stan-dev/stan — pull request #616 by bgoodri (2014-04-08 15:22:28+00:00)
Title: Feature/qr

I think this thing is ready. I don't know how to do one of those check-box things. But it shouldn't have any effect on existing Stan because it only adds two new functions, qr_Q and qr_R, to return the Q and R matrices of a QR decomposition respectively. The main use case is that if the elements of a square matrix are iid standard normal and its QR decomposition is taken, then Q is uniformally distributed among the set of orthogonal matrices.