Is there any way to calculate the eigenvalues of Jacobian matrix in any non-stiff ODE solver like ode113?

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Hossein 2015-6-30

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评论： Torsten 2015-6-30

Hi everybody,

Is there any way to calculate the eigenvalues of Jacobian matrix in any non-stiff ODE solver like ode113?

many thanks in advance.

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Torsten 2015-6-30

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Create the Jacobian and call MATLAB's eig.

Or what's the difficulty you encounter ?

Best wishes

Torsten.

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Torsten 2015-6-30

Usually the Jacobian varies with time. When do you want to form it and compute the eigenvalues ? Once at the start and at the end of the simulation ?

In any case: You will have to write your own code to calculate the Jacobian.

Best wishes

Torsten.

Torsten 2015-6-30

Or you may use jacobiantest from

http://www.mathworks.com/matlabcentral/fileexchange/13490-adaptive-robust-numerical-differentiation

Best wishes

Torsten.

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