ode_rk45_tol()

template<typename F , typename T_y0 , typename T_t0 , typename T_ts , typename... Args, require_eigen_vector_t< T_y0 > * = nullptr>

std::vector< Eigen::Matrix< stan::return_type_t< T_y0, T_t0, T_ts, Args... >, Eigen::Dynamic, 1 > > stan::math::ode_rk45_tol	(	const F &	f,
		const T_y0 &	y0_arg,
		T_t0	t0,
		const std::vector< T_ts > &	ts,
		double	relative_tolerance,
		double	absolute_tolerance,
		long int	max_num_steps,
		std::ostream *	msgs,
		const Args &...	args
	)

Solve the ODE initial value problem y' = f(t, y), y(t0) = y0 at a set of times, { t1, t2, t3, ... } using the non-stiff Runge-Kutta 45 solver in Boost.

If the system of equations is stiff, ode_bdf will likely be faster.

f must define an operator() with the signature as: template<typename T_t, typename T_y, typename... T_Args> Eigen::Matrix<stan::return_type_t<T_t, T_y, T_Args...>, Eigen::Dynamic, 1> operator()(const T_t& t, const Eigen::Matrix<T_y, Eigen::Dynamic, 1>& y, std::ostream* msgs, const T_Args&... args);

t is the time, y is the vector-valued state, msgs is a stream for error messages, and args are optional arguments passed to the ODE solve function (which are passed through to f without modification).

Template Parameters

F	Type of ODE right hand side
T_0	Type of initial time
T_ts	Type of output times
T_Args	Types of pass-through parameters

Parameters

	f	Right hand side of the ODE
	y0_arg	Initial state
	t0	Initial time
	ts	Times at which to solve the ODE at. All values must be sorted and greater than t0.
	relative_tolerance	Relative tolerance passed to Boost
	absolute_tolerance	Absolute tolerance passed to Boost
	max_num_steps	Upper limit on the number of integration steps to take between each output (error if exceeded)
[in,out]	msgs	the print stream for warning messages
	args	Extra arguments passed unmodified through to ODE right hand side

Returns

Solution to ODE at times ts

Definition at line 201 of file ode_rk45.hpp.