TODO

C++ support library
- Random number generation
  - RNG
  - UniformRandom
  - NormalRandom
  - Gamma distribution
- Linear algebra
  - Matrices
  - ArrayND?
- IOUtils
  - 

Base class generator
- (parallel) random number generator
- support for parallel processing
- diagnostic traces
- posterior samples
- checkpointing / restarting
- OutputFileManager?
- iteration control
  - burnin
  - results
  - adaptation
  - cancellation of estimation or dynamic modification of periods
  - pausing
- reporting progress
- posterior means (and stddevs)
- adaptation period
- retrospective burnin
- convergence diagnostics?
- (separate?) tools for initialization

BOOM

BLAS
LAPACK
ATLAS
AMD Core Math Library
  (optimized BLAS and LAPACK for AMD processors)
Intel Math Kernel Library
  (optimized BLAS and LAPACK for Intel processors)
(Mac OS X 10.2 and onwards include optimised versions of BLAS and LAPACK)