I average over a multiple solutions of ODEs that have different initial conditions, so it’s important for all of the solutions to have values at the same times; for example, at an increment of 0.01.
i’ve been using ODE routines from numerical recipes 3 (nr3). they do adaptive size-step and use the calculated values to do the same order of interpolation. i can’t use them because they conflict with boost. are there any other similar routines?
i looked at GSL, it’s very nice but it doesn’t have a built in interpolation. one way i can do it is solve the ODE with an adaptive size and than run Akima interpolation. But it seems like nr3 solution would be faster and more accurate.
You can use odeint. It has Dopri5, Rosenbrock4 and Burlish-Stoer for dense output.