Skip to content

Instantly share code, notes, and snippets.

View Nicholaswogan's full-sized avatar

Nick Wogan Nicholaswogan

View GitHub Profile
@Nicholaswogan
Nicholaswogan / a_stiff_ode_performance_python_julia.md
Last active May 26, 2023 00:21 — forked from ChrisRackauckas/a_stiff_ode_performance_python_julia.md
SciPy+Numba odeint vs Julia ODE vs NumbaLSODA: 50x performance difference on stiff ODE

SciPy+Numba odeint vs Julia DifferentialEquations.jl vs NumbaLSODA Summary

All are solved at reltol=1e-3, abstol=1e-6 using the fastest ODE solver of the respective package for the given problem.

Absolute Performance Numbers:

  • SciPy LSODA through odeint takes ~489μs
  • SciPy LSODA through odeint with Numba takes ~257μs
  • NumbaLSODA takes ~25μs
  • DifferentialEquations.jl Rosenbrock23 takes ~9.2μs