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Gotta say, "long-abandoned implementation of some unclear method that was considerably faster than Matlab's known-to-be-slow implementation on some problems" do
by StefanKarpinski 9y ago
Gotta say, "long-abandoned implementation of some unclear method that was considerably faster than Matlab's known-to-be-slow implementation on some problems" does not sound particularly interesting. I suspect that Chris is only interested at all because he is spectacularly thorough (as evinced his comparisons with other ODE solvers and his code) and the method might not yet be included in DifferentialEquations.jl. There's little reason to believe that Intel was onto something "magical" here; it seems that they just had a good implementation of a decent method.