A fast algorithm for solving the tensor product collocation equations

Abstract A fast algorithm is presented for solving the tensor product collocation equations (Ax ⊗ By + Bx ⊗ Ay)u =b, obtained from the discretization of the Poisson equation in a rectangular region by the collocation method. The Fast Fourier Transformation (FFT) algorithm is employed to achieve the above objective. The operation count is shown to be 0(N2log2N) which makes the overall calculations very economical.