# [R] differential equations

Timothy H. Keitt keitt at nceas.ucsb.edu
Wed Jul 26 19:07:45 CEST 2000

A GSL package for R would be great; let me know if I can help.  Getting GSL to
evaluate R code though may be a bit of a problem; can you pass a pointer to the
eval function?

Tim

Martin Maechler wrote:

> >>>>> "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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--
Timothy H. Keitt
National Center for Ecological Analysis and Synthesis
735 State Street, Suite 300, Santa Barbara, CA 93101
Phone: 805-892-2519, FAX: 805-892-2510
http://www.nceas.ucsb.edu/~keitt/

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