Solving Differential Equations with LLVM(github.com) |
Solving Differential Equations with LLVM(github.com) |
I have recently released version 0.3.0 of heyoka, a C++17 library for the numerical integration of ordinary differential equations (ODEs) using Taylor's method. The library uses automatic differentiation techniques and just-in-time compilation via LLVM to synthesize at runtime highly efficient and accurate numerical integrators.
Additional features include batch mode support to take full advantage of SIMD instructions in modern processors, and support for extended-precision computations using 80-bit and 128-bit floating-point types (if supported by the hardware/software platform).
The github page is here:
https://github.com/bluescarni/heyoka
The (WIP) documentation is available here:
https://bluescarni.github.io/heyoka/
Python bindings (via pybind11) are also available: