stan-dev/stan — pull request #498 by bob-carpenter (2014-01-17 23:54:14+00:00)
Title: Bugfix/issue 464 diag pre multiply

#### Summary:

Adds diagonal pre- and post-multiplication with tests.

#### Intended Effect:

Same as summary.

#### How to Verify:

Inspect and run tests. I added basic double-based tests and reverse-mode auto-diff tests. There were already forward-mode auto-diff tests. Along the way, I added general matrix equivalence tests and reverse-mode auto-diff matrix equivalence tests.

#### Side Effects:

None.

#### Documentation:

The methods were already documented, but hadn't been implemented and tested properly.

#### Reviewer Suggestions:

Anyone.