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If you have access to MATLAB, have a look at MATLAB c2d command. They use matrix discretization using matrix exponentials but for you it will be very difficult to implement. <br />
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I know 3 routines do this. The good one is in Fortran (not in C) and it is easy to understand. I'll get it tomorrow.
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If you have access to MATLAB, have a look at MATLAB c2d command. They use matrix discretization using matrix exponentials but for you it will be very difficult to implement.

I know 3 routines do this. The good one is in Fortran (not in C) and it is easy to understand. I'll get it tomorrow.

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Looking for the EFFICIENT algorithm implimented in C.
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Looking for the EFFICIENT algorithm implimented in C.

Matrix discretisation routine in C

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