Dear all, I'd like to use the ODE solvers in GSL for large stiff problems where the Jacobian matrix is banded (doing dense LU solve is intractable). Currently this is not possible (unless I've missed something) since the factorization and solving of the linear system is hardcoded to use `gsl_linalg_LU_decomp` and `gsl_linalg_LU_solve` in functions with internal linkage (grep:ing for these reveals use in bsimp.c, modnewton1.c and msbdf.c). So currently, my only option (it would seem), would be to recompile a modified version of GSL.
Are there any plans to allow for banded solve? (it could be an "advanced" feature without any fancy interface, just somewhere to pass in function pointers for factorization and solving routines of the linear system, the responsibility of handling padding and matrix dimensions could be left to the user). Best regards, Björn Dahlgren, KTH - Royal Institute of Technology
