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Jul 29, 2022 at 18:55 comment added Laurent90 @Josh.K I guess you can always form $A$ in theory, but it may be costly or tedious in some instances. I've updated my anwser with the heat equation as an example.
Jul 29, 2022 at 18:54 history edited Laurent90 CC BY-SA 4.0
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Jul 29, 2022 at 12:52 comment added Josh.K I think this is exactly what I was looking for. You are writing: "...you do not form A, sometimes you may not even know how it's formed". How can I imagine computing "Av" when I don't even know how to form A? Do you maybe mean that the Matrix A could be so big, that there is no way to save it as a MAtrix in the computer and therefore we need other techniques?
Jul 29, 2022 at 8:08 history edited Laurent90 CC BY-SA 4.0
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Jul 29, 2022 at 7:52 history edited Laurent90 CC BY-SA 4.0
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Jul 29, 2022 at 7:02 history answered Laurent90 CC BY-SA 4.0