>Hello,
>
>I'm trying to convert an 2nd order ODE to difference equation
>and solve it
>numerically. Here is an example.
>
>y''=sin(x), given the IC y(0)=0 and BC y(3.14)=0. This can be solved
>analytically if y'(0) is known.
>
>I convert the ODE to DE like:
>
>y(n+1)-2y(n)+y(n-1)=h*h*sin(n*h)
>
>given initial value y(0)=0
>and final y(m+1)=0 where h=3.14/(m+1)
>
>This can be solved by constructing a m*m matrix. but it became
>very resource ...

>
>David Jones wrote:

>> Madhu wrote:

>>>
>>> The user types each entry for just the lower triangular matrix of R
>>> (since R is Hermitian) through a GUI.
>>>

>>
>> An obvious question is why? Where is the user supposed to get this
>> matrix R from? If users are just setting up example problems, then
>> they are likely to find it easier to work in a manner where they
>> themselves supply the elements of decomposition matrix (not
>> necesariliy a Cholesky decomposition): ie they can think of their
>> random vector K as K=AZ, where Z's are uncorrelated etc. and the user
>> would supply A directly.

>
>Thanks for your response David.
> ...