numerical-mathematics / extrapolation

Parallel extrapolation for ODEs
MIT License
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Compare Broyden-like matrix updating vs non updating the Jacobian #17

Open mcr222 opened 8 years ago

mcr222 commented 8 years ago

I did a few tests and I didn't see anything conclusive on whether updating the Jacobian (when the previous Jacobian is reused/frozen) is worth it or not (given that no extra function evaluations are done).

Functions to modify: _updateJ00

Code TODO comment (remove once issue is closed):

TODO: check if this updating is effective and if so, remove the next

#two lines of code