algorithms.hpp File Reference

Algorithm tags: carry the numerics, not the mathematics. More...

#include "linalg/solvers/linear_solver.hpp"
#include "core/types.hpp"

Go to the source code of this file.

Classes
struct	num::Euler
struct	num::RK4
struct	num::RK45
struct	num::BackwardEuler
struct	num::Metropolis

Namespaces
namespace	num

Detailed Description

Algorithm tags: carry the numerics, not the mathematics.

Explicit ODE (use with ODEProblem): Euler – forward Euler, O(h) RK4 – classic 4th-order Runge-Kutta RK45 – adaptive Dormand-Prince, O(h^5)

Implicit ODE (use with any VecField): BackwardEuler – fixed-step implicit Euler via a LinearSolver

MCMC (use with MCMCProblem): Metropolis – Metropolis-Hastings with equilibration + measurement phases

Definition in file algorithms.hpp.