Error scaling in ODE-IV

Error scaling in ODE-IV

[Dave Auslander]

I am using the ODE-initial value routines from GSL. In looking at section 
24.3 or the GSL manual, I note that there does not appear to be any scaling 
array for the error calculation in the adaptive algorithms. eps_rel and 
eps_abs are scalars. Most ODE systems, however, are not naturally scaled so 
all components have the same scale so it is very difficult to optimize 
performance.

Am I missing something or is this the intended usage?

Thanks
Dave Auslander

PS - many thanks to the GSL developers. This is a huge, very useful effort.


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David M. Auslander, Prof. of ME and Assoc. Dean
Mechanical Engineering, Univ of Calif, Berkeley, CA 94720-1740
Dean's office: 510-642-7594 ME: 510-642-4930 Fax: 510-643-5599
dma@me.berkeley.edu       www.me.berkeley.edu/~dma
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Re: Error scaling in ODE-IV

[Brian Gough]

Dave Auslander writes:
 > I am using the ODE-initial value routines from GSL. In looking at
 > section 24.3 or the GSL manual, I note that there does not appear
 > to be any scaling array for the error calculation in the adaptive
 > algorithms. eps_rel and eps_abs are scalars. Most ODE systems,
 > however, are not naturally scaled so all components have the same
 > scale so it is very difficult to optimize performance.
 >  Am I missing something or is this the intended usage?

Hi,

Hmmm.. you're right, component-wise scaling doesn't seem to be part of
the existing API.  I think this will need to be added to a future
release, with a control object that accepts arrays, rather than single
values.  It should be a straightforward generalisation of the existing
code in ode-initval/cstd.c.

regards
Brian Gough