R: Solve ODE System by Implicite Euler Scheme

solve_ieu {multbxxc} | R Documentation

## Solve ODE System by Implicite Euler Scheme

### Description

The system is defined as M*dx/dt=a*x+s where M is a diagonal matrix given by its diagonal vector M (which has a form of matrix for term-by-term multiplication with x0) In discrete terms (M/dt_i-a)*x_i=(M/dt_i)*x_(i-1)+s_i The rmumps matrix (M/dt_i-a) is stored in list ali as XPtr<Rmumps> or a plain dense inverted matrix. Calculations are done in-place so s is modified and contains the solution on exit. The others parameters are not modified.

### Usage

    solve_ieu(invdt, x0_, M, ali, s, ilua)

### Arguments

`invdt` | A numeric vactor, represents 1/dt
`x0_` | A numeric matrix or NULL, is the starting value at t0 (NULL means 0)
`M` | A numeric matrix representing diagonal terms (masses)
`ali` | A list of matrices or Rmumps objects
`s` | A 3d numeric array, is the source term, its last margin corresponds to time. `s[,,i]` can be a matrix or a vector(== 1-column matrix)
`ilua` | An integer vector, `ilua[i]` gives the list index in `ali` for a given dt_i. In such a way, `ali` may be shorter than time points.

### Value

None

[Package multbxxc version 1.0.1 Index]