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Brian_Murphy

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03-08-2019
11:22 AM

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numerical integrator dodesol_mk52lfn and tolerance

I am using dodesol_mk52lfn as a replacement for the Gear numerical integrator in the IMSL. dodesol_mk52lfn has a tolerance input argument, ep, which I do not understand. dodesol_mk52lfn output matches IMSL quite well with ep on the order of 0.1 to 1.0, whereas it seems that this argument ought to be on the order of 1e-6. For instance, the example problem in the documentation uses ep=1e-6 and says this produces accuracy of "about 5%".

ep DOUBLE PRECISION

(input) Relative error tolerance, which must be small enough. The code cannot ensure the requested accuracy for ep<1.d-9. This parameter is used to control the step size.

Thanks,

Brian Murphy

2 Replies

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Brian, may be would be better to post such question to the imsl forum? https://forums.roguewave.com/forumdisplay.php?110-IMSL-Numerical-Libraries.

Gennady_F_Intel

Moderator

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03-08-2019
05:00 PM

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But my question is about the MKL routine, not about the IMSL routine. I need help with the MKL routine. What the documentation says about the "relative error tolerance" is not consistent with the results I get using the routine. Is it possible the "relative error" is defined in a non-standard way?

Brian_Murphy

Beginner

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03-09-2019
05:42 AM

8 Views

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