Stan Math Library
differentiable C++ for linear algebra & probability
Download
Download stable releases or clone the repository directly from GitHub.

Stan Math Library Home (GitHub)
The library is headeronly, so there is nothing to install.
Documentation and Getting Started
A simple gettingstarted example for computing derivatives is provided in the
There is a make target to build the API documentation using doxygen (Doxygen).
Computing gradients of C++ functions is documented in the arXiv paper (arXiv).
Unit Testing
Unit tests aim to cover all of the library functionality.

Unit Test Instructions (GitHub)
Source Code and Issue Tracker
The Stan Math Library’s source code and issue tracker are hosted by GitHub.

standev/math (GitHub)
License
The Stan Math Library is opensource licensed under the

BSD 3Clause License (Open Source Initiative).