We will now consider the special case of a matrix derived from central differences on a Cartesian product grid. In this case the and - factorizations coincide, and, as remarked above, we only have to calculate the pivots of the factorization; other elements in the triangular factors are equal to off-diagonal elements of .

In the following we will assume a natural, line-by-line, ordering of the grid points.

Letting , be coordinates in a regular 2D grid, it is easy to see that the pivot on grid point is only determined by pivots on points and . If there are points on each of grid lines, we get the following generating relations for the pivots:

Conversely, we can describe the factorization algorithmically as

In the above we have assumed that the variables in the problem are ordered according to the so-called ``natural ordering'': a sequential numbering of the grid lines and the points within each grid line. Below we will encounter different orderings of the variables.

Mon Nov 20 08:52:54 EST 1995