo "C:/rtools44/usr/bin;C:/rtools44/x86_64-w64-mingw32.static.posix/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
-
-    - name: Build Math libs
-      shell: powershell
-      run: |
-        Add-Content make\local "O=1`n"
-        make -f make/standalone math-libs -j2
-    - name: Add TBB to PATH
-      shell: powershell
-      run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
-    - name: Run mix/fun unit tests
-      shell: powershell
-      run: |
-        $MixFunTests = Get-ChildItem -Path test\unit\math\mix\fun\* -Include *.cpp | Resolve-Path -Relative
-        $NumberTests = $MixFunTests.Length
-        $HalfNumberTests = [math]::Floor($NumberTests / 2)
-        python.exe runTests.py $MixFunTests[($HalfNumberTests + 1)..($NumberTests - 1)]
-
     - name: Upload gtest_output xml
       uses: actions/upload-artifact@v4
       if: failure()

.gitignore

@@ -36,6 +36,8 @@ benchmarks/*.csv
 *.exe
 *.a
 
+#build directory
+/build/**
 # Intel template building blocks (TBB)
 lib/tbb
 

CMakeLists.txt

@@ -0,0 +1,236 @@
+cmake_minimum_required(VERSION 3.16.3)
+project(
+    stanmath
+    VERSION 0.0.1
+    LANGUAGES C CXX)
+
+include(FetchContent)
+set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_CXX_STANDARD_REQUIRED YES)
+set(CMAKE_CXX_EXTENSIONS NO)
+set(CMAKE_VERBOSE_MAKEFILE YES)
+cmake_policy(SET CMP0069 NEW)
+# Configuration Options
+option(STAN_BUILD_DOCS "Build the Stan Math library documentation" OFF)
+option(STAN_TEST_HEADERS "Build the targets for the header checks" OFF)
+option(STAN_NO_RANGE_CHECKS "Disable range checks within the Stan library" OFF)
+option(STAN_MPI "Enable MPI support" OFF)
+option(STAN_OPENCL "Enable OpenCL support" OFF)
+set(STAN_OPENCL_DEVICE_ID "0" CACHE STRING "Set the OpenCL Device ID at compile time" FORCE)
+set(STAN_OPENCL_PLATFORM_ID "0" CACHE STRING "Set the OpenCL Platform ID at compile time" FORCE)
+set(STAN_INTEGRATED_OPENCL "0" CACHE STRING "Whether the platform and device can use integrated opencl features" FORCE)
+message(STATUS "OpenCL Platform: " ${STAN_OPENCL_PLATFORM_ID})
+message(STATUS "OpenCL Device: " ${STAN_OPENCL_DEVICE_ID})
+option(STAN_THREADS "Enable multi-threading support" OFF)
+if(STAN_NO_RANGE_CHECKS)
+    add_compile_definitions(STAN_NO_RANGE_CHECKS)
+endif()
+if(POLICY CMP0069)
+  cmake_policy(SET CMP0069 NEW)
+endif()
+
+# Set compiler flags
+if(CMAKE_CXX_COMPILER_ID MATCHES "Clang")
+    add_compile_options(-Wno-deprecated-declarations)
+    if(APPLE)
+        add_compile_options(-Wno-unknown-warning-option -Wno-tautological-compare -Wno-sign-compare)
+    endif()
+elseif(CMAKE_CXX_COMPILER_ID STREQUAL "GNU")
+    add_compile_options(-Wno-sign-compare)
+endif()
+
+add_compile_options(
+  -DNO_FPRINTF_OUTPUT
+  -DBOOST_DISABLE_ASSERTS
+  -DTBB_INTERFACE_NEW
+  -D_REENTRANT
+  -Wno-deprecated-declarations
+  -Wall )
+
+if(STAN_THREADS)
+    add_compile_definitions(STAN_THREADS)
+endif()
+
+if(STAN_MPI)
+    find_package(MPI REQUIRED)
+    add_compile_definitions(STAN_MPI)
+    add_compile_options(-Wno-delete-non-virtual-dtor)
+endif()
+
+# Handle OpenCL if necessary
+if(STAN_OPENCL)
+    # Externally provided libraries
+    FetchContent_Declare(OpenCLHeaders
+            GIT_REPOSITORY https://github.com/KhronosGroup/OpenCL-CLHPP
+            GIT_TAG v2.0.15)
+    FetchContent_MakeAvailable(OpenCLHeaders)
+    find_package(OpenCL REQUIRED)
+    add_compile_definitions(STAN_OPENCL OPENCL_DEVICE_ID=${STAN_OPENCL_DEVICE_ID}
+      OPENCL_PLATFORM_ID=${STAN_OPENCL_PLATFORM_ID} CL_HPP_TARGET_OPENCL_VERSION=120
+      CL_HPP_MINIMUM_OPENCL_VERSION=120 CL_HPP_ENABLE_EXCEPTIONS INTEGRATED_OPENCL=${STAN_INTEGRATED_OPENCL})
+    add_compile_options(-Wno-ignored-attributes)
+
+endif()
+
+# Externally provided libraries
+FetchContent_Declare(googletest
+        DOWNLOAD_EXTRACT_TIMESTAMP ON
+        GIT_REPOSITORY https://github.com/google/googletest.git
+        GIT_TAG main)
+FetchContent_Declare(googlebenchmark
+        DOWNLOAD_EXTRACT_TIMESTAMP ON
+        GIT_REPOSITORY https://github.com/google/benchmark.git
+        GIT_TAG main) # need master for benchmark::benchmark
+
+FetchContent_MakeAvailable(googletest googlebenchmark)
+
+
+if(STAN_USE_SYSTEM_TBB)
+  find_package(TBB REQUIRED)
+else()
+  FetchContent_Declare(
+    tbb
+    DOWNLOAD_EXTRACT_TIMESTAMP ON
+    GIT_REPOSITORY https://github.com/oneapi-src/oneTBB
+    GIT_TAG        v2021.7.0  # adjust this to the version you need
+    CMAKE_ARGS -DTBB_STRICT=OFF -DTBB_TEST=OFF
+    CMAKE_CACHE_ARGS -DTBB_STRICT:BOOL=OFF -DTBB_TEST:BOOL=OFF
+  )
+  FetchContent_GetProperties(tbb)
+    if(NOT tbb_POPULATED)
+    FetchContent_Populate(tbb)
+    # Add the fetched content to your build
+    set(TBB_STRICT OFF CACHE BOOL "Treat compiler warnings as errors")
+    add_subdirectory(${tbb_SOURCE_DIR} ${tbb_BINARY_DIR})
+    endif()
+endif()
+# For tbb
+add_compile_options(-Wno-error -Wno-unused-value)
+if(POLICY CMP0069)
+  cmake_policy(SET CMP0069 NEW)
+endif()
+if(STAN_USE_SYSTEM_EIGEN)
+  find_package(Eigen3 REQUIRED)
+else()
+  set(EIGEN_BUILD_DOC OFF)
+  # note: To disable eigen tests,
+  # you should put this code in a add_subdirectory to avoid to change
+  # BUILD_TESTING for your own project too since variables are directory
+  # scoped
+  set(EIGEN_BUILD_BTL OFF)
+  set(EIGEN_BUILD_TESTING OFF)
+  set(EIGEN_BUILD_PKGCONFIG OFF)
+  set(EIGEN_LEAVE_TEST_IN_ALL_TARGET OFF)
+  FetchContent_Declare(
+    Eigen
+    DOWNLOAD_EXTRACT_TIMESTAMP ON
+    GIT_REPOSITORY https://gitlab.com/libeigen/eigen.git
+    GIT_TAG 3.4.0)
+  FetchContent_MakeAvailable(Eigen)
+  #TODO: Need to just put dependency file in subdirectory
+  # since macros are directory scoped
+  set(BUILD_TESTING ON)
+  set(EIGEN_BUILD_TESTING ON)
+endif()
+
+if (STAN_USE_SYSTEM_SUNDIALS)
+  find_package(SUNDIALS REQUIRED)
+else()
+  FetchContent_Declare(
+    sundials
+    DOWNLOAD_EXTRACT_TIMESTAMP ON
+    GIT_REPOSITORY https://github.com/LLNL/sundials
+    GIT_TAG        v7.1.1
+      # adjust this to the version you need
+  )
+  FetchContent_GetProperties(sundials)
+  if(NOT sundials_POPULATED)
+    FetchContent_Populate(sundials)
+    add_subdirectory(${sundials_SOURCE_DIR} ${sundials_BINARY_DIR})
+  endif()
+endif()
+
+set(BOOST_NUMERIC_ODEINT_NO_ADAPTORS ON)
+if (STAN_USE_SYSTEM_BOOST)
+  find_package(Boost REQUIRED)
+else()
+  set(Boost_USE_STATIC_LIBS ON)
+  set(Boost_USE_STATIC_RUNTIME ON)
+  set(BOOST_ENABLE_CMAKE ON)
+  set(BUILD_SHARED_LIBS OFF)
+  set(BOOST_DETAILED_CONFIGURE ON)
+  set(BOOST_ENABLE_PYTHON OFF)
+  set(BOOST_BUILD_TESTS OFF)
+  set(CMAKE_BUILD_TYPE Release)
+  set(BOOST_ENABLE_MPI ${STAN_MPI})
+
+  set(BOOST_INCLUDE_LIBRARIES math numeric/odeint lexical_cast optional random mpi serialization)
+  FetchContent_Declare(
+    Boost
+    DOWNLOAD_EXTRACT_TIMESTAMP ON
+    URL https://github.com/boostorg/boost/releases/download/boost-1.86.0/boost-1.86.0-cmake.tar.xz
+  )
+  FetchContent_MakeAvailable(Boost)
+endif()
+# Library target
+add_library(stanmath INTERFACE)  # Assuming you only have headers
+target_include_directories(stanmath INTERFACE
+    $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
+    $<INSTALL_INTERFACE:include>)
+
+# If you have sources, specify them and use add_library(stanmath SHARED or STATIC) instead
+
+include(GNUInstallDirs)
+install(DIRECTORY stan/ DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/stan)
+install(TARGETS stanmath
+        EXPORT stanmathTargets
+        INCLUDES DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
+
+# Export targets
+install(EXPORT stanmathTargets
+        FILE stanmathTargets.cmake
+        NAMESPACE stanmath::
+        DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/stanmath)
+
+include(CMakePackageConfigHelpers)
+write_basic_package_version_file(
+    "stanmathConfigVersion.cmake"
+    VERSION ${PROJECT_VERSION}
+    COMPATIBILITY SameMajorVersion)
+
+install(FILES "stanmathConfig.cmake"
+              "${CMAKE_CURRENT_BINARY_DIR}/stanmathConfigVersion.cmake"
+        DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/stanmath)
+
+# add docs
+if (STAN_BUILD_DOCS)
+find_package(Doxygen REQUIRED)
+
+add_custom_target(
+  doxygen ALL
+  COMMAND mkdir -p doc/api
+  COMMAND
+    ${DOXYGEN_EXECUTABLE} ${CMAKE_CURRENT_SOURCE_DIR}/doxygen/doxygen.cfg
+  COMMAND cp ${CMAKE_CURRENT_SOURCE_DIR}/doxygen/pretty_stuff/eigen_navtree_hacks.js ${CMAKE_CURRENT_SOURCE_DIR}/doc/api/html/eigen_navtree_hacks.js
+  COMMENT "Generating API documentation with Doxygen"
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+  VERBATIM
+)
+endif()
+
+set(CMAKE_POSITION_INDEPENDENT_CODE ON)
+include(CheckIPOSupported)
+check_ipo_supported(RESULT flto_support OUTPUT error LANGUAGES CXX)
+
+# Becuase of bug with mingw
+# lto1.exe: error: two or more sections for .gnu.lto__ZN4stan...
+IF (NOT WIN32)
+    if(flto_support)
+        set(CMAKE_INTERPROCEDURAL_OPTIMIZATION TRUE)
+    else()
+        message(WARNING "IPO/LTO is not supported: ${error}")
+    endif()
+endif()
+add_subdirectory(test)
+
+