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Remove boost odeint - #3454

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Summary

This breaks up #3357 into two PRs. This is the second Pr that removes a lot of boost odeint usage.

Checklist

  • Copyright holder: Andrew Johnson and Simons Foundation

    The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
    - Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
    - Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

  • the basic tests are passing

    • unit tests pass (to run, use: ./runTests.py test/unit)
    • header checks pass, (make test-headers)
    • dependencies checks pass, (make test-math-dependencies)
    • docs build, (make doxygen)
    • code passes the built in C++ standards checks (make cpplint)
  • the code is written in idiomatic C++ and changes are documented in the doxygen

  • the new changes are tested

@SteveBronder SteveBronder self-assigned this Oct 13, 2026
@SteveBronder SteveBronder added the dependencies Pull requests that update a dependency file label Oct 13, 2026
@SteveBronder
SteveBronder added this pull request to stack #3455 October 13, 2026 16:54
*
* @return error msg string constant and actually informative msg
*/
inline std::array<std::string, 2> arkode_flag_msg(int flag) {

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Where are these messages sourced from? https://sundials.readthedocs.io/en/latest/arkode/Constants_link.html#id3 suggests that e.g. -41 is ARK_PRERHS_FAIL: An error occurred in a pre-RHS function., not ARK_INVALID_TABLE, which is listed as -44.

Do these change based on sundials version?

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I am going to update these to use the actual sundials error enum values

Base automatically changed from vendor-arkode to develop October 14, 2026 17:52
Wraps ARKODE's ERKStep explicit adaptive Runge-Kutta solver behind the
same interface the Boost odeint-based solvers used, so ode_rk45 and
ode_ckrk can be ported without changing their behaviour:

  - step size control uses the max of the weighted errors rather than
    ARKODE's default RMS, matching odeint's controlled_runge_kutta
  - the DenseOutput flag selects between interpolating output times and
    truncating steps to land on them, matching make_dense_output and
    make_controlled respectively

Also maps ARKODE return flags onto error messages via arkode_check,
alongside the existing cvodes/idas/kinsol checks.
ode_rk45 now uses ERKStep's Dormand-Prince 5(4) table with dense output,
ode_ckrk its Cash-Karp 5(4) table without, replacing the hand-rolled
integrate_times loops over Boost's runge_kutta_dopri5 and
runge_kutta_cash_karp54. Argument checking, the coupled system and
sensitivity storage all move into arkode_integrator, which both solvers
now delegate to.
  - drop the now-unused boost/numeric/odeint.hpp includes from the ODE
    test fixtures
  - loosen the ckrk finite-difference tolerance on the Lorenz system,
    which ARKODE's Cash-Karp stepper does not meet at 5e-2
  - cover the case that motivated dropping odeint: a step size tied to
    the smallest gap between output times made ode_rk45/ode_ckrk crawl
    when output times are unevenly spaced
Map CVODES, IDAS, and ARKODE error flags using the macros from the
SUNDIALS headers instead of hard-coded integers, with messages taken
from the SUNDIALS documentation. Several CVODES cases were mapped to the
wrong flag values for SUNDIALS 6.1.1. Flatten the switches to return
directly and return an explicit unknown-error message for unrecognized
flags.
@stan-buildbot

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Name Old Result New Result Ratio Performance change( 1 - new / old )
stat_comp_benchmarks/benchmarks/gp_regr/gen_gp_data.stan 0.04 0.04 0.99 -0.9% slower
stat_comp_benchmarks/benchmarks/gp_regr/gp_regr.stan 0.17 0.16 1.03 2.94% faster
stat_comp_benchmarks/benchmarks/garch/garch.stan 0.86 0.87 0.99 -0.76% slower
stat_comp_benchmarks/benchmarks/low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.02 0.92 -8.23% slower
stat_comp_benchmarks/benchmarks/eight_schools/eight_schools.stan 0.11 0.11 1.01 0.66% faster
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix/low_dim_gauss_mix.stan 7.94 8.09 0.98 -1.87% slower
stat_comp_benchmarks/benchmarks/gp_pois_regr/gp_pois_regr.stan 3.68 3.62 1.01 1.46% faster
stat_comp_benchmarks/benchmarks/pkpd/one_comp_mm_elim_abs.stan 32.92 33.02 1.0 -0.28% slower
stat_comp_benchmarks/benchmarks/pkpd/sim_one_comp_mm_elim_abs.stan 0.38 0.39 0.98 -2.13% slower
stat_comp_benchmarks/benchmarks/irt_2pl/irt_2pl.stan 6.84 6.83 1.0 0.23% faster
stat_comp_benchmarks/benchmarks/sir/sir.stan 135.82 166.9 0.81 -22.88% slower
stat_comp_benchmarks/benchmarks/arK/arK.stan 3.23 3.19 1.01 1.26% faster
stat_comp_benchmarks/benchmarks/arma/arma.stan 0.6 0.6 1.0 0.48% faster
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 25.21 25.7 0.98 -1.91% slower
performance.compilation 407.1 391.55 1.04 3.82% faster
Mean result: 0.9847919245782392

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Jenkins Build Stages
Commit hash: 017f091b63e5f89b01de871d2a7ead2d78127331

Machine information
Distributor ID:	Ubuntu
Description:	Ubuntu 20.04.3 LTS
Release:	20.04
Codename:	focal

CPU:

Architecture:                            x86_64
CPU op-mode(s):                          32-bit, 64-bit
Byte Order:                              Little Endian
Address sizes:                           52 bits physical, 57 bits virtual
CPU(s):                                  192
On-line CPU(s) list:                     0-191
Thread(s) per core:                      2
Core(s) per socket:                      48
Socket(s):                               2
NUMA node(s):                            2
Vendor ID:                               AuthenticAMD
CPU family:                              25
Model:                                   17
Model name:                              AMD EPYC 9474F 48-Core Processor
Stepping:                                1
Frequency boost:                         enabled
CPU MHz:                                 1497.727
CPU max MHz:                             4114.4229
CPU min MHz:                             1500.0000
BogoMIPS:                                7189.39
Virtualization:                          AMD-V
L1d cache:                               3 MiB
L1i cache:                               3 MiB
L2 cache:                                96 MiB
L3 cache:                                512 MiB
NUMA node0 CPU(s):                       0-47,96-143
NUMA node1 CPU(s):                       48-95,144-191
Vulnerability Gather data sampling:      Not affected
Vulnerability Indirect target selection: Not affected
Vulnerability Itlb multihit:             Not affected
Vulnerability L1tf:                      Not affected
Vulnerability Mds:                       Not affected
Vulnerability Meltdown:                  Not affected
Vulnerability Mmio stale data:           Not affected
Vulnerability Old microcode:             Not affected
Vulnerability Reg file data sampling:    Not affected
Vulnerability Retbleed:                  Not affected
Vulnerability Spec rstack overflow:      Mitigation; Safe RET
Vulnerability Spec store bypass:         Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1:                Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2:                Mitigation; Enhanced / Automatic IBRS; IBPB conditional; STIBP always-on; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds:                     Not affected
Vulnerability Tsa:                       Mitigation; Clear CPU buffers
Vulnerability Tsx async abort:           Not affected
Vulnerability Vmscape:                   Mitigation; IBPB before exit to userspace
Flags:                                   fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush mmx fxsr sse sse2 ht syscall nx mmxext fxsr_opt pdpe1gb rdtscp lm constant_tsc rep_good amd_lbr_v2 nopl xtopology nonstop_tsc cpuid extd_apicid aperfmperf rapl pni pclmulqdq monitor ssse3 fma cx16 pcid sse4_1 sse4_2 x2apic movbe popcnt aes xsave avx f16c rdrand lahf_lm cmp_legacy svm extapic cr8_legacy abm sse4a misalignsse 3dnowprefetch osvw ibs skinit wdt tce topoext perfctr_core perfctr_nb bpext perfctr_llc mwaitx cpb cat_l3 cdp_l3 hw_pstate ssbd mba perfmon_v2 ibrs ibpb stibp ibrs_enhanced vmmcall fsgsbase bmi1 avx2 smep bmi2 erms invpcid cqm rdt_a avx512f avx512dq rdseed adx smap avx512ifma clflushopt clwb avx512cd sha_ni avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local user_shstk avx512_bf16 clzero irperf xsaveerptr rdpru wbnoinvd amd_ppin cppc arat npt lbrv svm_lock nrip_save tsc_scale vmcb_clean flushbyasid decodeassists pausefilter pfthreshold avic v_vmsave_vmload vgif x2avic v_spec_ctrl vnmi avx512vbmi umip pku ospke avx512_vbmi2 gfni vaes vpclmulqdq avx512_vnni avx512_bitalg avx512_vpopcntdq la57 rdpid overflow_recov succor smca fsrm flush_l1d debug_swap

G++:

g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:

clang version 10.0.0-4ubuntu1 
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

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