Create the LDLT_factor class and implement mdivide_left, mdivide_right and log_determinant..
Use new LDLT_factor in multi_gp.
Make the Nesterov point estimate algorithm robust to thrown exceptions and allow the initial step-size to be set from the command line.
Create a test for multi_gp_log.
Basic implementation of a BFGS optimizer using line-search.
BFGS tweaks and fixes.
Fix variables names in multi_gp
Add one more version of squared_dist.
Add missing include for block() function.
Fix indexing compile bug in squared_dist.
Fix multi_gp for new error handling.
Add dist and squared_dist math compile tests, simplify them a bit.
Improve BFGS implementation and output.
Add squared_dist.hpp file.
Add squared_dist agrad unit test.
Fix include for math/matrix/dist.hpp

More tweaks to BFGS.
Print number of gradient evalutions used when running BFGS.
Fix really stupid bug in params_r.
Set the precision when writting doubles to CSV files.
Fixes to the LDLT decomposition.