ode.h

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#pragma once
#include <functional>
#include <vector>
 
using ODE = std::function<Matrix<double>(double, Matrix<double>)>;
 
using ODEJac = std::function<Matrix<double>(double, Matrix<double>)>;
 
struct ODEResult {
  Matrix<double> Y;
  Matrix<double> T;
  Matrix<int> Iterations;
 
  ODEResult(const Matrix<double>& y, const Matrix<double>& t)
    : Y(y)
    , T(t) { }
 
  ODEResult(const Matrix<double>& y, const Matrix<double>& t, const Matrix<int>& iter)
    : Y(y)
    , T(t)
    , Iterations(iter) { }
};
struct ODEOption {
  double h = 0;
  double TOL = 1e-7;
  int maxIter = 50;
  ODEJac Jac = nullptr;
};