ode-initval implicit solvers and development

[Tuomo Keskitalo]

Hello,

my work with GSL ODE solvers is progressing (slowly, I am doing this on 
my own free time). I've written a modified Newton iteration method to 
solve the non-linear equation system that come up with implicit 
Runge-Kutta methods. Three very basic implicit solvers included use the 
solver. Also, I've made some changes and additions to ode-initval tests. 
Those are the highlights. The current work on gsl-1.11/ode-initval 
directory can be found here:

http://iki.fi/tuomo.keskitalo/temp/gsl-1.11-ode-initval-additions-1.tar.gz

Please note the comments on file Changes.txt. Any comments you might 
have are welcome!

Fifth order implicit Radau method would be nice to add maybe later on 
(even these new implicit solvers do not seem to be able to cope with 
highly stiff, badly scaled problems), but I think that I will continue 
next with a multistep framework and some of the methods in e.g. the VODE 
package. More tests are also in the queue.

Regards,
Tuomo

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