Generation of pseudospectral differentiation matrices .1.

被引:87
作者
Welfert, BD
机构
[1] Department of Mathematics, Arizona State University, Tempe
关键词
pseudospectral methods; collocation polynomials;
D O I
10.1137/S0036142993295545
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present a simple method for computing n x n pseudospectral differentiation matrices of order p in O(pn(2)) 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 D-p = D-1(p) is also given.
引用
收藏
页码:1640 / 1657
页数:18
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