[SciPy-dev] complex wrapper to ode

[John Travers]

On Mon, Feb 23, 2009 at 8:54 PM, Pauli Virtanen <pav@iki.fi> wrote:
> Mon, 23 Feb 2009 18:25:45 +0000, John Travers wrote:
>> Attached is a patch which adds a wrapper class 'zode' to integrate.ode.
>> It allows one to conviniently solve systems of odes with complex values
>> using the existing real valued solvers vode, dopri5, dop853, instead of
>> zode, by simply integrating the real/imag parts.
>>
>> Is this worth commiting?
>
> Looks good to me, and may be generally useful, so I'm +1

OK, it was commited as rev 5594 with the following corrections:

>
> But before committing, I'd suggest a couple of things:
>
> - The name 'zode' is slightly confusing vs. ZVODE and not very
>  descriptive. Maybe 'complex_ode' would be better?

Fixed.

>
>  This would leave us wiggle room later on with the naming...
>
> - Is it possible to do the real -> complex switch automatically,
>  based on the type of return value from (a trial evaluation of) f?
>
>  On a second thought, this might be brittle.

I think this would be too much black magic. At least in the current way the
users intention must be explicit.

> - Since 'ode' supports Jacobians, it'd be nice if the wrapper supported
>  them, too.

I've added this, but it could do with more testing as I'm a little unsure of
the signs. It passes the one complex problem test with a Jacobian.

>> It appears to me to be considerably faster than
>> zvode for my big systems of equations. I'm not sure why, as I
>> intuitively thought all the data copying etc. would slow it down.
>
> Is your RHS an analytic function of all of the variables? The ZVODE docs
> seem to mention this as a requirement. But I don't know if the ZVODE
> implementation itself is supposed to be fast.

I think it is only a requirement for the stiff solver. But my RHS is
analytic anayway.
Further testing has shown that vode only has a slight advantage over zvode, but
dopri5 with th complex wrapper thrashes them both.

Cheers,
John