Implicit Euler Example

gistfile1.txt

using DiffEqOperators
using OrdinaryDiffEq


A = -10*speye(3)
M = speye(3)

num_steps = 1
function update_A(A,u,p,t)
        global num_steps+=1
        A .= -10*speye(3)*t
end

L = DiffEqArrayOperator(A,1.0,update_A)
prob = ODEProblem(L, [1.0,1.0,1.0], (0.0,1.0),mass_matrix=M)
u = solve(prob ,ImplicitEuler(autodiff=false),
        progress=true,dt=1e-1,adaptive=false)
num_steps


num_steps2=1
function update_A2(A2,u,p,t)
        global num_steps2 +=1
end
L2 = DiffEqArrayOperator(A,1.0,update_A2)
prob2 = ODEProblem(L2, [1.0,1.0,1.0], (0.0,1.0),mass_matrix=M)
num_steps2

u = solve(prob2 ,ImplicitEuler(autodiff=false),
        dt=1e-1,adaptive=false)
print("Took $num_steps for first run and $num_steps2 for second")