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			x		x	x
Mass Matrices^	x			x		x	x
Analytical Jacobians^†	x			x		x	x
General Performance Overloads^†	x					x	x
internalnorm	x		x			x	x
Initial dt	x		x	x		x	x
save_everystep	x	x	x		x	x	x	x
timeseries_steps	x					x	x
saveat	x	x	x		x	x	x	x
tstops	x					x	x
d_discontinuities	x					x	x
isoutofdomain	x		x			x	x
Allows reverse time direction	x	x	x	x	x	x	x
Unitful numbers	x						x
Arbitrary dimension arrays	x	x	x	x	x	x	x	x	x
Complex numbers	p					x	p
Arbitrary precision	x		x			x	x		x
ApproxFun types	x						x
Progress monitoring	x					x	x
Integrator interface	x					x	x
Resizability	x					x	x
Cache iterator	x					x	x
Can choose linear solvers	x	s				x	x		x
Can choose nonlinear solvers	x					x	x		x
Can use out of place natively	x		x			x	x		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
Discrete Callbacks	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

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.
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.

Note on PDEs

This chart is only for the basic (ODE/SDE/DAE/DDE) solver methods. The PDE solvers (will be) built on top of these packages and thus will have the same options available. Current, FiniteElementDiffEq.jl is a solo implemention which is compatible with save_everystep, timeseries_steps, plotting and solution handling, arbitrary precision, and choice of dt.