Stan Math Library
Summary:
Forward- and reverse-mode implementations for probability, linear algebra, and ODE applications.
URL: http://mc-stan.org/interfaces/math.html
Developers:
- Bob Carpenter
- Matt Hoffman
- Daniel Lee
- Ben Goodrich
- Michael Betancourt
- Marcus Brubaker
- Peter Li
- Marco Inacio
- Mitzi Morris
- Rob Trangucci
- Krzysztof Sakrejda
- Rayleigh Lei
- Sebastian Weber
| Mode: |
Forward Reverse |
| Method: |
Operator overloading |
| Supported Language: |
C/C++ |
Features:
Extensible, object-oriented reverse-mode automatic differentiation with arena-based memory management. Integrates Eigen for matrix and linear algebra operations, Boost for template programming, math, and parsing, and Sundials for stiff ODE solving. Also supplied with source-to-source compiler from Stan's domain-specific statistical modeling language to an autodiffable C++ class. BSD licensed.
Supported Platforms:
- Windows
- Unix/Linux
- Mac
- Application Server
Licensing: open source
Entries in our publication database that actually use Stan Math Library in the numerical experiments: 1
The following diagram shows these entries versus the year of the publication.
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| Year |