Merge pull request #3071 from nhuurre/zero-dim-metric

Fix size-zero mass matrix

Author: mitzimorris

src/stan/mcmc/hmc/base_hmc.hpp

@@ -93,6 +93,12 @@ class base_hmc : public base_mcmc {
   void init_stepsize(callbacks::logger& logger) {
     ps_point z_init(this->z_);
 
+    // step size is meaningless in zero-dimensional space
+    if (this->z_.q.size() == 0) {
+      this->nom_epsilon_ = std::numeric_limits<double>::quiet_NaN();
+      return;
+    }
+
     // Skip initialization for extreme step sizes
     if (this->nom_epsilon_ == 0 || this->nom_epsilon_ > 1e7
         || std::isnan(this->nom_epsilon_))

src/stan/mcmc/hmc/hamiltonians/dense_e_point.hpp

@@ -43,6 +43,8 @@ class dense_e_point : public ps_point {
    */
   inline void write_metric(stan::callbacks::writer& writer) {
     writer("Elements of inverse mass matrix:");
+    if (inv_e_metric_.rows() == 0)
+      writer("");
     for (int i = 0; i < inv_e_metric_.rows(); ++i) {
       std::stringstream inv_e_metric_ss;
       inv_e_metric_ss << inv_e_metric_(i, 0);

src/stan/mcmc/hmc/hamiltonians/diag_e_point.hpp

@@ -44,7 +44,8 @@ class diag_e_point : public ps_point {
   inline void write_metric(stan::callbacks::writer& writer) {
     writer("Diagonal elements of inverse mass matrix:");
     std::stringstream inv_e_metric_ss;
-    inv_e_metric_ss << inv_e_metric_(0);
+    if (inv_e_metric_.size() > 0)
+      inv_e_metric_ss << inv_e_metric_(0);
     for (int i = 1; i < inv_e_metric_.size(); ++i)
       inv_e_metric_ss << ", " << inv_e_metric_(i);
     writer(inv_e_metric_ss.str());

src/stan/services/util/validate_dense_inv_metric.hpp

@@ -18,8 +18,9 @@ namespace util {
 inline void validate_dense_inv_metric(const Eigen::MatrixXd& inv_metric,
                                       callbacks::logger& logger) {
   try {
-    stan::math::check_pos_definite("check_pos_definite", "inv_metric",
-                                   inv_metric);
+    if (inv_metric.size() > 0)
+      stan::math::check_pos_definite("check_pos_definite", "inv_metric",
+                                     inv_metric);
   } catch (const std::domain_error& e) {
     logger.error("Inverse Euclidean metric not positive definite.");
     throw std::domain_error("Initialization failure");

src/test/unit/services/util/inv_metric_test.cpp

@@ -120,6 +120,16 @@ TEST(inv_metric, read_dense_OK) {
   ASSERT_NEAR(0.8274, inv_inv_metric(8), 0.000001);
 }
 
+TEST(inv_metric, read_dense_sz0) {
+  stan::callbacks::logger logger;
+  stan::io::dump dmp = stan::services::util::create_unit_e_dense_inv_metric(0);
+  Eigen::MatrixXd inv_inv_metric
+      = stan::services::util::read_dense_inv_metric(dmp, 0, logger);
+  EXPECT_EQ(0, inv_inv_metric.size());
+  EXPECT_EQ(0, inv_inv_metric.rows());
+  EXPECT_EQ(0, inv_inv_metric.cols());
+}
+
 TEST(inv_metric, read_dense_bad1) {
   stan::callbacks::logger logger;
   std::string txt