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Implicit integrator with sparse linear algebra

Posted: Fri Dec 16, 2011 4:44 pm
by Andrey Tuganov
I'm looking for something like RADAU5 but with sparse linear algebra. Has anyone worked with something like that?

I'm considering the option of coupling RADAU5 with UMFPACK or SUPERLU, but if there is a ready-made solution, that would be great.

Thanks in advance.