[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
sophisticated..
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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