A MATLAB differentiation matrix suite

被引:700
作者
Weideman, JAC
Reddy, SC
机构
[1] Univ Stellenbosch, Dept Appl Math, ZA-7602 Matieland, South Africa
[2] Oregon State Univ, Dept Math, Corvallis, OR 97331 USA
来源
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 2000年 / 26卷 / 04期
关键词
algorithms; MATLAB; spectral collocation methods; pseudospectral methods; differentiation matrices;
D O I
10.1145/365723.365727
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
A software suite consisting of 17 MATLAB functions for solving differential equations by the spectral collocation (i.e., pseudospectral) method is presented. It includes functions for computing derivatives of arbitrary order corresponding to Chebyshev, Hermite, Laguerre, Fourier, and sine interpolants. Auxiliary functions are included for incorporating boundary conditions, performing interpolation using barycentric formulas, and computing roots of orthogonal polynomials. It is demonstrated how to use the package for solving eigenvalue, boundary value, and initial value problems arising in the fields of special functions, quantum mechanics, nonlinear waves, and hydrodynamic stability.
引用
收藏
页码:465 / 519
页数:55
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