[SciPy-User] ODE: providing function and gradient together

[Fabrice Silva]

Hello,
I am trying to solve some ODE providing the function describing the
dynamics and its gradient. The trouble is they are somehow expensive to
evaluate (due to some time-varying parameters that need to be updated)
and some computations are done twice (once in the function, another one
in the gradient).
I was wondering if anyone know an integration facility that would accept
a single function returning the evaluation of the dynamics function and
the evaluation of the gradient together. Any idea?

Regards
-- 
Fabrice Silva