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User-Supplied Jacobian in NDSolve

• To: mathgroup at smc.vnet.net
• Subject: [mg91152] User-Supplied Jacobian in NDSolve
• From: Eric Brown <eric.c.brown at mac.com>
• Date: Thu, 7 Aug 2008 04:42:30 -0400 (EDT)

Dear Mathgroup,

  I am using compiled functions (values computed with Compile or
Mathlink) and so I wrap my functions to ensure only numerical values
are supplied to these functions:

f[x_Real]:=fCompiled[x];

Therefore, if NDSolve could derive a symbolic Jacobian, then I assume
that NDSolve can not elucidate it for f[x_Real] since the functions are
numeric.

I guess I have two questions:

1) Does NDSolve use an analytic Jacobian an any case
and
2) Is it possible to supply a User-Defined Jacobian to NDSolve

I think that it can be done in general, given experience with GSL, LSODA,=
 etc.

Many thanks for your advice,

Eric