public abstract class OdeIntegrator : ManagedIterativeAlgorithm<Vector<double>>

Public MustInherit Class OdeIntegrator
	Inherits ManagedIterativeAlgorithm(Of Vector(Of Double))

public ref class OdeIntegrator abstract : public ManagedIterativeAlgorithm<Vector<double>^>

[<AbstractClassAttribute>]
type OdeIntegrator =  
    class
        inherit ManagedIterativeAlgorithm<Vector<float>>
    end

The OdeIntegrator type exposes the following members.

	Name	Description
	OdeIntegrator	Constructs a new OdeIntegrator.

	Name	Description
	AbsoluteTolerance	Gets or sets the absolute tolerance used in the convergence test.
	ConvergenceTests	Gets the collection of convergence tests for the algorithm. (Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
	ConvergenceTests	Gets the collection of convergence tests for the algorithm. (Inherited from ManagedIterativeAlgorithmT.)
	CurrentTime	Gets the current value of the time parameter.
	CurrentValue	Gets the current value of the unknowns.
	DifferentialFunction	Gets or sets a function that should be integrated.
	EstimatedError	Gets a value indicating the size of the absolute error of the result. (Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
	EstimatedError	Gets a value indicating the size of the absolute error of the result. (Inherited from ManagedIterativeAlgorithmT.)
	EvaluationsNeeded	Gets the number of evaluations needed to execute the algorithm. (Inherited from ManagedIterativeAlgorithmT.)
	EvaluationsRemaining	Gets the number of evaluations still available. (Inherited from ManagedIterativeAlgorithmT.)
	FinalTime	Gets the next time for which the value has been requested.
	HasSharedDegreeOfParallelism	Indicates whether the degree of parallelism is a property that is shared across instances. (Inherited from ManagedIterativeAlgorithmT.)
	InitialStepsize	Gets or sets the initial time value.
	InitialTime	Gets or sets the initial time value.
	InitialValue	Gets or sets the initial value.
	IterationsNeeded	Gets the number of iterations needed by the algorithm to reach the desired accuracy. (Inherited from ManagedIterativeAlgorithmT.)
	IterationsRemaining	Gets the number of iterations remaining. (Inherited from ManagedIterativeAlgorithmT.)
	LastTime	Gets the last time for which the integration has been calculated. This may be past the final time.
	LastValue	Gets the last value that was calculated.
	MaxDegreeOfParallelism	Gets or sets the maximum degree of parallelism enabled by this instance. (Inherited from ManagedIterativeAlgorithmT.)
	MaxEvaluations	Gets or sets the maximum number of evaluations during the calculation. (Inherited from ManagedIterativeAlgorithmT.)
	MaxIterations	Gets or sets the maximum number of iterations to use when approximating the roots of the target function. (Inherited from ManagedIterativeAlgorithmT.)
	MaxStepSize	Gets or sets the maximum step size.
	MinIterations	Gets or sets the minimum iterations that have to be performed. (Inherited from ManagedIterativeAlgorithmT.)
	MinStepSize	Gets or sets the minimum step size.
	ParallelOptions	Gets the configuration for the parallel behavior of the algorithm. (Inherited from ManagedIterativeAlgorithmT.)
	RelativeTolerance	Gets or sets the relative tolerance used in the convergence test.
	Result	Gets the result of an algorithm after it has executed. (Inherited from ManagedIterativeAlgorithmT.)
	SolutionReport	Gets the result of an algorithm after it has executed. (Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
	SolutionReport	Gets the result of an algorithm after it has executed. (Inherited from ManagedIterativeAlgorithmT.)
	Status	Gets the AlgorithmStatus following an execution of the algorithm. (Inherited from ManagedIterativeAlgorithmT.)
	StepSize	Gets or sets the step size used in the last step.
	Task	Gets the task to be performed in the current integration.
	ThrowExceptionOnFailure	Gets or sets a value indicating whether to throw an exception when the algorithm fails to converge. (Inherited from ManagedIterativeAlgorithmT.)

	Name	Description
	CreateSolutionReport	Creates a solution report specific to the algorithm. (Inherited from ManagedIterativeAlgorithmT.)
	Equals	Determines whether the specified Object is equal to the current Object. (Inherited from Object.)
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)
	GetHashCode	Serves as a hash function for a particular type. (Inherited from Object.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	IncrementEvaluations	Increments the number of evaluations by one. (Inherited from ManagedIterativeAlgorithmT.)
	IncrementEvaluations(Int32)	Increments the number of evaluations by the specified amount. (Inherited from ManagedIterativeAlgorithmT.)
	Integrate	Performs the numerical integration up to a specified time value.
	IntegrateMultipleSteps	Performs multiple steps of the numerical integration at least as far as the specified final time.
	IntegrateSingleStep	Performs one step of the numerical integration in the direction of the final time.
	Interpolate	Interpolates the solution at the specified time.
	Iterate	Performs one iteration of the algorithm. (Inherited from ManagedIterativeAlgorithmT.)
	Iterated	Performs tasks after the iteration is completed, but before the status of the algorithm is finalized. (Inherited from ManagedIterativeAlgorithmT.)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	OnConvergence	Performs any tasks after the main algorithm has converged. (Inherited from ManagedIterativeAlgorithmT.)
	OnFailure	Performs any tasks after the main algorithm has failed to converge. (Inherited from ManagedIterativeAlgorithmT.)
	OnInit	Initializes the iteration. (Overrides ManagedIterativeAlgorithmT, TError, TReportOnInit.)
	OnInitIntegration	Called during a numerical integration before the first step.
	OnInitStep	Called during a numerical integration before each step.
	ReportFailure(T, TError, AlgorithmStatus)	Records the results of an algorithm in case it fails. (Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
	ReportFailure(T, Double, AlgorithmStatus)	Records the results of an algorithm in case it fails. (Inherited from ManagedIterativeAlgorithmT.)
	ReportResult(T, TError)	Records the results of an algorithm. (Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
	ReportResult(T, Double)	Records the results of an algorithm. (Inherited from ManagedIterativeAlgorithmT.)
	ReportSuccess(T, TError)	Records the results of a algorithm that converged successfully. (Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
	ReportSuccess(T, Double)	Records the results of a algorithm that converged successfully. (Inherited from ManagedIterativeAlgorithmT.)
	ResetEvaluations	Resets the number of evaluations to zero. (Inherited from ManagedIterativeAlgorithmT.)
	Restart	Resets the integrator so the next integration will start from the initial conditions.
	Restart(Double, VectorDouble)	Resets the integrator so the next integration will start from the specified initial conditions.
	Restart(Double, Vector)	Resets the integrator so the next integration will start from the specified initial conditions.
	Run	Runs the algorithm. (Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
	Run	Runs the algorithm. (Inherited from ManagedIterativeAlgorithmT.)
	Run(ParallelOptions)	Runs the algorithm using the specified parallelization options. (Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
	Run(ParallelOptions)	Runs the algorithm using the specified parallelization options. (Inherited from ManagedIterativeAlgorithmT.)
	SetResult(T, TError, AlgorithmStatus, Int32)	Sets the results of an algorithm's execution. (Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
	SetResult(T, Double, AlgorithmStatus, Int32)	Sets the results of an algorithm's execution. (Inherited from ManagedIterativeAlgorithmT.)
	TestConvergence	Tests whether the current step is complete. (Overrides ManagedIterativeAlgorithmT, TError, TReportTestConvergence.)
	ThreadSafeIncrementEvaluations	Increments the number of evaluations by one. (Inherited from ManagedIterativeAlgorithmT.)
	ThreadSafeIncrementEvaluations(Int32)	Increments the number of evaluations by the specified amount. (Inherited from ManagedIterativeAlgorithmT.)
	ThrowConvergenceException	Interprets the AlgorithmStatus and throws the appropriate exception. (Inherited from ManagedIterativeAlgorithmT.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)

The OdeIntegrator class is the abstract base class for classes that implement algorithms for integrating systems of Ordinary Differential Equations (ODE's).

OdeIntegrator is an abstract class and cannot be instantiated directly. Instead, use one of the following derived classes:

The system of differential equations is defined using a DifferentialFunction delegate. This is a delegate that takes one real argument (the time value), and two vector arguments (the current value and the current derivative). The last argument is passed by reference and must also be returned.

To set up an integration, set the DifferentialFunction property equal to the delegate that defines the system. Set the InitialTime and InitialValue properties to the initial time value and function values, respectively.

To perform the actual integration, call the Integrate(Double) method with the desired final time. This method returns the function value at the final time. You can call this method multiple times to get function values at intermediate positions.

Numerical Libraries

Reference