[SciPy-user] Re: integrate.odeint

[Travis Oliphant]

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 
>>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.
>  
>
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.

-Travis