Using Gaussian elimination for computation of the central difference equation coefficients
Sandra J. Cynar · ACM SIGNUM Newsletter · 1987
The Gaussian elimination method has been widely used for solutions of sets of linear equations for a very long time. This paper describes another use for the Gaussian elimination techniques. An algorithm will be developed for computing the coefficients for the central difference expressions approximating the first or second derivative of any order error by expressing the problem in matrix notation and applying Gaussian techniques for the solution.