To my knowledge it would be ok to include LGPL code into Stan from a legal perspective. I.e. one could distribute respective code, but whenever changes are made to this piece, then it must go back to the authors.
Is it hence thinkable to include LGPL code in Stan?
The reason I am asking is that the author of odeSD is really keen on making odeSD as header only C++ code possible!
odeSD is the fastest ODE+sensitivity solver available to date for stiff problems (for non-stiff problems the performance will still be good given that the number of non-zero elements in the Jacobian scales as O(N) instead of O(N^2)). This integrator is > 2x faster than CVODES.
Sebastian