Re: [boost] library proposal: odeint

Subject: Re: [boost] library proposal: odeint
From: Rhys Ulerich (rhys.ulerich_at_[hidden])
Date: 2009-12-14 11:12:05

> I am new on this list and want to start a discussion if a library for
> solving ordinary differential equations (ODEs) would fit into boost.
>
> ...
>
> ODEs are usually solved iteratively. Therefore, we have introduced two
> stepper concepts, one for steppers with- and one for steppers without
> error estimation. At the moment some explicit solvers are implemented:
> Euler, RK4, Cash Karp, RK78,midpoint and Burlisch-Stoer.

Without meaning to be off putting, have you looked at pure C libraries
like the GNU Scientific Library to see if they contain what you need?

GSL's routines [1] are quite good and cover a large number of the
features you mention.  You might save yourself the trouble of writing
and testing everything and instead only need to wrap the GSL routines
with your C++ interface.  If GSL doesn't contain exactly what you want
(RK78 comes to mind), you'll probably find the GSL ODE framework quite
useful for writing the stepper you want.  If you choose to submit it
there, then everyone in C- and C++-land benefits from the submission.

- Rhys

[1] http://www.gnu.org/software/gsl/manual/html_node/Ordinary-Differential-Equations.html