gistfile1.py

from casadi import *

x0 = MX.sym('x',10,1);
u  = MX.sym('u',10,1);

f = MXFunction([x0,u],[x0])
f.setOption('name','f')
f.init()

h  = MX.sym('h',1,1);
h2 = h/2

k1 = h*f.call([x0,        u])[0]
k2 = h*f.call([x0 + k1/2, u])[0]
k3 = h*f.call([x0 + k2/2, u])[0]
k4 = h*f.call([x0 + k3,   u])[0]

x1 = x0 + (k1 + 2*k2 + 2*k3 + k4)/6

rk4 = MXFunction([x0,u,h],[x1])
f.setOption('name','rk4')
rk4.init()

print rk4

print "="*80

rk4j = rk4.jacobian()
rk4j.init()

print rk4j