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PROGRAMMING OF FINITE DIFFERENCE METHODS IN …

PROGRAMMING OF FINITE DIFFERENCE METHODS IN MATLABLONG CHENWe discuss efficient ways of implementing FINITE DIFFERENCE METHODS for solving thePoisson equation on rectangular domains in two and three dimensions. The key is the ma- trix indexing instead of the traditional linear indexing. With such an indexing system, wewill introduce a matrix -free and a tensor product matrix implementation of FINITE INDEXING USING MATRICESG eometrically a 2-D grid is naturally linked to a matrix . When forming the matrixequation, we need to use a linear indexing to transfer this 2-D grid function to a 1-D vectorfunction. We can skip this artificial linear indexing and treat our functionu(x,y)as amatrix functionu(i,j). The multiple subscript indexing to the linear indexing is buildinto the matrix .

The key is the ma-trix indexing instead of the traditional linear indexing. With such an indexing system, we will introduce a matrix-free and a tensor product matrix implementation of finite difference methods. 1. INDEXING USING MATRICES Geometrically a 2-D grid is naturally linked to a matrix. When forming the matrix

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