Investigate tests with very long run times

[rok-cesnovar]

Description

A few tests in our non-prob unit tests take an extraordinarily long amount of time to run.

We currently run 5005 tests in the Full Unit tests on Jenkins. 3343 of those run for less than a millisecond, 4418 less than 10 ms, 4760 less than 100ms and 4902 less than a second.

In total, the tests run for around 13-14 minutes, with the 100 tests that individually run for 1 or longer taking 12 minutes of the 13-14. This seems a bit surprising to me and I think we should investigate this. 13 minutes isn't a lot, but if we are wasting 10 minutes of those, I think it's worth taking a bit to not waste computationally cycles.

We might as well discover that all of these are needed.

Listing the top 15 tests that take almost 8 minutes to run in total:

Test	Links	Time [s]
choleskyDecomposeGeneral	link	68
choleskyDecomposeGeneralBig	link	62
lub_stdvec_lb_vec_ub_mat_constrain	link	51
offset_multiplier_stdvec_mu_vec_sigma_mat_constrain	link	37
complexPow	link	35
lub_stdvec_lb_mat_ub_vec_constrain	link	31
lub_stdvec_mat_scalar1_constrain	link	27
~~lorenz_test, param_and_data_finite_diff (ODE)~~	~~link~~	25
fallingFactorial_vec	link	23
offset_multiplier_stdvec_mu_mat_sigma_vec_constrain	link	22
offset_multiplier_stdvec_mat_scalar1_constrain	link	19
lub_stdvec_mat_scalar_constrain	link	17
matrixExpMultiply	link	14
~~harmonic_oscillator_test, param_and_data_finite_diff~~	~~link~~	13
offset_multiplier_stdvec_mat_scalar_constrain	link	12

All of these are tests in mix/.My feeling is that the constrain tests and Cholesky decomposition tests are unnecessarily big and could be easily reduced. ODEs are more difficult problems and my gut feeling there is that is expected.

Current Version:

v4.2.1

[wds15]

From the ode tests it is the djoint solver which is eating up most of the execution time. The adjoint solver must be run with high accuracy to get the precision required by the tests.

[rok-cesnovar]

Thanks @wds15! Will strike those out from the list then.