Upgrade to Eigen 3.4

[ChipKerchner]

Summary:

Quite a bit of improvements have been made to Eigen since 3.3.9. In particular, Altivec (IBM Power) platform has made significant performance enhancement since. Please consider upgrading Eigen to the latest version.

Description:

Replace Eigen libraries 3.3.9 with 3.4.x

Current Version:

v2.30.0

[WardBrian]

Hi -

This is currently being addressed in our Math library. See stan-dev/math#2474 for the issue and stan-dev/math#2583 for the attempt to upgrade. Once we have all our existing tests passing we will update

[RajalakshmiSR]

@WardBrian Do we have any target date for this 3.4 upgrade? Thanks.

[WardBrian]

@RajalakshmiSR No, we do not have a target date. It will be upgraded as soon as we are able to integrate it without existing behavior changing. At the moment this means it will not be upgraded until one of the developers is able to volunteer the time needed to find the remaining issues.