Add `check_foreach(...)` function that does multiple checks at once on an array or matrix

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cpp
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backend

调研方向

Start by reading the existing check_not_nan, check_positive, and check_finite implementations, including their vectorized overloads and index-reporting behavior. Define the lambda interfaces and confirm how check_foreach should handle arrays and Eigen matrices; it is done when one traversal performs all requested checks while preserving the failing index in errors.

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描述

code cleanup new function

Often we have code that does a series of checks on an std::vector or Eigen matrix like the following

   check_not_nan(function, "log odds parameter", beta);    
   check_positive(function, "log odds parameter", beta);
   check_finite(function, "log odds parameter", beta);

The issue is that this causes three separate passes over beta. If beta is a large vector this can be kind of expensive.

We could make this nicer via one of two schems

  1. Just use a loop for these types of checks
for (auto&& beta_i : beta) 
   check_not_nan(function, "log odds parameter", beta_i);    
   check_positive(function, "log odds parameter", beta_i);
   check_finite(function, "log odds parameter", beta_i);
}

But then we lose the nice information that the vectorized checks do where it also tells us what index caused the errors.

  1. A check_foreach function that checks multiple things at every line.
    For this we would also need lambdas for each of the check functions. The user would call something like this
check_foreach(function, "log odds parameter", beta, check_not_nan_p, check_positive_p, check_finite_p);

Under the hood this would expand into a loop that handles all of the indexing so that the end error still has the correct index information.

for (Eigen::Index = 0; i < x.size(); i++) {
  check_not_nan_p(function, name, x[i], i);  
  check_positive_p(function, name, x[i], i);  
  check_finite_p(function, name, x[i], i);  
}

So then we only do one pass over the memory and still get the pretty checks

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从这里开始

  1. 先读完整个 Issue，再读项目的贡献指南。
  2. 在 Issue 下留言说明你要接手 —— 这能避免两个人做同样的事。
  3. Fork 仓库，在一个分支上完成修改。
  4. 提交 Pull Request，并在描述里引用这个 Issue 编号。

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