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Re: bvp4c not implemented in Octave 4.0?


From: Carlo De Falco
Subject: Re: bvp4c not implemented in Octave 4.0?
Date: Thu, 16 Jul 2015 08:50:00 +0000

On 16 Jul 2015, at 09:36, Tatsuro MATSUOKA <address@hidden> wrote:

> As Calro wrote, if you need efficiency, it is necessary to polish the code.

What bvp4c currently does is just set up the system of nonlinear equations
for the discretized differential problem then let fsolve deal with the 
solution, 
IIRC it doesn't even build a Jacobian. After error estimation the problem is
solved again from scratch on a new grid. 

So the solution should be correct but the implementation approach is really not 
efficient, the correct algorithm is described in full detail in Shampine's 
book so if anyone is interested it should be quite straightforward to implement.

c.


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