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Re: Translating ODE from Matlab to Octave


From: Torsten
Subject: Re: Translating ODE from Matlab to Octave
Date: Tue, 26 Nov 2013 19:44:05 +0100
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:24.0) Gecko/20100101 Thunderbird/24.1.1

On 26.11.2013 19:33, c. wrote:
> 
> On 26 Nov 2013, at 18:53, Torsten <address@hidden> wrote:
> 
>>
>> And odepkg provides the mass matrix parameter "Mass" in case there might
>> be numerical issues with the inverse of M. I use ode45 on a regular
>> basis on octave and matlab systems (without code modifications).
> 
> ode45 uses the one-step explicit RK45  method which is not a viable choice 
> for integrating stiff systems, 
> and even more so if the system to be integrated is a set of DAEs which may be 
> roughly considered as 
> "infinitely stiff" ODEs. 
> Indeed I see in the source code of ode45 [3] that an inversion of the mass 
> matrix is used, which cannot work for DAEs.
> 
> There are other matlab compatible solvers in odepkg that are intended for 
> solving stiff problems, e.g. ode23s [1], 
> but I am quite sure ode23s won't work for DAEs, as I see in the code that an 
> inversion of the mass matrix [2]  is used in the algorithm.
> 
> There are other solvers in odepkg that do work for DAEs [4] but I'm not sure 
> whether they are matlab compatible.
> 
> The recomended solver to use for DAEs in matlab is ode15s [4], which is not 
> (yet?) implemented in Octave or Octave Forge, but
> the algorithm used by daspk is exactly the same as that of ode15s so I'd 
> recommennd using daspk for solving DAEs in Octave.
> 
>> Torsten
> 
> c.
> 
> 
> [1] http://octave.sourceforge.net/odepkg/function/ode23s.html
> [2] http://sourceforge.net/p/octave/odepkg/ci/default/tree/inst/ode23s.m#l179
> [3] http://sourceforge.net/p/octave/odepkg/ci/default/tree/inst/ode45.m#l342
> [4] see the 5th table in the page 
> http://www.mathworks.it/it/help/matlab/ref/ode15s.html
> 

You are right.

I did not want to recommend ode45 for this specific simulation case. I
just wanted to confirm your statement that odepkg provides a matlab
compatible interface. Sorry if my post was misleading.

Torsten



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