[SciPy-user] Re: integrate.odeint
oliphant at ee.byu.edu
Fri Oct 15 15:08:42 CDT 2004
Greg Novak wrote:
>>Subject: [SciPy-user] integrate.odeint question
>>The documentation doesn't seem to give much information on how this
>>function works. Does anyone have pointers to what numerical methods
>>are implemented by this function and what the optional parameters mean
>Speaking of integrate.odeint, I have a feature suggestion. Supplying
>a Python function to compute the derivatives of the ode system is
>great for quick, undemanding problems, but the Python function call
>overhead seems to completely, utterly kill performance for demanding
>What I'd like to see is a function exactly like odeint (maybe called
>c_odeint), except instead of a Python function you give it a string
>with C code that defines a function that computes the derivatives.
>C_odeint will compile the function with Weave and then you can do the
>whole integration in C. This is much faster, in my experience.
>I have code to do this. I don't know if everyone will like the way
>I've set it up (it's basically the first thing I've written that
>involves Python), but I'm happy to send it along. Anyone who's
>interested in this, please let me know.
We have been interested in something like this for a while. I would
like to see the user be able to write c and/or fortran code to compute
the function to be integrated.
Yes, the Python function call overhead is signficant.
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