An Implementation of Gear’s Algorithm for CSMP III
In this paper we discuss an implementation of Gear’s integration algorithm for stiff systems for use with the IBM ‘Continuous Systems Modeling Program’, referred to hereafter as CSMP III. We will have little to say from the algorithmic point of view — rather we are concerned with the problems of implementation which arise when one takes a relatively sophisticated algorithm such as that of Gear and attempts to interface it with a complex, powerful and general black-box system such as CSMP III. In particular our comments will be concerned with an efficient implementation of the corrector step using sparse matrix techniques, and our attempts to ensure that the algorithm is as robust and fail-safe as possible. We will also report on our experience of using our implementation for solving CSMP III models of stiff systems.
KeywordsOutput Point Stiff System Single Precision Iterative Refinement Pivot Element
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