LSODE
LSODE (Livermore Solver for Ordinary Differential Equations) solves stiff and nonstiff systems of the form dy/dt = f(t,y). In the stiff case, it treats the Jacobian matrix df/dy as either a dense (full) or a banded matrix, and as either user-supplied or internally approximated by difference quotients. It uses Adams methods (predictor-corrector) in the nonstiff case, and Backward Differentiation Formula (BDF) methods (the Gear methods) in the stiff case. The linear systems that arise are solved by direct methods (LU factor/solve). LSODE supersedes the older GEAR and GEARB packages, and reflects a complete redesign of the user interface and internal organization, with some algorithmic improvements. LSODE is available in separate double and single precision versions, called DLSODE and SLSODE. Documentation on the usage of DLSODE/SLSODE is provided in the initial block of comment lines in the source file, which includes a simple example. A demonstration program (in seperate double/single precision versions) is also available.
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References in zbMATH (referenced in 135 articles )
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