RKF45, an Octave code which implements an RKF45 ODE solver, by Watt and Shampine.
The RKF45 ODE solver is a Runge-Kutta-Fehlberg algorithm for solving an ordinary differential equation, with automatic error estimation using rules of order 4 and 5.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
rkf45 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and an Octave version and a Python version.
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