[SciPy-user] Re: integrate.odeint

[Greg Novak]

> 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 
> in detail?

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
applications.  

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.

Greg