This is a very useful script. Thanks for sharing. I noticed that you are storing a lot of memory for items you don't need. As an example you never use the full Lp, set to zeros(N1,N2). Only the highest order is needed. If I comment out all but the last occurrence of Lp the script generates the same results. You could do the same for L(N1,N2) since you only need 3 values of k at any step in the calculation. Just a thought.