A fast algorithm for spectral differentiation

DOI10.1016/0021-9991(92)90182-XMaRDI QIDQ1184647zbMATH OpenFDO

Authors Alex Solomonoff

Publication date 28 June 1992

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9991(92)90182-X

zbMATH Keywords

fast algorithmmatrix multiplicationmatrix vector multiplicationspectral differentiation

Mathematics Subject Classification ID

Numerical differentiation (65D25)

Review text

If \(u\) is a function and \(u'=(u'(x_ 0),\dots,u'(x_ n))\) is the vector of approximate derivatives, then \(u'\) can be obtained by matrix multiplication, i.e. \(u'=Du\), where \(D\) is called a derivative matrix. A matrix vector multiplication takes \(O(n^ 2)\) operations. In this paper an algorithm is proposed to reduce twice the necessary number of operations. This algorithm uses some regularity properties of the matrix \(D\).

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Cites work

• scientific article; zbMATH DE number 193036 (Why is no real title available?)
• Stability Analysis of Finite Difference, Pseudospectral and Fourier–Galerkin Approximations for Time-Dependent Problems

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(19)

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• scientific article; zbMATH DE number 4176327 (Why is no real title available?)
• A new class of highly accurate differentiation schemes based on the prolate spheroidal wave functions
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• Matrix-free methods for finite-strain elasticity: automatic code generation with no performance overhead
• Differentiation-based and integration-based Chebyshev methods for resolvent analysis of channel flow
• Matrix-Free Local Multigrid for C¹ Hermite Discretizations on GPUs
• Computable error bounds for approximate periodic solutions of autonomous delay differential equations
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