stan-dev/stan — pull request #608 by randommm (2014-03-16 16:59:10+00:00)
Title: Feature/fix issue 589 vectorize multi normal

#### Summary:

Fix issue #589: vectorize multi_normal_log, multi_normal_pre_log, multi_normal_cholesky_log and multi_student_t_log.

#### Intended Effect:

Speed up sampling by allowing user to supply an array of vector for the random variable and location variable: expensive operations on covariance matrices will be done only once.

#### How to Verify:

There are unit tests for non-vectorized form and for vectorized form. There's also a stan model that call all those functions.

#### Side Effects:

Backward-compatibility fully provided, and since template meta-programming is used extensively to do this, there must be no noticeable increase in sampling time, but maybe a little increase in compile time.

#### Documentation:

Bob Carpenter has taken care of this.

#### Reviewer Suggestions: