The coupled ode system for unknown intial values and unknown parameters. More...

#include <coupled_ode_system.hpp>

Public Member Functions
	coupled_ode_system (const F &f, const std::vector< stan::agrad::var > &y0, const std::vector< stan::agrad::var > &theta, const std::vector< double > &x, const std::vector< int > &x_int, std::ostream *msgs)
	Construct a coupled ODE system with unknown initial value and known parameters, given the base ODE system functor, the initial state of the base ODE, the parameters, data, and an output stream to which to write messages. More...

void	operator() (const std::vector< double > &y, std::vector< double > &dy_dt, double t)
	Populates the derivative vector with derivatives of the coupled ODE system state with respect to time evaluated at the specified state and specified time. More...

int	size () const
	Returns the size of the coupled system. More...

std::vector< double >	initial_state ()
	Returns the initial state of the coupled system. More...

std::vector< std::vector < stan::agrad::var > >	decouple_states (const std::vector< std::vector< double > > &y)
	Return the basic ODE solutions given the specified coupled system solutions, including the partials versus the parameters encoded in the autodiff results. More...

Public Attributes
const F &	f_

const std::vector < stan::agrad::var > &	y0_

std::vector< double >	y0_dbl_

const std::vector < stan::agrad::var > &	theta_

std::vector< double >	theta_dbl_

const std::vector< double > &	x_

const std::vector< int > &	x_int_

const int	N_

const int	M_

const int	size_

std::ostream *	msgs_

Detailed Description

template<typename F>
struct stan::math::coupled_ode_system< F, stan::agrad::var, stan::agrad::var >

The coupled ode system for unknown intial values and unknown parameters.

The coupled system has N + N * (N + M) states, where N is size of the base ODE state vector and M is the number of parameters.

The first N states correspond to the base system's N states: $\frac{d x_n}{dt}$

The next N+M states correspond to the sensitivities of the initial conditions, then to the parameters with respect to the to the first base system equation:

$\frac{d x_{N + n}}{dt} = \frac{d}{dt} \frac{\partial x_1}{\partial y0_n}$

$\frac{d x_{N+N+m}}{dt} = \frac{d}{dt} \frac{\partial x_1}{\partial \theta_m}$

The next N+M states correspond to the sensitivities with respect to the second base system equation, etc.

If the original ode has a state vector of size N states and a parameter vector of size M, the coupled system has N + N * (N

M) states. (derivatives of each state with respect to each initial value and each theta)

Template Parameters

F	the functor for the base ode system

Definition at line 506 of file coupled_ode_system.hpp.

Constructor & Destructor Documentation

template<typename F >

stan::math::coupled_ode_system< F, stan::agrad::var, stan::agrad::var >::coupled_ode_system	(	const F &	f,
		const std::vector< stan::agrad::var > &	y0,
		const std::vector< stan::agrad::var > &	theta,
		const std::vector< double > &	x,
		const std::vector< int > &	x_int,
		std::ostream *	msgs
	)

inline

Construct a coupled ODE system with unknown initial value and known parameters, given the base ODE system functor, the initial state of the base ODE, the parameters, data, and an output stream to which to write messages.

Parameters

[in]	f	the base ode system functor.
[in]	y0	the initial state of the base ode.
[in]	theta	parameters of the base ode.
[in]	x	real data.
[in]	x_int	integer data.
[in,out]	msgs	output stream to which to print messages.

Definition at line 532 of file coupled_ode_system.hpp.

Member Function Documentation

template<typename F >

std::vector<std::vector<stan::agrad::var> > stan::math::coupled_ode_system< F, stan::agrad::var, stan::agrad::var >::decouple_states ( const std::vector< std::vector< double > > & y )

inline

Return the basic ODE solutions given the specified coupled system solutions, including the partials versus the parameters encoded in the autodiff results.

Parameters

y	the vector of the coupled states after solving the ode

Definition at line 665 of file coupled_ode_system.hpp.

template<typename F >

std::vector<double> stan::math::coupled_ode_system< F, stan::agrad::var, stan::agrad::var >::initial_state ( )

inline

Returns the initial state of the coupled system.

Because the initial state is unknown, the coupled system incorporates the initial condition offset from zero as a parameter, and hence the return of this function is a vector of zeros.

Returns: the initial condition of the coupled system. This is a vector of length size() where all elements are 0.

Definition at line 653 of file coupled_ode_system.hpp.

template<typename F >

void stan::math::coupled_ode_system< F, stan::agrad::var, stan::agrad::var >::operator()	(	const std::vector< double > &	y,
		std::vector< double > &	dy_dt,
		double	t
	)

inline

Populates the derivative vector with derivatives of the coupled ODE system state with respect to time evaluated at the specified state and specified time.

Parameters

[in]	y	the current state of the coupled ode system, of size `size()`.
[in,out]	dy_dt	populate with the derivatives of the coupled system evaluated at the specified state and time.
[in]	t	time.

Exceptions

exception if the base system does not return a derivative vector of the same size as the state vector.

Definition at line 570 of file coupled_ode_system.hpp.

template<typename F >

int stan::math::coupled_ode_system< F, stan::agrad::var, stan::agrad::var >::size ( ) const

inline

Returns the size of the coupled system.