numerics 0.1.0
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solve Directory Reference

Files

 algorithms.hpp
 Algorithm tags: carry the numerics, not the mathematics.
 
 problems.hpp
 Problem types: carry the mathematics, not the numerics.
 
 sample.hpp
 sample(model, sampler, rng): the stochastic-sampling verb (MCMC), the counterpart to solve() for targets that are sampled rather than solved.
 
 solve.hpp
 Problem-level solve(): the uniform solve(problem, algorithm) -> result verb over ODEProblem and LinearProblem. Repeated or warm-started linear solves use init(problem, algorithm) + solve(cache). The low-level cg()/gmres()/... kernels and ODE steppers remain the in-place primitives underneath. Stochastic sampling (MCMC) lives in solve/sample.hpp as sample(model, sampler).