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Welcome to the Stan Math Library (Math). The Math library is a C++ automatic differentiation library. It is designed to be usable, extensive and extensible, efficient, scalable, stable, portable, and redistributable in order to facilitate the construction and utilization of algorithms that utilize derivatives.
The Stan Math Library is licensed under the new BSD license.
This wiki is meant for two audiences: users and developers. It is currently a work in progress. Please feel free to edit the pages or make suggestions on our forums.
|User Resources||Developer Resources|
|How to use the Stan Math Library.||Implementation details and how to contribute.|
|Quick Start||Developer Doc|
If you have any questions, please feel free to ask on the Stan forums.
- arXiv paper describing implementation details for reverse-mode: "The Stan Math Library: Reverse-Mode Automatic Differentiation in C++"
- C++ doxygen documentation: http://mc-stan.org/math/