Re: [Help-gsl] Jacobian evaluation in ODE suite

[Tuomo Keskitalo]

Hi,

On 10/04/2010 05:58 AM, Dale Lukas Peterson wrote:
> On Thu, Sep 23, 2010 at 05:05:59PM +0200, Claude Lacoursiere wrote:
> > I'm using the ODE module in a class I teach and I was surprised that the
> > Jacobian function is unused for all integration methods with the exception of
> > gsl_odeiv_step_bsimp
...
>    I tried your example and found the same thing.  I am also surprised
>    by this behavior.  The manual is vague about which of the
>    solvers make use of the Jacobian.  It seems to me that only the

The imprkX routines in current official ode-initval do not use Newton 
iteration but functional iteration, and therefore Jacobian is not utilized.

I've made an extension package to GSL (ode-initval2, link available from 
GSL home page), which includes a version of imprkX that use Newton 
iteration. Maybe you could try that?

I think Brian Gough is also making an effort to get ode-initval2 into 
GSL, and it is available as a development branch. You can get the branch 
with

bzr checkout http://bzr.savannah.gnu.org/r/gsl/ode-initval2/

To compile it use

autoreconf -i -f; ./configure --enable-maintainer-mode ; make

BR,
Tuomo

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