update csr_matrix_times_vector w adjoint update. Uncomment tests for to_soa_sparse_matrix

Author: SteveBronder

stan/math/rev/fun/csr_matrix_times_vector.hpp

@@ -75,14 +75,7 @@ inline auto csr_matrix_times_vector(int m, int n, const T1& w,
         = to_soa_sparse_matrix<Eigen::RowMajor>(m, n, w, u_arena, v_arena);
     arena_t<return_t> res = w_mat_arena.val() * value_of(b_arena);
     reverse_pass_callback([res, w_mat_arena, b_arena]() mutable {
-      for (int k = 0; k < w_mat_arena.adj().outerSize(); ++k) {
-        for (typename sparse_var_value_t::vari_type::InnerIterator it(
-                 w_mat_arena.adj(), k);
-             it; ++it) {
-          it.valueRef()
-              += res.adj().coeff(it.row()) * b_arena.val().coeff(it.col());
-        }
-      }
+      w_mat_arena.adj() += res.adj() * b_arena.val().transpose();
       b_arena.adj() += w_mat_arena.val().transpose() * res.adj();
     });
     return return_t(res);
@@ -102,13 +95,7 @@ inline auto csr_matrix_times_vector(int m, int n, const T1& w,
     auto b_arena = to_arena(value_of(b));
     arena_t<return_t> res = w_mat_arena.val() * b_arena;
     reverse_pass_callback([res, w_mat_arena, b_arena]() mutable {
-      for (int k = 0; k < w_mat_arena.adj().outerSize(); ++k) {
-        for (typename sparse_var_value_t::vari_type::InnerIterator it(
-                 w_mat_arena.adj(), k);
-             it; ++it) {
-          it.valueRef() += res.adj().coeff(it.row()) * b_arena.coeff(it.col());
-        }
-      }
+      w_mat_arena.adj() += res.adj() * b_arena.transpose();
     });
     return return_t(res);
   }

test/unit/math/rev/fun/to_soa_sparse_matrix_test.cpp

@@ -4,7 +4,7 @@
 #include <stan/math/rev/core.hpp>
 #include <test/unit/math/rev/util.hpp>
 #include <vector>
-/*
+
 TEST_F(AgradRev, to_soa_sparse_matrix_matrix_double) {
   using stan::math::var;
   using stan::math::var_value;
@@ -40,7 +40,7 @@ TEST_F(AgradRev, to_soa_sparse_matrix_matrix_var) {
     EXPECT_EQ(w_mat_arena.val().valuePtr()[i], w.val()(i));
   }
 }
-*/
+
 
 TEST_F(AgradRev, to_soa_sparse_matrix_var_matrix) {
   using stan::math::to_soa_sparse_matrix;