Update to Eigen 3.2.9

[bob-carpenter]

We'd like to use Eigen 3.2.9 (released 18.07.2016) for RStan because they've made private members of the unsupported matrix exponential class protected, which we need to extend them to our autodiff types for Stan (so we can provide differentiable steady-state solutions to systems of diff eqs).

I don't know what Eigen's or RcppEigen's schedules are for the stable version of 3.3.0, but that would also work for us assuming they roll in 3.2.9 changes---we've already updated Stan's integration to deal with all the changes in 3.3.0. It'll be at least a month or two from now until we're ready to roll out matrix exponentials.

[eddelbuettel]

A new release mostly consists of carefully diff'ing what was in the last one, and then checking what goes into the next. As @yixuan and I are a little tied, could you maybe lead the charge with a PR?

Else we will try to get to it but it could take days or longer...

I cannot speak to 3.3.0. That is Eigen upstream, and I don't have a close upstream/downstream relationship with them.

[bob-carpenter]

We could do that (probably not me, because I barely understand R from a user perspective, much less from a developer perspective), but we're in no rush and I'm not sure what you need for the diff. Are there just sets of unit tests somewhere we can run?

[eddelbuettel]

That is part of running R CMD check ...name_of_tarball..., yes. Talk to some local R users (of which you have several) or wait for us. Ping us weekly if there is no progress.

If you're in no hurry we can probably get to it.

[bgoodri]

No rush but I can help if necessary.

[yixuan]

Hi All, I could help to make an update to RcppEigen later.

[eddelbuettel]

RcppEigen 0.3.2.9.0 is now on CRAN containing Eigen 3.2.9.

Special thanks to @yixuan for preparing it, and to @dmurdoch for shepherding it onto CRAN.

[bob-carpenter]

Thanks much (and sorry to clutter your issue).

[yixuan]

Great. Thank you Dirk!

[eddelbuettel]

My pleasure -- but thanks goes to you for the heavy lifting, and to @coatless for an extension. I just applied some spit and polish at the end (and clarified things during the CRAN admission process).