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

[Douglas Bates]

On Wed, Oct 5, 2011 at 12:25 PM, Richard Downe <richard-downe at uiowa.edu> wrote:
> 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)
>
> 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.

Actually I am looking for code to solve ordinary differential
equations, not linear equations.  We already have two packages,
RcppArmadillo and RcppEigen, that interface to C++ code providing
BLAS/LAPACK functionality (and much more).