Generation of Pseudospectral Differentiation Matrices I

Authors:
Bruno D. Welfert
Affiliations:
-
Venue:
SIAM Journal on Numerical Analysis
Year:
1997

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Abstract

We present a simple method for computing $n \times n$ pseudospectral differentiation matrices of order $p$ in ${\cal O}(pn^2)$ 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 $D_p = D^p_1$ is also given.