from wiki: In computational mathematics, a matrix-free method is an algorithm for solving a linear system of equations or an eigenvalue problem that does not store the coefficient matrix explicitly, but accesses the matrix by evaluating matrix-vector products. Such methods can be preferable when the matrix is so big that storing and manipulating it would cost a lot of memory and computer time.
It can be used to solve fluid dinamics, heat propagation, etc.. if you want to do this kind of work on a arduino ;)
see online at https://circuits.io/circuits/3034264-the-unnamed-circuit/