CyRK v0.10.0

Changes

C++ Backend:

• This version of CyRK introduces a major rework of the backend integrator which is now written in pure C++.
• CySolver is now a Cython wrapper to this C++ integrator which can be accessed via Python.
  • Access this function by using from CyRK cimport cysolve_ivp (this must be done within Cython).
  • The plan is to replace CyRK's older CySolver with this function.
• There is now a new PySolver version of this wrapper that allows a user to pass a python function to the C++ backend.
  • Access this function by using from CyRK import pysolve_ivp.
  • This is designed as a drop-in-place replacement for SciPy's solve_ivp.
  • The plan is to replace CyRK's older cyrk_ode with this function.

Implemented Dense Output and Improved t_eval for new C++ backend:

• Both pysolve_ivp and cysolve_ivp now utilize a much more accurate interpolator when t_eval is provided.
• Users can now also request the interpolators be saved with the data, enabling Dense Output functional calls.
• This closes GitHub Issue #45.
  • Note that these improvement were not ported to the numba-based nbsolve_ivp, or the cython-based cyrk_ode & CySolver methods. See below to learn about these methods' deprecation.
• Added tests, documentation, and demos describing these features.

Deprecating Older CyRK Methods:

• The new C++ backend is more flexible, faster, and allows for easy additions of new features. It is common across the cython-only, python, and njit-safe numba solvers. Therefore making a change to it propagates to all three solvers - allowing for easier maintenance and new features. For these reasons, the older cyrk_ode, CySolver, and nbrk_ode are now marked as deprecated. No new features will be implemented for those functions and they will be removed in the next major release of CyRK.
• Deprecated cyrk_ode
• Deprecated CySolver
• Warnings will be issued if these functions are used in this release. To suppress these warnings set raise_warnings to False in the respective function calls.

CySolver:

• Changed error message to use a stack-allocated char-array and associated pointer.
• Added new argument to constructor raise_warnings (default: True) to allow users to suppress warnings.

cyrk_ode:

• Added new argument to constructor raise_warnings (default: True) to allow users to suppress warnings.

WrapCySolverResult:

• cysolve_ivp and pysolve_ivp now return a class structure that stores the result of the integration along with some meta data. The accessible attributes are:
  • cysolve_ivps CySolverResult:
    • success (bool): Flag if the integration was successful.
    • message (str): Message to give a hint on what happened during integration.
    • error_code (int): Additional error/status code that hints on what happened during integration.
    • size (int): Length of time domain.
    • y (float[:, :]): 2D Float Array of y solutions (and any extra output).
    • t (float[:]): 1D Float Array of time domain at which y is defined.

numba based nbsolve_ivp:

• The older nbrk_ode has been refactored to nbsolve_ivp to match the signature of the new cython-based functions (and scipy's solve_ivp).
• The output of nbsolve_ivp is now a named tuple that functions similar to the WrapCySolverResult

Memory Management:

• Changed exit code when memory can not be allocated.
• Changed some heap allocated arrays in CySolver to be stack allocated
  • This change limits the total number of y-dependent variables and extra output that is tracked to 50. This size is
    easy to change. If your use case requires a larger size then open an issue and an alternative can be discussed.
• Converted the underlying storage arrays for CySolver to LinkedLists arrays.

Bug Fixes:

• Fixed issue where the Cython-based solvers might use the incorrect memory freeing function.

Other Changes:

• Moved from GCC to Clang on MacOS builds. There was a new problem that appeared with GCC's linker and could not find a working solution. The original move away from clang was done to support openMP multiprocessing. CyRK does not currently use that so the switch back should be okay.

Known Issues:

• There is an occasional bug with backwards integration on pysolve_ivp and cysolve_ivp. See Github Issue #56.

GitHub Tracked Changes

• Linked-list-test by @jrenaud90 in #54
• Implement-cpp-function by @jrenaud90 in #55
• Dense outputs by @jrenaud90 in #57
• Version 0.10.0 by @jrenaud90 in #58

Full Changelog: v0.9.0...v0.10.0