Error scaling in ODE-IV

Brian Gough bjg@network-theory.co.uk
Wed Jul 24 15:30:00 GMT 2002


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



More information about the Gsl-discuss mailing list