All are solved at reltol=1e-3, abstol=1e-6
using the fastest ODE solver of the respective package for the given problem.
- SciPy LSODA through odeint takes ~489μs
- SciPy LSODA through odeint with Numba takes ~257μs
- NumbaLSODA takes ~25μs
- DifferentialEquations.jl Rosenbrock23 takes ~9.2μs
- SciPy LSODA through odeint takes 53x as long
- SciPy LSODA through odeint with Numba takes 28x as long
- numbalsoda takes 2.7x as long
It could be worth adding a comment about why this apples-oranges comparison is meaningful, e.g. analytic Jacobian inlined in Rosenbrock vs finite differencing done by lsoda, which is certainly interesting, but more interesting comparisons would be with lsoda in Julia, or pushing SymPy derived Jacobian into a Rosenbrock defined in Numba.