[ODE] Faster ODE

Jeffrey Palmer jeffrey.palmer at acm.org
Fri Nov 22 11:07:02 2002


Hello all,

I just thought I'd throw out a couple of references I've found useful 
while developing highly-efficient C++ code (I apologize if these have 
been brought up before):

1) Blitz++ (http://www.oonumerics.org/blitz) - A template-based C++ 
library for highly-efficient numerical development. Uses 
template-metaprogramming to produce code as fast or faster than 
FORTRAN, while maintaining an intuitive user model.

2) FFTW - The Fastest Fourier Transform in the West 
(http://www.fftw.org) - Although perhaps not directly applicable to 
ODE, their approach is a very interesting one if you're *really* 
concerned about cranking out performance on whatever platform you're 
running on.

I only point these out because we're at a point where it's becoming 
increasingly difficult to implement a "correct" solution that is highly 
performant on all possible platforms.  So, rather than search for the 
Holy Grail, these approaches can help to determine an approach that 
provides the best performance/platform tradeoff.

Hope this helps/is interesting,

	- j

-- 
The river is moving.
The blackbird must be flying.