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More specifically, i’m interested in 8th order Dormand-Prince embedded method, it’s based on Runge-Kutta, and stiff equations.
I use Numerical Recipes 3 but i often have trouble compiling their libraries. I’d like to know of alternatives.
You can also try odeint. It has the classical Runge-Kutta solvers, Rosenbrock4 for stiff systems and some multi-step method. It is header-only, but you need the boost libraries.