Look into Stan's math library

[axch]

Bob Carpenter was very proud of it, and it is released as a standalone package.

Possible uses:

• expand (or replace (parts of?)) Puma's SP library
• get rid of GSL (if we are concerned about the latter's license terms)
• numerics are likely to be better than ours, possibly better than GSL
• if not directly usable, could at least use as a cross-check and/or as inspiration for solving structural or numerical problems

[axch]

Apparently it also has derivatives implemented, and might possibly even come with an automatic differentiation system that we could use to get gradient methods to work in Puma

[axch]

Paper: http://arxiv.org/abs/1509.07164