Re: ode-initval implicit solvers and development

[Tuomo Keskitalo <Tuomo.Keskitalo@iki.fi>]

Hello,

On 02/02/2009 07:05 PM, Tuomo Keskitalo wrote:

> I plan to implement the Newton iteration for BDF methods first, and then 
> modify modnewton1. I'd also like to implement the implicit 5th order 
> Radau method, which also needs Newton iteration. This will take some 
> time. It might be best to wait until then to see what other changes I'll 
> have to make to the ode-initval interfaces. Hopefully none.

Ok, I've made a new beta release which includes new msbdf stepper and 
modifications to modnewton1 and the related steppers, among other 
changes. Please look at ode-initval/ChangeLog-Keskitalo for more 
information. Comments are welcome.

git source can be cloned to current directory with command
git clone http://iki.fi/tuomo.keskitalo/gsl/ode-initval-additions/.git

> I'd appreciate if anyone has the chance to test and report how msadams 
> compares to other steppers in practice and if there are any problems 
> with it!

This still applies. msadams and msbdf are somewhat complex steppers 
(multistep & multiorder, Nordsieck form) and need to be tested.

I think that if I later on have time to implement Radau II A, it will 
not introduce any further changes to the framework. Stability detection 
should still be added to msbdf, otherwise it is feature-complete. 
Thereby, I hope to hear your opinion about this development branch. Can 
it be incorporated into GSL, or should it be e.g. an extension library?

-- 
Tuomo.Keskitalo@iki.fi
http://iki.fi/tuomo.keskitalo