[eigen] Stan project using Eigen

[ Thread Index | Date Index | More lists.tuxfamily.org/eigen Archives ]


Speaking of the projects that use Eigen list...

We finally released the official version of Stan,
our BSD-licensed statistical model compiler and C++ API:

  http://mc-stan.org/

The multivariate component for vector, row vector and
matrix data types, operations and solvers is all Eigen.
Stan also depends on Boost, but is otherwise dependency
free (other than Google Test for the unit tests).

It includes, among other things, an extensible implementation
of reverse-mode automatic (algorithmic) differentiation
for calculating gradients of matrix operations and solvers,
with a wide range of special functions and probability functions.

We haven't yet solved the mixed-operation type problem, so right
now the code has a combination of hand-unrolled basic matrix
operations and promoting non-variable arguments to auto-dif
variables where necessary in solvers.

- Bob



Mail converted by MHonArc 2.6.19+ http://listengine.tuxfamily.org/