This Matlab toolbox provides the Jacobian-free High Order Local Linearization (HOLL) schemes JFLLRK and JFLLRK4 described in [1] for the integration of large systems of initial value problems.
[1] Jacobian-free High Order Local Linearization methods for large systems of initial value problems by F.S. Naranjo-Noda and J.C. Jimenez
JFLLRK4 fixed step-size Jacobian-free Locally Linearized Runge-Kuttta scheme of order 4
JFLLRK fixed step-size Jacobian-free Locally Linearized Runge-Kuttta scheme with variable parameters
run_examples.m generates the Tables 5-8 of [1] illustrating the performance of the Jacobian-free HOLL scheme JFLLRK4 in the integration of test examples.
run_convergence.m generates the Figures 1-3 and Tables 2-4 of [1] illustrating the convergence rate of the Jacobian-free HOLL scheme JFLLRK for different parameter values.