This class implements a linear interpolator for step.
This interpolator computes dense output inside the last step computed. The interpolation equation is consistent with the integration scheme :
- Using reference point at step start:
y(tn + θ h) = y (tn) + θ h y' - Using reference point at step end:
y(tn + θ h) = y (tn + h) - (1-θ) h y'
where θ belongs to [0 ; 1] and where y' is the evaluation of the derivatives already computed during the step.
@see EulerIntegrator
@since 1.2