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Re: [Help-gsl] Performance issue with ODE solvers

From: Brian Gough
Subject: Re: [Help-gsl] Performance issue with ODE solvers
Date: Mon, 28 Jan 2008 21:22:01 +0000
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI)

At Thu, 24 Jan 2008 00:53:07 -0500,
Michael Stauffer wrote:
> I've noticed what might be the same issue with ODE solver performance. I'm
> porting some Matlab code to C and in Matlab I'm using the "ode45" solver
> which is described as "based on an explicit Runge-Kutta (4,5) formula, the
> Dormand-Prince pair. It is a one-step solver.". In GSL, I'm using
> gsl_odeiv_step_rk4: "4th order (classical) Runge-Kutta." 
> My C code, using GSL, ends up calling my ODE function anywhere from 10-30x
> more often than the Matlab code does, which kills most or all of the speed
> gain from coding in C. I'm using the same error tolerances for both. The GSL
> code produces fewer time steps in the end, but is calling the ODE function
> many more times so it could be an issue with solving for too high a
> tolerance.

Please could you submit a bug report to address@hidden with a small
example program and output showing the first 5 steps from both. Thanks.

Brian Gough

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