Over- and underflows in Intel ODE solver

fdulat — Wed, 29 Apr 2009 20:36:19 GMT

Hi,
I am currently considering using the library to solve the ODEs that arise in conjunction with modelchecking of markov chains. The ODEs that describe these systems can be arbitrarily stiff yet maximum precision is crucial.
I would like to know how the library handles internal overflows. Can the solver deal with such situations and correct the problem or is there some kind of flag which indicates precision related problems so that I would be able to judge the credibility of the results.

Thanks in advance
Falko Dulat

Re: Over- and underflows in Intel ODE solver

Alexander_K_Intel2 — Thu, 30 Apr 2009 02:45:03 GMT

Quoting - fdulat

Hi,
First of all, thank you for using Intel ODE Solver.

The solver doesn't control solution for over- and underflows. But you can do it yourself using ipar(3)=1 (as it is mentioned in the Reference Manual, the solver will exit after every successful step). Of course, the performance of the solver will suffer in this situation, but you could verify the solution and make an appropriate evaluation of it.

With best regards,
Alexander Kalinkin

topic Over- and underflows in Intel ODE solver in Intel® oneAPI Math Kernel Library

Over- and underflows in Intel ODE solver

Re: Over- and underflows in Intel ODE solver