Building cmdstan 2.20 with mpi enabled on Linux

Just from a user perspective - it there is some wiki how to install/compile MPI/thread/gpu then it is not a problem. Spending time and effort on making automatic is not important for users that employ tools beyond the vanilla sampler. However, what I found frustrating, and actually spent lots of time, when docs are missing.

PS. I vote for allowing inserting the user code for jacobian (instead of using in-build automatic differentiation) for system of ODEs and system of AEs.