Abstract
We present a simple method for computing n × n pseudospectral differentiation matrices of order p in script type O:(pn2) operations for the case of quasi-polynomial approximation. The algorithm is based on Fornberg's finite difference algorithm and is numerically stable. A Fortran implementation is included. A necessary and sufficient condition for Dp = D1p is also given.
Original language | English (US) |
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Pages (from-to) | 1640-1657 |
Number of pages | 18 |
Journal | SIAM Journal on Numerical Analysis |
Volume | 34 |
Issue number | 4 |
DOIs | |
State | Published - 1997 |
Keywords
- Collocation polynomials
- Pseudospectral methods
ASJC Scopus subject areas
- Numerical Analysis
- Computational Mathematics
- Applied Mathematics