inplace interpolations for speed

Author: ChrisRackauckas

src/integrators/integrator_interface.jl

@@ -5,15 +5,13 @@
   if t < integrator.tprev
     error("Current interpolant only works between tprev and t")
   elseif t != integrator.t
-    new_u = integrator(t)
-    integrator.dtnew = integrator.t - t
-    perform_rswm_rejection!(integrator)
-
     if typeof(integrator.u) <: AbstractArray
-      recursivecopy!(integrator.u,new_u)
+      integrator(integrator.u,t)
     else
-      integrator.u = new_u
+      integrator.u = integrator(t)
     end
+    integrator.dtnew = integrator.t - t
+    perform_rswm_rejection!(integrator) #this only changes dt and noise, so no interpolation problems
     integrator.t = t
     # reeval_internals_due_to_modification!(integrator) # Not necessary for linear interp
     if T

src/integrators/integrator_utils.jl

@@ -74,9 +74,9 @@ end
     curt = pop!(integrator.opts.saveat)
     if integrator.opts.saveat!=integrator.t # If <t, interpolate
       Θ = (curt - integrator.tprev)/integrator.dt
-      val = sde_interpolant(Θ,integrator)
+      val = sde_interpolant(Θ,integrator,indices(integrator.uprev),Val{0}) # out of place, but force copy later
       copyat_or_push!(integrator.sol.t,integrator.saveiter,curt)
-      copyat_or_push!(integrator.sol.u,integrator.saveiter,val)
+      copyat_or_push!(integrator.sol.u,integrator.saveiter,val,Val{false})
       if typeof(integrator.alg) <: StochasticEqCompositeAlgorithm
         copyat_or_push!(integrator.sol.alg_choice,integrator.saveiter,integrator.cache.current)
       end