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

Douglas Bates bates at stat.wisc.edu
Wed Oct 5 23:59:44 CEST 2011


On Wed, Oct 5, 2011 at 2:45 PM, Dirk Eddelbuettel <edd at debian.org> wrote:
>
> On 5 October 2011 at 14:07, Douglas Bates wrote:
> | On Wed, Oct 5, 2011 at 1:31 PM, Jonas Rauch <jonas.rauch at googlemail.com> wrote:
> | > 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
> |
> | Thanks for the suggestion.  Because downloading the Sundials source
> | code requires registration I don't think it would be suitable to
> | include it in an R package on CRAN.
>
> Tst tst tst: You're loosing your Debian/Ubuntu instincts:
>
> edd at max:~$ wajig search sundials
> libsundials-cvode1 - ordinary differentialequation solver (SUNDIALS library)
> libsundials-cvodes2 - ODE solver with sensistivity analysis (SUNDIALS library)
> libsundials-ida2 - differential-algebraic system solver (SUNDIALS library)
> libsundials-idas0 - IDA solver with sensitivity capabilities (SUNDIALS library)
> libsundials-kinsol1 - KINSOL solver (SUNDIALS library)
> libsundials-nvecserial0 - vector operations library (SUNDIALS library)
> libsundials-serial - SUit of Nonlinear and DIfferential/ALgebraic equation Solvers
> libsundials-serial-dev - SUNDIALS development files
> edd at max:~$

For someone who wants to wrestle with C code that generates all its
own linear algebra calls and uses malloc, free, printf, etc.
liberally.

Been there, done that, got the t-shirt.


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