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LSODE speed up question


From: Ayesha Kalra
Subject: LSODE speed up question
Date: Fri, 25 Apr 2008 15:47:33 -0400

Hi all, 

I am using LSODE in a C++ program to solve a system of ~300 ODEs (500 time steps). I used LSODE in C++ so that I could get some performance enhancement over using LSODE in Octave itself, however, there was no improvement in performance (measured in time (in sec) taken to solve the system of equations. It may be noted that in both cases, I am NOT supplying the Jacobian to LSODE. Can anyone tell me what is the bottleneck step for LSODE, if it is calculation of Jacobian of the system,  I will try to calculate it explicitly using some kind of Automatic Differentiation library and then supply it to LSODE (I am not sure, how to do this right now, any ideas/suggestions are welcome). 

Or, is there anything else I need to look/change to speed up solution by LSODE in C++.

Thanks
Ayesha

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