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headmyshoulder / odeint-v2

odeint - solving ordinary differential equations in c++ v2
http://headmyshoulder.github.com/odeint-v2/
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feature request - numerical jacobians #96

Open jloveric opened 11 years ago

jloveric commented 11 years ago

odeint has everything necessary to generate a numerical jacobian. We are dealing with some systems with very complex right hand side so we don't calculate the jacobian analytically. I'm currently generating the jacobian numerically, though it seems like this capability could be built into odeint.

mariomulansky commented 11 years ago

I agree that providing a numerical jacobian is definitely doable and should be added to odeint. We will try to include that at some point. Thanks for pointing that out here.

Crakem commented 10 years ago

It will be nice :)