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Heyoka

Jul 20, 2023

C++ library for ODE integration via Taylor’s method and LLVM

heyoka is a C++ library for the integration of ordinary differential equations ODEs via Taylor’s method. Notable features include

  • support for both double-precision and extended-precision floating-point types 80-bit and 128-bit,
  • the ability to maintain machine precision accuracy over tens of billions of timesteps,
  • high-precision zero-cost dense output,
  • accurate and reliable event detection,
  • batch mode integration to harness the power of modern SIMD instruction sets,
  • a high-performance implementation of Taylor’s method based on automatic differentiation techniques and aggressive just-in-time compilation via LLVM.
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