Quick Start

Using the Stan Math Library

If you're using the Stan Math Library, you should only include one header file. The most common one to include is stan/math.hpp.

To choose the correct include, you'll need to know two things:

• primitive (no auto-diff) vs reverse-mode autodiff vs forward-mode autodiff vs mixed autodiff (includes both reverse and forward-mode)
• scalar (no std::vector or Eigen::Matrix) vs array (std::vector, but no Eigen::Matrix) vs matrix (includes array)

Once you picked what you want to use, you'll include:

• stan/math/prim/scal.hpp for primitive and scalar
• stan/math/prim/arr.hpp for primitive and array
• stan/math/prim/mat.hpp for primitive and matrix
• stan/math/rev/scal.hpp for reverse-mode and scalar
• stan/math/rev/arr.hpp for reverse-mode and array
• stan/math/rev/mat.hpp for reverse-mode and matrix. This is what's included when you include stan/math.hpp
• stan/math/fwd/scal.hpp for forward-mode and scalar
• stan/math/fwd/arr.hpp for forward-mode and array
• stan/math/fwd/mat.hpp for forward-mode and matrix
• stan/math/mix/scal.hpp for mixed-mode and scalar
• stan/math/mix/arr.hpp for mixed-mode and array
• stan/math/mix/mat.hpp for mixed-mode and matrix.

Order Dependencies for Eigen Traits

The reason we provide these files is because we need to make sure that we instantiate traits in the correct order for the Eigen traits and the std::numeric_limits traits. If we try to specialize a template after instantiating the template, then it's too late and it won't compile or we'll have other issues. See this discussion for more details:

http://stackoverflow.com/questions/12732042/explicit-specialization-of-stditerator-traitschar-after-instantiation-c