wds15

My C++-template-metaprogramming-foo isn't up for this either. Sounds like a job for @SteveBronder ? If time permits obviously...

In case you have a Intel CPU.. could you compile things with the Intel MKL as a backend for Eigen? As far as I am aware Eigen can use that...

Thanks for trying... I know this is a lot of work... but maybe the MKL is a great option as well. As we head in the direction of these optimisations...

So Eigen MKL parallel gives already some speedup.... but this seems like a unfair comparison in that your CPU version is single-core, right? How many cores were used for parallel?...

Yes, this would be a great addition. Just to add here: CVODE implements a variable order Adams method. Maybe this is worthwhile to look into (I can't give you a...

Sorry, I am only the user here and all I would like to have is Adams type algorithm which guarantees me an abs+rel error tolerance. CVODE uses variable order Adams,...

Great. Many thanks! Bulirsch-Stoer are supposed to be good for "high" precision; what does high mean? 1e-6 rel+abs?