EFFICIENT AND RELIABLE NUMERICAL-SOLUTION OF LARGE LINEAR-SYSTEMS OF ODES

Using a combination of numerical techniques from linear algebra and from ordinary differential equations, a package of efficient procedures are described for the efficient numerical solution of large linear systems of ODE's. The techniques avoid the explicit approximation of the matrix exponential and exploit any structure that is inherent in the system. Numerical results are presented which illustrate the gain in efficiency that Is possible. Copyright © 1979 by The Institute of Electricala and Electronics Engineers Inc.