RADAU5

From ASCEND
Revision as of 08:59, 26 May 2011 by Jpye (talk | contribs)
Jump to navigation Jump to search
NLA
QRSlv
CMSlv
IPSlv
NLP
CONOPT
IPOPT
TRON
MINOS
Opt
NGSlv
DAE/ODE
IDA
LSODE
DOPRI5
RADAU5
LA
Linsolqr
Linsol
LP
MakeMPS
Logic
LRSlv
This page documents an experimental feature. Please tell us if you experience any problems.

This is ASCEND wrapper for the RADAU5 solver, by Ernst Hairer, also referenced in the book by Ascher & Petzold, and with source code available here. From Hairer's webpage, RADAU5 implements "implicit Runge-Kutta method of order 5 (Radau IIA) for problems of the form <math>\mathrm{M} \mathbf{y^{'}} = \mathbf{f} \left(\mathbf{x},\mathbf{y} \right)</math> with possibly singular matrix <math>\mathrm{M}</math>; with dense output (collocation solution)."

Shrikanth Ranganadham is working on integrating RADAU5 into ASCEND as part of his current Masters project.