Cvode, a Stiff/nonstiff Ode Solver in C

CVODE is a package written in C for solving initial value problems for ordinary di erential equations. It provides the capabilities of two older Fortran packages, VODE and VODPK. CVODE solves both sti and nonsti systems, using variable-coe cient Adams and BDF methods. In the sti case, options for treating the Jacobian of the system include dense and band matrix solvers, and a preconditioned Krylov (iterative) solver. In the highly modular organization of CVODE, the core integrator module is independent of the linear system solvers, and all operations on N -vectors are isolated in a module of vector kernels. A set of parallel extenstions of CVODE, called PVODE, is being developed. CVODE is available from Netlib, and comes with an extensive user guide.