stan-dev · rok-cesnovar · Dec 8, 2020 · Dec 6, 2020 · Dec 6, 2020 · Dec 7, 2020
diff --git a/README.md b/README.md
@@ -26,7 +26,7 @@ Required Libraries
 Stan Math depends on four libraries:
 
 - Boost (version 1.72.0): [Boost Home Page](https://www.boost.org)
-- Eigen (version 3.3.7): [Eigen Home Page](https://eigen.tuxfamily.org/index.php?title=Main_Page)
+- Eigen (version 3.3.9: [Eigen Home Page](https://eigen.tuxfamily.org/index.php?title=Main_Page)
 - SUNDIALS (version 5.5.0): [Sundials Home Page](https://computation.llnl.gov/projects/sundials/sundials-software)
 - Intel TBB (version 2019_U8): [Intel TBB Home Page](https://www.threadingbuildingblocks.org)
 
@@ -89,7 +89,7 @@ for subsequent compilations.
 
 The standalone makefile ensures that all the required `-I` include
 statements are given to the compiler and the necessary libraries are
-linked: `~/stan-dev/math` and `~/stan-dev/math/lib/eigen_3.3.7` and
+linked: `~/stan-dev/math` and `~/stan-dev/math/lib/eigen_3.3.9` and
 `~/stan-dev/math/lib/boost_1.72.0` and
 `~/stan-dev/math/lib/sundials_5.5.0/include` and
 `~/stan-dev/math/lib/tbb_2019_U8/include`. The

diff --git a/lib/eigen_3.3.7/doc/Pitfalls.dox b/lib/eigen_3.3.7/doc/Pitfalls.dox
diff --git a/lib/eigen_3.3.7/doc/TopicLazyEvaluation.dox b/lib/eigen_3.3.7/doc/TopicLazyEvaluation.dox
diff --git a/lib/eigen_3.3.7/doc/eigendoxy_footer.html.in b/lib/eigen_3.3.7/doc/eigendoxy_footer.html.in
diff --git a/lib/eigen_3.3.7/scripts/buildtests.in b/lib/eigen_3.3.7/scripts/buildtests.in
diff --git a/lib/eigen_3.3.7/test/rvalue_types.cpp b/lib/eigen_3.3.7/test/rvalue_types.cpp
diff --git a/lib/eigen_3.3.7/.hgignore → lib/eigen_3.3.9/.gitignore b/lib/eigen_3.3.7/.hgignore → lib/eigen_3.3.9/.gitignore
@@ -1,4 +1,3 @@
-syntax: glob
 qrc_*cxx
 *.orig
 *.pyc
@@ -28,7 +27,11 @@ activity.png
 *.rej
 log
 patch
+*.patch
 a
 a.*
 lapack/testing
 lapack/reference
+.*project
+.settings
+Makefile
diff --git a/lib/eigen_3.3.7/.hgeol → lib/eigen_3.3.9/.hgeol b/lib/eigen_3.3.7/.hgeol → lib/eigen_3.3.9/.hgeol
diff --git a/lib/eigen_3.3.7/CMakeLists.txt → lib/eigen_3.3.9/CMakeLists.txt b/lib/eigen_3.3.7/CMakeLists.txt → lib/eigen_3.3.9/CMakeLists.txt
@@ -391,22 +391,27 @@ endif()
 
 if(EIGEN_INCLUDE_INSTALL_DIR AND NOT INCLUDE_INSTALL_DIR)
   set(INCLUDE_INSTALL_DIR ${EIGEN_INCLUDE_INSTALL_DIR}
-      CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where Eigen header files are installed")
+      CACHE STRING "The directory relative to CMAKE_PREFIX_PATH where Eigen header files are installed")
 else()
   set(INCLUDE_INSTALL_DIR
       "${CMAKE_INSTALL_INCLUDEDIR}/eigen3"
-      CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where Eigen header files are installed"
+      CACHE STRING "The directory relative to CMAKE_PREFIX_PATH where Eigen header files are installed"
       )
 endif()
 set(CMAKEPACKAGE_INSTALL_DIR
     "${CMAKE_INSTALL_DATADIR}/eigen3/cmake"
-    CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where Eigen3Config.cmake is installed"
+    CACHE STRING "The directory relative to CMAKE_PREFIX_PATH where Eigen3Config.cmake is installed"
     )
 set(PKGCONFIG_INSTALL_DIR
     "${CMAKE_INSTALL_DATADIR}/pkgconfig"
-    CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where eigen3.pc is installed"
+    CACHE STRING "The directory relative to CMAKE_PREFIX_PATH where eigen3.pc is installed"
     )
 
+foreach(var INCLUDE_INSTALL_DIR CMAKEPACKAGE_INSTALL_DIR PKGCONFIG_INSTALL_DIR)
+  if(IS_ABSOLUTE "${${var}}")
+    message(FATAL_ERROR "${var} must be relative to CMAKE_PREFIX_PATH. Got: ${${var}}")
+  endif()
+endforeach()
 
 # similar to set_target_properties but append the property instead of overwriting it
 macro(ei_add_target_property target prop value)

diff --git a/lib/eigen_3.3.7/COPYING.BSD → lib/eigen_3.3.9/COPYING.BSD b/lib/eigen_3.3.7/COPYING.BSD → lib/eigen_3.3.9/COPYING.BSD
diff --git a/lib/eigen_3.3.7/COPYING.GPL → lib/eigen_3.3.9/COPYING.GPL b/lib/eigen_3.3.7/COPYING.GPL → lib/eigen_3.3.9/COPYING.GPL
diff --git a/lib/eigen_3.3.7/COPYING.LGPL → lib/eigen_3.3.9/COPYING.LGPL b/lib/eigen_3.3.7/COPYING.LGPL → lib/eigen_3.3.9/COPYING.LGPL
diff --git a/lib/eigen_3.3.7/COPYING.MINPACK → lib/eigen_3.3.9/COPYING.MINPACK b/lib/eigen_3.3.7/COPYING.MINPACK → lib/eigen_3.3.9/COPYING.MINPACK
diff --git a/lib/eigen_3.3.7/COPYING.MPL2 → lib/eigen_3.3.9/COPYING.MPL2 b/lib/eigen_3.3.7/COPYING.MPL2 → lib/eigen_3.3.9/COPYING.MPL2
diff --git a/lib/eigen_3.3.7/COPYING.README → lib/eigen_3.3.9/COPYING.README b/lib/eigen_3.3.7/COPYING.README → lib/eigen_3.3.9/COPYING.README
diff --git a/lib/eigen_3.3.7/CTestConfig.cmake → lib/eigen_3.3.9/CTestConfig.cmake b/lib/eigen_3.3.7/CTestConfig.cmake → lib/eigen_3.3.9/CTestConfig.cmake
@@ -4,10 +4,10 @@
 ## # The following are required to uses Dart and the Cdash dashboard
 ##   ENABLE_TESTING()
 ##   INCLUDE(CTest)
-set(CTEST_PROJECT_NAME "Eigen 3.3")
+set(CTEST_PROJECT_NAME "Eigen")
 set(CTEST_NIGHTLY_START_TIME "00:00:00 UTC")
 
 set(CTEST_DROP_METHOD "http")
-set(CTEST_DROP_SITE "manao.inria.fr")
-set(CTEST_DROP_LOCATION "/CDash/submit.php?project=Eigen+3.3")
+set(CTEST_DROP_SITE "my.cdash.org")
+set(CTEST_DROP_LOCATION "/submit.php?project=Eigen")
 set(CTEST_DROP_SITE_CDASH TRUE)
diff --git a/lib/eigen_3.3.7/CTestCustom.cmake.in → lib/eigen_3.3.9/CTestCustom.cmake.in b/lib/eigen_3.3.7/CTestCustom.cmake.in → lib/eigen_3.3.9/CTestCustom.cmake.in
diff --git a/lib/eigen_3.3.7/Eigen/CMakeLists.txt → lib/eigen_3.3.9/Eigen/CMakeLists.txt b/lib/eigen_3.3.7/Eigen/CMakeLists.txt → lib/eigen_3.3.9/Eigen/CMakeLists.txt
diff --git a/lib/eigen_3.3.7/Eigen/Cholesky → lib/eigen_3.3.9/Eigen/Cholesky b/lib/eigen_3.3.7/Eigen/Cholesky → lib/eigen_3.3.9/Eigen/Cholesky
diff --git a/lib/eigen_3.3.7/Eigen/CholmodSupport → lib/eigen_3.3.9/Eigen/CholmodSupport b/lib/eigen_3.3.7/Eigen/CholmodSupport → lib/eigen_3.3.9/Eigen/CholmodSupport
diff --git a/lib/eigen_3.3.7/Eigen/Core → lib/eigen_3.3.9/Eigen/Core b/lib/eigen_3.3.7/Eigen/Core → lib/eigen_3.3.9/Eigen/Core
@@ -279,7 +279,10 @@
 #include <cmath>
 #include <cassert>
 #include <functional>
-#include <iosfwd>
+#include <sstream>
+#ifndef EIGEN_NO_IO
+  #include <iosfwd>
+#endif
 #include <cstring>
 #include <string>
 #include <limits>
@@ -375,7 +378,9 @@ using std::ptrdiff_t;
 
 #if defined EIGEN_VECTORIZE_AVX512
   #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/MathFunctions.h"
   #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX/MathFunctions.h"
   #include "src/Core/arch/AVX512/PacketMath.h"
   #include "src/Core/arch/AVX512/MathFunctions.h"
 #elif defined EIGEN_VECTORIZE_AVX

diff --git a/lib/eigen_3.3.7/Eigen/Dense → lib/eigen_3.3.9/Eigen/Dense b/lib/eigen_3.3.7/Eigen/Dense → lib/eigen_3.3.9/Eigen/Dense
diff --git a/lib/eigen_3.3.7/Eigen/Eigen → lib/eigen_3.3.9/Eigen/Eigen b/lib/eigen_3.3.7/Eigen/Eigen → lib/eigen_3.3.9/Eigen/Eigen
diff --git a/lib/eigen_3.3.7/Eigen/Eigenvalues → lib/eigen_3.3.9/Eigen/Eigenvalues b/lib/eigen_3.3.7/Eigen/Eigenvalues → lib/eigen_3.3.9/Eigen/Eigenvalues
@@ -10,14 +10,14 @@
 
 #include "Core"
 
-#include "src/Core/util/DisableStupidWarnings.h"
-
 #include "Cholesky"
 #include "Jacobi"
 #include "Householder"
 #include "LU"
 #include "Geometry"
 
+#include "src/Core/util/DisableStupidWarnings.h"
+
 /** \defgroup Eigenvalues_Module Eigenvalues module
   *
   *

diff --git a/lib/eigen_3.3.7/Eigen/Geometry → lib/eigen_3.3.9/Eigen/Geometry b/lib/eigen_3.3.7/Eigen/Geometry → lib/eigen_3.3.9/Eigen/Geometry
@@ -10,12 +10,12 @@
 
 #include "Core"
 
-#include "src/Core/util/DisableStupidWarnings.h"
-
 #include "SVD"
 #include "LU"
 #include <limits>
 
+#include "src/Core/util/DisableStupidWarnings.h"
+
 /** \defgroup Geometry_Module Geometry module
   *
   * This module provides support for:

diff --git a/lib/eigen_3.3.7/Eigen/Householder → lib/eigen_3.3.9/Eigen/Householder b/lib/eigen_3.3.7/Eigen/Householder → lib/eigen_3.3.9/Eigen/Householder
diff --git a/lib/eigen_3.3.7/Eigen/IterativeLinearSolvers → lib/eigen_3.3.9/Eigen/IterativeLinearSolvers b/lib/eigen_3.3.7/Eigen/IterativeLinearSolvers → lib/eigen_3.3.9/Eigen/IterativeLinearSolvers
diff --git a/lib/eigen_3.3.7/Eigen/Jacobi → lib/eigen_3.3.9/Eigen/Jacobi b/lib/eigen_3.3.7/Eigen/Jacobi → lib/eigen_3.3.9/Eigen/Jacobi
diff --git a/lib/eigen_3.3.7/Eigen/LU → lib/eigen_3.3.9/Eigen/LU b/lib/eigen_3.3.7/Eigen/LU → lib/eigen_3.3.9/Eigen/LU
diff --git a/lib/eigen_3.3.7/Eigen/MetisSupport → lib/eigen_3.3.9/Eigen/MetisSupport b/lib/eigen_3.3.7/Eigen/MetisSupport → lib/eigen_3.3.9/Eigen/MetisSupport
diff --git a/lib/eigen_3.3.7/Eigen/OrderingMethods → lib/eigen_3.3.9/Eigen/OrderingMethods b/lib/eigen_3.3.7/Eigen/OrderingMethods → lib/eigen_3.3.9/Eigen/OrderingMethods
diff --git a/lib/eigen_3.3.7/Eigen/PaStiXSupport → lib/eigen_3.3.9/Eigen/PaStiXSupport b/lib/eigen_3.3.7/Eigen/PaStiXSupport → lib/eigen_3.3.9/Eigen/PaStiXSupport
diff --git a/lib/eigen_3.3.7/Eigen/PardisoSupport → lib/eigen_3.3.9/Eigen/PardisoSupport b/lib/eigen_3.3.7/Eigen/PardisoSupport → lib/eigen_3.3.9/Eigen/PardisoSupport
diff --git a/lib/eigen_3.3.7/Eigen/QR → lib/eigen_3.3.9/Eigen/QR b/lib/eigen_3.3.7/Eigen/QR → lib/eigen_3.3.9/Eigen/QR
@@ -10,12 +10,12 @@
 
 #include "Core"
 
-#include "src/Core/util/DisableStupidWarnings.h"
-
 #include "Cholesky"
 #include "Jacobi"
 #include "Householder"
 
+#include "src/Core/util/DisableStupidWarnings.h"
+
 /** \defgroup QR_Module QR module
   *
   *

diff --git a/lib/eigen_3.3.7/Eigen/QtAlignedMalloc → lib/eigen_3.3.9/Eigen/QtAlignedMalloc b/lib/eigen_3.3.7/Eigen/QtAlignedMalloc → lib/eigen_3.3.9/Eigen/QtAlignedMalloc
diff --git a/lib/eigen_3.3.7/Eigen/SPQRSupport → lib/eigen_3.3.9/Eigen/SPQRSupport b/lib/eigen_3.3.7/Eigen/SPQRSupport → lib/eigen_3.3.9/Eigen/SPQRSupport
diff --git a/lib/eigen_3.3.7/Eigen/SVD → lib/eigen_3.3.9/Eigen/SVD b/lib/eigen_3.3.7/Eigen/SVD → lib/eigen_3.3.9/Eigen/SVD
diff --git a/lib/eigen_3.3.7/Eigen/Sparse → lib/eigen_3.3.9/Eigen/Sparse b/lib/eigen_3.3.7/Eigen/Sparse → lib/eigen_3.3.9/Eigen/Sparse
diff --git a/lib/eigen_3.3.7/Eigen/SparseCholesky → lib/eigen_3.3.9/Eigen/SparseCholesky b/lib/eigen_3.3.7/Eigen/SparseCholesky → lib/eigen_3.3.9/Eigen/SparseCholesky
diff --git a/lib/eigen_3.3.7/Eigen/SparseCore → lib/eigen_3.3.9/Eigen/SparseCore b/lib/eigen_3.3.7/Eigen/SparseCore → lib/eigen_3.3.9/Eigen/SparseCore
diff --git a/lib/eigen_3.3.7/Eigen/SparseLU → lib/eigen_3.3.9/Eigen/SparseLU b/lib/eigen_3.3.7/Eigen/SparseLU → lib/eigen_3.3.9/Eigen/SparseLU
diff --git a/lib/eigen_3.3.7/Eigen/SparseQR → lib/eigen_3.3.9/Eigen/SparseQR b/lib/eigen_3.3.7/Eigen/SparseQR → lib/eigen_3.3.9/Eigen/SparseQR
@@ -28,7 +28,6 @@
   * 
   */
 
-#include "OrderingMethods"
 #include "src/SparseCore/SparseColEtree.h"
 #include "src/SparseQR/SparseQR.h"
 

diff --git a/lib/eigen_3.3.7/Eigen/StdDeque → lib/eigen_3.3.9/Eigen/StdDeque b/lib/eigen_3.3.7/Eigen/StdDeque → lib/eigen_3.3.9/Eigen/StdDeque
diff --git a/lib/eigen_3.3.7/Eigen/StdList → lib/eigen_3.3.9/Eigen/StdList b/lib/eigen_3.3.7/Eigen/StdList → lib/eigen_3.3.9/Eigen/StdList
diff --git a/lib/eigen_3.3.7/Eigen/StdVector → lib/eigen_3.3.9/Eigen/StdVector b/lib/eigen_3.3.7/Eigen/StdVector → lib/eigen_3.3.9/Eigen/StdVector
diff --git a/lib/eigen_3.3.7/Eigen/SuperLUSupport → lib/eigen_3.3.9/Eigen/SuperLUSupport b/lib/eigen_3.3.7/Eigen/SuperLUSupport → lib/eigen_3.3.9/Eigen/SuperLUSupport
diff --git a/lib/eigen_3.3.7/Eigen/UmfPackSupport → lib/eigen_3.3.9/Eigen/UmfPackSupport b/lib/eigen_3.3.7/Eigen/UmfPackSupport → lib/eigen_3.3.9/Eigen/UmfPackSupport
diff --git a/lib/eigen_3.3.7/Eigen/src/Cholesky/LDLT.h → lib/eigen_3.3.9/Eigen/src/Cholesky/LDLT.h b/lib/eigen_3.3.7/Eigen/src/Cholesky/LDLT.h → lib/eigen_3.3.9/Eigen/src/Cholesky/LDLT.h
diff --git a/lib/eigen_3.3.7/Eigen/src/Cholesky/LLT.h → lib/eigen_3.3.9/Eigen/src/Cholesky/LLT.h b/lib/eigen_3.3.7/Eigen/src/Cholesky/LLT.h → lib/eigen_3.3.9/Eigen/src/Cholesky/LLT.h
diff --git a/...en_3.3.7/Eigen/src/Cholesky/LLT_LAPACKE.h → ...en_3.3.9/Eigen/src/Cholesky/LLT_LAPACKE.h b/...en_3.3.7/Eigen/src/Cholesky/LLT_LAPACKE.h → ...en_3.3.9/Eigen/src/Cholesky/LLT_LAPACKE.h
diff --git a/...Eigen/src/CholmodSupport/CholmodSupport.h → ...Eigen/src/CholmodSupport/CholmodSupport.h b/...Eigen/src/CholmodSupport/CholmodSupport.h → ...Eigen/src/CholmodSupport/CholmodSupport.h
diff --git a/lib/eigen_3.3.7/Eigen/src/Core/Array.h → lib/eigen_3.3.9/Eigen/src/Core/Array.h b/lib/eigen_3.3.7/Eigen/src/Core/Array.h → lib/eigen_3.3.9/Eigen/src/Core/Array.h
-Original file line number
+Diff line change
@@ Expand Up / @@ -28,7 +28,6 @@ @@
       *
       */
-    #include "OrderingMethods"
     #include "src/SparseCore/SparseColEtree.h"
     #include "src/SparseQR/SparseQR.h"
@@ Expand Down @@