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SimTK::Integrator Class Reference

An Integrator is an object that can advance the State of a System through time. More...

+ Inheritance diagram for SimTK::Integrator:

Public Types

enum  SuccessfulStepStatus {
  ReachedReportTime =1,
  ReachedEventTrigger =2,
  ReachedScheduledEvent =3,
  TimeHasAdvanced =4,
  ReachedStepLimit =5,
  EndOfSimulation =6,
  StartOfContinuousInterval =7,
  InvalidSuccessfulStepStatus = -1
}
 When a step is successful, it will return an indication of what caused it to stop where it did. More...
 
enum  TerminationReason {
  ReachedFinalTime = 1,
  AnUnrecoverableErrorOccurred = 2,
  EventHandlerRequestedTermination = 3,
  InvalidTerminationReason = -1
}
 Once the simulation has ended, getTerminationReason() may be called to find out what caused it to end. More...
 

Public Member Functions

 Integrator ()
 
 ~Integrator ()
 
const char * getMethodName () const
 Get the name of this integration method. More...
 
int getMethodMinOrder () const
 Get the minimum order this Integrator may use. More...
 
int getMethodMaxOrder () const
 Get the maximum order this Integrator may use. More...
 
bool methodHasErrorControl () const
 Get whether this Integrator provides error control. More...
 
void initialize (const State &state)
 Supply the integrator with a starting state. More...
 
void reinitialize (Stage stage, bool shouldTerminate)
 After an event handler has made a discontinuous change to the Integrator's "advanced state", this method must be called to reinitialize the Integrator. More...
 
const StategetState () const
 Return a State corresponding to the "current" time at the end of the last call to stepTo() or stepBy(). More...
 
Real getTime () const
 Get the time of the current State. This is equivalent to calling getState().getTime(). More...
 
bool isStateInterpolated () const
 Get whether getState() will return an interpolated state or just the same thing as getAdvancedState() does. More...
 
const StategetAdvancedState () const
 Return the state representing the trajectory point to which the integrator has irreversibly advanced. More...
 
Real getAdvancedTime () const
 Get the time of the advanced State. This is equivalent to calling getAdvancedState().getTime(). More...
 
StateupdAdvancedState ()
 Get a non-const reference to the advanced state. More...
 
Real getAccuracyInUse () const
 Get the accuracy which is being used for error control. More...
 
Real getConstraintToleranceInUse () const
 Get the constraint tolerance which is being used for error control. More...
 
SuccessfulStepStatus stepTo (Real reportTime, Real scheduledEventTime=Infinity)
 Integrate the System until something happens which requires outside processing, and return a status code describing what happened. More...
 
SuccessfulStepStatus stepBy (Real interval, Real scheduledEventTime=Infinity)
 Integrate the System until something happens which requires outside processing, and return a status code describing what happened. More...
 
Vec2 getEventWindow () const
 Get the window (tLow, tHigh] within which one or more events have been localized. More...
 
const Array_< EventId > & getTriggeredEvents () const
 Get the IDs of all events which have been localized within the event window. More...
 
const Array_< Real > & getEstimatedEventTimes () const
 Get the estimated times of all events which have been localized within the event window. More...
 
const Array_< Event::Trigger > & getEventTransitionsSeen () const
 Get EventTriggers describing the events which have been localized within the event window. More...
 
bool isSimulationOver () const
 Get whether the simulation has terminated. More...
 
TerminationReason getTerminationReason () const
 Get the reason the simulation terminated. More...
 
void resetAllStatistics ()
 Reset all statistics to zero. More...
 
Real getActualInitialStepSizeTaken () const
 Get the size of the first successful step after the last initialize() call. More...
 
Real getPreviousStepSizeTaken () const
 Get the size of the most recent successful step. More...
 
Real getPredictedNextStepSize () const
 Get the step size that will be attempted first on the next call to stepTo() or stepBy(). More...
 
int getNumStepsAttempted () const
 Get the total number of steps that have been attempted (successfully or unsuccessfully) since the last call to resetAllStatistics(). More...
 
int getNumStepsTaken () const
 Get the total number of steps that have been successfully taken since the last call to resetAllStatistics(). More...
 
int getNumRealizations () const
 Get the total number of state realizations that have been performed since the last call to resetAllStatistics(). More...
 
int getNumQProjections () const
 Get the total number of times a state positions Q have been projected since the last call to resetAllStatistics(). More...
 
int getNumUProjections () const
 Get the total number of times a state velocities U have been projected since the last call to resetAllStatistics(). More...
 
int getNumProjections () const
 Get the total number of times a state has been projected (counting both Q and U projections) since the last call to resetAllStatistics(). More...
 
int getNumErrorTestFailures () const
 Get the number of attempted steps that have failed due to the error being unacceptably high since the last call to resetAllStatistics(). More...
 
int getNumConvergenceTestFailures () const
 Get the number of attempted steps that failed due to non-convergence of internal step iterations. More...
 
int getNumRealizationFailures () const
 Get the number of attempted steps that have failed due to an error when realizing the state since the last call to resetAllStatistics(). More...
 
int getNumQProjectionFailures () const
 Get the number of attempted steps that have failed due to an error when projecting the state positions (Q) since the last call to resetAllStatistics(). More...
 
int getNumUProjectionFailures () const
 Get the number of attempted steps that have failed due to an error when projecting the state velocities (U) since the last call to resetAllStatistics(). More...
 
int getNumProjectionFailures () const
 Get the number of attempted steps that have failed due to an error when projecting the state (either a Q- or U-projection) since the last call to resetAllStatistics(). More...
 
int getNumConvergentIterations () const
 For iterative methods, get the number of internal step iterations in steps that led to convergence (not necessarily successful steps). More...
 
int getNumDivergentIterations () const
 For iterative methods, get the number of internal step iterations in steps that did not lead to convergence. More...
 
int getNumIterations () const
 For iterative methods, this is the total number of internal step iterations taken regardless of whether those iterations led to convergence or to successful steps. More...
 
void setFinalTime (Real tFinal)
 Set the time at which the simulation should end. More...
 
void setInitialStepSize (Real hinit)
 Set the initial step size that should be attempted. More...
 
void setMinimumStepSize (Real hmin)
 Set the minimum step size that should ever be used. More...
 
void setMaximumStepSize (Real hmax)
 Set the maximum step size that should ever be used. More...
 
void setFixedStepSize (Real stepSize)
 Set the integrator to use a single fixed step size for all steps. More...
 
void setAccuracy (Real accuracy)
 Set the overall accuracy that should be used for integration. More...
 
void setConstraintTolerance (Real consTol)
 Set the tolerance within which constraints must be satisfied. More...
 
void setUseInfinityNorm (bool useInfinityNorm)
 (Advanced) Use infinity norm (maximum absolute value) instead of default RMS norm to evaluate whether accuracy has been achieved for states and for constraint tolerance. More...
 
bool isInfinityNormInUse () const
 (Advanced) Are we currently using the infinity norm? More...
 
void setInternalStepLimit (int nSteps)
 Set the maximum number of steps that may be taken within a single call to stepTo() or stepBy(). More...
 
void setReturnEveryInternalStep (bool shouldReturn)
 Set whether the Integrator should return from stepTo() or stepBy() after every internal step, even if no event has occurred and the report time has not been reached. More...
 
void setProjectEveryStep (bool forceProject)
 Set whether the system should be projected back to the constraint manifold after every step. More...
 
void setAllowInterpolation (bool shouldInterpolate)
 Set whether the Integrator is permitted to return interpolated states for reporting purposes which may be less accurate than the "real" states that form the trajectory. More...
 
void setProjectInterpolatedStates (bool shouldProject)
 Set whether interpolated states should be projected back to the constraint manifold after interpolation is performed. More...
 
void setForceFullNewton (bool forceFullNewton)
 (Advanced) Constraint projection may use an out-of-date iteration matrix for efficiency. More...
 

Static Public Member Functions

static String getSuccessfulStepStatusString (SuccessfulStepStatus)
 Get a human readable description of the reason a step returned. More...
 
static String getTerminationReasonString (TerminationReason)
 Get a human readable description of the termination reason. More...
 
static String successfulStepStatusString (SuccessfulStepStatus stat)
 OBSOLETE: use getSuccessfulStepStatusString(). More...
 

Protected Member Functions

const IntegratorRepgetRep () const
 
IntegratorRepupdRep ()
 

Protected Attributes

IntegratorReprep
 

Friends

class IntegratorRep
 

Detailed Description

An Integrator is an object that can advance the State of a System through time.

This is an abstract class. Subclasses implement a variety of different integration methods, which vary in their speed, accuracy, stability, and various other properties.

Usage

An Integrator is most often used in combination with a TimeStepper. The TimeStepper automates much of the work of using an Integrator: invoking it repeatedly to advance time, calling event handlers, reintializing the Integrator as necessary, and so on. A typical use of an Integrator generally resembles the following:

// Instantiate an Integrator subclass which is appropriate for your problem.
VerletIntegrator integ(system);
// Set configuration options on the Integrator.
integ.setAccuracy(1e-3);
// Create a TimeStepper and use it to run the simulation.
TimeStepper stepper(system, integ);
stepper.initialize(initialState);
stepper.stepTo(finalTime);

Mathematical Overview

Given a continuous system of differential equations for state variables y, and optionally a manifold (set of algebraic equations) on which the solution must lie, an Integrator object will advance that system through time. If the full system is continuous, this is sufficient. However, most interesting systems consist of both continuous and discrete equations, in which case the overall time advancement is handled by a TimeStepper object which will use an Integrator as an "inner loop" for advancing the system across continuous intervals between discrete updates. In that case, in addition to continuous state variables y there will be a set of discrete variables d which are held constant during an integration interval.

The continuous part of the system is an ODE-on-a-manifold system suitable for solution via coordinate projection[1], structured like this: (1) y' = f(d;t,y) differential equations (2) 0 = c(d;t,y) algebraic equations (manifold is c=0) (3) e = e(d;t,y) event triggers (watch for zero crossings) with initial conditions t0,y0 such that c=0. The "d;" is a reminder that the overall system is dependent on discrete variables d as well as y, but d cannot change during a continuous interval.

By "ODE on a manifold" we mean that the ODE (1) automatically satisfies the condition that IF c==0, THEN c'=0, where c'=partial(c)/partial(t) + [partial(c)/partial(y)]*y'. This is a less stringent condition than an ODE with "first integral" invariant, in which c'=0 regardless of whether c=0.

[1] Hairer, Lubich, Wanner, "Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations", 2nd ed., section IV.4, pg 109ff, Springer, 2006.

The discrete variables d are updated by the time stepper upon occurence of specific events, which terminate a continuous interval. The Integrator detects these using a set of scalar-valued event trigger functions shown as equation (3) above. An event trigger function for a particular event must be designed so that it has a zero crossing when the event occurs. The integrator can thus watch for sign changes in event triggers and terminate the current step when a zero crossing occurs, notifying the system and giving it a chance to handle the event; that is, update its state variables discontinuously.

The zero crossings of continuous event trigger functions will be isolated quickly; discontinuous ones have to be "binary chopped" which is more expensive but they will still work.

We are given a set of weights W for the y's, and a set of tolerances T for the constraint errors. Given an accuracy specification (like 0.1%), the integrators here are expected to solve for y(t) such that the local error |W*yerr|_RMS <= accuracy, and |T*c(t,y)|_RMS <= accuracy at all times.

TODO: isolation tolerances for witnesses; dealing with simultaneity.

Member Enumeration Documentation

When a step is successful, it will return an indication of what caused it to stop where it did.

When unsuccessful it will throw an exception so you won't see any return value.

When return of control is due ONLY to reaching a report time, (status is ReachedReportTime) the integrator's getState() method may return an interpolated value at an earlier time than its getAdvancedState() method would return. For the other returns, and whenever the report time coincides with the end of an internal step, getState() and getAdvancedState() will be identical.

Note: we ensure algorithmically that no report time, scheduled time, or final time t can occur *within* an event window, that is, we will never have t_low < t < t_high for any interesting t. Further, t_report, t_scheduled and t_final can coincide with t_high but only t_report can be at t_low. The interior of t_low:t_high is a "no man's land" where we don't understand the solution, so must be avoided.

Enumerator
ReachedReportTime 

stopped only to report; might be interpolated

ReachedEventTrigger 

localized an event; this is the *before* state (interpolated)

ReachedScheduledEvent 

reached the limit provided in stepTo() (scheduled event)

TimeHasAdvanced 

user requested control whenever an internal step is successful

ReachedStepLimit 

took a lot of internal steps but didn't return control yet

EndOfSimulation 

termination; don't call again

StartOfContinuousInterval 

the beginning of a continuous interval: either the start of the simulation, or t_high after an event handler has modified the state.

InvalidSuccessfulStepStatus 

Once the simulation has ended, getTerminationReason() may be called to find out what caused it to end.

Enumerator
ReachedFinalTime 

The simulation reached the time specified by setFinalTime().

AnUnrecoverableErrorOccurred 

An error occurred which the Integrator was unable to handle.

EventHandlerRequestedTermination 

An event handler function requested that the simulation terminate immediately.

InvalidTerminationReason 

This will be returned if getTerminationReason() is called before the simulation has ended.

Constructor & Destructor Documentation

SimTK::Integrator::Integrator ( )
inline
SimTK::Integrator::~Integrator ( )

Member Function Documentation

const char* SimTK::Integrator::getMethodName ( ) const

Get the name of this integration method.

int SimTK::Integrator::getMethodMinOrder ( ) const

Get the minimum order this Integrator may use.

int SimTK::Integrator::getMethodMaxOrder ( ) const

Get the maximum order this Integrator may use.

bool SimTK::Integrator::methodHasErrorControl ( ) const

Get whether this Integrator provides error control.

An error controlled Integrator will dynamically adjust its step size to maintain the level of accuracy specified with setAccuracy(). An Integrator which does not provide error control cannot do this, and will usually ignore the value specified with setAccuracy().

void SimTK::Integrator::initialize ( const State state)

Supply the integrator with a starting state.

This must be called before the first call to stepBy() or stepTo(). The specified state is copied into the Integrator's internally maintained current state; subsequent changes to the State object passed in here will not affect the integration.

void SimTK::Integrator::reinitialize ( Stage  stage,
bool  shouldTerminate 
)

After an event handler has made a discontinuous change to the Integrator's "advanced state", this method must be called to reinitialize the Integrator.

Event handlers can do varying amounts of damage and some events will require no reinitialization, or minimal reinitialization, depending on details of the particular integration method. So after the handler has mangled our State, we tell the Integrator the lowest Stage which was changed and allow the Integrator to figure out how much reinitialization to do.

If "shouldTerminate" is passed in true, the Integrator will wrap things up and report that the end of the simulation has been reached.

const State& SimTK::Integrator::getState ( ) const

Return a State corresponding to the "current" time at the end of the last call to stepTo() or stepBy().

This may be an interpolated value earlier than getAdvancedState().

Real SimTK::Integrator::getTime ( ) const
inline

Get the time of the current State. This is equivalent to calling getState().getTime().

bool SimTK::Integrator::isStateInterpolated ( ) const

Get whether getState() will return an interpolated state or just the same thing as getAdvancedState() does.

In most cases, you should not have reason to care whether the state is interpolated or not.

const State& SimTK::Integrator::getAdvancedState ( ) const

Return the state representing the trajectory point to which the integrator has irreversibly advanced.

This may be later than the state return by getState().

Real SimTK::Integrator::getAdvancedTime ( ) const
inline

Get the time of the advanced State. This is equivalent to calling getAdvancedState().getTime().

State& SimTK::Integrator::updAdvancedState ( )

Get a non-const reference to the advanced state.

Real SimTK::Integrator::getAccuracyInUse ( ) const

Get the accuracy which is being used for error control.

Usually this is the same value that was specified to setAccuracy().

Real SimTK::Integrator::getConstraintToleranceInUse ( ) const

Get the constraint tolerance which is being used for error control.

Usually this is the same value that was specified to setConstraintTolerance().

static String SimTK::Integrator::getSuccessfulStepStatusString ( SuccessfulStepStatus  )
static

Get a human readable description of the reason a step returned.

SuccessfulStepStatus SimTK::Integrator::stepTo ( Real  reportTime,
Real  scheduledEventTime = Infinity 
)

Integrate the System until something happens which requires outside processing, and return a status code describing what happened.

Parameters
reportTimethe time of the next scheduled report
scheduledEventTimethe time of the next scheduled event
SuccessfulStepStatus SimTK::Integrator::stepBy ( Real  interval,
Real  scheduledEventTime = Infinity 
)

Integrate the System until something happens which requires outside processing, and return a status code describing what happened.

Parameters
intervalthe interval from the current time (as returned by getTime()) until the next scheduled report
scheduledEventTimethe time of the next scheduled event
Vec2 SimTK::Integrator::getEventWindow ( ) const

Get the window (tLow, tHigh] within which one or more events have been localized.

This may only be called when stepTo() or stepBy() has returned ReachedEventTrigger.

const Array_<EventId>& SimTK::Integrator::getTriggeredEvents ( ) const

Get the IDs of all events which have been localized within the event window.

This may only be called when stepTo() or stepBy() has returned ReachedEventTrigger.

const Array_<Real>& SimTK::Integrator::getEstimatedEventTimes ( ) const

Get the estimated times of all events which have been localized within the event window.

This may only be called when stepTo() or stepBy() has returned ReachedEventTrigger.

const Array_<Event::Trigger>& SimTK::Integrator::getEventTransitionsSeen ( ) const

Get EventTriggers describing the events which have been localized within the event window.

This may only be called when stepTo() or stepBy() has returned ReachedEventTrigger.

bool SimTK::Integrator::isSimulationOver ( ) const

Get whether the simulation has terminated.

If this returns true, you should not call stepTo() or stepBy() again.

TerminationReason SimTK::Integrator::getTerminationReason ( ) const

Get the reason the simulation terminated.

This should only be called if isSimulationOver() returns true.

static String SimTK::Integrator::getTerminationReasonString ( TerminationReason  )
static

Get a human readable description of the termination reason.

void SimTK::Integrator::resetAllStatistics ( )

Reset all statistics to zero.

Real SimTK::Integrator::getActualInitialStepSizeTaken ( ) const

Get the size of the first successful step after the last initialize() call.

Real SimTK::Integrator::getPreviousStepSizeTaken ( ) const

Get the size of the most recent successful step.

Real SimTK::Integrator::getPredictedNextStepSize ( ) const

Get the step size that will be attempted first on the next call to stepTo() or stepBy().

int SimTK::Integrator::getNumStepsAttempted ( ) const

Get the total number of steps that have been attempted (successfully or unsuccessfully) since the last call to resetAllStatistics().

int SimTK::Integrator::getNumStepsTaken ( ) const

Get the total number of steps that have been successfully taken since the last call to resetAllStatistics().

int SimTK::Integrator::getNumRealizations ( ) const

Get the total number of state realizations that have been performed since the last call to resetAllStatistics().

int SimTK::Integrator::getNumQProjections ( ) const

Get the total number of times a state positions Q have been projected since the last call to resetAllStatistics().

int SimTK::Integrator::getNumUProjections ( ) const

Get the total number of times a state velocities U have been projected since the last call to resetAllStatistics().

int SimTK::Integrator::getNumProjections ( ) const

Get the total number of times a state has been projected (counting both Q and U projections) since the last call to resetAllStatistics().

int SimTK::Integrator::getNumErrorTestFailures ( ) const

Get the number of attempted steps that have failed due to the error being unacceptably high since the last call to resetAllStatistics().

int SimTK::Integrator::getNumConvergenceTestFailures ( ) const

Get the number of attempted steps that failed due to non-convergence of internal step iterations.

This is most common with iterative methods but can occur if for some reason a step can't be completed. It is reset to zero by resetAllStatistics.

int SimTK::Integrator::getNumRealizationFailures ( ) const

Get the number of attempted steps that have failed due to an error when realizing the state since the last call to resetAllStatistics().

int SimTK::Integrator::getNumQProjectionFailures ( ) const

Get the number of attempted steps that have failed due to an error when projecting the state positions (Q) since the last call to resetAllStatistics().

int SimTK::Integrator::getNumUProjectionFailures ( ) const

Get the number of attempted steps that have failed due to an error when projecting the state velocities (U) since the last call to resetAllStatistics().

int SimTK::Integrator::getNumProjectionFailures ( ) const

Get the number of attempted steps that have failed due to an error when projecting the state (either a Q- or U-projection) since the last call to resetAllStatistics().

int SimTK::Integrator::getNumConvergentIterations ( ) const

For iterative methods, get the number of internal step iterations in steps that led to convergence (not necessarily successful steps).

Reset to zero by resetAllStatistics().

int SimTK::Integrator::getNumDivergentIterations ( ) const

For iterative methods, get the number of internal step iterations in steps that did not lead to convergence.

Reset to zero by resetAllStatistics().

int SimTK::Integrator::getNumIterations ( ) const

For iterative methods, this is the total number of internal step iterations taken regardless of whether those iterations led to convergence or to successful steps.

This is the sum of the number of convergent and divergent iterations which are available separately.

void SimTK::Integrator::setFinalTime ( Real  tFinal)

Set the time at which the simulation should end.

The default is infinity. Some integrators may not support this option.

void SimTK::Integrator::setInitialStepSize ( Real  hinit)

Set the initial step size that should be attempted.

The default depends on the integration method. Some integrators may not support this option.

void SimTK::Integrator::setMinimumStepSize ( Real  hmin)

Set the minimum step size that should ever be used.

The default depends on the integration method. Some integrators may not support this option.

void SimTK::Integrator::setMaximumStepSize ( Real  hmax)

Set the maximum step size that should ever be used.

The default depends on the integration method. Some integrators may not support this option.

void SimTK::Integrator::setFixedStepSize ( Real  stepSize)

Set the integrator to use a single fixed step size for all steps.

This is exactly equivalent to calling setInitialStepSize(), setMinimumStepSize(), and setMaximumStepSize(), passing the same value to each one. This will therefore not work correctly if the integrator does not support minimum and/or maximum step sizes.

void SimTK::Integrator::setAccuracy ( Real  accuracy)

Set the overall accuracy that should be used for integration.

If the Integrator does not support error control (methodHasErrorControl() returns false), this may have no effect.

void SimTK::Integrator::setConstraintTolerance ( Real  consTol)

Set the tolerance within which constraints must be satisfied.

void SimTK::Integrator::setUseInfinityNorm ( bool  useInfinityNorm)

(Advanced) Use infinity norm (maximum absolute value) instead of default RMS norm to evaluate whether accuracy has been achieved for states and for constraint tolerance.

The infinity norm is more strict but may permit use of a looser accuracy request.

bool SimTK::Integrator::isInfinityNormInUse ( ) const

(Advanced) Are we currently using the infinity norm?

void SimTK::Integrator::setInternalStepLimit ( int  nSteps)

Set the maximum number of steps that may be taken within a single call to stepTo() or stepBy().

If this many internal steps occur before reaching the report time, it will return control with a ReachedStepLimit status. If nSteps <= 0, the number of steps will be unlimited.

void SimTK::Integrator::setReturnEveryInternalStep ( bool  shouldReturn)

Set whether the Integrator should return from stepTo() or stepBy() after every internal step, even if no event has occurred and the report time has not been reached.

The default is false.

void SimTK::Integrator::setProjectEveryStep ( bool  forceProject)

Set whether the system should be projected back to the constraint manifold after every step.

If this is false, projection will only be performed when the constraint error exceeds the allowed tolerance.

void SimTK::Integrator::setAllowInterpolation ( bool  shouldInterpolate)

Set whether the Integrator is permitted to return interpolated states for reporting purposes which may be less accurate than the "real" states that form the trajectory.

Setting this to false may significantly affect performance, since the Integrator will be forced to decrease its step size at every scheduled reporting time.

This option is generally only meaningful if interpolated states are less accurate than other states on the trajectory. If an Integrator can produce interpolated states that have the same accuracy as the rest of the trajectory, it may ignore this option.

void SimTK::Integrator::setProjectInterpolatedStates ( bool  shouldProject)

Set whether interpolated states should be projected back to the constraint manifold after interpolation is performed.

The default is "true".

void SimTK::Integrator::setForceFullNewton ( bool  forceFullNewton)

(Advanced) Constraint projection may use an out-of-date iteration matrix for efficiency.

You can force strict use of a current iteration matrix recomputed at each iteration if you want.

static String SimTK::Integrator::successfulStepStatusString ( SuccessfulStepStatus  stat)
inlinestatic
const IntegratorRep& SimTK::Integrator::getRep ( ) const
inlineprotected
IntegratorRep& SimTK::Integrator::updRep ( )
inlineprotected

Friends And Related Function Documentation

friend class IntegratorRep
friend

Member Data Documentation

IntegratorRep* SimTK::Integrator::rep
protected

The documentation for this class was generated from the following file: