v4.7.0 (5 September 2023)

• Improved accuracy of matrix_exp_multiply. (#2619)
• Added framework for vectorising ternary functions (#2642)
• Added select() function for vectorised ternary operations, as well as the any() and all() boolean reduction functions (#2853)
• Added a minimum number of iterations (5) to the grad_2f1 function to avoid early convergence (#2858)
• Fixed some spelling errors in documentation (#2908)
• Added new function in stan::math::internal, finite_diff_hessian_vector_product_auto (#2914)
• Fixed an issue with the return type of eigenvalues being incorrect (#2915)
• Delete jquery files from vendored Boost documentation (#2916)
• Fixed fvar/higher-order autodiff compatibility with GLM distributions (#2917)
• Fixed a type issue in the tests for inv_wishart_cholesky. (#2920)
• The constraint tolerance can now be adjusted by defining the STAN_MATH_CONSTRAINT_TOLERANCE macro before including Stan headers. The default value remains 1E-8. (#2921)
• Use -dumpfullversion if available in makefiles (#2922)
• Vectorised binary signature for log_sum_exp (#2930)
• Added new functions qr_thin, eigendecompose_sym, eigendecompose, complex_schur_decompose, svd, and csr_extract. Each of these is equivalent to calling several existing functions, but should be more efficient due to sharing work. For example, svd(m) is equivalent to (svd_U(m), singular_values(m), svd_V(m)). (#2931)

v4.7.0-rc1 (22 August 2023)

Tagging v4.7.0-rc1

v4.6.2 (15 May 2023)

Fix an issue in Stan, see release notes.

v4.6.1 (2 May 2023)

• Fix an issue when compiling with newer versions of LLVM's libc++ (#2892)

v4.6.0 (20 April 2023)

• Updated to Eigen 3.4 (#2583)
• operands_and_partials expanded to accept 8 parameters. (#2833)
• Added new multidimensional integration routine hcubature. (#2838)
• Added eigenvalues and eigenvectors overloads which accept matrices with complex values. (#2846)
• Allowed Sundials to be linked to separately installed version. (#2861)
• Fixed is_nan to compile under the Microsoft compiler suite. (#2870)
• Fixed csr_to_dense_matrix to work in case of matrix with empty first row. (#2877)
• Fixed a bug where eigenvalues_sym would return a matrix with a dynamic number of rows equal to 1, rather than a vector. (#2884)
• Updated eigenvalues_sym return type for RcppEigen compatibility. (#2887)
• Various testing improvements. (#2832, #2864, #2869, #2878, #2880)
• Fixed an issue with building TBB on gcc 13. (#2890)

v4.6.0-rc1 (10 April 2023)

Tagging v4.6.0-rc1

v4.5.0 (21 November 2022)

• Added the generalised hypergeometric function. (#2510)
• Added var overloads for pow(), owens_t(), log_inv_logit . (#2546, #2787, #2806)
• Add tuple overload and cleanup code for promote_scalar. (#2706)
• New gradient function allows evaluated gradient to be stored into an array, enabling memory reuse when stan/math called via a FFI. (#2743)
• Added function for casting double and std::vector<double> types to int and std::vector<int> types(#2771)
• Added hypergeometric_2F1 function. (#2792)
• Fix bug with vectorised pow() incorrectly forcing Eigen::Matrix return instead of Eigen::Array. (#2793)
• Exposed the hypergeometric_3F2 function and improved its numerical stability. (#2797)
• Fixed incorrect return from log_inv_logit_diff with positive infinity first argument. (#2798)
• Added reverse-mode specializations for fft2 and inv_fft2. (#2800)
• Removed the cause of the out-of-order initializer compiler warning.(#2808)
• Vectorized atan2().(#2812)
• Added complex_schur_decompose_t and complex_schur_decompose_u.(#2814)
• Vectroized the conj() function. (#2817)
• Stan's algebraic solvers now support variadic arguments. (#2820)
• Fixed forward mode autodiff for FFT functions. (#2821)
• Added log_sum_exp_signed function for computing log_sum_exp while respecting signs of arguments and tracking the sign of the result. (#2829)
• stan_print can now print std::tuple types. (#2835)
• stan::math::minus can now accept std::vector. (#2840)

v4.5.0-rc1 (8 November 2022)

Tagging v4.5.0-rc1

v4.4.0 (1 July 2022)

Complex:

• Added fast Fourier transform (FFT) implementations of 1D and 2D discrete Fourier transform and their inverses. (#2686, #2750)
• Added type traits for detecting whether a type has a value type that is complex. (#2694)
• Added vectorized versions of get_real and get_imag. (#2700)
• Vectorized complex abs(), to_complex. (#2737, #2749)

New functions:

• Added the incomplete beta function inverse. (#2637)
• Added the wishart_cholesky_lpdf, which is the Cholesky parameterization of the Wishart distribution of both the input matrix and the scale matrix. (#2710)
• Added the inverse Wishart Cholesky parameterization lpdf\lupdf is available along with inv_wishart_cholesky_rng. (#2713)
• Added the Cholesky parameterization of the multivariate Student's T distribution. (#2715)
• Added the quantile function of the standard normal density function with log input. (#2744)

Misc:

• Upgraded Sundials to version 6.1.1. (#2692)
• Updated Boost to 1.78.0. (#2725)
• Added namespace qualifiers to size and apply calls for C++17 compatibility. (#2693)
• Enabled address sanitizer and fix it when running inside Docker in Flatiron CI. (#2702)
• Made arena_allocator usable for all std containers. (#2708)
• Added gradient calculation for the a2 input in stan-math for the grad_2F1 function and fixes incorrect return values when z is between -1 and 0. (#2721)
• Updated the signatures of eigenvalues and eigenvectors to use our pseudo-concept require templates.(#2728)
• norm1 and norm2 were extended with the apply_vector_unary to accept general std::vectors as well as the Eigen vectors previously supported. (#2742)
• Cleaned up compiler warnings for unused variables and non-consistent use of class and struct for ops_partials_edge. (#2757)
• Fixed the check for y in gamma_lpdf so that it now errors if y is not a positive finite value. (#2758)
• Improved numerical stability of gamma_lcdf gradients (#2767)

v4.4.0-rc1 (21 June 2022)

Tagging v4.4.0-rc1