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Questions related to the calculation or use of the Jacobian matrix or its determinant. Not to be confused with the Jacobi iterative method for solving systems of linear equations. For those, use [iterative-method] instead.

7 votes

Specifying ode solver options to speed up compute time

Here I show a few things, with a best time of 16.700 μs on your problem, which is done best with just automating the optimization with an explicit RK method, but I show how to automatically derive the Jacobian … Finally, the other answer brings up a good point that you have a constant Jacobian here. If you have this in your real problem, you'll want to specialize on this property. …
Chris Rackauckas's user avatar
3 votes
Accepted

solving differential equations with jacobian pattern

This problem is too small to actually be sparse. Sparse handling has a big overhead because the indexing is not "direct", i.e. you don't necessarily know where the next value will be without branch ch …
Chris Rackauckas's user avatar