Add Rosenbrock integrators

[alexander-novo]

Description

Add Rosenbrock integrators, which are lighter-weight alternatives to IDA that work well with co-simulation.

Proposed changes

The current version depends on ReSolve and needs porting work to be used with GridKit vectors. The operations used by the Rosenbrock integrators are:

vector_handler_.scal();
vector_handler_.axpy();
vector_handler_.abs();
vector_handler_.max();
vector_handler_.diagSolve();
vector_handler_.amax();

This PR also need's ReSolve's SystemSolver to be ported.

As well, I think some more testing wouldn't go amiss... An integration test on an example power grid would work nicely.

Checklist

• All tests pass.
• Code compiles cleanly with flags -Wall -Wpedantic -Wconversion -Wextra.
• The new code follows GridKit™ style guidelines.
• There are unit tests for the new code.
• The new code is documented.
• The feature branch is rebased with respect to the target branch.
• I have updated CHANGELOG.md to reflect the changes in this PR. If this is a minor PR that is part of a larger fix already included in the file, state so.

Further comments

[pelesh]

This is really nice work!

I would suggest merging #480 first and then rebasing so that we avoid introducing Re::Solve dependency.

[alexander-novo]

@pelesh I've updated the PR to make use of GridKit's own Vector and VectorHandler. Re::Solve is still used for the lienar solver part, however (see Rosenbrock::time_step)

[pelesh]

@pelesh I've updated the PR to make use of GridKit's own Vector and VectorHandler. Re::Solve is still used for the lienar solver part, however (see Rosenbrock::time_step)

Using a linear solver from Re::Solve is a good thing :). We can add bare KLU interface in a separate PR, if needed.

[shakedregev]

Fix the minor issues and good to merge. I tested it.

[pelesh]

This is very nice work and we can merge it to the feature branch provided the comments below are addressed:

• Rosenbrock class needs to inherit from DynamicSolver class so it can be called interchangeably with IDA (and I understand there will be some additional work there but we need to open that door now).
• Files Rosenbrock.*pp should stay in GridKit/Solver/Dynamic directory. For all other files, I suggest moving them to a new directory GridKit/Solver/Dynamic/Rosenbrock.
• Rosenbrock and related classes should be in AnalysisManager namespace, and the Integrator namespace should be within that to make it consistent with IDA interface.
• Consider renaming Integrator namespace with something like NativeDynamicSolver or something similar to describe these are solvers native to GridKit, not third party ones (such as SUNDIALS).
• File ResolveMemoryUtils.hpp should not be needed if the linear solver interface is implemented correctly but we can handle that in #489.
• A few minor comments below.

[alexander-novo]

@pelesh

I'm not sure what to do about implementing DynamicSolver for Rosenbrock. The method setTolerance doesn't make sense, because the Rosenbrock method doesn't have a tolerance inherently.