[Rcpp-devel] C++ code for ordinary differential equations

Richard Downe richard-downe at uiowa.edu
Wed Oct 5 19:25:02 CEST 2011


On 10/04/2011 05:05 PM, Douglas Bates wrote:
> I am working with pharmacokinetic/pharmacodynamic models, some of
> which can only be represented as the solutions of ordinary
> differential equations.  I am looking for ODE sofware written in C++.
> The deSolve package for R has lots of wonderful functions but I may
> want to take things apart a bit and I really don't have the patience
> for wading through Fortran code to try to discover what it is doing.
>
> I can, of course, google likely phrases but if anyone has experience
> with such solvers and can make any recommendations I would appreciate
> it (off-list responses are probably better than on-list)
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I know it doesn't completely get you out of the fortran woods, but 
LAPACK/BLAS have a very usable c++ wrapper (I haven't used it in a 
couple years, but it was last I checked) called lapackpp.  It's still 
fortran under the hood, but the exact mechanics of how it works are 
fairly well publicly documented and understood since it's been around 
for so long.
--rd


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