2D Fast Poisson Solver

2D Fast Poisson Solver on a Rectangular Domain

This is a simple implementation of a fast Poisson solver in two dimensions on a regular rectangular grid. The underlying method is a finite-difference scheme. 5-point, 9-point, and modified 9-point methods are implemented while FFTs are used to accelerate the solvers. This method is mostly an implementation of the process as described in Arieh Iserles Numerical Analysis textbook. More information is available at http://www.mrl.nyu.edu/~harper/poisson.htm

I am also currently extending the code to 3d as well as the Helmholtz/Modified Helmholtz equations.