This is c++11
port of LSODA library. See Credits below. See ./test_LSODA.cpp
for an example.
This work is based on http://lh3lh3.users.sourceforge.net/download/lsoda.c.
LSODA solver in C++
License: MIT License
This is c++11
port of LSODA library. See Credits below. See ./test_LSODA.cpp
for an example.
This work is based on http://lh3lh3.users.sourceforge.net/download/lsoda.c.
Great package, thanks! I've noticed that when the BDF method is used, the code is slow compared to the original fortran. This might have to do with the use of std::vector<std::vector<double>>
to hold the jacobian? It should be faster to use a old style multidimensional C array, or a std::vector<double>
with the proper indexing.
EDIT:
I compared to https://github.com/sdwfrost/liblsoda , and the speed was the same. So there isn't a problem with std::vector .
For context, I made a python wrapper to the c++: https://github.com/Nicholaswogan/NumbaLSODA . I was benchmarking it against the scipy wrapper of LSODA, and noticed that when the BDF method is used, my python wrapper was much slower than scipy. This should not be the case because my wrapper should never invoke the python interpreter, while scipy's does.
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