ODE Solver with Automatic Differentiation, in C++ Header Files
odelia-package.Rdodelia provides an ODE solver in C++ header files, offering both an explicit adaptive-step Runge-Kutta 4-5 method and an implicit, adaptive-step RODAS4(3) Rosenbrock method for stiff systems, with an interface to R via Rcpp. ODE systems can be templated on their scalar type to support automatic differentiation, enabling exact reverse-mode gradients of a recorded run and exact Jacobians for the implicit solver. A system written as an R function can be solved by the same steppers.