is there a c++ library for ordinary differential equation (ODE) solvers?
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06-02-2021 - |
Question
More specifically, i'm interested in 8th order Dormand-Prince embedded method, it's based on Runge-Kutta, and stiff equations.
I use Numerical Recipes 3 but i often have trouble compiling their libraries. I'd like to know of alternatives.
Solution
You can also try odeint. It has the classical Runge-Kutta solvers, Rosenbrock4 for stiff systems and some multi-step method. It is header-only, but you need the boost libraries.
OTHER TIPS
The GNU Scientific Library has several differential equation solvers. They have one that uses Prince-Dormand. It's written in C so you shouldn't have trouble compiling it.
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