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Re: [Help-gsl] rk2imp speed in odeiv vs odeiv2

From: Tuomo Keskitalo
Subject: Re: [Help-gsl] rk2imp speed in odeiv vs odeiv2
Date: Thu, 01 Dec 2011 21:21:01 +0200
User-agent: Mozilla/5.0 (X11; U; Linux x86_64; en-US; rv: Gecko/20110921 Thunderbird/3.1.15


rk2imp (among other implicit methods) in ode-initval2 uses a modified Newton iteration instead of old functional iteration in solving the system of non-linear equations. E.g. for stiff problems Newton iteration is quite more powerful. Because of that, the ODE-solver can use larger step sizes. Newton iteration converges with larger step sizes, while functional iteration does not.

On 12/01/2011 08:42 PM, Farkas, Illes wrote:


I just tested the speed of rk2imp with the simple harmonic oscillator
(dx/dt=-y, dy/dt=x). In the first test I used gsl_odeiv_step/control/evolve
(does *not* use Jacobian) and in the 2nd test I used
simply gsl_odeiv2_driver (uses Jacobian). With the same parameters the
first version ran for 26s and the second version finished below 1s. Is this
test wrong? Or is there really such a big difference?

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