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