Add an ARCHITECTURE.md file

[SteveBronder]

Description

@WardBrian brought up the idea of adding an ARCHITECTURE.md file to each of the Stan repos and I really like the idea. A long blog about these files can be found here but essentially it would be a markdown document that goes over each of the folders that exist in the repo, why they exist, and what is inside of them. It would also contain higher level documentation describing how the mechanics of the system work.

For Stan math that would be a file describing

• [ ] Each of fwd/prim/rev along with their subfolders
• [ ] An explanation of how they interconnect i.e. what happens when including only prim, rev, fwd, or all.
• [ ] How we seperate each of these folders with the requires
• [ ] An explainer on how our reverse and forward mode autodiff works, how the arena allocator and reverse pass callback scheme work
• [ ] test folder structure, and overview of the CI setup
• [ ] dependency overview
• [ ] Threading structure

Can anyone else think of more things that should be included in the ARCHITECTURE.md file?

Current Version:

v4.8.1

[WardBrian]

I have that exact blog post bookmarked for this idea 😉

I think the test folder structure, and overview of the CI setup would also belong.

Perhaps it would be better in the files for stan/cmdstan if they get their own, but an explanation of the various repos and how they are intertwined through submodules or downloading stanc3 would belong as well

[SteveBronder]

Updated initial comment with the test and CI stuff!