Re: [math] seeking for an implementation advice

2010-03-07 Thread Luc Maisonobe
Phil Steitz a écrit : > Luc Maisonobe wrote: >> Hello, >> >> As you may have seen, I have implemented a new feature in [math] last >> few days. It is an extended integrator for ODE that in addition to state >> y() also provides its jacobians with respect to initial state dy(t)/dy0 >> and with respe

Re: [math] seeking for an implementation advice

2010-03-07 Thread Phil Steitz
Luc Maisonobe wrote: > Hello, > > As you may have seen, I have implemented a new feature in [math] last > few days. It is an extended integrator for ODE that in addition to state > y() also provides its jacobians with respect to initial state dy(t)/dy0 > and with respect to some ODE parameters dy(

[math] seeking for an implementation advice

2010-03-07 Thread Luc Maisonobe
Hello, As you may have seen, I have implemented a new feature in [math] last few days. It is an extended integrator for ODE that in addition to state y() also provides its jacobians with respect to initial state dy(t)/dy0 and with respect to some ODE parameters dy(t)/dp. The underlying algorithm