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Computational Considerations

The computational requirements of scheme (3.18) are most easily seen through an examination of the Matlab code in §A.1. In each updating cycle, the algorithm requires one multiplication, and one addition. Though, for the sake of clarity of presentation, the algorithm appears to make use of three memory locations, one for the current value of the computed solution, and two for the previous two values, this may be reduced to two locations through overwriting.



Stefan Bilbao 2006-11-15