Solver Compatibility Chart

This chart is for documenting the compatibility of the component solver packages to the common interface. An x means that the option is implemented or the add-on functionality will work with the given solver. A blank means that the option has not been implemented, or that a given add-on has not been tested with a given package. If there are any errors in this chart, please file an issue or submit a pull-request.

Option	OrdinaryDiffEq.jl	Sundials.jl	ODE.jl	ODEInterface.jl	LSODA.jl	StochasticDiffEq.jl	DelayDiffEq.jl	DASKR.jl	DASSL.jl
Nonlinear Dense (continuous) output	x	x				x	x	x
Tolerance control	x	x	x	x	x	x	x	x	x
Advanced stepsize control	x	0		x	0	x	x	0
Mass Matrices^	x	0		x	0	x	x	0
Analytical Jacobians^†	x	x		x		x	x	x
General Performance Overloads^†	x	0		0	0	x	x	0
internalnorm	x	0	x	0	0	x	x	0
Initial dt	x	x	x	x		x	x	x
save_everystep	x	x	x	x	x	x	x	x
saveat	x	x	x	x	x	x	x	x
tstops	x	x		0		x	x	x
d_discontinuities	x			0		x	x
isoutofdomain	x		x			x	x
Allows reverse time direction	x	x	x	x	x	x	x
Unitful numbers	x	0		0	0		x	0
Arbitrary dimension arrays	x	x	x	x	x	x	x	x	x
Complex numbers	p					x	p
Arbitrary precision	x	0	x	0	0	x	x	0	x
ApproxFun types	x	0		0	0		x	0
Progress monitoring	x					x	x
Integrator interface	x	x		0		x	x
Resizability	x	0		0	0	x	x	0
Cache iterator	x	0		0	0	x	x	0
Can choose linear solvers	x	s				x	x	s	x
Can choose nonlinear solvers	x	0		0	0	x	x	0	x
Can use out of place natively	x	0	x	0	0	x	x	0	x
Can use inplace natively	x	x		x	x	x	x	x
Compatible with DiffEqDevTools	x	x	x	x	x	x	x	x
Compatible with ParameterizedFunctions	x	x	x	x	x	x	x	x
Continuous Callbacks	x	x		x		x	x		x
Discrete Callbacks	x	x		x		x	x
Monte Carlo Simulations	x	x	x	x	x	x	x	x
Parameter Estimation	x	n	n	n	n	x	x	n	x
Parameter Sensitivity Analysis	x	x	x	x	x		x
Plotting and solution handling	x	x	x	x	x	x	x	x	x

Option

OrdinaryDiffEq.jl

Sundials.jl

ODE.jl

ODEInterface.jl

LSODA.jl

StochasticDiffEq.jl

DelayDiffEq.jl

DASKR.jl

DASSL.jl

Nonlinear Dense (continuous) output

Tolerance control

Advanced stepsize control

Mass Matrices^

Analytical Jacobians^†

General Performance Overloads^†

internalnorm

Initial dt

save_everystep

saveat

tstops

d_discontinuities

isoutofdomain

Allows reverse time direction

Unitful numbers

Arbitrary dimension arrays

Complex numbers

Arbitrary precision

ApproxFun types

Progress monitoring

Integrator interface

Resizability

Cache iterator

Can choose linear solvers

Can choose nonlinear solvers

Can use out of place natively

Can use inplace natively

Compatible with DiffEqDevTools

Compatible with ParameterizedFunctions

Continuous Callbacks

Discrete Callbacks

Monte Carlo Simulations

Parameter Estimation

Parameter Sensitivity Analysis

Plotting and solution handling

x: Full compatibility
p: Partial compatibility, only in nonstiff methods, unless the Jacobian is provided.
n: General compatibility, but not compatible with routines which require being able to autodifferentiate through the entire solver.
0: Not possible. This is generally due to underlying inflexibility in a wrapped library.
s: Special, Sundials has its own linear solver choices.
^: Only stiff (implicit) methods.
†: For packages with compatibility, no warning is given when a specific algorithm does not need to use this feature.

All blank spaces are possible future additions.