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Will I get speedup by providing Jacobian to the GSL ODE45 solver?


Will I get speedup by providing Jacobian to the GSL ODE45 solver?

Hi all,

I am a newbie to GSL ODE solvers. I have a critical need for speed. I
am hunting for ways to speed up. My questions are:

1. If after a comparison of GSL ODE solvers, I conclude that ODE45 is
sufficient for my need in terms of accuracy. (And in fact I turned to
GSL ODE solver from Matlab, and I have already done a comparison
analysis using all the ODE solvers in Matlab. ) And I remember I don't
provide Jacobian to ODE45 solver. And now will I get speed-up at the
fixed accuracy level by providing the Jacobian to the GSL ODE45
solver?

2. Is it possible that after providing the Jacobian, other solvers use
the Jacobian more efficiently and start to outform ODE45 in terms of
speed or accuracy?

I am still experimenting these things, but I would like to hear your
comments too...

Thanks for your help!


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