Stan Math Library
differentiable C++ for linear algebra & probability
Download stable releases or clone the repository directly from GitHub.
Stan Math Library Home (GitHub)
The library is no longer entirely header only and depends on both the Sundials differential equation solving library and the Intel Thread Building Blocks library.
Documentation and Getting Started
A simple getting-started 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 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.
The Stan Math Library is open-source licensed under the
BSD 3-Clause License (Open Source Initiative).