ode_bdf_tol_impl()

template<typename F , typename T_y0 , typename T_t0 , typename T_ts , typename... T_Args, require_eigen_col_vector_t< T_y0 > * = nullptr>

std::vector< Eigen::Matrix< stan::return_type_t< T_y0, T_t0, T_ts, T_Args... >, Eigen::Dynamic, 1 > > stan::math::ode_bdf_tol_impl ( const char *  function_name, const F &  f, const T_y0 &  y0, const T_t0 &  t0, const std::vector< T_ts > &  ts, double  relative_tolerance, double  absolute_tolerance, long int  max_num_steps, std::ostream *  msgs, const T_Args &...  args  )

inline

Solve the ODE initial value problem y' = f(t, y), y(t0) = y0 at a set of times, { t1, t2, t3, ... } using the stiff backward differentiation formula BDF solver from CVODES.

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_y0	Type of initial state
T_t0	Type of initial time
T_ts	Type of output times
T_Args	Types of pass-through parameters

Parameters

	function_name	Calling function name (for printing debugging messages)
	f	Right hand side of the ODE
	y0	Initial state
	t0	Initial time
	ts	Times at which to solve the ODE at. All values must be sorted and not less than t0.
	relative_tolerance	Relative tolerance passed to CVODES
	absolute_tolerance	Absolute tolerance passed to CVODES
	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 53 of file ode_bdf.hpp.