Re: [Help-gsl] rk2imp speed in odeiv vs odeiv2

[Tuomo Keskitalo]

Hello,

rk2imp (among other implicit methods) in ode-initval2 uses a modified 
Newton iteration instead of old functional iteration in solving the 
system of non-linear equations. E.g. for stiff problems Newton iteration 
is quite more powerful. Because of that, the ODE-solver can use larger 
step sizes. Newton iteration converges with larger step sizes, while 
functional iteration does not.

On 12/01/2011 08:42 PM, Farkas, Illes wrote:

> Hi,
>
> I just tested the speed of rk2imp with the simple harmonic oscillator
> (dx/dt=-y, dy/dt=x). In the first test I used gsl_odeiv_step/control/evolve
> (does *not* use Jacobian) and in the 2nd test I used
> simply gsl_odeiv2_driver (uses Jacobian). With the same parameters the
> first version ran for 26s and the second version finished below 1s. Is this
> test wrong? Or is there really such a big difference?
>
> Thanks
> Illes
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