[R-sig-dyn-mod] lsoda FASTER than ode45 (was: lsoda (deSolve) order of magnitude slower than ode45)

[Maciek Jacek Swat]

OK, I have found links to useful examples in the deSolve manual: "in
Fortran or C (../doc/dynload, ../doc/dynload-dede)"

But the question remains: are there converters for ODEs from R to FORTRAN
or C?
(If not, it would be a nice and relatively simple student project,
potentially attracting new users to deSolve/R)


On Wed, Nov 22, 2017 at 11:42 AM, Maciek Jacek Swat <maciej.swat at gmail.com>
wrote:

> Thanks Andras, but I create the R code 'on the fly' as part of a workflow,
> is there a way to automatically create the C/FORTRAN code as well?
> Any pointers would be welcome,. M
>
> On Wed, Nov 22, 2017 at 11:34 AM, Andras Farkas <motyocska at yahoo.com>
> wrote:
>
>> As Thomas have mentioned implement it in C or Fortran, will do wonders to
>> speed
>>
>>
>> Andras
>>
>> Sent from Yahoo Mail on Android
>> <https://overview.mail.yahoo.com/mobile/?.src=Android>
>>
>> On Wed, Nov 22, 2017 at 6:30 AM, Maciek Jacek Swat
>> <maciej.swat at gmail.com> wrote:
>> Thanks Thomas, much appreciated!
>>
>> However, the Nanda model was only used to learn how to use deSolve most
>> effectively.
>> Unfortunately, for a real, very stiff, model with 130 ODEs, which I cannot
>> share, I have the following stats
>> - 'lsoda' - 320 seconds
>> - 'vode' - 150 seconds
>> - 'bdf'  - 430 seconds
>> while ode15s takes 5 (five) seconds.
>>
>> I'm trying now to find the new bottleneck (after correcting the 'times'
>> setting Karline and you pointed out) ...
>>
>> Best, Maciej
>>
>>
>> On Wed, Nov 22, 2017 at 10:47 AM, Thomas Petzoldt <
>> thomas.petzoldt at tu-dresden.de> wrote:
>>
>> > Hi Maciek,
>> >
>> > I've made a small benchmark with your example (i5 4690, 3.5-3.9GHz, R
>> > 3.4.2, deSolve 1.21, Windows 10,  average of 10 simulations each):
>> >
>> > dt = 0.01
>> >    lsoda: 2.85s
>> >
>> > dt = 1
>> >    ode45: 0.135
>> >    lsoda: 0.039
>> >    bdf:  0.025
>> >    vode:  0.024
>> >
>> >
>> > The plot of all simulations looks identical. B_CLL shows a steep change
>> at
>> > the beginning, that's why dedicated solvers for stiff systems (bdf,
>> vode)
>> > can be minimally faster than the automatic lsoda.
>> >
>> > Finally, R/deSolve allows to use compiled C or Fortran models and there
>> > are now several packages that support creation of such code ...
>> >
>> > Thomas
>> >
>> >
>> > gc() # clean up memory to make benchmark more reproducible
>> > times <- seq(0, 300, by = 1)
>> > N <- 10
>> > system.time(
>> >  for (i in 1:N)
>> >    out <- ode(y = state, times = times, func = Nanda,
>> >      method="vode", parms = parameters)
>> > )/N
>> >
>> >
>> > plot(out)
>> >
>> >
>> > --
>> > Dr. Thomas Petzoldt
>> > Technische Universitaet Dresden
>> > Faculty of Environmental Sciences
>> > Institute of Hydrobiology
>> > 01062 Dresden, Germany
>> >
>> > E-Mail: thomas.petzoldt at tu-dresden.de
>> > http://tu-dresden.de/Members/thomas.petzoldt
>> >
>> >
>> >
>>
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>>
>>
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>

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