R help - Nov 2005 - (no subject)

Hi,

 

I am trying to solve a model that consists of rather stiff ODEs in R. 

 

I use the package ODEsolve (lsoda) to solve these ODEs.  

 

To speed up the integration, the jacobian is also specified. 

 

Basically, the model is a one-dimensional advection-diffusion problem,
and thus the jacobian is a tridiagonal matrix. 

The size of this jacobian is 100*100.

 

In the original package LSODA it is possible to specify that the
jacobian is banded, which makes its inversion very efficient. 

However, this feature seems to have been removed in the R version. 

 

 

Is there a way to overcome this limitation?

 

Thanks 

 

 

dr. Karline Soetaert

NIOO - CEME

PO box 140

4400 AC  Yerseke

the Netherlands

Phone: ++ 31 113 577487

fax: ++ 31 113 573616

e-mail: k.Soetaert@nioo.knaw.nl

 

 


	[[alternative HTML version deleted]]

>>>>> "KSoet" == Soetaert, Karline <K.Soetaert at
nioo.knaw.nl>
>>>>>     on Mon, 14 Nov 2005 13:20:24 +0100 writes:
    KSoet> Hi, I am trying to solve a model that consists of
    KSoet> rather stiff ODEs in R.

    KSoet> I use the package ODEsolve (lsoda) to solve these
    KSoet> ODEs.
 
    KSoet> To speed up the integration, the jacobian is also
    KSoet> specified.
 
    KSoet> Basically, the model is a one-dimensional
    KSoet> advection-diffusion problem, and thus the jacobian is
    KSoet> a tridiagonal matrix.

    KSoet> The size of this jacobian is 100*100.

    KSoet> In the original package LSODA it is possible to
    KSoet> specify that the jacobian is banded, which makes its
    KSoet> inversion very efficient.

    KSoet> However, this feature seems to have been removed in
    KSoet> the R version.
 
    KSoet> Is there a way to overcome this limitation?

Yes.  But probably not a very easy one; maybe even a very
cumbersome one... ;-)

Note however that questions like these should typically be
addressed at the package author - which you can always quickly
find out via

  > packageDescription("odesolve")
  Package: odesolve
  Version: 0.5-12
  Date: 2004/10/25
  Title: Solvers for Ordinary Differential Equations
  Author: R. Woodrow Setzer <setzer.woodrow at epa.gov>
  Maintainer: R. Woodrow Setzer <setzer.woodrow at epa.gov>
  Depends: R (>= 1.4.0)
  Description: This package provides an interface for the ODE solver
	  lsoda. ODEs are expressed as R functions or as compiled code.
  .......................

 
I've CC'ed this e-mail to Woodrow to help you for once


 <..........>

    KSoet> 	[[alternative HTML version deleted]]

    KSoet> ______________________________________________
    KSoet> .........
    KSoet> PLEASE do read the posting guide!
    KSoet> http://www.R-project.org/posting-guide.html

if you do read that guide, it will tell you 

- why you should always use a 'Subject' for your e-mails
- why HTML-ified e-mails are not much liked and what you can do
   about it.

Regards,
Martin Maechler, ETH Zurich