The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.

Project Name | Stars | Downloads | Repos Using This | Packages Using This | Most Recent Commit | Total Releases | Latest Release | Open Issues | License | Language |
---|---|---|---|---|---|---|---|---|---|---|

Math | 678 | 11 hours ago | 276 | bsd-3-clause | C++ | |||||

The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving. | ||||||||||

Vistan | 12 | 7 months ago | 13 | December 14, 2020 | 2 | gpl-3.0 | Python | |||

A simple library to run variational inference on Stan models. | ||||||||||

Plumed2 Automatic Gradients | 4 | 4 years ago | lgpl-3.0 | C++ | ||||||

How to differentiate collective variables in free energy codes: Computer-algebra code generation and automatic differentiation | ||||||||||

Lua Ad Reverse | 2 | 9 years ago | C | |||||||

Lua Reverse Mode Automatic Differentiation |

Alternatives To MathSelect To Compare

Alternative Project Comparisons

Readme

The **Stan Math Library** is a C++, reverse-mode automatic
differentiation library 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.

All of Stan math's documentation is hosted on our website below. Please do not reference articles in the wiki as they are outdated and not maintained.

The Stan Math Library is licensed under the new BSD license.

The Stan Math Library depends on the Intel TBB library which is licensed under the Apache 2.0 license. This dependency implies an additional restriction as compared to the new BSD license alone. The Apache 2.0 license is incompatible with GPL-2 licensed code if distributed as a unitary binary. You may refer to the Licensing page on the Stan wiki.

Popular Stan Projects

Popular Automatic Differentiation Projects

Popular Mathematics Categories

Related Searches

Get A Weekly Email With Trending Projects For These Categories

No Spam. Unsubscribe easily at any time.

C Plus Plus

Mathematics

Intel

Boost

Eigen

Stan

Automatic Differentiation