Fast Chebyshev Differentiation
by Greg von Winckel
14 Sep 2005
(Updated 15 Sep 2005)
Computes the numerical derivative on the Chebyshev grid.
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| File Information |
| Description |
This script numerically differentiates a function on the Chebyshev-Gauss-Lobatto grid in O(N*log(N)) time. Equivalent to computing D*x where D is the Chebyshev collocation matrix, but much faster for large vectors x. |
| Acknowledgements |
This submission has inspired the following:
ORTHPOLYFIT, ORTHPOLYVAL
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| MATLAB release |
MATLAB 7 (R14)
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