sdirk4(), implicit RK stiff ode solver

[Marc Compere]

Octave users,

        I've developed a C++ wrapper that allows Octave to interface with the
Fortran subroutine SDIRK4.F.  SDIRK4 is a Singly Diagonally Implicit
Runge-Kutta (SDIRK) stiff ODE solver.  It works well and differs from
Octave's existing solver, lsode, by being a single-step method.  lsode
is a multi-step method & therefore not as efficient at integrating ODEs
that contain discontinuities.  (Note that ODE stiffness is different
from an ODE with discontinuities)

        You can read more about the freely available SDIRK4.F at E. Hairer's
web page, http://www.unige.ch/math/folks/hairer/software.html.

        You can find a tarred & gzipped file containing all you need to get
sdirk4 working in Octave at:

        http://marc.me.utexas.edu/tmp/octave_ode_solvers

and can see the contents of octave_sdirk4_solver_v1.00.tar.gz at:


http://marc.me.utexas.edu/tmp/octave_ode_solvers/octave_sdirk4_solver_v1.00/

        I have also posted the source files to the octave-sources list.

        Please send corrections or comments to address@hidden

Best regards,
Marc Compere

-- 
_________________________________________________
Marc Compere, The University of Texas at Austin
e-mail: address@hidden
www   : http://nerdlab.me.utexas.edu/~compere
office: ETC 4.134a, (512) 471-7347
_________________________________________________



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