is there a c++ library for ordinary differential equation (ODE) solvers?

Question

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.

Solution 1

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.

Solution 2

The GNU Scientific Library has several differential equation solvers. They have one that uses Prince-Dormand. It's written in C so you shouldn't have trouble compiling it.