Add missing checks on unconstraining functions

[WardBrian]

Summary

Unlike e.g. cholesky_factor_free, cholesky_factor_corr_free wasn't checking its inputs. This means that an incorrectly specified user initialization would be silently accepted and unconstrained/reconstrained back to a somewhat arbitrary point, rather than the error every other type provides.

Closes #3380, #3379

Tests

Side Effects

Release notes

Add missing checks to a few unconstraining functions used by initialization.

Checklist

• Copyright holder: Simons Foundation
  The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
  - Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
  - Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

• the basic tests are passing

  • unit tests pass (to run, use: ./runTests.py test/unit)
  • header checks pass, (make test-headers)
  • dependencies checks pass, (make test-math-dependencies)
  • docs build, (make doxygen)
  • code passes the built in C++ standards checks (make cpplint)

• the code is written in idiomatic C++ and changes are documented in the doxygen

• the new changes are tested

[stan-buildbot]

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
stat_comp_benchmarks/benchmarks/gp_regr/gen_gp_data.stan	0.04	0.04	1.02	2.22% faster
stat_comp_benchmarks/benchmarks/gp_regr/gp_regr.stan	0.17	0.16	1.02	2.33% faster
stat_comp_benchmarks/benchmarks/garch/garch.stan	0.85	0.86	0.99	-0.93% slower
stat_comp_benchmarks/benchmarks/low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	1.0	0.35% faster
stat_comp_benchmarks/benchmarks/eight_schools/eight_schools.stan	0.11	0.11	1.0	0.04% faster
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix/low_dim_gauss_mix.stan	8.42	8.29	1.01	1.47% faster
stat_comp_benchmarks/benchmarks/gp_pois_regr/gp_pois_regr.stan	3.71	3.7	1.0	0.1% faster
stat_comp_benchmarks/benchmarks/pkpd/one_comp_mm_elim_abs.stan	32.44	32.13	1.01	0.93% faster
stat_comp_benchmarks/benchmarks/pkpd/sim_one_comp_mm_elim_abs.stan	0.39	0.38	1.02	2.17% faster
stat_comp_benchmarks/benchmarks/irt_2pl/irt_2pl.stan	6.6	6.64	0.99	-0.52% slower
stat_comp_benchmarks/benchmarks/sir/sir.stan	135.65	135.08	1.0	0.42% faster
stat_comp_benchmarks/benchmarks/arK/arK.stan	3.26	3.21	1.02	1.52% faster
stat_comp_benchmarks/benchmarks/arma/arma.stan	0.6	0.6	1.0	0.34% faster
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	24.94	25.24	0.99	-1.21% slower
performance.compilation	410.92	411.3	1.0	-0.09% slower
Mean result: 1.006267328233314

Jenkins Console Log
Jenkins Build Stages
Commit hash: d04d4d98d98e4f20ef42144427690b525ed1523f

Machine information

Distributor ID:	Ubuntu
Description:	Ubuntu 20.04.3 LTS
Release:	20.04
Codename:	focal

CPU:

Architecture:                            x86_64
CPU op-mode(s):                          32-bit, 64-bit
Byte Order:                              Little Endian
Address sizes:                           52 bits physical, 57 bits virtual
CPU(s):                                  192
On-line CPU(s) list:                     0-191
Thread(s) per core:                      2
Core(s) per socket:                      48
Socket(s):                               2
NUMA node(s):                            2
Vendor ID:                               AuthenticAMD
CPU family:                              25
Model:                                   17
Model name:                              AMD EPYC 9474F 48-Core Processor
Stepping:                                1
Frequency boost:                         enabled
CPU MHz:                                 1497.346
CPU max MHz:                             4114.4229
CPU min MHz:                             1500.0000
BogoMIPS:                                7189.04
Virtualization:                          AMD-V
L1d cache:                               3 MiB
L1i cache:                               3 MiB
L2 cache:                                96 MiB
L3 cache:                                512 MiB
NUMA node0 CPU(s):                       0-47,96-143
NUMA node1 CPU(s):                       48-95,144-191
Vulnerability Gather data sampling:      Not affected
Vulnerability Indirect target selection: Not affected
Vulnerability Itlb multihit:             Not affected
Vulnerability L1tf:                      Not affected
Vulnerability Mds:                       Not affected
Vulnerability Meltdown:                  Not affected
Vulnerability Mmio stale data:           Not affected
Vulnerability Reg file data sampling:    Not affected
Vulnerability Retbleed:                  Not affected
Vulnerability Spec rstack overflow:      Mitigation; Safe RET
Vulnerability Spec store bypass:         Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1:                Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2:                Mitigation; Enhanced / Automatic IBRS; IBPB conditional; STIBP always-on; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds:                     Not affected
Vulnerability Tsa:                       Mitigation; Clear CPU buffers
Vulnerability Tsx async abort:           Not affected
Vulnerability Vmscape:                   Mitigation; IBPB before exit to userspace
Flags:                                   fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush mmx fxsr sse sse2 ht syscall nx mmxext fxsr_opt pdpe1gb rdtscp lm constant_tsc rep_good amd_lbr_v2 nopl xtopology nonstop_tsc cpuid extd_apicid aperfmperf rapl pni pclmulqdq monitor ssse3 fma cx16 pcid sse4_1 sse4_2 x2apic movbe popcnt aes xsave avx f16c rdrand lahf_lm cmp_legacy svm extapic cr8_legacy abm sse4a misalignsse 3dnowprefetch osvw ibs skinit wdt tce topoext perfctr_core perfctr_nb bpext perfctr_llc mwaitx cpb cat_l3 cdp_l3 hw_pstate ssbd mba perfmon_v2 ibrs ibpb stibp ibrs_enhanced vmmcall fsgsbase bmi1 avx2 smep bmi2 erms invpcid cqm rdt_a avx512f avx512dq rdseed adx smap avx512ifma clflushopt clwb avx512cd sha_ni avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local user_shstk avx512_bf16 clzero irperf xsaveerptr rdpru wbnoinvd amd_ppin cppc arat npt lbrv svm_lock nrip_save tsc_scale vmcb_clean flushbyasid decodeassists pausefilter pfthreshold avic v_vmsave_vmload vgif x2avic v_spec_ctrl vnmi avx512vbmi umip pku ospke avx512_vbmi2 gfni vaes vpclmulqdq avx512_vnni avx512_bitalg avx512_vpopcntdq la57 rdpid overflow_recov succor smca fsrm flush_l1d debug_swap

G++:

g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:

clang version 10.0.0-4ubuntu1 
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

[andrjohns]

LGTM!