is similar to LSODE Livermore solver LSODES http://identifiers.org/isbn/978-0444866073 LSODES solves systems dy/dt = f and in the stiff case treats the Jacobian matrix in general sparse form. It determines the sparsity structure on its own, or optionally accepts this information from the user. It then uses parts of the Yale Sparse Matrix Package (YSMP) to solve the linear systems that arise, by a sparse (direct) LU factorization/backsolve method. Livermore solver for ordinary differential equations with general sparse Jacobian matrix