Update to Eigen 3.4 (#2583)

* Update Eigen and fix Stan headers

* Undo old changes

* [Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1

* Remove missed testing changes

* Fix include errors

* Add error check for inv_wishart_cholesky

* Prob test failures fix

* Trigger CI

* Prob test fix

* Trigger CI

* update to newest version of 3.4

* Run tests with suspected commit reverted

* Trigger CI

* Revert "Run tests with suspected commit reverted"

This reverts commit 935a52f.

* Split up eigenvectors_test file

* [Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1

* Split up eigendecompoe_identity_test file

* [Jenkins] auto-formatting by clang-format version 10.0.0-4ubuntu1

---------

Co-authored-by: Andrew Johnson <[email protected]>
Co-authored-by: Stan BuildBot <[email protected]>
Co-authored-by: Brian Ward <[email protected]>

Author: 4 people

README.md

@@ -1,28 +1,28 @@
-<div><a href="https://zenodo.org/badge/latestdoi/38388440"><img src="https://zenodo.org/badge/38388440.svg"/></a></div>
-
-The <b>Stan Math Library</b> 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.
-
-
-Documentation, Installation, and Examples
---------------
-
-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-reference articles in the wiki as they are outdated and not maintained.
-
-[mc-stan.org/math](https://mc-stan.org/math/)
-
-
-Licensing
----------
-The Stan Math Library is licensed under the [new BSD
-license](https://github.com/stan-dev/math/blob/develop/LICENSE%2Emd).
-
-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](https://github.com/stan-dev/stan/wiki/Stan-Licensing).
+<div><a href="https://zenodo.org/badge/latestdoi/38388440"><img src="https://zenodo.org/badge/38388440.svg"/></a></div>
+
+The <b>Stan Math Library</b> 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.
+
+
+Documentation, Installation, and Examples
+--------------
+
+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.
+
+[mc-stan.org/math](https://mc-stan.org/math/)
+
+
+Licensing
+---------
+The Stan Math Library is licensed under the [new BSD
+license](https://github.com/stan-dev/math/blob/develop/LICENSE%2Emd).
+
+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](https://github.com/stan-dev/stan/wiki/Stan-Licensing).