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ode-initval implicit solvers and development


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


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