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

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.

Answer 1

[Torsten]

Create the Jacobian and call MATLAB's eig.

Or what's the difficulty you encounter ?

Best wishes

Torsten.

[Hossein]

Hi Torste,

thats exactly the problem, I have 5300 state variables and dont know if I should write a code for creating jacubians (takes too much time maybe) or any other trick will be more useful? when I should write a code then should I put it as an ode event in the solver?

[Torsten]

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]

Or you may use jacobiantest from

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

Best wishes

Torsten.