William Stein recently wrote up an interesting history of his trajectory in mathematics and creation of SAGE (which I’m a big fan of). This document lead me to discover (Pyrex and) Cython, which looks very useful for my work.

- Fast numerical computations with cython – reviews the features and some parallel options

Also, after reviewing and debugging my RKF method, I’m ready to use the scipy solution, scipy.integrate.odeint, which provides and interface to LSODA in the ODEPACK. Getting to know ODEPACK intimately will be the key for implementing my ode.