Algorithm 688: EPDCOL

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Abstract
The software package PDECOL [7] is a popular code among scientists wishing to solve systems of nonlinear partial differential equations. The code is based on a method-of-lines approach, with collocation in the space variable to reduce the problem to a system of ordinary differential equations. There are three principal components: the basis functions employed in the collocation; the method used to solve the system of ordinary differential equations; and the linear equation solver which handles the linear algebra. This paper will concentrate on the third component, and will report on the improvement in the performance of PDECOL resulting from replacing the current linear algebra modules of the code by modules which take full advantage of the special structure of the equations which arise. Savings of over 50 percent in total execution time can be realized.