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[Bug-gsl] [bug #30540] please, add convergence checks in rk4imp/rk2imp


From: Sergey B Kirpichev
Subject: [Bug-gsl] [bug #30540] please, add convergence checks in rk4imp/rk2imp
Date: Thu, 26 Aug 2010 12:05:28 +0000
User-agent: Mozilla/5.0 (X11; U; Linux x86_64; en; rv:1.9.0.19) Gecko/20080528 Epiphany/2.22

Follow-up Comment #2, bug #30540 (project gsl):

I can't figure out how to use this code for fixed step size.  imprk2/imprk4
seems to be not working at all for this case:
$ ./bug
Segmentation fault

Other steppers works (e.g. rk2) just fine.  See bug-ode2.c.

Second, Newton-type iterations could be inefficient in general.  See: Ernst
Hairer, Christian Lubich, Gerhard Wanner, Geometric Numerical Integration. 
Structure-Preserving Algorithms for Ordinary Differential Equations. Springer
Series in Comput. Mathematics, Vol. 31, Springer-Verlag 2002. pp. 330-332.


(file #21314)
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Additional Item Attachment:

File name: bug-ode2.c                     Size:2 KB


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