Читать книгу Numerical Methods in Computational Finance - Daniel J. Duffy - Страница 85

We take simple two-dimensional problems to model reflection and (counterclockwise) rotation in the plane.

 Case 1:(5.3)

 Case 2:From (5.10) we getwhich allows us to find the matrix A.

 Case 3:The trick is to build the matrix column by column, from top to bottom.