In this study we examined a fast and efficient calculation method for compact finite-differences (FDs). The proposed method employs a recursive filter (RF) method. This method is based on z-transformation and its RF algorithm. Analysis of sound propagation using compact FDs with the RF method was implemented. Using the RF algorithm, we can implement compact finite difference time domain (FD-TD) analysis as a simpler code than a conventional technique using LU factorization, i.e., the Tomas method. The results obtained in this study clarified that the RF method reduces calculation time required for compact FDs.