CVODE, A Stiff/Nonstiff ODE Solver in C

CVODE is a package written in C for solving initial value problems for ordinary differential equations. It provides the capabilities of two older Fortran packages, VODE and VODPK. CVODE solves both stiff and nonstiff systems, using variable-coefficient Adams and BDF methods. In the stiff case, options for treating the Jacobian of the system include dense and band matrix solvers, and a preconditioned Krylov (iterative) solver. In the highly modular organization of CVODE, the core integrator module is independent of the linear system solvers, and all operations on N-vectors are isolated in a module of vector kernels. A set of parallel extenstions of CVODE, called PVODE, is being developed. CVODE is available from Netlib, and comes with an extensive user guide.