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Feature: Matrix Exponential #2043

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charlesm93 opened this issue Aug 31, 2016 · 1 comment
Closed

Feature: Matrix Exponential #2043

charlesm93 opened this issue Aug 31, 2016 · 1 comment
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@charlesm93
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feature new function
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v2.13.0

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@charlesm93
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Summary:

A function that takes in a matrix and returns the matrix exponential of the matrix.

Description:

Use the matrix exponential function from Eigen/Unsupported and make it AD compatible by overloading a few functions with var and fvar.

Additional Information:

Issue on stan-dev/math can be found here: stan-dev/math#32 (comment)

Current Version:

v2.11.0
@bob-carpenter
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Included with #2114

@syclik syclik modified the milestone: v2.13.0 Nov 25, 2016
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@syclik @bob-carpenter @charlesm93