Dear all,
I'd like to use the ODE solvers in GSL for large stiff problems where the
Jacobian matrix is banded (doing dense LU solve is intractable). Currently
this is not possible (unless I've missed something) since the factorization
and solving of the linear system is hardcoded to use `gsl_linalg_LU_decomp`
and `gsl_linalg_LU_solve` in functions with internal linkage (grep:ing for
these reveals use in bsimp.c, modnewton1.c and msbdf.c). So currently, my
only option (it would seem), would be to recompile a modified version of
GSL.
Are there any plans to allow for banded solve? (it could be an "advanced"
feature without any fancy interface, just somewhere to pass in function
pointers for factorization and solving routines of the linear system, the
responsibility of handling padding and matrix dimensions could be left to
the user).
Best regards,
Björn Dahlgren, KTH - Royal Institute of Technology