An M-matrix is a real square matrix with nonpositive off-diagonal entries whose inverse exists and is entrywise nonnegative. An upwind scheme discretises the first derivative by the one-sided difference taken towards the direction the drift comes from, where the central difference would make an off-diagonal coefficient of negative.
Quantitative Finance · शब्दावली
M-matrix, upwind scheme क्या है?
अन्य नाम: M-matrix · upwind scheme