ode_bdf()

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	(	const F &	f,
		const T_y0 &	y0,
		const T_t0 &	t0,
		const std::vector< T_ts > &	ts,
		std::ostream *	msgs,
		const T_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 stiff backward differentiation formula (BDF) solver in CVODES with defaults for relative_tolerance, absolute_tolerance, and max_num_steps.

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	Initial state
	t0	Initial time
	ts	Times at which to solve the ODE at. All values must be sorted and not less than t0.
[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 150 of file ode_bdf.hpp.