The piecewise linear recursive convolution (PLRC) finite-different time-domain (FDTD) method greatly improves accuracy over the original recursive convolution (RC) FDTD approach but retains its speed and efficiency advantages. A PLRC-FDTD formulation for magnetized plasma which incorporates both anisotropy and frequency dispersion at the same time is presented, enabled the transient analysis of magnetized plasma media. The technique is illustrated by numerical simulations the reflection and transmission coefficients through a magnetized plasma layer. The results show that the PLRC-FDTD method has significantly improved the accuracy over the original RC method.