QuantEcon / SimpleDifferentialOperators.jl

Library for simple upwind finite differences
MIT License
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Based on the algebra, revisit implementation and basis #101

Closed jlperla closed 5 years ago

jlperla commented 5 years ago

After #100 is done, revisit the formulas. In particular, never check types within a single function if at all possible, better map of code to algebra and use multiple-dispatch.

jlperla commented 5 years ago

When we do this, since everything will be written in terms of banded matrices, etc. we can use BandedMatrices.jl for both the unit tests and sometimes the implementation.

chiyahn commented 5 years ago

Use spdiag(-1 => foo, 2 => bar) instead (for now) as it's not clear how we can stack up the banded matrix L and the boundary condition matrix B together.