How do I choose what linear solver to use for the stiff case?
• If the problem is size is fairly small (say N < 100), then using the dense solver is probably best; it is the simplest to use, and reasonably inexpensive for small N. For larger N, it is important to take advantage of sparsity (zero-nonzero) structure within the problem. • If there is local (nearest-neighbor) coupling, or if the coupling is local after a suitable reordering of y, then use the banded linear solver. Local coupling means that the i-th component of the RHS or residual function depends only on components y_j for which |i-j| is small relative to N. (Note that the dense and band solvers are only applicable for the serial version of the solver.) • For even larger problems, consider one of the Krylov iterative methods. These are hardest to use, because for best results they usually require preconditioning. However they offer the best opportunity to exploit the sparsity structure in the problem. The preconditioner is a matrix which, at least crudely, approximates the actual ma
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- How do I choose what linear solver to use for the stiff case?
