[R] differential equations

Martin Maechler maechler at stat.math.ethz.ch
Wed Jul 26 18:10:37 CEST 2000

>>>>> "TL" == Thomas Lumley <thomas at biostat.washington.edu> writes:

    TL> On Wed, 26 Jul 2000, Heberto Ghezzo wrote:
    >> Hi, Does somebody knows of the existence of a library of functions
    >> for solving differential equations, I need a solver for a system of
    >> non linear first order differential equations. I think there was
    >> something in IMSL but that was a long time ago and probably there
    >> are some new algorithms in the new now.  Thanks for any pointers.

    TL> Netlib is the place to look.  http://www.netlib.org/ode/index.html
    TL> has a whole bunch of functions.

    TL> There are also some in the TOMS directory
    TL> http://www.netlib.org/toms/index.html

    TL> Thomas Lumley Assistant Professor, Biostatistics University of
    TL> Washington, Seattle

Actually, the GSL (GNU Scientific Library) http://sourceware.cygnus.com/gsl/
is the one I'd like to use for R, both for ODE and `simple quadrature'
(where it seems to be pretty good)
I have been having this on my todo list for a while
and always hoped that I would be able to do it properly, ie.
pass an R function f(), both for
     I = \int_a^b f(x) dx	{a special case of the latter}
and solving
     y' = f(x,y)  with  y(a) = y0;  y'(a) = y1

and all this for multivariate x and y and  f(*) which can itself be

Anyone volunteering to share the work load?
(well, I'll be out-doors for the next few days!)

Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO D10	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><
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