ode_bdf.hpp

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#ifndef STAN_MATH_REV_FUNCTOR_ODE_BDF_HPP
#define STAN_MATH_REV_FUNCTOR_ODE_BDF_HPP
 
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/functor/cvodes_integrator.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/functor/apply.hpp>
#include <ostream>
#include <vector>
 
namespace stan {
namespace math {
 
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>>
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,  // NOLINT(runtime/int)
                 std::ostream* msgs, const T_Args&... args) {
  const auto& args_ref_tuple = std::make_tuple(to_ref(args)...);
  return math::apply(
      [&](const auto&... args_refs) {
        cvodes_integrator<CV_BDF, F, T_y0, T_t0, T_ts, ref_type_t<T_Args>...>
        integrator(function_name, f, y0, t0, ts, relative_tolerance,
                   absolute_tolerance, max_num_steps, msgs, args_refs...);
 
        return integrator();
      },
      args_ref_tuple);
}
 
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>>
ode_bdf_tol(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,  // NOLINT(runtime/int)
            std::ostream* msgs, const T_Args&... args) {
  return ode_bdf_tol_impl("ode_bdf_tol", f, y0, t0, ts, relative_tolerance,
                          absolute_tolerance, max_num_steps, msgs, args...);
}
 
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>>
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) {
  double relative_tolerance = 1e-10;
  double absolute_tolerance = 1e-10;
  long int max_num_steps = 1e8;  // NOLINT(runtime/int)
 
  return ode_bdf_tol_impl("ode_bdf", f, y0, t0, ts, relative_tolerance,
                          absolute_tolerance, max_num_steps, msgs, args...);
}
 
}  // namespace math
}  // namespace stan
#endif