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


From: Tuomo Keskitalo
Subject: Re: [Help-gsl] Jacobian evaluation in ODE suite
Date: Mon, 04 Oct 2010 17:52:06 +0300
User-agent: Mozilla/5.0 (X11; U; Linux x86_64; en-US; rv:1.9.1.12) Gecko/20100915 Thunderbird/3.0.8

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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