# Add full multigrid solver (FMG) for boundary value problems, e.g. the Poisson equation.

Many simluation and some image processing tasks require solving differential equations, such as heat equation and linear elliptic equation (Poisson equation).

In case of 2D data (images), these become partial differential equations (PDEs).

These can be solved in linear time using multigrid preconditioner with some relaxation scheme (Gauss-Seidel, CG, biCG).

Some reference, including source code, can be found in Press et al.: "Numerical Recipes, 3rd edition".

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