Stan Math Library  2.11.0
reverse mode automatic differentiation
Namespaces | Functions
integrate_ode_bdf.hpp File Reference
#include <stan/math/prim/arr/fun/value_of.hpp>
#include <stan/math/prim/scal/err/check_less.hpp>
#include <stan/math/prim/scal/err/check_finite.hpp>
#include <stan/math/prim/arr/err/check_nonzero_size.hpp>
#include <stan/math/prim/arr/err/check_ordered.hpp>
#include <stan/math/rev/scal/meta/is_var.hpp>
#include <stan/math/prim/scal/meta/return_type.hpp>
#include <stan/math/rev/mat/functor/cvodes_utils.hpp>
#include <stan/math/rev/mat/functor/cvodes_ode_data.hpp>
#include <stan/math/rev/arr/fun/decouple_ode_states.hpp>
#include <cvodes/cvodes.h>
#include <cvodes/cvodes_band.h>
#include <cvodes/cvodes_dense.h>
#include <nvector/nvector_serial.h>
#include <algorithm>
#include <ostream>
#include <vector>

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Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 

Functions

void stan::math::free_cvodes_memory (N_Vector &cvodes_state, N_Vector *cvodes_state_sens, void *cvodes_mem, size_t S)
 Free memory allocated for CVODES state, sensitivity, and general memory. More...
 
template<typename F , typename T_initial , typename T_param >
std::vector< std::vector< typename stan::return_type< T_initial, T_param >::type > > stan::math::integrate_ode_bdf (const F &f, const std::vector< T_initial > &y0, const double t0, const std::vector< double > &ts, const std::vector< T_param > &theta, const std::vector< double > &x, const std::vector< int > &x_int, std::ostream *msgs=0, double relative_tolerance=1e-10, double absolute_tolerance=1e-10, long int max_num_steps=1e8)
 Return the solutions for the specified system of ordinary differential equations given the specified initial state, initial times, times of desired solution, and parameters and data, writing error and warning messages to the specified stream. More...
 

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