Speeding up ODE solving

[Sebastian Weber]

Hi!

Here is a very interesting article:

http://arxiv.org/abs/1212.6326

describing the use of openCL/openMP/CUDA in an easy way with odeint. Reading through it quickly they say the GPU story buys you around 10-20x fold increase in speed if the problem is large (not sure what larger refers to). Otherwise the use of Thrust with openMP enabled gives good performance.

The code looks easy, maybe this is not to hard to integrate into Stan.

Best,
Sebastian