Implementing Finite Difference Solvers for the BS-PDE

A is the N-1 x N-1 matrix of coefficients, and c( ) is. That is, its only nonzero entries are at the top and bottom, arising from the known contributions of the two side boundary conditions being moved to the other side of the equation. The coefficient matrix A has the convenient form: It is tridiagonal, symmetric, and strictly diagonally ... ................
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