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Re: Error scaling in ODE-IV
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: Dave Auslander <dma at me dot berkeley dot edu>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Wed, 24 Jul 2002 20:23:02 +0100 (BST)
- Subject: Re: Error scaling in ODE-IV
- References: <5.1.0.14.2.20020723125836.01b66578@maxwell.berkeley.edu>
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