diff-grok 1.0.10 → 1.2.0

package/src/tests/cvode-lib-performance.test.ts

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+import {Cvode, CvodeOptions, CvodeSolveResult} from '../solver-tools/cvode';
+import {ODEs} from '../../index';
+import {robertson, robertsonReferencePoint} from '../examples/robertson';
+import {hires, hiresReferencePoint} from '../examples/hires';
+import {vdpol, vdpolReferencePoint} from '../examples/vdpol';
+import {orego, oregoReferencePoint} from '../examples/orego';
+import {e5, e5ReferencePoint} from '../examples/e5';
+import {pollution, pollutionReferencePoint} from '../examples/pollution';
+
+// ─── Helpers ─────────────────────────────────────────────────────────────────
+
+interface SolverOpts {
+  mxstep?: number;
+  hmax?: number;
+  rtol?: Float64Array;
+  atol?: Float64Array;
+  /** Small initial tout to bootstrap very stiff problems before the main loop. */
+  warmupTout?: number;
+}
+
+/** Solves a benchmark problem using CVODE, checks accuracy against the reference point. */
+function solveBenchmarkAndCheck(
+  ode: ODEs, referencePoint: Float64Array, relTol: number, absTol: number, opts?: SolverOpts,
+): void {
+  const neq = ode.initial.length;
+  const tol = ode.tolerance;
+
+  // Build CvodeOptions
+  const cvodeOpts: CvodeOptions = {lmm: 'bdf'};
+
+  // Handle tolerances
+  if (opts?.rtol && opts?.atol) {
+    cvodeOpts.rtol = opts.rtol[0];
+    cvodeOpts.atol = opts.atol;
+  } else if (opts?.rtol)
+    cvodeOpts.rtol = opts.rtol[0];
+  else if (opts?.atol)
+    cvodeOpts.atol = opts.atol;
+  else {
+    cvodeOpts.rtol = tol;
+    cvodeOpts.atol = tol;
+  }
+
+  if (opts?.mxstep) cvodeOpts.maxSteps = opts.mxstep;
+  if (opts?.hmax) cvodeOpts.maxStep = opts.hmax;
+
+  const y0 = Float64Array.from(ode.initial);
+  const solver = new Cvode(ode.func, neq, ode.arg.start, y0, cvodeOpts);
+
+  // Warmup phase: bootstrap very stiff problems with a small initial tout
+  if (opts?.warmupTout !== undefined) {
+    const result = solver.solve(opts.warmupTout);
+    expect(result.flag).toBeGreaterThanOrEqual(0);
+  }
+
+  const t = opts?.warmupTout ?? ode.arg.start;
+  let tout = t + ode.arg.step;
+  const finish = ode.arg.finish;
+  let lastResult: CvodeSolveResult;
+
+  while (tout <= finish + ode.arg.step / 2) {
+    lastResult = solver.solve(tout);
+    if (lastResult.flag < 0)
+      throw new Error(`${ode.name}: solver failed at t=${lastResult.t} with flag=${lastResult.flag}`);
+    tout += ode.arg.step;
+  }
+
+  // Check final solution against reference point
+  const y = lastResult!.y;
+  for (let j = 0; j < neq; j++) {
+    const absErr = Math.abs(y[j] - referencePoint[j]);
+    const allowed = relTol * Math.abs(referencePoint[j]) + absTol;
+    expect(absErr).toBeLessThan(allowed);
+  }
+}
+
+// ─── Performance tests ──────────────────────────────────────────────────────
+
+// Robertson: components span many orders of magnitude; use component-wise atol
+describe('Robertson', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(robertson, robertsonReferencePoint, 1e-2, 1e-7, {
+      mxstep: 50000,
+      atol: new Float64Array([1e-8, 1e-14, 1e-8]),
+      rtol: new Float64Array([1e-7, 1e-7, 1e-7]),
+    });
+  }, 60000);
+});
+
+describe('HIRES', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(hires, hiresReferencePoint, 1e-3, 1e-12);
+  }, 60000);
+});
+
+// Van der Pol (mu=1000): very stiff, needs many internal steps
+describe('van der Pol', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(vdpol, vdpolReferencePoint, 1e-3, 1e-6, {
+      mxstep: 50000,
+    });
+  }, 60000);
+});
+
+describe('OREGO', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(orego, oregoReferencePoint, 1e-2, 1e-6);
+  }, 60000);
+});
+
+// E5: extremely stiff (rate constants span 20 orders of magnitude).
+// Known limitation: CVODE BDF with dense direct solver hits convergence failures
+// on this extreme problem. LSODA handles it via automatic stiff/non-stiff switching.
+// TODO: revisit when band/iterative solvers or preconditioners are added.
+describe('E5', () => {
+  it.skip('should solve correctly (known limitation: CV_CONV_FAILURE)', () => {
+    solveBenchmarkAndCheck(e5, e5ReferencePoint, 1, 1e-6, {
+      mxstep: 50000,
+      warmupTout: 1e-5,
+    });
+  }, 60000);
+});
+
+describe('Pollution', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(pollution, pollutionReferencePoint, 1e-2, 1e-10);
+  }, 60000);
+});

package/src/tests/lsoda-lib-correctness.test.js

@@ -0,0 +1,223 @@
+import { Lsoda } from '../solver-tools/lsoda';
+import { corrProbs } from '../examples/corr-probs';
+// ─── Robertson chemical kinetics (original test) ────────────────────────────
+function fex(t, y, ydot) {
+    ydot[0] = 1.0e4 * y[1] * y[2] - 0.04 * y[0];
+    ydot[2] = 3.0e7 * y[1] * y[1];
+    ydot[1] = -(ydot[0] + ydot[2]);
+    return 0;
+}
+const expected = [
+    { t: 4.0000e-01, y: [9.851712e-01, 3.386380e-05, 1.479493e-02] },
+    { t: 4.0000e+00, y: [9.055333e-01, 2.240655e-05, 9.444430e-02] },
+    { t: 4.0000e+01, y: [7.158403e-01, 9.186334e-06, 2.841505e-01] },
+    { t: 4.0000e+02, y: [4.505250e-01, 3.222964e-06, 5.494717e-01] },
+    { t: 4.0000e+03, y: [1.831976e-01, 8.941773e-07, 8.168015e-01] },
+    { t: 4.0000e+04, y: [3.898729e-02, 1.621940e-07, 9.610125e-01] },
+    { t: 4.0000e+05, y: [4.936362e-03, 1.984221e-08, 9.950636e-01] },
+    { t: 4.0000e+06, y: [5.161833e-04, 2.065787e-09, 9.994838e-01] },
+    { t: 4.0000e+07, y: [5.179804e-05, 2.072027e-10, 9.999482e-01] },
+    { t: 4.0000e+08, y: [5.283675e-06, 2.113481e-11, 9.999947e-01] },
+    { t: 4.0000e+09, y: [4.658667e-07, 1.863468e-12, 9.999995e-01] },
+    { t: 4.0000e+10, y: [1.431100e-08, 5.724404e-14, 1.000000e+00] },
+];
+// ─── Helpers ─────────────────────────────────────────────────────────────────
+function relError(computed, reference) {
+    if (reference === 0)
+        return Math.abs(computed);
+    return Math.abs((computed - reference) / reference);
+}
+/** Wraps an ODEs func into an OdeFunction compatible with Lsoda (returns 0). */
+function wrapFunc(ode) {
+    return (t, y, ydot) => {
+        ode.func(t, y, ydot);
+        return 0;
+    };
+}
+/**
+ * Solves an ODE problem and checks against the exact solution at the final time point.
+ * Uses combined absolute + relative tolerance: |computed - exact| < checkTol * |exact| + checkAbsTol.
+ */
+function solveAndCheck(ode, exactSolution, checkTol = 1e-3, checkAbsTol = 1e-6) {
+    const neq = ode.initial.length;
+    const tol = ode.tolerance;
+    const rtol = new Float64Array(neq).fill(tol);
+    const atol = new Float64Array(neq).fill(tol);
+    const solver = new Lsoda(wrapFunc(ode), neq, { rtol, atol, itask: 1 });
+    let y = [...ode.initial];
+    let t = ode.arg.start;
+    const step = ode.arg.step;
+    const finish = ode.arg.finish;
+    let tout = t + step;
+    while (tout <= finish + step / 2) {
+        const result = solver.solve(y, t, tout);
+        y = result.y;
+        t = result.t;
+        expect(solver.state).toBeGreaterThan(0);
+        tout += step;
+    }
+    // Check final solution against exact using combined abs + rel tolerance
+    const exact = exactSolution(t);
+    for (let j = 0; j < neq; j++) {
+        const absErr = Math.abs(y[j] - exact[j]);
+        const allowed = checkTol * Math.abs(exact[j]) + checkAbsTol;
+        expect(absErr).toBeLessThan(allowed);
+    }
+}
+// ─── Tests ───────────────────────────────────────────────────────────────────
+const nonStiffProbs = corrProbs.filter((p) => p.odes.name.startsWith('non-stiff'));
+const stiffProbs = corrProbs.filter((p) => p.odes.name.startsWith('stiff'));
+describe('LSODA LIB', () => {
+    it('should solve Robertson chemical kinetics with expected accuracy', () => {
+        const neq = 3;
+        const rtol = new Float64Array([1.0e-4, 1.0e-4, 1.0e-4]);
+        const atol = new Float64Array([1.0e-6, 1.0e-10, 1.0e-6]);
+        const solver = new Lsoda(fex, neq, {
+            rtol,
+            atol,
+            itask: 1,
+        });
+        let y = [1.0, 0.0, 0.0];
+        let t = 0.0;
+        let tout = 0.4;
+        for (let iout = 0; iout < 12; iout++) {
+            const result = solver.solve(y, t, tout);
+            y = result.y;
+            t = result.t;
+            expect(solver.state).toBeGreaterThan(0);
+            const exp = expected[iout];
+            for (let j = 0; j < 3; j++) {
+                const err = relError(y[j], exp.y[j]);
+                expect(err).toBeLessThanOrEqual(5e-3);
+            }
+            tout *= 10.0;
+        }
+    });
+    describe('non-stiff problems', () => {
+        nonStiffProbs.forEach(({ odes, exact }) => {
+            it(`should solve ${odes.name} problem`, () => {
+                solveAndCheck(odes, exact);
+            });
+        });
+    });
+    describe('stiff problems', () => {
+        stiffProbs.forEach(({ odes, exact }) => {
+            it(`should solve ${odes.name} problem`, () => {
+                solveAndCheck(odes, exact);
+            });
+        });
+    });
+    // ─── Dense output tests ───────────────────────────────────────────────────
+    describe('dense output', () => {
+        // Helper: run Robertson to completion with dense output enabled
+        function solveRobertsonDense() {
+            const neq = 3;
+            const rtol = new Float64Array([1.0e-4, 1.0e-4, 1.0e-4]);
+            const atol = new Float64Array([1.0e-6, 1.0e-10, 1.0e-6]);
+            const solver = new Lsoda(fex, neq, { rtol, atol, itask: 1, dense: true });
+            let y = [1.0, 0.0, 0.0];
+            let t = 0.0;
+            let tout = 0.4;
+            for (let iout = 0; iout < 12; iout++) {
+                const result = solver.solve(y, t, tout);
+                y = result.y;
+                t = result.t;
+                tout *= 10.0;
+            }
+            return solver.getDenseOutput();
+        }
+        it('consistency: dense output should match direct solver results (Robertson)', () => {
+            const dense = solveRobertsonDense();
+            // Query dense output at the same tout points used in the reference test
+            const tPoints = Float64Array.from(expected.map((e) => e.t));
+            const results = dense.solveAtTimes(tPoints);
+            for (let i = 0; i < expected.length; i++) {
+                for (let j = 0; j < 3; j++) {
+                    const err = relError(results[j][i], expected[i].y[j]);
+                    expect(err).toBeLessThanOrEqual(5e-3);
+                }
+            }
+        });
+        it('monotonicity: uniform query should have increasing t and finite y', () => {
+            const dense = solveRobertsonDense();
+            // Query at 1000 uniform points across the full range
+            const tMin = dense.tMin;
+            const tMax = dense.tMax;
+            const n = 1000;
+            const tArray = new Float64Array(n);
+            for (let i = 0; i < n; i++)
+                tArray[i] = tMin + (tMax - tMin) * i / (n - 1);
+            const results = dense.solveAtTimes(tArray);
+            expect(results.length).toBe(3);
+            for (let j = 0; j < 3; j++)
+                expect(results[j].length).toBe(n);
+            for (let i = 1; i < n; i++)
+                expect(tArray[i]).toBeGreaterThan(tArray[i - 1]);
+            for (let i = 0; i < n; i++) {
+                for (let j = 0; j < 3; j++)
+                    expect(Number.isFinite(results[j][i])).toBe(true);
+            }
+        });
+        it('boundary: query at tMin and tMax should succeed', () => {
+            const dense = solveRobertsonDense();
+            const yMin = dense.evaluateAt(dense.tMin);
+            const yMax = dense.evaluateAt(dense.tMax);
+            expect(yMin.length).toBe(3);
+            expect(yMax.length).toBe(3);
+            for (let j = 0; j < 3; j++) {
+                expect(Number.isFinite(yMin[j])).toBe(true);
+                expect(Number.isFinite(yMax[j])).toBe(true);
+            }
+        });
+        it('solveOnGrid: should return correct grid dimensions and quality', () => {
+            const dense = solveRobertsonDense();
+            const { t, y } = dense.solveOnGrid(0, 4e10, 1e9);
+            expect(t.length).toBe(41);
+            expect(y.length).toBe(3);
+            for (let j = 0; j < 3; j++)
+                expect(y[j].length).toBe(41);
+            expect(t[0]).toBeCloseTo(0, 10);
+            expect(t[t.length - 1]).toBeCloseTo(4e10, 0);
+            // Check solution quality at a sampled point (t=4e10)
+            const refLast = expected[expected.length - 1].y;
+            for (let j = 0; j < 3; j++) {
+                const err = relError(y[j][t.length - 1], refLast[j]);
+                expect(err).toBeLessThanOrEqual(5e-3);
+            }
+        });
+        function denseExactCheck(ode, exactSolution, checkTol = 1e-3, checkAbsTol = 1e-6) {
+            const neq = ode.initial.length;
+            const tol = ode.tolerance;
+            const rtol = new Float64Array(neq).fill(tol);
+            const atol = new Float64Array(neq).fill(tol);
+            const solver = new Lsoda(wrapFunc(ode), neq, { rtol, atol, itask: 1, dense: true });
+            let y = [...ode.initial];
+            let t = ode.arg.start;
+            const finish = ode.arg.finish;
+            const result = solver.solve(y, t, finish);
+            y = result.y;
+            t = result.t;
+            const dense = solver.getDenseOutput();
+            // Query at 100 points and compare against exact solution
+            const nPts = 100;
+            const tArr = new Float64Array(nPts + 1);
+            for (let i = 0; i <= nPts; i++)
+                tArr[i] = ode.arg.start + (finish - ode.arg.start) * i / nPts;
+            const results = dense.solveAtTimes(tArr);
+            for (let i = 0; i < tArr.length; i++) {
+                const exact = exactSolution(tArr[i]);
+                for (let j = 0; j < neq; j++) {
+                    const absErr = Math.abs(results[j][i] - exact[j]);
+                    const allowed = checkTol * Math.abs(exact[j]) + checkAbsTol;
+                    expect(absErr).toBeLessThan(allowed);
+                }
+            }
+        }
+        corrProbs.forEach(({ odes, exact }) => {
+            it(`dense output on ${odes.name} problem should match exact solution`, () => {
+                denseExactCheck(odes, exact);
+            });
+        });
+    });
+});
+//# sourceMappingURL=lsoda-lib-correctness.test.js.map

package/src/tests/lsoda-lib-correctness.test.js.map

@@ -0,0 +1 @@
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package/src/tests/lsoda-lib-correctness.test.ts

@@ -0,0 +1,283 @@
+import {Lsoda} from '../solver-tools/lsoda';
+import {ODEs} from '../../index';
+import {corrProbs} from '../examples/corr-probs';
+
+// ─── Robertson chemical kinetics (original test) ────────────────────────────
+
+function fex(t: number, y: Float64Array, ydot: Float64Array): number {
+  ydot[0] = 1.0e4 * y[1] * y[2] - 0.04 * y[0];
+  ydot[2] = 3.0e7 * y[1] * y[1];
+  ydot[1] = -(ydot[0] + ydot[2]);
+  return 0;
+}
+
+const expected = [
+  {t: 4.0000e-01, y: [9.851712e-01, 3.386380e-05, 1.479493e-02]},
+  {t: 4.0000e+00, y: [9.055333e-01, 2.240655e-05, 9.444430e-02]},
+  {t: 4.0000e+01, y: [7.158403e-01, 9.186334e-06, 2.841505e-01]},
+  {t: 4.0000e+02, y: [4.505250e-01, 3.222964e-06, 5.494717e-01]},
+  {t: 4.0000e+03, y: [1.831976e-01, 8.941773e-07, 8.168015e-01]},
+  {t: 4.0000e+04, y: [3.898729e-02, 1.621940e-07, 9.610125e-01]},
+  {t: 4.0000e+05, y: [4.936362e-03, 1.984221e-08, 9.950636e-01]},
+  {t: 4.0000e+06, y: [5.161833e-04, 2.065787e-09, 9.994838e-01]},
+  {t: 4.0000e+07, y: [5.179804e-05, 2.072027e-10, 9.999482e-01]},
+  {t: 4.0000e+08, y: [5.283675e-06, 2.113481e-11, 9.999947e-01]},
+  {t: 4.0000e+09, y: [4.658667e-07, 1.863468e-12, 9.999995e-01]},
+  {t: 4.0000e+10, y: [1.431100e-08, 5.724404e-14, 1.000000e+00]},
+];
+
+// ─── Helpers ─────────────────────────────────────────────────────────────────
+
+function relError(computed: number, reference: number): number {
+  if (reference === 0) return Math.abs(computed);
+  return Math.abs((computed - reference) / reference);
+}
+
+/** Wraps an ODEs func into an OdeFunction compatible with Lsoda (returns 0). */
+function wrapFunc(ode: ODEs): (t: number, y: Float64Array, ydot: Float64Array) => number {
+  return (t, y, ydot) => {
+    ode.func(t, y, ydot);
+    return 0;
+  };
+}
+
+/**
+ * Solves an ODE problem and checks against the exact solution at the final time point.
+ * Uses combined absolute + relative tolerance: |computed - exact| < checkTol * |exact| + checkAbsTol.
+ */
+function solveAndCheck(
+  ode: ODEs,
+  exactSolution: (t: number) => Float64Array,
+  checkTol: number = 1e-3,
+  checkAbsTol: number = 1e-6,
+) {
+  const neq = ode.initial.length;
+  const tol = ode.tolerance;
+  const rtol = new Float64Array(neq).fill(tol);
+  const atol = new Float64Array(neq).fill(tol);
+
+  const solver = new Lsoda(wrapFunc(ode), neq, {rtol, atol, itask: 1});
+
+  let y: ArrayLike<number> = [...ode.initial];
+  let t = ode.arg.start;
+  const step = ode.arg.step;
+  const finish = ode.arg.finish;
+
+  let tout = t + step;
+  while (tout <= finish + step / 2) {
+    const result = solver.solve(y, t, tout);
+    y = result.y;
+    t = result.t;
+
+    expect(solver.state).toBeGreaterThan(0);
+    tout += step;
+  }
+
+  // Check final solution against exact using combined abs + rel tolerance
+  const exact = exactSolution(t);
+  for (let j = 0; j < neq; j++) {
+    const absErr = Math.abs(y[j] - exact[j]);
+    const allowed = checkTol * Math.abs(exact[j]) + checkAbsTol;
+    expect(absErr).toBeLessThan(allowed);
+  }
+}
+
+// ─── Tests ───────────────────────────────────────────────────────────────────
+
+const nonStiffProbs = corrProbs.filter((p) => p.odes.name.startsWith('non-stiff'));
+const stiffProbs = corrProbs.filter((p) => p.odes.name.startsWith('stiff'));
+
+describe('LSODA LIB', () => {
+  it('should solve Robertson chemical kinetics with expected accuracy', () => {
+    const neq = 3;
+    const rtol = new Float64Array([1.0e-4, 1.0e-4, 1.0e-4]);
+    const atol = new Float64Array([1.0e-6, 1.0e-10, 1.0e-6]);
+
+    const solver = new Lsoda(fex, neq, {
+      rtol,
+      atol,
+      itask: 1,
+    });
+
+    let y: ArrayLike<number> = [1.0, 0.0, 0.0];
+    let t = 0.0;
+    let tout = 0.4;
+
+    for (let iout = 0; iout < 12; iout++) {
+      const result = solver.solve(y, t, tout);
+      y = result.y;
+      t = result.t;
+
+      expect(solver.state).toBeGreaterThan(0);
+
+      const exp = expected[iout];
+      for (let j = 0; j < 3; j++) {
+        const err = relError(y[j], exp.y[j]);
+        expect(err).toBeLessThanOrEqual(5e-3);
+      }
+
+      tout *= 10.0;
+    }
+  });
+
+  describe('non-stiff problems', () => {
+    nonStiffProbs.forEach(({odes, exact}) => {
+      it(`should solve ${odes.name} problem`, () => {
+        solveAndCheck(odes, exact);
+      });
+    });
+  });
+
+  describe('stiff problems', () => {
+    stiffProbs.forEach(({odes, exact}) => {
+      it(`should solve ${odes.name} problem`, () => {
+        solveAndCheck(odes, exact);
+      });
+    });
+  });
+
+  // ─── Dense output tests ───────────────────────────────────────────────────
+
+  describe('dense output', () => {
+    // Helper: run Robertson to completion with dense output enabled
+    function solveRobertsonDense() {
+      const neq = 3;
+      const rtol = new Float64Array([1.0e-4, 1.0e-4, 1.0e-4]);
+      const atol = new Float64Array([1.0e-6, 1.0e-10, 1.0e-6]);
+
+      const solver = new Lsoda(fex, neq, {rtol, atol, itask: 1, dense: true});
+
+      let y: ArrayLike<number> = [1.0, 0.0, 0.0];
+      let t = 0.0;
+      let tout = 0.4;
+
+      for (let iout = 0; iout < 12; iout++) {
+        const result = solver.solve(y, t, tout);
+        y = result.y;
+        t = result.t;
+        tout *= 10.0;
+      }
+
+      return solver.getDenseOutput();
+    }
+
+    it('consistency: dense output should match direct solver results (Robertson)', () => {
+      const dense = solveRobertsonDense();
+
+      // Query dense output at the same tout points used in the reference test
+      const tPoints = Float64Array.from(expected.map((e) => e.t));
+      const results = dense.solveAtTimes(tPoints);
+
+      for (let i = 0; i < expected.length; i++) {
+        for (let j = 0; j < 3; j++) {
+          const err = relError(results[j][i], expected[i].y[j]);
+          expect(err).toBeLessThanOrEqual(5e-3);
+        }
+      }
+    });
+
+    it('monotonicity: uniform query should have increasing t and finite y', () => {
+      const dense = solveRobertsonDense();
+
+      // Query at 1000 uniform points across the full range
+      const tMin = dense.tMin;
+      const tMax = dense.tMax;
+      const n = 1000;
+      const tArray = new Float64Array(n);
+      for (let i = 0; i < n; i++)
+        tArray[i] = tMin + (tMax - tMin) * i / (n - 1);
+
+      const results = dense.solveAtTimes(tArray);
+      expect(results.length).toBe(3);
+      for (let j = 0; j < 3; j++)
+        expect(results[j].length).toBe(n);
+
+      for (let i = 1; i < n; i++)
+        expect(tArray[i]).toBeGreaterThan(tArray[i - 1]);
+
+      for (let i = 0; i < n; i++) {
+        for (let j = 0; j < 3; j++)
+          expect(Number.isFinite(results[j][i])).toBe(true);
+      }
+    });
+
+    it('boundary: query at tMin and tMax should succeed', () => {
+      const dense = solveRobertsonDense();
+
+      const yMin = dense.evaluateAt(dense.tMin);
+      const yMax = dense.evaluateAt(dense.tMax);
+
+      expect(yMin.length).toBe(3);
+      expect(yMax.length).toBe(3);
+      for (let j = 0; j < 3; j++) {
+        expect(Number.isFinite(yMin[j])).toBe(true);
+        expect(Number.isFinite(yMax[j])).toBe(true);
+      }
+    });
+
+    it('solveOnGrid: should return correct grid dimensions and quality', () => {
+      const dense = solveRobertsonDense();
+
+      const {t, y} = dense.solveOnGrid(0, 4e10, 1e9);
+
+      expect(t.length).toBe(41);
+      expect(y.length).toBe(3);
+      for (let j = 0; j < 3; j++)
+        expect(y[j].length).toBe(41);
+      expect(t[0]).toBeCloseTo(0, 10);
+      expect(t[t.length - 1]).toBeCloseTo(4e10, 0);
+
+      // Check solution quality at a sampled point (t=4e10)
+      const refLast = expected[expected.length - 1].y;
+      for (let j = 0; j < 3; j++) {
+        const err = relError(y[j][t.length - 1], refLast[j]);
+        expect(err).toBeLessThanOrEqual(5e-3);
+      }
+    });
+
+    function denseExactCheck(
+      ode: ODEs,
+      exactSolution: (t: number) => Float64Array,
+      checkTol: number = 1e-3,
+      checkAbsTol: number = 1e-6,
+    ) {
+      const neq = ode.initial.length;
+      const tol = ode.tolerance;
+      const rtol = new Float64Array(neq).fill(tol);
+      const atol = new Float64Array(neq).fill(tol);
+
+      const solver = new Lsoda(wrapFunc(ode), neq, {rtol, atol, itask: 1, dense: true});
+
+      let y: ArrayLike<number> = [...ode.initial];
+      let t = ode.arg.start;
+      const finish = ode.arg.finish;
+      const result = solver.solve(y, t, finish);
+      y = result.y;
+      t = result.t;
+
+      const dense = solver.getDenseOutput();
+
+      // Query at 100 points and compare against exact solution
+      const nPts = 100;
+      const tArr = new Float64Array(nPts + 1);
+      for (let i = 0; i <= nPts; i++)
+        tArr[i] = ode.arg.start + (finish - ode.arg.start) * i / nPts;
+
+      const results = dense.solveAtTimes(tArr);
+      for (let i = 0; i < tArr.length; i++) {
+        const exact = exactSolution(tArr[i]);
+        for (let j = 0; j < neq; j++) {
+          const absErr = Math.abs(results[j][i] - exact[j]);
+          const allowed = checkTol * Math.abs(exact[j]) + checkAbsTol;
+          expect(absErr).toBeLessThan(allowed);
+        }
+      }
+    }
+
+    corrProbs.forEach(({odes, exact}) => {
+      it(`dense output on ${odes.name} problem should match exact solution`, () => {
+        denseExactCheck(odes, exact);
+      });
+    });
+  });
+});