readme
1
2Here's what is available (all in double precision):
3LSODE
4LSODES
5LSODA
6LSODAR
7LSODI
8LSOIBT
9
10To receive the document try:
11send only DOC from odepack
12
13To receive the demo program try:
14send only DEMO from odepack
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18 I. Summary of the ODEPACK Solvers
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20
21 A. Solvers for explicitly given systems.
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23 In the solvers below, it is assumed that the ODE's are given
24 explicitly, so that the system can be written in the form
25 dy/dt = f(t,y) ,
26 where y is the vector of dependent variables, and t is the independent
27 variable.
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30 1. LSODE (Livermore Solver for Ordinary Differential Equations) is the
31 basic solver of the collection. It solves stiff and nonstiff systems
32 of the form dy/dt = f. In the stiff case, it treats the Jacobian matrix
33 df/dy as either a full or a banded matrix, and as either user-supplied
34 or internally approximated by difference quotients. It uses Adams methods
35 (predictor-corrector) in the nonstiff case, and Backward Differentiation
36 Formula (BDF) methods in the stiff case. The linear systems that arise
37 are solved by direct methods (LU factor/solve). LSODE supersedes the older
38 GEAR and GEARB packages, and reflects a complete redesign of the user
39 interface and internal organization, with some algorithmic improvements.
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42 2. LSODES, written jointly with A. H. Sherman, solves systems dy/dt = f
43 and in the stiff case treats the Jacobian matrix in general sparse
44 form. It determines the sparsity structure on its own (or optionally
45 accepts this information from the user), and uses parts of the Yale Sparse
46 Matrix Package (YSMP) to solve the linear systems that arise.
47 LSODES supersedes, and improves upon, the older GEARS package.
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50 3. LSODA, written jointly with L. R. Petzold, solves systems dy/dt = f
51 with a full or banded Jacobian when the problem is stiff, but it
52 automatically selects between nonstiff (Adams) and stiff (BDF) methods.
53 It uses the nonstiff method initially, and dynamically monitors data
54 in order to decide which method to use.
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57 4. LSODAR, also written jointly with L. R. Petzold, is a variant of LSODA
58 with a rootfinding capability added. Thus it solves problems dy/dt = f
59 with full or banded Jacobian and automatic method selection, and at
60 the same time, it finds the roots of any of a set of given functions
61 of the form g(t,y). This is often useful for finding stop conditions
62 or points at which switches are to be made in the function f.
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65 B. Solvers for linearly implicit systems.
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67 In the solvers below, it is assumed that the derivative dy/dt is
68 implicit, but occurs linearly, so that the system can be written
69 A(t,y) dy/dt = g(t,y) ,
70 where A is a square matrix. These solvers allow A to be singular,
71 in which case the system is a differential-algebraic system, but in that
72 case users must be very careful to supply a well-posed problem with
73 consistent initial conditions.
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76 5. LSODI, written jointly with J. F. Painter, solves linearly implicit
77 systems in which the matrices involved (A, dg/dy, and d(A dy/dt)/dy) are
78 all assumed to be either full or banded. LSODI supersedes the older
79 GEARIB solver and improves upon it in numerous ways.
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82 6. LSOIBT, written jointly with C. S. Kenney, solves linearly implicit
83 systems in which the matrices involved are all assumed to be
84 block-tridiagonal. Linear systems are solved by the LU method.
85