Generation of pseudospectral differentiation matrices I

Research output: Contribution to journalArticle

76 Scopus citations

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 languageEnglish (US)
Pages (from-to)1640-1657
Number of pages18
JournalSIAM Journal on Numerical Analysis
Volume34
Issue number4
DOIs
StatePublished - Jan 1 1997

Keywords

  • Collocation polynomials
  • Pseudospectral methods

ASJC Scopus subject areas

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

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