stan-dev/math

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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.

Stars: 839
Forks: 220
Open beginner issues: 0
Indexed issues: 272
Avg merge: 2d 4h
Merged PRs (30d): 14

Dominant language: C++
License: BSD-3-Clause
Last GitHub push: Sep 16, 2026
Latest indexed: Sep 19, 2026
Contributing guide: Contributing guide
Code of conduct: No code of conduct
Beginner labels: good first issue

Beginner friendly Everything

Open All

272 open issues indexed

Improve compile time configuration Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#1287 · 5 comments · Opened Jul 24, 2019
gp_dot_prod_cov allow vector sigma (ard) Open

feature

stan-dev/math#1246 · 20 comments · 1 assignee · Opened May 19, 2019
is_integer incorrect for infinity inputs Open

bug

Difficulty 2/5 1-3 hours Newbie friendliness 48/100

stan-dev/math#1239 · 3 comments · Opened May 14, 2019
Speedup QR decomposition Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

stan-dev/math#1229 · 10 comments · Opened May 7, 2019
testing/Missing Prim Tests Open

testing

stan-dev/math#1194 · 7 comments · 1 assignee · Opened Apr 1, 2019
Use Stan's own MPI communicator to avoid communicator interference Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

stan-dev/math#1165 · 1 comment · Opened Mar 18, 2019
Feature Request: support for Intel icpc Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

stan-dev/math#1160 · 2 comments · Opened Mar 15, 2019
Speedup symmetric eigendecomposition Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#1156 · 6 comments · Opened Mar 14, 2019
precision of scale_matrix_exp_multiply Open

bug

stan-dev/math#1146 · 9 comments · 1 assignee · Opened Mar 10, 2019
Math does not have the matrix (inverse) square root Open

feature new function

stan-dev/math#1144 · 2 comments · 1 assignee · Opened Mar 7, 2019
MPI needs error messages! Open

mpi

Difficulty 4/5 3-5 days Newbie friendliness 35/100

stan-dev/math#1124 · 3 comments · 2 reactions · Opened Feb 22, 2019
BesselK continuous function Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#1112 · 4 comments · Opened Feb 5, 2019
"numeric overflow" error for models with von Mises distributions and large kappa values Open

bug

Difficulty 5/5 Over a week Newbie friendliness 35/100

stan-dev/math#1076 · 15 comments · Opened Dec 4, 2018
ODE solving with analytic Jacobians Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#1061 · 1 comment · Opened Nov 4, 2018
Introduce inverse-CDF (a.k.a. quantile functions) for almost all univariate distributions Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#1054 · 3 reactions · Opened Oct 22, 2018
add log_Phi_approx function and its complement Open

good first issue new function

Difficulty 5/5 Over a week Newbie friendliness 20/100

stan-dev/math#1025 · 3 comments · Opened Sep 7, 2018
Bivariate Gaussian copula cdf and lpdf Open

stan-dev/math#1012 · 1 assignee · Opened Aug 28, 2018
Feature request: GP Functor specification Open

feature

stan-dev/math#1011 · 9 comments · 1 assignee · Opened Aug 28, 2018
make MPI make more robust Open

mpi

Difficulty 4/5 3-5 days Newbie friendliness 35/100

stan-dev/math#990 · 1 comment · Opened Aug 16, 2018
Functions in prim/mat/fun that could use custom reverse mode autodiff implementations Open

feature good first issue

Difficulty 5/5 Over a week Newbie friendliness 20/100

stan-dev/math#989 · 7 comments · Opened Aug 15, 2018
Bivariate normal distribution Open

stan-dev/math#962 · 3 comments · 1 assignee · Opened Aug 2, 2018
map_rect functions aren't able to make use of vectorized forms Open

feature

stan-dev/math#955 · 13 comments · 1 assignee · Opened Jul 26, 2018
support complex step derivative approximation Open

feature new function

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#949 · Opened Jul 24, 2018
Increase flexiblility of MPI task partition patterns Open

feature mpi

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#948 · 10 comments · 1 reaction · Opened Jul 23, 2018
A formal documentation of Math library Open

doc

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#941 · 2 comments · 5 reactions · Opened Jul 13, 2018
mpi_cluster constructor that allows other types of communicator Open

feature mpi

Difficulty 4/5 3-5 days Newbie friendliness 35/100

stan-dev/math#939 · 13 comments · Opened Jul 13, 2018
align logic for instantiated code Open

Difficulty 4/5 3-5 days Newbie friendliness 25/100

stan-dev/math#917 · 1 comment · Opened Jun 24, 2018
improve MPI makefile Open

mpi

Difficulty 4/5 3-5 days Newbie friendliness 35/100

stan-dev/math#905 · 1 comment · Opened Jun 14, 2018
refactor mpi_cluster Open

mpi

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#903 · 1 comment · Opened Jun 12, 2018
Quadratic optimizer with linear constraints Open

stan-dev/math#888 · 3 comments · 1 assignee · Opened Jun 6, 2018
Default constructor to system_functor leaves raw pointer uninitialized (UB if read) Open

Difficulty 1/5 Under an hour Newbie friendliness 35/100

stan-dev/math#829 · 1 comment · Opened Apr 10, 2018
improve csr_matrix_times_vector efficiency Open

code cleanup

stan-dev/math#757 · 1 assignee · Opened Feb 10, 2018
Conditionally compile cvodes Open

build

stan-dev/math#592 · 8 comments · 1 assignee · Opened Jul 31, 2017
convert std::stringstream message use to one-liners Open

code cleanup good first issue

Difficulty 4/5 3-5 days Newbie friendliness 32/100

stan-dev/math#590 · 8 comments · Opened Jul 29, 2017
test and doc `fwd/core` Open

code cleanup doc testing

stan-dev/math#568 · 1 assignee · Opened Jun 28, 2017
[Request] Skew-t, multivariate skew-normal, multivariate skew-t Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#563 · 2 reactions · Opened Jun 14, 2017
categorical_* functions don't accept row_vectors (it would be good that they could) Open

distributions good first issue

Difficulty 3/5 1-2 days Newbie friendliness 45/100

stan-dev/math#2443 · 2 comments · Opened Jun 1, 2017
tensor product Open

feature good first issue new function

Difficulty 5/5 Over a week Newbie friendliness 20/100

stan-dev/math#543 · 5 comments · 1 reaction · Opened May 2, 2017
C++11 alignas instead of our existing hack Open

code cleanup

stan-dev/math#541 · 2 comments · 1 assignee · Opened May 1, 2017
version of array_builder producing matrix and row_vector objects without copies Open

code cleanup

stan-dev/math#506 · 1 assignee · Opened Mar 12, 2017
better derivative of lgamma and digamma stability Open

code cleanup feature numerics

stan-dev/math#505 · 7 comments · 2 assignees · Opened Mar 12, 2017
Add exp_quad_chol function Open

feature

stan-dev/math#501 · 2 comments · 1 assignee · Opened Mar 3, 2017
Add score() function Open

new function

stan-dev/math#461 · 5 comments · 1 assignee · Opened Nov 30, 2016
Rewrite LDLT code Open

code cleanup

Difficulty 5/5 Over a week Newbie friendliness 20/100

stan-dev/math#418 · 2 comments · Opened Oct 20, 2016
Tweedie Distribution Open

feature

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#417 · 20 comments · Opened Oct 20, 2016
Find where second-order is failing and create further issues to fix Open

bug

stan-dev/math#403 · 6 comments · 2 assignees · Opened Oct 4, 2016
Wrapped cauchy density implementation Open

feature new function

Difficulty 5/5 Over a week Newbie friendliness 25/100

stan-dev/math#396 · 4 comments · Opened Sep 21, 2016
Kronecker matrix-vector product function Open

feature new function

stan-dev/math#393 · 2 comments · 1 assignee · Opened Sep 13, 2016
Create symmetric positive definite Toeplitz matrix type Open

feature new function

stan-dev/math#356 · 4 comments · 1 assignee · Opened Aug 17, 2016
Functions to ensure stationarity in autoregression and invertibility in moving average parameters Open

feature

stan-dev/math#309 · 15 comments · 2 reactions · 1 assignee · Opened Jun 26, 2016

stan-dev/math

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