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Releases: stan-dev/math

v2.17.1

11 Dec 17:35
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Bug Fixes

  • Fix performance regression in 2.17.0 (#667)

v2.17.0

06 Sep 02:57
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v.2.17.0 (05 September 2017)

New Features

Other

v2.16.0

15 Jun 18:15
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v.2.16.0 (15 June 2017)

New Features

  • New append_array function
  • Add categorical_logit_rng function

Bug Fixes

  • Align gamma_* function parameter names with documentation

Other

  • Update to Eigen 3.3.3
  • Support g++ 4.9
  • Fix overload logic in mdivide_left_tri_low so that it calls the var version of mdivide_left_tri where appropriate.
  • Check consistent size of state and dy_dt in ode_system
  • OperandsAndPartials refactor with new multivariate / nested container support
  • Update LLT to inplace decomposition per eigen 3.3 doc
  • Disable printf functions from CVODES

v2.15.0

13 Apr 19:21
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v.2.15.0 (13 April 2017)

New Features

  • Efficient blocking algorithm for gradient of the Cholesky (#384)
  • Univariate normal distribution on sufficient statistics (#38)
  • New to_matrix function for real arrays(real[]) (#467)
  • New specialization of stan::math::array_builder for matrix types (#496)

Bug Fixes

  • Fixes to hypergeometric functions (#487)

Other

  • Speedup for categorical_rng (#503)
  • Speedup for non-stiff ODE integration (#512)
  • Refactor VectorView into scalar_seq_view (#464)
  • Deprecate _log distribution functions; use _lpdf / _lpmf / _lcdf / _lccdf (#320)

v2.14.0

26 Dec 20:22
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v.2.14.0 (26 December 2016)

Bug Fixes

  • neg_binomial_2_log problem with large values of phi (#463)

Other

  • Remove check_equal() function (#398)

v2.13.0

25 Nov 15:42
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v2.13.0 (25 November 2016)

New Features

  • vectorization of unary functions (#347)
  • specialized gradients for cov_exp_quad for amplitude and/or length-scale
    parameters and input data (#353)
  • math library is consistent with Eigen 3.2.9 and 3.3.0 (#432, #429)
  • added choose(n, k) function (#400)
  • added bernoulli_logit_rng function (#258)

Bug Fixes

  • beta_rng no longer returns NaN
  • fixed memory issue with cholesky_decompose in reverse-mode (#415)
  • no more multiple definitions when including Stan headers in
    multiple source files (#394)
  • fixed broken _MSC_VER conditionals and remove math.h includes (#370)

Other

  • chi-square test in RNG testing pulled into utility function (#412)
  • error check functions are now all void functions (#382)
  • remove math.h includes (#277)
  • update to Boost 1.62.0 (#435)

v2.12.0

07 Sep 01:55
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v2.12.0 (6 September 2016)

New Features

  • update to Eigen 3.2.9 (#362)
  • lots of unary functions vectorized (#202)
  • reverse-mode gradients for matrix/matrix multiply,
    matrix/vector multiply, and vector/vector multiply
    received rewrites and significant speed ups for
    large matrices/vectors (#323)

Bug Fixes

  • fixed exception handling with CVODES for g++6 (#348)
  • squashed warnings with g++6 (#345)
  • enforce symmetry on cov_matrix parameter inverse transform (#342)
  • added int overload for log(), exp(), log2(), and log1p() to resolve
    ambiguity with g++6 (#327)
  • sort_asc and sort_desc check for NaN (#253)
  • wiener_log: raise exception for tau >= y (#150)
  • stopped printing matrices in check functions (#146)
  • added check for positive definiteness in multi_normal_rng (#44)

Other

  • added multi-core to travis builds (#373)
  • fixed makefile to recognize N_TESTS (#367)
  • updated error message for check_bounded() (#332)
  • made the use of stan::math namespace within the math library
    more consistent (#331)
  • reimplemented integer division (#329)
  • added test for multiple translation units (#328)
  • updated costs for Eigen::NumTraits (#233)
  • worked on getting the Math library working with Eigen 3.3-beta (#187)

v2.11.0

27 Jul 17:29
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v2.11.0 (27 July 2016)

New Features

  • vectorization of a many unary math functions (#202)

Bug Fixes

  • throw exception on integer divide by 0 (#321)
  • allow inclusing of Stan headers in multiple translation units (#311)

v2.10.0

17 Jun 15:09
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v2.10.0 (17 June 2016)

New Features

  • append_row and append_col for scalars (stan-dev/stan #1347)
  • PYTHON2 property in makefile for 2.x requirement for
    cpplint (#300)
  • refactored general ODE interface and add CVODES bdf
    integrator (#262, #293, #281, #284, #288)
  • rename integrate_ode to integrate_ode_rk45 (#292)
  • update to Eigen 3.2.8 (#256)
  • efficiency improvement in value_of and value_of_rec (#249)
  • generalize dependencies in runTests.py (#247)
  • untangle include dependencies, add finer headers (#246)
  • std::vector version of value_of and value_of_rec (#243)
  • doc for is_vector_like and more tests (#241)
  • issue and pull-request templates on GitHub (#237)
  • top-level includes by shape and autodiff type (#236)
  • upgrade to Boost 1.60 (#221)
  • unary vectorization infrastructure (#202)
  • ODE integrator fails if precision not reachable (#179)

Bug Fixes

  • fix elementwise division argument cast problem with
    operator/(matrix, var) not compiling (#290)
  • fix QR decomposition segfault for no-square matrices (#286)
  • fix off-by-one bug in nested Jacobian autodiff in degenerate
    set_zero_all_adjoints_nested() call (#278)
  • squash compiler warnings in OperandsAndPartials (#274)
  • ifdef out residual Sundials (CVODES) print statements (#257)
  • fix binomial coefficient branch to remove integer division and
    rounding (#239)
  • refine clean-all make target to remove .d files (#234)
  • fix Jacobian bug returning transposed result (#230)
  • include stdexcept so container_view header compiles (#223)

v2.9.0

04 Dec 03:11
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v2.9.0 (3 December 2015)

New Features

  • Added container_view (#103)
  • Improved derivative calculation for beta_cdf (#124)
  • Gradients computed for cholesky_decompose (#125)
  • Added functions for sparse matrix multiplication (#159)
  • Changed the unit_vector transformation (#204)

Bug Fixes

  • Check inputs for cholesky_decompose (#48)
  • Fixed documentation for wiener.hpp (#140)

Other

  • Cleaned up couple_ode_system for clarity (#180)
  • Additional forward mode specializations (#16, #17)
  • Removed unused chaintable base class (#183)
  • Updated clang++ compiler options to supress warnings (#197)
  • Fixed some unit tests (#199)
  • Replaced top-level using statements (#207)