switch to diffeq

Author: ChrisRackauckas

.travis.yml

@@ -6,7 +6,6 @@ addons:
 os:
     - linux
 julia:
-    - 0.4
     - 0.5
     - nightly
 sudo: false
@@ -17,4 +16,3 @@ notifications:
 #    - julia -e 'Pkg.clone(pwd()); Pkg.build("RandomMatrices"); Pkg.test("RandomMatrices"; coverage=true)'
 after_success:
     - julia -e 'Pkg.add("Coverage"); cd(Pkg.dir("RandomMatrices")); using Coverage; Coveralls.submit(process_folder()); Codecov.submit(process_folder())'
-

README.md

@@ -3,7 +3,7 @@ RandomMatrices.jl
 
 Random matrix package for [Julia](http://julialang.org).
 
-[![RandomMatrices](http://pkg.julialang.org/badges/RandomMatrices_0.4.svg)](http://pkg.julialang.org/?pkg=RandomMatrices)
+[![RandomMatrices](http://pkg.julialang.org/badges/RandomMatrices_0.5.svg)](http://pkg.julialang.org/?pkg=RandomMatrices)
 [![Build Status](https://travis-ci.org/jiahao/RandomMatrices.jl.png?branch=master)](https://travis-ci.org/jiahao/RandomMatrices.jl)
 [![Coverage Status](https://coveralls.io/repos/jiahao/RandomMatrices.jl/badge.svg?branch=master&service=github)](https://coveralls.io/github/jiahao/RandomMatrices.jl?branch=master)
 [![codecov.io](https://codecov.io/github/jiahao/RandomMatrices.jl/coverage.svg?branch=master)](https://codecov.io/github/jiahao/RandomMatrices.jl?branch=master)

REQUIRE

@@ -1,6 +1,6 @@
-julia 0.4
+julia 0.5
 Combinatorics 0.2
 Distributions 0.8.10
-ODE 0.2.1
+OrdinaryDiffEq
 GSL 0.3.1
 Compat 0.9.2

src/RandomMatrices.jl

@@ -3,7 +3,7 @@ module RandomMatrices
 using Combinatorics
 using Compat
 using GSL
-using ODE
+using OrdinaryDiffEq
 
 import Base: isinf, rand
 import Distributions: ContinuousUnivariateDistribution,

src/densities/TracyWidom.jl

@@ -38,10 +38,10 @@ function pdf{S<:Real}(d::TracyWidom, t::S, t0::S = convert(S, -8.0))
     t≤t0 && return 0.0
     t≥5  && return 0.0
 
-    ts, y = _solve_painleve_ii(t0, t)
+    sol = _solve_painleve_ii(t0, t)
 
-    ΔF2=exp(-y[end-1][3]) - exp(-y[end][3]) # the cumulative distribution
-    f2=ΔF2/(ts[end]-ts[end-1])              # the density at t
+    ΔF2=exp(-sol[end-1][3]) - exp(-sol[end][3]) # the cumulative distribution
+    f2=ΔF2/(sol.t[end]-sol.t[end-1])            # the density at t
 end
 pdf(d::Type{TracyWidom}, t::Real) = pdf(d(), t)
 
@@ -56,21 +56,25 @@ See `pdf(::TracyWidom)` for a description of the arguments.
 function cdf{S<:Real}(d::TracyWidom, t::S, t0::S = convert(S, -8.0))
     t≤t0 && return 0.0
     t≥5  && return 1.0
-
-    ts, y = _solve_painleve_ii(t0, t)
-
-    F2=exp(-y[end][3])
+    sol = _solve_painleve_ii(t0, t)
+    F2=exp(-sol[end][3])
 end
 cdf(d::Type{TracyWidom}, t::Real) = cdf(d(), t)
 
 # An internal function which sets up the Painleve II differential equation and
 # runs it through the ode23 numerical integrator
 function _solve_painleve_ii{S<:Real}(t0::S, t::S)
-    deq(t, y) = [y[2], t*y[1]+2y[1]^3, y[4], y[1]^2]
+    function deq(t, y, dy)
+        dy[1] = y[2]
+        dy[2] = t*y[1]+2y[1]^3
+        dy[3] = y[4]
+        dy[4] = y[1]^2
+    end
     a0 = airy(t0)
-    T = typeof(a0)
+    T = typeof(big(a0))
     y0=T[a0, airy(1, t0), 0, airy(t0)^2]    # Initial conditions
-    (ts, y)=ode23(deq, y0, [t0, t])         # Solve the ODE
+    prob = ODEProblem(deq,y0,(t0,t))
+    solve(prob, Vern8(), abstol=1e-12, reltol=1e-12)         # Solve the ODE
 end
 
 """

test/densities/TracyWidom.jl

@@ -7,7 +7,7 @@ using Base.Test
 @test cdf(TracyWidom, -10) == 0
 @test cdf(TracyWidom, 10) == 1
 
-if isdefined(:ODE) && isa(ODE, Module)
+if isdefined(:OrdinaryDiffEq) && isa(OrdinaryDiffEq, Module)
     t = rand()
     @test pdf(TracyWidom, t) > 0
     @test 0 < cdf(TracyWidom, t) < 1