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

[Jonas Rauch]

I am using the deSolve package successfully and I think it is probably your
best option if you want to do things in R.
The most widespread solver in C++ is the Sundials Suite as far as I know:
https://computation.llnl.gov/casc/sundials/main.html
I think someone starting writing an interface to R, but it only covers the
really basic functions.
Regards,
Jonas

On Wed, Oct 5, 2011 at 7:53 PM, Douglas Bates <bates at stat.wisc.edu> wrote:

> 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).
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